public void Close(ExternalTrade externalTrade)
{
CloseDate = externalTrade.Time;
ClosePrice = externalTrade.Price;
int volumeSign = Type == PositionType.Long ? 1 : -1;
PnL = (ClosePrice - Price) * Volume * volumeSign;
CloseTradeId = externalTrade.Id;
}
public static Position Create(InternalOrder internalOrder, ExternalTrade externalTrade)
{
PositionType positionType = externalTrade.Type == TradeType.Sell
? PositionType.Long
: PositionType.Short;
return(new Position
{
Id = Guid.NewGuid().ToString("D"),
AssetPairId = internalOrder.AssetPairId,
Type = positionType,
Date = DateTime.UtcNow,
Price = externalTrade.Price,
Volume = externalTrade.Volume,
CloseDate = DateTime.UtcNow,
ClosePrice = externalTrade.Price,
PnL = decimal.Zero,
TradeAssetPairId = internalOrder.AssetPairId,
TradeAvgPrice = externalTrade.Price,
CloseTradeId = externalTrade.Id,
IsInternal = true
});
}
