tensortrade.exchanges.services.slippage.slippage_model module

class tensortrade.exchanges.services.slippage.slippage_model.SlippageModel[source]

Bases: tensortrade.base.component.Component

A model for simulating slippage on an exchange trade.

adjust_trade(trade, **kwargs)[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.
registered_name = 'slippage'