chore: import upstream snapshot with attribution

Common/Orders/Slippage/ConstantSlippageModel.cs

@@ -0,0 +1,47 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ * 
+ * Licensed under the Apache License, Version 2.0 (the "License"); 
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ * 
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using QuantConnect.Data;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Orders.Slippage
+{
+    /// <summary>
+    /// Represents a slippage model that uses a constant percentage of slip
+    /// </summary>
+    public class ConstantSlippageModel : ISlippageModel
+    {
+        private readonly decimal _slippagePercent;
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ConstantSlippageModel"/> class
+        /// </summary>
+        /// <param name="slippagePercent">The slippage percent for each order. Percent is ranged 0 to 1.</param>
+        public ConstantSlippageModel(decimal slippagePercent)
+        {
+            _slippagePercent = slippagePercent;
+        }
+
+        /// <summary>
+        /// Slippage Model. Return a decimal cash slippage approximation on the order.
+        /// </summary>
+        public decimal GetSlippageApproximation(Security asset, Order order)
+        {
+            var lastData = asset.GetLastData();
+            if (lastData == null) return 0;
+
+            return lastData.Value*_slippagePercent;
+        }
+    }
+}