QuantConnect.Orders.Slippage.AlphaStreamsSlippageModel Class Reference

Represents a slippage model that uses a constant percentage of slip More...

Inheritance diagram for QuantConnect.Orders.Slippage.AlphaStreamsSlippageModel:

Public Member Functions
	AlphaStreamsSlippageModel ()
	Initializes a new instance of the AlphaStreamsSlippageModel class More...
decimal	GetSlippageApproximation (Security asset, Order order)
	Return a decimal cash slippage approximation on the order. More...

Detailed Description

Represents a slippage model that uses a constant percentage of slip

Definition at line 24 of file AlphaStreamsSlippageModel.cs.

Constructor & Destructor Documentation

AlphaStreamsSlippageModel()

QuantConnect.Orders.Slippage.AlphaStreamsSlippageModel.AlphaStreamsSlippageModel

(

)

Initializes a new instance of the AlphaStreamsSlippageModel class

Definition at line 31 of file AlphaStreamsSlippageModel.cs.

Member Function Documentation

GetSlippageApproximation()

decimal QuantConnect.Orders.Slippage.AlphaStreamsSlippageModel.GetSlippageApproximation	(	Security	asset,
		Order	order
	)

Return a decimal cash slippage approximation on the order.

Implements QuantConnect.Orders.Slippage.ISlippageModel.

Definition at line 36 of file AlphaStreamsSlippageModel.cs.

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The documentation for this class was generated from the following file:

• Common/Orders/Slippage/AlphaStreamsSlippageModel.cs