lowkey_backtest/market_costs.py

11 lines
304 B
Python

from __future__ import annotations
TAKER_FEE_BPS_DEFAULT = 10.0 # 0.10%
def okx_fee(fee_bps: float, notional_usd: float) -> float:
return notional_usd * (fee_bps / 1e4)
def estimate_slippage_rate(slippage_bps: float, notional_usd: float) -> float:
return notional_usd * (slippage_bps / 1e4)