ConstantSlippageModel

QuantConnect.Orders.Slippage.ConstantSlippageModel

ConstantSlippageModel(slippage_percent: float)

Bases: Object, ISlippageModel

Represents a slippage model that uses a constant percentage of slip

Initializes a new instance of the ConstantSlippageModel class

Parameters:

Name	Type	Description	Default
slippage_percent	float	The slippage percent for each order. Percent is ranged 0 to 1.	required

get_slippage_approximation

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

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