QuantConnect.Orders.Slippage.ISlippageModel Interface Reference

Represents a model that simulates market order slippage More...

Inheritance diagram for QuantConnect.Orders.Slippage.ISlippageModel:

Public Member Functions
decimal	GetSlippageApproximation (Security asset, Order order)
	Slippage Model. Return a decimal cash slippage approximation on the order. More...

Detailed Description

Represents a model that simulates market order slippage

Definition at line 23 of file ISlippageModel.cs.

Member Function Documentation

GetSlippageApproximation()

decimal QuantConnect.Orders.Slippage.ISlippageModel.GetSlippageApproximation	(	Security	asset,
		Order	order
	)

Slippage Model. Return a decimal cash slippage approximation on the order.

Implemented in QuantConnect.Orders.Slippage.MarketImpactSlippageModel, QuantConnect.Orders.Slippage.VolumeShareSlippageModel, QuantConnect.Python.SlippageModelPythonWrapper, QuantConnect.Orders.Slippage.ConstantSlippageModel, QuantConnect.Orders.Slippage.AlphaStreamsSlippageModel, and QuantConnect.Orders.Slippage.NullSlippageModel.

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The documentation for this interface was generated from the following file:

• Common/Orders/Slippage/ISlippageModel.cs