private decimal CalculateClientsNetPosition(AllocatedOrder[] allocatedOrders)
{
var netPositions = allocatedOrders.Average(o => o.OrderPrice/Math.Abs(o.ClientOrder.LotSize))*
allocatedOrders.Sum(o => o.VolumeTraded);
//test output seem to be 3 DP max, e.g.: 296.156 as opposed to 296.1564103
netPositions = Math.Round(netPositions, 3);
return netPositions;
}
private decimal AllocateOrder(string clientId, Order order, Quote[] quotes)
{
decimal totalPrice = 0;
foreach (var quote in quotes)
{
_brokers[quote.BrokerId].AddVolume(quote.LotSize);
totalPrice += quote.PriceAfterCommission;
}
AllocatedOrder ao = new AllocatedOrder(order, totalPrice, quotes);
if (_orders.ContainsKey(clientId) == false)
{
_orders.Add(clientId, new List<AllocatedOrder> {ao});
}
else
{
_orders[clientId].Add(ao);
}
return totalPrice;
}