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QuantConnect.Orders.Slippage

Classes

Class Description
AlphaStreamsSlippageModel Represents a slippage model that uses a constant percentage of slip
ConstantSlippageModel Represents a slippage model that uses a constant percentage of slip
ISlippageModel Represents a model that simulates market order slippage
MarketImpactSlippageModel Slippage model that mimic the effect brought by market impact,...
NullSlippageModel Null slippage model, which provider no slippage
VolumeShareSlippageModel Represents a slippage model that is calculated by multiplying the price impact constant...