Thanks to Andre P., and although the docs say to use "amount" on order, the actual remaining is order.amount - order.filled.

This works:

#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~  
class PercentRangeSlippageModel(slippage.SlippageModel):  
    '''  
    Daily slippage model only  
    '''  
    def __init__(this, basisPointsDrift, pctParticipation):  
        this.basisPointsDrift = basisPointsDrift * .0001  
        this.pctParticipation = pctParticipation * .01

    def process_order(this, trade_bar, order):  
        close = trade_bar.close_price  
        remainingQty = order.amount - order.filled  
        # Limit the quantity to 25% of the total volume  
        orderQuantity = int(min(remainingQty, this.pctParticipation * trade_bar.volume))  
        # Calculate any price impact of the order  
        priceImpactSlippage =  min(.25, (float(remainingQty) / float(trade_bar.volume))) **2 * .1  
        # Calculate a rough mid point of the day's trading range  
        rangeMid = trade_bar.close_price * .35 \  
                 + trade_bar.open_price * .35 \  
                 + trade_bar.high * .15 \  
                 + trade_bar.low * .15  
        # Calculate a conservative price drift from the day's mid point price  
        drift = this.basisPointsDrift + (this.basisPointsDrift * priceImpactSlippage)  
        executionPrice = rangeMid + (rangeMid * drift * order.direction)  
        direction = "BUY" if order.direction > 0 else "SELL"  
        print(" {0:<4} {1:>7} @ {2:>7.2f}  midPrice:{3:>7.2f}  close:{4:>7.2f}  barVol:{5:>10}".format(  
              direction, orderQuantity, executionPrice, rangeMid, close, trade_bar.volume))

        return slippage.create_transaction(trade_bar, order, executionPrice, orderQuantity)