ISlippageManager
StockSharp.Algo.Slippage
The interface for the slippage calculation manager.
Implements: IPersistable, ICloneable<ISlippageManager>, ICloneable
Properties
Methods
ProcessMessage(Message) : decimal?
To calculate slippage.
- message
- Message.
Returns: The slippage. If it is impossible to calculate slippage, will be returned.
Reset()
To reset the state.