Lean  $LEAN_TAG$
Static Public Member Functions | List of all members
QuantConnect.Messages.VolumeShareSlippageModel Class Reference

Provides user-facing messages for the Orders.Slippage.VolumeShareSlippageModel class and its consumers or related classes More...

Static Public Member Functions

static string InvalidMarketDataType (BaseData data)
 Returns a message for an invalid market data type in Volume Share Slippage Model More...
 
static string VolumeNotReportedForMarketDataType (SecurityType securityType)
 Returns a message for a volume not reported for market data type in Volume Share Slippage Model More...
 
static string NegativeOrZeroBarVolume (decimal barVolume, decimal slippagePercent)
 Returns a message for a negative or zero bar volume in Volume Share Slippage Model More...
 

Detailed Description

Provides user-facing messages for the Orders.Slippage.VolumeShareSlippageModel class and its consumers or related classes

Definition at line 32 of file Messages.Orders.Slippage.cs.

Member Function Documentation

◆ InvalidMarketDataType()

static string QuantConnect.Messages.VolumeShareSlippageModel.InvalidMarketDataType ( BaseData  data)
static

Returns a message for an invalid market data type in Volume Share Slippage Model

Definition at line 38 of file Messages.Orders.Slippage.cs.

Here is the caller graph for this function:

◆ VolumeNotReportedForMarketDataType()

static string QuantConnect.Messages.VolumeShareSlippageModel.VolumeNotReportedForMarketDataType ( SecurityType  securityType)
static

Returns a message for a volume not reported for market data type in Volume Share Slippage Model

Definition at line 47 of file Messages.Orders.Slippage.cs.

Here is the caller graph for this function:

◆ NegativeOrZeroBarVolume()

static string QuantConnect.Messages.VolumeShareSlippageModel.NegativeOrZeroBarVolume ( decimal  barVolume,
decimal  slippagePercent 
)
static

Returns a message for a negative or zero bar volume in Volume Share Slippage Model

Definition at line 57 of file Messages.Orders.Slippage.cs.

Here is the caller graph for this function:
The documentation for this class was generated from the following file: