ISlippageManager

StockSharp.Algo.Slippage

The interface for the slippage calculation manager.

Implements: IPersistable, ICloneable<ISlippageManager>, ICloneable

Properties

Slippage

public decimal Slippage { get; }

value = iSlippageManager.Slippage

Total slippage.

public decimal? ProcessMessage(Message message)

result = iSlippageManager.ProcessMessage(message)

To calculate slippage.

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

Reset

public void Reset()

iSlippageManager.Reset()

To reset the state.