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.
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.
Save
public void Save(SettingsStorage storage)
slippageManager.Save(storage)
Save settings.
- storage
- Storage.