Yes, Lukka supports custom pricing for users paying for "Institutional" accounts. Those users are able to enter their own prices and use them as their primary pricing source for gain loss processing. If your account settings already have "custom pricing" selected, you can upload your custom prices from the Accounts page.
To set your account to the custom pricing setting, your account admin can select "custom pricing" as the pricing source at the parent entity level settings on the Admin page. The custom pricing will then be available to all child entities tied to that same parent entity.
For more instructions on how to upload custom pricing see this FAQ.