get_slippage_in_bps#

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

get_slippage_in_bps(slippage, max_sane_slippage=0.05)[source]#

Validate and convert slippage to BPS

Parameters:
  • slippage (float) – Slippage in percentage

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

Return type:

float