PnLQueue

PnLQueue

public PnLQueue(SecurityId securityId)

pnLQueue = PnLQueue(securityId)

Initializes a new instance of the PnLQueue.

securityId

Security ID.

Leverage

public decimal Leverage { get; set; }

value = pnLQueue.Leverage
pnLQueue.Leverage = value

Leverage.

LotMultiplier

public decimal LotMultiplier { get; set; }

value = pnLQueue.LotMultiplier
pnLQueue.LotMultiplier = value

Lot multiplier.

PriceStep

public decimal PriceStep { get; private set; }

value = pnLQueue.PriceStep
pnLQueue.PriceStep = value

Price step.

RealizedPnL

public decimal RealizedPnL { get; private set; }

value = pnLQueue.RealizedPnL
pnLQueue.RealizedPnL = value

Realized profit.

SecurityId

public SecurityId SecurityId { get; }

value = pnLQueue.SecurityId

Security ID.

StepPrice

public decimal? StepPrice { get; private set; }

value = pnLQueue.StepPrice
pnLQueue.StepPrice = value

Step price.

UnrealizedPnL

public decimal UnrealizedPnL { get; }

value = pnLQueue.UnrealizedPnL

Unrealized profit.

Process

public PnLInfo Process(ExecutionMessage trade)

result = pnLQueue.Process(trade)

To calculate trade profitability. If the trade was already processed earlier, previous information returns.

trade

Trade.

Returns: Information on new trade.

ProcessCandle

public void ProcessCandle(CandleMessage candleMsg)

pnLQueue.ProcessCandle(candleMsg)

To process CandleMessage message.

candleMsg

CandleMessage.

ProcessExecution

public void ProcessExecution(ExecutionMessage execMsg)

pnLQueue.ProcessExecution(execMsg)

To process the message, containing information on tick trade.

execMsg

The message, containing information on tick trade.

ProcessLevel1

public void ProcessLevel1(Level1ChangeMessage levelMsg)

pnLQueue.ProcessLevel1(levelMsg)

To process the message, containing market data.

levelMsg

The message, containing market data.

ProcessQuotes

public void ProcessQuotes(QuoteChangeMessage quoteMsg)

pnLQueue.ProcessQuotes(quoteMsg)

To process the message, containing data on order book.

quoteMsg

The message, containing data on order book.

UpdateSecurity

public void UpdateSecurity(Level1ChangeMessage levelMsg)

pnLQueue.UpdateSecurity(levelMsg)

To update the information on the instrument.

levelMsg

Level1ChangeMessage