TradePipeline

TradePipeline

public TradePipeline(IPnLManager pnlManager, IStatisticManager stats, Action<MyTrade> feedSecurity)

tradePipeline = TradePipeline(pnlManager, stats, feedSecurity)

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

pnlManager

PnL manager.

stats

Statistic manager.

feedSecurity

Pushes the traded security's valuation snapshot into the PnL 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.

SetPnLManager

public void SetPnLManager(IPnLManager pnlManager)

tradePipeline.SetPnLManager(pnlManager)

Swap the PnL manager (used when PnLManager is reassigned).

pnlManager

The new PnL manager.

SetStatisticManager

public void SetStatisticManager(IStatisticManager stats)

tradePipeline.SetStatisticManager(stats)

Swap the statistic manager (used when StatisticManager is reassigned).

stats

The new statistic manager.

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.