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    Interface SlippageBandInputs

    Inputs for slippageBand. All times in ms.

    interface SlippageBandInputs {
        delayMs: number;
        k?: number;
        probability: number;
        resolveMs?: number;
        signingMs?: number;
        tickMs: number;
        timeToExpiryMs: number;
    }
    Index
    delayMs k? probability resolveMs? signingMs? tickMs timeToExpiryMs
    delayMs: number

    The policy's delay.

    k?: number

    Standard deviations of movement to allow. Default 2.

    probability: number

    The quoted probability, in (0, 1).

    resolveMs?: number

    Time between τ and the fill. Default 500.

    signingMs?: number

    Time between the quote and the enqueue landing. Default 500.

    tickMs: number

    The channel tick: 50 or 200.

    timeToExpiryMs: number

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