AlphaStreamsSlippageModel

QuantConnect.Orders.Slippage.AlphaStreamsSlippageModel

AlphaStreamsSlippageModel()

Bases: Object, ISlippageModel

Represents a slippage model that uses a constant percentage of slip

Initializes a new instance of the AlphaStreamsSlippageModel class

get_slippage_approximation

get_slippage_approximation(
    asset: Security, order: Order
) -> float

Return a decimal cash slippage approximation on the order.