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()

Release 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.