TradePipeline

TradePipeline

public TradePipeline(IPnLManager pnlManager, IStatisticManager stats)

tradePipeline = TradePipeline(pnlManager, stats)

Trade processing. Handles deduplication, PnL calculation, commission/slippage accumulation.

pnlManager

PnL manager.

stats

Statistic manager.

Commission

public decimal? Commission { get; private set; }

value = tradePipeline.Commission
tradePipeline.Commission = value

Total accumulated commission.

MyTrades

public IEnumerable<MyTrade> MyTrades { get; }

value = tradePipeline.MyTrades

All tracked trades.

Slippage

public decimal? Slippage { get; private set; }

value = tradePipeline.Slippage
tradePipeline.Slippage = value

Total accumulated slippage.

Contains

public bool Contains(MyTrade trade)

result = tradePipeline.Contains(trade)

Check whether the trade is already tracked.

Reset

public void Reset()

tradePipeline.Reset()

Clear all data.

TryAdd

public bool TryAdd(MyTrade trade)

result = tradePipeline.TryAdd(trade)

Try to add a trade. Returns false if duplicate. Processes PnL, commission, slippage.

CommissionChanged

public event Action CommissionChanged

tradePipeline.CommissionChanged += handler

Fires when commission changes.

PnLChanged

public event Action<DateTime> PnLChanged

tradePipeline.PnLChanged += handler

Fires when PnL changes due to a trade.

SlippageChanged

public event Action SlippageChanged

tradePipeline.SlippageChanged += handler

Fires when slippage changes.

TradeAdded

public event Action<MyTrade> TradeAdded

tradePipeline.TradeAdded += handler

Fires when a new trade is successfully added.