ISlippageManagerState

Slippage : decimal

Total accumulated slippage.

AddPlannedPrice(long, Sides, decimal)

Store planned execution price for an order.

transactionId

Order transaction ID.

side

Order side.

price

Planned price.

AddSlippage(decimal)

Add to accumulated slippage.

amount

Amount to add.

Clear()

Clear all state.

RemovePlannedPrice(long)

Remove planned price for an order.

transactionId

Order transaction ID.

TryGetBestPrice(SecurityId, Sides, decimal) : bool

Try get best price for order side.

securityId

Security ID.

side

Order side (Buy returns ask, Sell returns bid).

price

Best price if found.

Rückgabe: if price found and non-zero.

TryGetPlannedPrice(long, Sides, decimal) : bool

Try get planned price without removing.

transactionId

Order transaction ID.

side

Order side if found.

price

Planned price if found.

Rückgabe: if found.

UpdateBestPrices(SecurityId, decimal?, decimal?, DateTime)

Update best bid/ask prices for a security.

securityId

Security ID.

bidPrice

Best bid price (null to keep existing).

askPrice

Best ask price (null to keep existing).

time

Market data time. If both Level1 and order books are streamed, prices update only when time increases.