public bool openPosition(double amount, long timestamp, OrderType type, string info = null)
{
OpenPosition p = new OpenPosition(amount, timestamp, (type == OrderType.Long ? ask : bid), type, info);
if (type == OrderType.Long)
{
if (openPositionsLong == null)
{
openPositionsLong = p;
}
else
{
return(false);
}
}
else
{
if (openPositionShort == null)
{
openPositionShort = p;
}
else
{
return(false);
}
}
return(true);
}
public bool closePosition(OrderType type, long timestamp)
{
OpenPosition p = null;
if (type == OrderType.Long)
{
p = openPositionsLong;
}
else
{
p = openPositionShort;
}
if (p != null)
{
closedPositions.Add(new ClosedPosition(p, timestamp, (type == OrderType.Long ? bid : ask)));
if (type == OrderType.Long)
{
openPositionsLong = null;
}
else
{
openPositionShort = null;
}
return(true);
}
else
{
return(false);
}
}
public ClosedPosition(OpenPosition openPosition, long timestampClose, double priceClose)
{
this.priceOpen = openPosition.priceOpen;
this.timestampOpen = openPosition.timestampOpen;
this.amount = openPosition.amount;
this.priceClose = priceClose;
this.timestampClose = timestampClose;
this.info = openPosition.info;
}