class_docstr: Model slippage as a fixed spread.
  
  Parameters
  ----------
  spread : float, optional
      spread / 2 will be added to buys and subtracted from sells.
class_docstr_tok: ["Model","slippage","as","a","fixed","spread",".","Parameters","--","--","--","--","--","spread",":","float",",","optional","spread","\/","2","will","be","added","to","buys","and","subtracted","from","sells","."]
code: def process_order(self, data, order):
      price = data.current(order.asset, "close")
  
      return (
          price + (self.spread / 2.0 * order.direction),
          order.amount,
      )
  
imports: from __future__ import division
  from abc import abstractmethod
  import math
  import numpy
  from pandas import isnull
  from six import with_metaclass
  from toolz import merge
  from catalyst.assets import Equity, Future
  from catalyst.errors import HistoryWindowStartsBeforeData
  from catalyst.finance.constants import ROOT_SYMBOL_TO_ETA
  from catalyst.finance.shared import AllowedAssetMarker, FinancialModelMeta
  from catalyst.finance.transaction import create_transaction
  from catalyst.utils.cache import ExpiringCache
  from catalyst.utils.dummy import DummyMapping
label_desc: Use image node_id 3 for calling the FixedSlippage obj's underlying member method code with example usage: obj.process_order(data, order) and returns: unknown,  order