get_slippage_in_bps#

API documentation for tradeexecutor.utils.slippage.get_slippage_in_bps Python function.

get_slippage_in_bps(slippage, max_sane_slippage=0.21)[source]#

Validate and convert slippage to BPS

Parameters:
  • slippage (float) –

    Slippage in percentage.

    0….1.

  • max_sane_slippage (float) – Maximum sane slippage in percentage, default is 0.05 (5%)

Returns:

Slippage as 10_000 points.

0.1% = 100.

Return type:

int