ATAS.DataFeedsCore.SecurityPositionManager Class Reference

Inheritance diagram for ATAS.DataFeedsCore.SecurityPositionManager:

Collaboration diagram for ATAS.DataFeedsCore.SecurityPositionManager:

Public Member Functions
	SecurityPositionManager (ILoggerSource logger, Position position)
void	Clear ()
bool	GetIsChanged ()
bool	GetIsNeedSubscribeLevel1 ()
bool	Update (decimal? volume=null, decimal? averagePrice=null, decimal? openedPnL=null, decimal? closedPnL=null, decimal? commission=null, decimal? openVolume=null, RiskInfo? risk=null)
bool	UpdateAveragePriceByTrades ()
bool	UpdateOpenPnL (Security security, MarketDataType type, decimal price)
bool	Process (Order order)
bool	Process (MyTrade trade)
void	SetAveragePrice (decimal avgPrice)
void	Clear ()
bool	GetIsChanged ()
bool	GetIsNeedSubscribeLevel1 ()
bool	Update (decimal? volume=null, decimal? averagePrice=null, decimal? openedPnL=null, decimal? closedPnL=null, decimal? commission=null, decimal? openVolume=null, RiskInfo? risk=null)
bool	UpdateAveragePriceByTrades ()
bool	UpdateOpenPnL (Security security, MarketDataType type, decimal price)
bool	Process (Order order)
bool	Process (MyTrade trade)
void	SetAveragePrice (decimal avgPrice)

Protected Member Functions
virtual bool	UpdateUnrealizedPnl (MarketDataType type, decimal price)
virtual decimal	GetPnlMultiplier ()

Properties
Position	Position [get]
bool	IsPositionInitialized [get]
PositionAveragePriceValueTypes	AveragePriceValueType [get, set]
decimal	AveragePrice [get, set]
decimal	Volume [get, set]
bool	CalculateVolume [get, set]
bool	CalculateAveragePrice [get, set]
bool	CalculateOpenedPnL [get, set]
bool	CalculateClosedPnL [get, set]
bool	AllowSubscribeLevel1 [get, set]
Properties inherited from ATAS.DataFeedsCore.ISecurityPositionManager
Position	Position [get]
bool	IsPositionInitialized [get]

Constructor & Destructor Documentation

SecurityPositionManager()

ATAS.DataFeedsCore.SecurityPositionManager.SecurityPositionManager	(	ILoggerSource	logger,
		Position	position
	)

Member Function Documentation

Clear()

void ATAS.DataFeedsCore.SecurityPositionManager.Clear

(

)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

GetIsChanged()

bool ATAS.DataFeedsCore.SecurityPositionManager.GetIsChanged

(

)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

GetIsNeedSubscribeLevel1()

bool ATAS.DataFeedsCore.SecurityPositionManager.GetIsNeedSubscribeLevel1

(

)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

GetPnlMultiplier()

virtual decimal ATAS.DataFeedsCore.SecurityPositionManager.GetPnlMultiplier ( )

protectedvirtual

Process() [1/2]

bool ATAS.DataFeedsCore.SecurityPositionManager.Process

(

MyTrade

trade

)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

Process() [2/2]

bool ATAS.DataFeedsCore.SecurityPositionManager.Process

(

Order

order

)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

SetAveragePrice()

void ATAS.DataFeedsCore.SecurityPositionManager.SetAveragePrice

(

decimal

avgPrice

)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

Update()

bool ATAS.DataFeedsCore.SecurityPositionManager.Update	(	decimal?	volume = null,
		decimal?	averagePrice = null,
		decimal?	openedPnL = null,
		decimal?	closedPnL = null,
		decimal?	commission = null,
		decimal?	openVolume = null,
		RiskInfo?	risk = null
	)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

UpdateAveragePriceByTrades()

bool ATAS.DataFeedsCore.SecurityPositionManager.UpdateAveragePriceByTrades

(

)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

UpdateOpenPnL()

bool ATAS.DataFeedsCore.SecurityPositionManager.UpdateOpenPnL	(	Security	security,
		MarketDataType	type,
		decimal	price
	)

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

UpdateUnrealizedPnl()

virtual bool ATAS.DataFeedsCore.SecurityPositionManager.UpdateUnrealizedPnl ( MarketDataType  type, decimal  price  )

protectedvirtual

Property Documentation

AllowSubscribeLevel1

bool ATAS.DataFeedsCore.SecurityPositionManager.AllowSubscribeLevel1

getset

AveragePrice

decimal ATAS.DataFeedsCore.SecurityPositionManager.AveragePrice

getset

AveragePriceValueType

PositionAveragePriceValueTypes ATAS.DataFeedsCore.SecurityPositionManager.AveragePriceValueType

getset

CalculateAveragePrice

bool ATAS.DataFeedsCore.SecurityPositionManager.CalculateAveragePrice

getset

CalculateClosedPnL

bool ATAS.DataFeedsCore.SecurityPositionManager.CalculateClosedPnL

getset

CalculateOpenedPnL

bool ATAS.DataFeedsCore.SecurityPositionManager.CalculateOpenedPnL

getset

CalculateVolume

bool ATAS.DataFeedsCore.SecurityPositionManager.CalculateVolume

getset

IsPositionInitialized

bool ATAS.DataFeedsCore.SecurityPositionManager.IsPositionInitialized

get

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

Position

Position ATAS.DataFeedsCore.SecurityPositionManager.Position

get

Implements ATAS.DataFeedsCore.ISecurityPositionManager.

Volume

decimal ATAS.DataFeedsCore.SecurityPositionManager.Volume

getset

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The documentation for this class was generated from the following file:

• SecurityPositionManager.cs