SlippageManager — StockSharp.Algo.Slippage

Constructors

public SlippageManager(ISlippageManagerState state)

slippageManager = SlippageManager(state)

The slippage manager.

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.

CloneAsync

public ValueTask<ISlippageManager> CloneAsync(CancellationToken cancellationToken)

result = slippageManager.CloneAsync(cancellationToken)

Creates a clone of this manager with new state.

Returns: Cloned manager.

LoadAsync

public Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = slippageManager.LoadAsync(storage, cancellationToken)

Load settings.

Returns: Task

public decimal? ProcessMessage(Message message)

result = slippageManager.ProcessMessage(message)

To calculate slippage.

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

Reset

public void Reset()

slippageManager.Reset()

To reset the state.

SaveAsync

public Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = slippageManager.SaveAsync(storage, cancellationToken)

Save settings.

Returns: Task