ISlippageManager
StockSharp.Algo.Slippage
The interface for the slippage calculation manager.
Implements: IAsyncPersistable
Properties
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.