JunoWire 透明中心

// Initialize the slippage calculator
calculator := NewSlippageCalculator()

// Create a new order instance
order := &Order{
    ID:                 1001,
    Type:               OrderTypeMarket,
    Side:               OrderSideBuy,
    Source:             OrderSourceUser,
    Volume:             decimal.NewFromInt(100),
    LastPrice:          decimal.NewFromFloat(10.0),
    SlippageRate:       decimal.NewFromFloat(0.01),
    UsedSlippageBudget: decimal.Zero,
}

// Initialize slippage budget
InitSlippageBudget(order)

// Calculate maximum executable volume
tradePrice := decimal.NewFromFloat(10.5)
canTradeVolume := decimal.NewFromInt(50)
maxVolume, ok := calculator.CalcMaxVolume(order, tradePrice, canTradeVolume)

if ok {
    // Update budget after execution
    calculator.UpdateBudget(order, tradePrice, maxVolume)
}