Liquidating efficiently a large basket of financial instruments is an open and complex problem, as one must determine a schedule of orders over several timesteps considering:

- The type of orders to send (aggressive or passive)

- The price impact of aggressive orders, which is typically concave for large orders but linear for small ones

- The risk of keeping an inventory

- The trading costs

- The respect of trading limits

- The trading views

We present a model that handles those items in one unified framework.