tensortrade.exchanges.services.slippage.random_slippage_model module¶

class tensortrade.exchanges.services.slippage.random_slippage_model.RandomUniformSlippageModel(max_slippage_percent=3.0)[source]¶

A uniform random slippage model.

__init__(max_slippage_percent=3.0)[source]¶

Parameters:	max_slippage_percent (`float`) – The maximum random slippage to be applied to the fill price. Defaults to 3.0 (i.e. 3%).

adjust_trade(trade)[source]¶

Simulate slippage on a trade ordered on a specific exchange.

Parameters:	trade (`Trade`) – The trade executed on the exchange. **kwargs – Any other arguments necessary for the model.
Return type:	`Trade`
Returns:	A filled Trade with the price and size adjusted for slippage.