QuantOracle Transaction Cost Analysis is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-14).
Computes detailed transaction cost breakdown for a trade including spread cost, market impact, commission, round-trip cost, and breakeven move percentage
QuantOracle: risk/transaction-cost
Returns a detailed cost breakdown including: total cost in basis points, spread cost in USD, market impact in USD, commission in USD, total cost in USD, cost as a percentage of trade value, round-trip cost in bps and USD, breakeven move percentage, and computation latency in milliseconds.
POSThttps://api.quantoracle.dev/v1/risk/transaction-costUse this endpoint when you need a full decomposition of transaction costs for a single equity trade — specifically when you need spread cost, market impact, commission, and round-trip cost all broken down with a breakeven move calculation. Prefer this over generic slippage estimators when you have ADV, participation rate, and spread data available and need precise bps-level cost attribution.
{
"adv": 10000000,
"shares": 10000,
"spread_bps": 5,
"trade_value": 500000,
"commission_pct": 0.02,
"market_impact_bps": 8,
"participation_rate": 0.2
}| Field | Type | Description |
|---|---|---|
| adv | — | Average daily volume in USD (for Almgren model) |
| shares | integer | Number of shares |
| spread_bps | number | Bid-ask spread in basis points |
| trade_value | number | Total trade value in USD |
| commission_pct | number | Commission as percentage of trade value |
| commission_flat | number | Flat commission per trade |
| market_impact_bps | number | Estimated market impact in basis points |
| participation_rate | number | Fraction of ADV consumed by trade |
| commission_per_share | number | Commission per share |
{
"ms": 12.26,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"cost_bps": 6.74,
"commission": 100,
"total_cost": 336.8034,
"cost_as_pct": 0.0674,
"spread_cost": 125,
"market_impact": 111.8034,
"round_trip_bps": 13.47,
"round_trip_cost": 673.6068,
"breakeven_move_pct": 0.1347
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