StrategyPositionManager

StrategyPositionManager

public StrategyPositionManager(Func<string> strategyIdGetter)

strategyPositionManager = StrategyPositionManager(strategyIdGetter)

Manages strategy positions (per Security + Portfolio) and calculates position quantity, average price, realized PnL and commission incrementally from order executions. Additionally maintains cached per-position aggregates (blocked volume and active buy/sell orders count) via incremental updates (O(1) per order update, no rescans).

strategyIdGetter

Delegate returning strategy identifier to stamp into newly created StrategyId.

Positions

public Position[] Positions { get; }

value = strategyPositionManager.Positions

Snapshot array of managed positions (thread-safe copy).

StrategyIdGetter

public Func<string> StrategyIdGetter { get; }

value = strategyPositionManager.StrategyIdGetter

Delegate returning strategy id to assign into new positions.

TrackedAggsCount

public int TrackedAggsCount { get; }

value = strategyPositionManager.TrackedAggsCount

TrackedFinishedOrdersCount

public int TrackedFinishedOrdersCount { get; }

value = strategyPositionManager.TrackedFinishedOrdersCount

Number of terminal order states retained for replay detection.

TrackedOrderExecInfosCount

public int TrackedOrderExecInfosCount { get; }

value = strategyPositionManager.TrackedOrderExecInfosCount

TrackedOrderTracksCount

public int TrackedOrderTracksCount { get; }

value = strategyPositionManager.TrackedOrderTracksCount

IsProblem

public static bool IsProblem(OrderResults result)

result = StrategyPositionManager.IsProblem(result)

Whether the result reports a problem rather than ordinary order flow. A snapshot of an order that is not active yet, one for an order with no position, and a repeat of a final snapshot are all expected traffic; a fill going backwards or being dropped is not.

result

Processing result.

Returns: Check result.

ProcessOrder

public OrderResults ProcessOrder(Order order)

result = strategyPositionManager.ProcessOrder(order)

Process order state change (registration, balance change, partial/full execution, cancellation, done).

order

Order to process.

Returns: OrderResults

RemoveFinishedBefore

public void RemoveFinishedBefore(DateTime time)

strategyPositionManager.RemoveFinishedBefore(time)

Remove terminal order states older than .

time

Minimum order time to keep.

Reset

public void Reset()

strategyPositionManager.Reset()

Reset all internal caches (positions, execution info, aggregates, order tracks).

SetPosition

public void SetPosition(Security security, Portfolio portfolio, decimal value, DateTime time)

strategyPositionManager.SetPosition(security, portfolio, value, time)

Set current position value explicitly (utility for manual restoration / overrides).

security

Security.

portfolio

Portfolio.

value

New signed quantity.

time

Timestamp to assign into LocalTime and ServerTime if position is created anew.

TryGetPosition

public Position TryGetPosition(Security security, Portfolio portfolio)

result = strategyPositionManager.TryGetPosition(security, portfolio)

Try get existing position instance for and .

security

Security.

portfolio

Portfolio.

Returns: Existing Position or .

UpdateAggregates

private void UpdateAggregates(Order order, Position position)

strategyPositionManager.UpdateAggregates(order, position)

Incrementally update aggregates for the order (blocked volume and counts) and push them into the .

UpdateCurrentPrice

public void UpdateCurrentPrice(SecurityId secId, decimal price, DateTime serverTime, DateTime localTime)

strategyPositionManager.UpdateCurrentPrice(secId, price, serverTime, localTime)

Update current (market) price for all positions of the specified .

secId

Security identifier whose positions need price update.

price

New market price.

serverTime

Server time of the price snapshot.

localTime

Local time when the price was processed.

PositionProcessed

public event Action<Position, bool> PositionProcessed

strategyPositionManager.PositionProcessed += handler

Occurs after position was processed (created or updated by an order execution or order state change affecting aggregates).