ISlippageManager
StockSharp.Algo.Slippage
The interface for the slippage calculation manager.
实现: IPersistable, ICloneable<ISlippageManager>, ICloneable
属性
方法
ProcessMessage(Message) : decimal?
To calculate slippage.
- message
- Message.
返回值: The slippage. If it is impossible to calculate slippage, will be returned.
Reset()
To reset the state.