Good point. I don't think there is any slippage involved. If I read the log right it seems the trades are opened the or next second the threshold's break was found:

Quote:
2018-04-02 11:58:33.4425
AssetA: EURUSD_AT, PriceA: 1.23424, SpreadA: 0.00000, CommissionA: 0.00007
AssetB: EURUSD_FXCM, PriceB: 1.23382, SpreadB: 0.00001, CommissionB: 0.00007
Difference: 0.00042, Threshold: 0.00038
[EURUSD_AT::S1901] Short 1@1.23414 at 11:58:33
[EURUSD_FXCM::L1902] Long 1@1.23401 at 11:58:33
[...]
2018-04-02 13:24:36.8495
AssetA: EURUSD_AT, PriceA: 1.23296, SpreadA: 0.00000, CommissionA: 0.00007
AssetB: EURUSD_FXCM, PriceB: 1.23332, SpreadB: 0.00000, CommissionB: 0.00007
Difference: -0.00036, Threshold: 0.00035
[EURUSD_AT::L0501] Long 1@1.23303 at 13:24:37
[EURUSD_FXCM::S0502] Short 1@1.23313 at 13:24:37
[...]
2018-04-02 13:47:54.9835
AssetA: EURUSD_AT, PriceA: 1.23185, SpreadA: 0.00000, CommissionA: 0.00007
AssetB: EURUSD_FXCM, PriceB: 1.23232, SpreadB: 0.00003, CommissionB: 0.00007
Difference: -0.00047, Threshold: 0.00043
[EURUSD_AT::L2801] Long 1@1.23177 at 13:47:55
[EURUSD_FXCM::S2802] Short 1@1.23220 at 13:47:55
[...]

Slippage and Fill have default values, so there should be 5 sec slippage as you mentioned, maybe there is another treatment when trading on .t1?