ISlippageManager

StockSharp.Algo.Slippage

The interface for the slippage calculation manager.

Implements: IAsyncPersistable

Properties

Slippage
public decimal Slippage { get; }
value = iSlippageManager.Slippage

Total slippage.

Methods

CloneAsync
public ValueTask<ISlippageManager> CloneAsync(CancellationToken cancellationToken)
result = iSlippageManager.CloneAsync(cancellationToken)

Create a copy of the manager.

cancellationToken
CancellationToken

Returns: Copy.

ProcessMessage
public decimal? ProcessMessage(Message message)
result = iSlippageManager.ProcessMessage(message)

To calculate slippage.

message
Message.

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

Reset
public void Reset()
iSlippageManager.Reset()

To reset the state.