PositionManager

PositionManager(bool, IPositionManagerState)

The position calculation manager.

byOrders

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

state

State storage.

ByOrders : bool

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

Clone() : IPositionManager

Creates a deep copy of a DataSeries

ProcessMessage(Message) : PositionChangeMessage

To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.

message

Message.

Retorna: The transaction delay. If it is impossible to calculate delay, will be returned.