Module slippage 

Adverse slippage on the simulated venue’s taker fills.

SlippageConfig says how far a fill is moved against the order that takes liquidity. The venue holds it with the random stream it draws from, and applies it to the price its FillModel gives, so slippage composes with every pricing model alike.

Backtest-only

Only simulated execution slips a fill. Live execution clients receive real fill prices from the venue.

Structs

SlippageConfig

How far the simulated venue moves a taker fill against the order, as a fraction of the price the fill would otherwise get.

Enums

SlippageConfigError

Why a SlippageConfig was refused.

Constants

RATE_DECIMAL_PLACES

How many decimal places a SlippageConfig::uniform draw is rounded to.