estimate_execution_cost
Realistic execution cost in bps for an order ($0.01).
Calibrated to measured live fills (SPY/QQQ 1.5bps round-trip floor), with square-root size impact. order_type: limit_nbbo | market.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| side | No | buy | |
| symbol | Yes | ||
| order_type | No | limit_nbbo | |
| notional_usd | Yes | ||
| payment_signature | No |