Table of Contents

Class SlippageManager

Namespace
StockSharp.Algo.Slippage
Assembly
StockSharp.Algo.dll

The slippage manager.

public class SlippageManager : ISlippageManager, IPersistable
Inheritance
SlippageManager
Implements
IPersistable
Inherited Members
Extension Methods

Constructors

SlippageManager()

Initializes a new instance of the SlippageManager.

public SlippageManager()

Properties

CalculateNegative

To calculate negative slippage. By default, the calculation is enabled.

public bool CalculateNegative { get; set; }

Property Value

bool

Slippage

Total slippage.

public virtual decimal Slippage { get; }

Property Value

decimal

Methods

Load(SettingsStorage)

Load settings.

public void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Storage.

ProcessMessage(Message)

To calculate slippage.

public decimal? ProcessMessage(Message message)

Parameters

message Message

Message.

Returns

decimal?

The slippage. If it is impossible to calculate slippage, null will be returned.

Reset()

To reset the state.

public virtual void Reset()

Save(SettingsStorage)

Save settings.

public void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Storage.