QuantConnect.Orders.Slippage Namespace Reference

Classes
class	AlphaStreamsSlippageModel
	Represents a slippage model that uses a constant percentage of slip More...
class	ConstantSlippageModel
	Represents a slippage model that uses a constant percentage of slip More...
interface	ISlippageModel
	Represents a model that simulates market order slippage More...
class	MarketImpactSlippageModel
	Slippage model that mimic the effect brought by market impact, i.e. consume the volume listed in the order book More...
class	NullSlippageModel
	Null slippage model, which provider no slippage More...
class	SymbolData
class	VolumeShareSlippageModel
	Represents a slippage model that is calculated by multiplying the price impact constant by the square of the ratio of the order to the total volume. More...