Source code for tradeexecutor.utils.slippage

from tradeexecutor.state.types import Percent, BPS


def get_slippage_in_bps(
    slippage: Percent,
    max_sane_slippage: Percent = 0.05,
) -> BPS:
    """Validate and convert slippage to BPS
    
    :param slippage: Slippage in percentage
    :param max_sane_slippage: Maximum sane slippage in percentage, default is 0.05 (5%)
    """

    assert 0 < slippage <= max_sane_slippage, f"Slippage should be between 0 and {max_sane_slippage}"

    return slippage * 100