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SlippageManagerProcessMessage Method

To calculate slippage.

Namespace:  StockSharp.Algo.Slippage
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public Nullable<decimal> ProcessMessage(
	Message message
)

Parameters

message
Type: StockSharp.MessagesMessage
Message.

Return Value

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

Implements

ISlippageManagerProcessMessage(Message)
See Also