SlippageManager

StockSharp.Algo.Slippage

The slippage manager.

Implements: ISlippageManager, IPersistable, ICloneable<ISlippageManager>, ICloneable

Constructors

SlippageManager
public SlippageManager(ISlippageManagerState state)
slippageManager = SlippageManager(state)

The slippage manager.

state
State storage.

Properties

CalculateNegative
public bool CalculateNegative { get; set; }
value = slippageManager.CalculateNegative
slippageManager.CalculateNegative = value

To calculate negative slippage. By default, the calculation is enabled.

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

Total slippage.

Methods

Clone
public ISlippageManager Clone()
result = slippageManager.Clone()

Creates a clone of this manager with new state.

Returns: Cloned manager.

Load
public void Load(SettingsStorage storage)
slippageManager.Load(storage)

Load settings.

storage
Storage.
ProcessMessage
public decimal? ProcessMessage(Message message)
result = slippageManager.ProcessMessage(message)

To calculate slippage.

message
Message.

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

Reset
public void Reset()
slippageManager.Reset()

To reset the state.

Save
public void Save(SettingsStorage storage)
slippageManager.Save(storage)

Save settings.

storage
Storage.