PositionTargetManager

PositionTargetManager

public PositionTargetManager(ISubscriptionProvider subProvider, ITransactionProvider transProvider, IMarketRuleContainer container, Func<Security, Portfolio, decimal?> getPosition, Func<Order> orderFactory, Func<bool> canTrade, Func<Sides, decimal, IPositionModifyAlgo> algoFactory)

positionTargetManager = PositionTargetManager(subProvider, transProvider, container, getPosition, orderFactory, canTrade, algoFactory)

Initializes a new instance of the PositionTargetManager.

subProvider

Subscription provider.

transProvider

Transaction provider.

container

Market rule container.

getPosition

Function to get current position for a security/portfolio pair.

orderFactory

Factory to create new orders with desired properties.

canTrade

Function that returns whether trading is allowed.

algoFactory

Factory to create position modify algorithms. Parameters: side, volume.

MaxRetries

public int MaxRetries { get; set; }

value = positionTargetManager.MaxRetries
positionTargetManager.MaxRetries = value

Maximum number of retries on order failure.

OrderType

public OrderTypes OrderType { get; set; }

value = positionTargetManager.OrderType
positionTargetManager.OrderType = value

Order type to use. Default is Market.

PositionTolerance

public decimal PositionTolerance { get; set; }

value = positionTargetManager.PositionTolerance
positionTargetManager.PositionTolerance = value

Tolerance for considering position target reached.

CancelTarget

public void CancelTarget(Security security, Portfolio portfolio)

positionTargetManager.CancelTarget(security, portfolio)

Cancel target for a security/portfolio pair.

security

Security.

portfolio

Portfolio.

DisposeManaged

protected override void DisposeManaged()

positionTargetManager.DisposeManaged()

Disposes the managed resources. Override this method to add custom clean up of managed resources.

GetTarget

public decimal? GetTarget(Security security, Portfolio portfolio)

result = positionTargetManager.GetTarget(security, portfolio)

Get target position for a security/portfolio pair.

Returns: Target position, or null if not set.

IsTargetReached

public bool IsTargetReached(Security security, Portfolio portfolio)

result = positionTargetManager.IsTargetReached(security, portfolio)

Check if target position is reached.

SetTarget

public void SetTarget(Security security, Portfolio portfolio, decimal target)

positionTargetManager.SetTarget(security, portfolio, target)

Set target position for a security/portfolio pair.

security

Security.

portfolio

Portfolio.

target

Target position value.

Error

public event Action<Security, Portfolio, Exception> Error

positionTargetManager.Error += handler

Occurs when an error happens during target management.

OrderRegistered

public event Action<Order> OrderRegistered

positionTargetManager.OrderRegistered += handler

Occurs when an order is registered by the manager.

TargetReached

public event Action<Security, Portfolio> TargetReached

positionTargetManager.TargetReached += handler

Occurs when a target position is reached.