SlippageManager
StockSharp.Algo.Slippage
The slippage manager.
Реализует: ISlippageManager, IPersistable, ICloneable<ISlippageManager>, ICloneable
Конструкторы
Свойства
CalculateNegative : bool
To calculate negative slippage. By default, the calculation is enabled.
Методы
Clone() : ISlippageManager
Creates a clone of this manager with new state.
Возвращает: Cloned manager.
ProcessMessage(Message) : decimal?
To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.
- message
- Message.
Возвращает: The transaction delay. If it is impossible to calculate delay, will be returned.
Reset()
Reset state.