Fractional fee charged on each taker fill at the print price.
Accepted for interface uniformity; currently unused on the tape.
Inventory floor. The target is clamped to [min_position, max_position] before the fill size is computed.
Inventory ceiling. The target is clamped to [min_position, max_position] before the fill size is computed.
Contract multiplier applied to mark-to-market PnL, fill slippage, and proportional fees.
Fixed fee (or rebate when negative) charged per contract on each fill.
https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.
Backtest a target-position strategy against the trade tape, taking each print as a market fill to reach the target immediately.