/// <summary>
/// To calculate trade profitability. If the trade was already processed earlier, previous information returns.
/// </summary>
/// <param name="trade">Trade.</param>
/// <param name="info">Information on new trade.</param>
/// <returns><see langword="true" />, if new trade received, otherwise, <see langword="false" />.</returns>
public bool ProcessMyTrade(ExecutionMessage trade, out PnLInfo info)
{
if (trade == null)
{
throw new ArgumentNullException(nameof(trade));
}
info = null;
var tradeId = trade.TradeId;
var tradeStringId = trade.TradeStringId;
if (tradeId != null)
{
if (_tradeByIdInfos.TryGetValue(tradeId.Value, out info))
{
return(false);
}
var queue = _securityPnLs.SafeAdd(trade.SecurityId, security => new PnLQueue(security));
info = queue.Process(trade);
_tradeByIdInfos.Add(tradeId.Value, info);
_realizedPnL += info.PnL;
return(true);
}
else if (!tradeStringId.IsEmpty())
{
if (_tradeByStringIdInfos.TryGetValue(tradeStringId, out info))
{
return(false);
}
var queue = _securityPnLs.SafeAdd(trade.SecurityId, security => new PnLQueue(security));
info = queue.Process(trade);
_tradeByStringIdInfos.Add(tradeStringId, info);
_realizedPnL += info.PnL;
return(true);
}
return(false);
}
/// <summary>
/// To calculate trade profitability. If the trade was already processed earlier, previous information returns.
/// </summary>
/// <param name="trade">Trade.</param>
/// <param name="info">Information on new trade.</param>
/// <returns><see langword="true" />, if new trade received, otherwise, <see langword="false" />.</returns>
public bool ProcessMyTrade(ExecutionMessage trade, out PnLInfo info)
{
if (trade == null)
throw new ArgumentNullException(nameof(trade));
var tradeId = trade.GetTradeId();
if (_tradeInfos.TryGetValue(tradeId, out info))
return false;
var queue = _securityPnLs.SafeAdd(trade.SecurityId, security => new PnLQueue(security));
info = queue.Process(trade);
_tradeInfos.Add(tradeId, info);
_realizedPnL += info.PnL;
return true;
}
/// <summary>
/// Рассчитать прибыльность сделки. Если сделка уже ранее была обработана, то возвращается предыдущая информация.
/// </summary>
/// <param name="trade">Сделка.</param>
/// <param name="info">Информация о новой сделке.</param>
/// <returns><see langword="true"/>, если получена новая сделка, иначе, <see langword="false"/>.</returns>
public bool ProcessMyTrade(ExecutionMessage trade, out PnLInfo info)
{
if (trade == null)
{
throw new ArgumentNullException("trade");
}
if (_tradeInfos.TryGetValue(trade.TradeId, out info))
{
return(false);
}
var queue = _securityPnLs.SafeAdd(trade.SecurityId, security => new PnLQueue(security));
info = queue.Process(trade);
_tradeInfos.Add(trade.TradeId, info);
_realizedPnL += info.PnL;
return(true);
}
