quote_cost
Walk the order book to get real average fill price, slippage, notional, and fee schedule before sizing any trade.
Instructions
What a given size would ACTUALLY cost, by walking the order book rather than reading the top level. Returns average fill price, slippage vs best, notional, and the levels consumed — plus the venue's fee schedule where it publishes one. Call this before sizing any trade, and on both legs before acting on a cross-venue gap.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"venue": "<venue>",
"market_id": "<market_id>",
"side": "<side>",
"size": "<size>"
},
"name": "quote_cost"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| side | Yes | ||
| size | Yes | ||
| venue | Yes | ||
| market_id | Yes |