tensortrade.oms.services.slippage.random_slippage_model module

class tensortrade.oms.services.slippage.random_slippage_model.RandomUniformSlippageModel(*args, **kwargs)[source]

Bases: SlippageModel

A uniform random slippage model.

Parameters:

max_slippage_percent (float, default 3.0) – The maximum random slippage to be applied to the fill price.

adjust_trade(trade: Trade, **kwargs) → Trade[source]

Simulate slippage on a trade ordered on a specific exchange.

Parameters:

  • trade (Trade) – The trade executed on the exchange.

  • **kwargs (keyword arguments) – Any other arguments necessary for the model.

Returns:

Trade – A filled trade with the price and size adjusted for slippage.