SlippageManager

StockSharp.Algo.Slippage

The slippage manager.

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

Constructors

SlippageManager(ISlippageManagerState)

The slippage manager.

state: State storage.

Properties

CalculateNegative : bool

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

Slippage : decimal

Total slippage.

Methods

Clone() : ISlippageManager

Creates a clone of this manager with new state.

Returns: Cloned manager.

Load(SettingsStorage)

Load settings.

storage: Storage.

ProcessMessage(Message) : decimal?

To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.

message: Message.

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

Reset()

Reset state.

Save(SettingsStorage)

Save settings.

storage: Storage.