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)

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