/// <summary>
/// Update position statistics for a given Security (Symbol)
/// </summary>
/// <param name="orderDetails">Order details</param>
public void UpdatePosition(OrderDetails orderDetails)
{
PositionStatistics statistics;
// Find Existing Statistics for the incoming order security
if (!_positionStatisticsDictionary.TryGetValue(orderDetails.Security.Symbol, out statistics))
{
// Create a new object
statistics = new PositionStatistics(orderDetails.Security);
// Add to dictionary collection
_positionStatisticsDictionary.Add(orderDetails.Security.Symbol, statistics);
_currentDispatcher.Invoke(DispatcherPriority.Background, (Action)(() =>
{
// Add to Collection to dispaly on UI
PositionStatisticsCollection.Add(statistics);
}));
}
// Handle BUY Order
if (orderDetails.Side.Equals(OrderSide.BUY))
{
statistics.Position += orderDetails.Quantity;
statistics.Pnl -= orderDetails.Quantity * orderDetails.FillDetails.Last().FillPrice;
}
else
{
statistics.Position -= orderDetails.Quantity;
statistics.Pnl += orderDetails.Quantity * orderDetails.FillDetails.Last().FillPrice;
}
}
/// <summary>
/// Returns Position Statistics for the requested Symbol
/// </summary>
/// <param name="symbol">Symbol Name</param>
/// <returns></returns>
public PositionStatistics GetPositionStatistics(string symbol)
{
PositionStatistics positionStatistics = null;
// Get information from local dictionary
_positionStatisticsDictionary.TryGetValue(symbol, out positionStatistics);
return(positionStatistics);
}