Fractional fee on a passive (resting) fill; negative for a rebate.
Fractional fee on a marketable (taker) fill.
Fill rule. "touch" fills when the bar's low/high reaches your quote price; "breach" requires the bar to trade through it.
Fraction of the quoted size captured on each fill (front-of-queue at 1.0).
Price increment added (subtracted) to the open for a market buy (sell) to model taker slippage.
Inventory floor; sell fills are capped so the position never falls below it.
Inventory ceiling; buy fills are capped so the position never exceeds it.
Contract multiplier applied to mark-to-market PnL, fill slippage, and proportional fees.
Fixed fee (or rebate when negative) charged per contract on maker fills.
Fixed fee (or rebate when negative) charged per contract on taker fills.
https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.
Backtest a two-sided order poster on OHLC bars, posting resting bids and asks that fill when the bar's range reaches them.