PositionManager

PositionManager

public PositionManager(bool byOrders, IPositionManagerState state)

positionManager = PositionManager(byOrders, state)

The position calculation manager.

byOrders

To calculate the position on realized volume for orders () or by trades ().

state

State storage.

ByOrders

public bool ByOrders { get; }

value = positionManager.ByOrders

To calculate the position on realized volume for orders () or by trades ().

Clone

public IPositionManager Clone()

result = positionManager.Clone()

Creates a deep copy of a DataSeries

ProcessMessage

public virtual PositionChangeMessage ProcessMessage(Message message)

result = positionManager.ProcessMessage(message)

To calculate position.

message

Message.

Returns: The position by order or trade.