PnLQueue

PnLQueue(SecurityId)

Initializes a new instance of the PnLQueue.

securityId

Security ID.

Leverage : decimal

Leverage.

LotMultiplier : decimal

Lot multiplier.

PriceStep : decimal

Price step.

RealizedPnL : decimal

Realized profit.

SecurityId : SecurityId

Security ID.

StepPrice : decimal?

Step price.

UnrealizedPnL : decimal

Unrealized profit.

Process(ExecutionMessage) : PnLInfo

To calculate trade profitability. If the trade was already processed earlier, previous information returns.

trade

Trade.

戻り値: Information on new trade.

ProcessCandle(CandleMessage)

To process CandleMessage message.

candleMsg

CandleMessage.

ProcessExecution(ExecutionMessage)

To process the message, containing information on tick trade.

execMsg

The message, containing information on tick trade.

ProcessLevel1(Level1ChangeMessage)

To process the message, containing market data.

levelMsg

The message, containing market data.

ProcessQuotes(QuoteChangeMessage)

To process the message, containing data on order book.

quoteMsg

The message, containing data on order book.

UpdateSecurity(Level1ChangeMessage)

To update the information on the instrument.

levelMsg

Level1ChangeMessage