/// <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);
}
