StockSharp
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1#region S# License2/******************************************************************************************3NOTICE!!! This program and source code is owned and licensed by4StockSharp, LLC, www.stocksharp.com5Viewing or use of this code requires your acceptance of the license6agreement found at https://github.com/StockSharp/StockSharp/blob/master/LICENSE7Removal of this comment is a violation of the license agreement.8Project: StockSharp.BusinessEntities.BusinessEntities10File: Position.cs11Created: 2015, 11, 11, 2:32 PM12Copyright 2010 by StockSharp, LLC14*******************************************************************************************/15#endregion S# License16namespace StockSharp.BusinessEntities17{18using System;19using System.ComponentModel;20using System.ComponentModel.DataAnnotations;21using System.Runtime.Serialization;22using System.Xml.Serialization;23using Ecng.Common;25using Ecng.ComponentModel;26using StockSharp.Messages;28using StockSharp.Localization;29/// <summary>31/// The position by the instrument.32/// </summary>33[Serializable]34[DataContract]35[Display(36ResourceType = typeof(LocalizedStrings),37Name = LocalizedStrings.PositionKey,38Description = LocalizedStrings.PositionDescKey)]39public class Position : NotifiableObject, ILocalTimeMessage, IServerTimeMessage40{41DateTimeOffset IServerTimeMessage.ServerTime42{43get => LastChangeTime;44set => LastChangeTime = value;45}46/// <summary>48/// Initializes a new instance of the <see cref="Position"/>.49/// </summary>50public Position()51{52}53private decimal? _beginValue;55/// <summary>57/// Position size at the beginning of the trading session.58/// </summary>59[DataMember]60[Display(61ResourceType = typeof(LocalizedStrings),62Name = LocalizedStrings.BeginValueKey,63Description = LocalizedStrings.PosBeginValueKey,64GroupName = LocalizedStrings.StatisticsKey)]65//[Nullable]66[Browsable(false)]67public decimal? BeginValue68{69get => _beginValue;70set71{72if (_beginValue == value)73return;74_beginValue = value;76NotifyChanged();77}78}79private decimal? _currentValue;81/// <summary>83/// Current position size.84/// </summary>85[DataMember]86[Display(87ResourceType = typeof(LocalizedStrings),88Name = LocalizedStrings.CurrentValueKey,89Description = LocalizedStrings.CurrentPosSizeKey,90GroupName = LocalizedStrings.StatisticsKey)]91//[Nullable]92//[Browsable(false)]93public decimal? CurrentValue94{95get => _currentValue;96set97{98if (_currentValue == value)99return;100_currentValue = value;102NotifyChanged();103}104}105private decimal? _blockedValue;107/// <summary>109/// Position size, registered for active orders.110/// </summary>111[DataMember]112[Display(113ResourceType = typeof(LocalizedStrings),114Name = LocalizedStrings.BlockedKey,115Description = LocalizedStrings.PosBlockedSizeKey,116GroupName = LocalizedStrings.StatisticsKey)]117//[Nullable]118[Browsable(false)]119public decimal? BlockedValue120{121get => _blockedValue;122set123{124if (_blockedValue == value)125return;126_blockedValue = value;128NotifyChanged();129}130}131private decimal? _currentPrice;133/// <summary>135/// Position price.136/// </summary>137//[Ignore]138[XmlIgnore]139[Display(140ResourceType = typeof(LocalizedStrings),141Name = LocalizedStrings.PosPriceKey,142Description = LocalizedStrings.PosPriceDescKey,143GroupName = LocalizedStrings.StatisticsKey)]144[Browsable(false)]145public decimal? CurrentPrice146{147get => _currentPrice;148set149{150if (_currentPrice == value)151return;152_currentPrice = value;154NotifyChanged();155}156}157private decimal? _averagePrice;159/// <summary>161/// Average price.162/// </summary>163//[Ignore]164[XmlIgnore]165[Display(166ResourceType = typeof(LocalizedStrings),167Name = LocalizedStrings.AveragePriceKey,168Description = LocalizedStrings.AveragePriceCalcTradesKey,169GroupName = LocalizedStrings.StatisticsKey)]170[Browsable(false)]171public decimal? AveragePrice172{173get => _averagePrice;174set175{176if (_averagePrice == value)177return;178_averagePrice = value;180NotifyChanged();181}182}183private decimal? _unrealizedPnL;185/// <summary>187/// Unrealized profit.188/// </summary>189//[Ignore]190[XmlIgnore]191[Display(192ResourceType = typeof(LocalizedStrings),193Name = LocalizedStrings.UnrealizedProfitKey,194Description = LocalizedStrings.UnrealizedProfitDescKey,195GroupName = LocalizedStrings.StatisticsKey)]196[Browsable(false)]197public decimal? UnrealizedPnL198{199get => _unrealizedPnL;200set201{202if (_unrealizedPnL == value)203return;204_unrealizedPnL = value;206NotifyChanged();207}208}209private decimal? _realizedPnL;211/// <summary>213/// Realized profit.214/// </summary>215//[Ignore]216[XmlIgnore]217[Display(218ResourceType = typeof(LocalizedStrings),219Name = LocalizedStrings.RealizedProfitKey,220Description = LocalizedStrings.RealizedProfitDescKey,221GroupName = LocalizedStrings.StatisticsKey)]222[Browsable(false)]223public decimal? RealizedPnL224{225get => _realizedPnL;226set227{228if (_realizedPnL == value)229return;230_realizedPnL = value;232NotifyChanged();233}234}235private decimal? _variationMargin;237/// <summary>239/// Variation margin.240/// </summary>241[DataMember]242[Display(243ResourceType = typeof(LocalizedStrings),244Name = LocalizedStrings.VariationMarginKey,245Description = LocalizedStrings.VariationMarginDescKey,246GroupName = LocalizedStrings.StatisticsKey)]247//[Nullable]248[Browsable(false)]249public decimal? VariationMargin250{251get => _variationMargin;252set253{254if (_variationMargin == value)255return;256_variationMargin = value;258NotifyChanged();259}260}261private decimal? _commission;263/// <summary>265/// Total commission.266/// </summary>267[DataMember]268[Display(269ResourceType = typeof(LocalizedStrings),270Name = LocalizedStrings.CommissionKey,271Description = LocalizedStrings.TotalCommissionDescKey,272GroupName = LocalizedStrings.StatisticsKey)]273//[Nullable]274[Browsable(false)]275public decimal? Commission276{277get => _commission;278set279{280if (_commission == value)281return;282_commission = value;284NotifyChanged();285}286}287private decimal? _settlementPrice;289/// <summary>291/// Settlement price.292/// </summary>293[DataMember]294[Display(295ResourceType = typeof(LocalizedStrings),296Name = LocalizedStrings.SettlementPriceKey,297Description = LocalizedStrings.SettlementPriceDescKey,298GroupName = LocalizedStrings.StatisticsKey)]299//[Nullable]300[Browsable(false)]301public decimal? SettlementPrice302{303get => _settlementPrice;304set305{306if (_settlementPrice == value)307return;308_settlementPrice = value;310NotifyChanged();311}312}313private DateTimeOffset _lastChangeTime;315/// <summary>317/// Time of last position change.318/// </summary>319[DataMember]320[Display(321ResourceType = typeof(LocalizedStrings),322Name = LocalizedStrings.ChangedKey,323Description = LocalizedStrings.TimePosLastChangeKey,324GroupName = LocalizedStrings.StatisticsKey)]325[Browsable(false)]326public DateTimeOffset LastChangeTime327{328get => _lastChangeTime;329set330{331_lastChangeTime = value;332NotifyChanged();333}334}335private DateTimeOffset _localTime;337/// <summary>339/// Local time of the last position change.340/// </summary>341[DataMember]342[Display(343ResourceType = typeof(LocalizedStrings),344Name = LocalizedStrings.LocalTimeKey,345Description = LocalizedStrings.LocalTimeDescKey,346GroupName = LocalizedStrings.StatisticsKey)]347[Browsable(false)]348public DateTimeOffset LocalTime349{350get => _localTime;351set352{353_localTime = value;354NotifyChanged();355}356}357private string _description;359/// <summary>361/// Text position description.362/// </summary>363[DataMember]364[Display(365ResourceType = typeof(LocalizedStrings),366Name = LocalizedStrings.DescriptionKey,367Description = LocalizedStrings.PosTextKey,368GroupName = LocalizedStrings.GeneralKey)]369public string Description370{371get => _description;372set373{374_description = value;375NotifyChanged();376}377}378private CurrencyTypes? _currency;380/// <summary>382/// Portfolio currency.383/// </summary>384[DataMember]385[Display(386ResourceType = typeof(LocalizedStrings),387Name = LocalizedStrings.CurrencyKey,388Description = LocalizedStrings.PortfolioCurrencyKey,389GroupName = LocalizedStrings.GeneralKey)]390public CurrencyTypes? Currency391{392get => _currency;393set394{395_currency = value;396NotifyChanged();397}398}399private DateTimeOffset? _expirationDate;401/// <summary>403/// Expiration date.404/// </summary>405[DataMember]406[Display(407ResourceType = typeof(LocalizedStrings),408Name = LocalizedStrings.ExpiryDateKey,409Description = LocalizedStrings.ExpiryDateKey,410GroupName = LocalizedStrings.GeneralKey)]411public DateTimeOffset? ExpirationDate412{413get => _expirationDate;414set415{416_expirationDate = value;417NotifyChanged();418}419}420/// <summary>422/// Client code assigned by the broker.423/// </summary>424[DataMember]425[Display(426ResourceType = typeof(LocalizedStrings),427Name = LocalizedStrings.ClientCodeKey,428Description = LocalizedStrings.ClientCodeDescKey,429GroupName = LocalizedStrings.GeneralKey)]430public string ClientCode { get; set; }431/// <summary>433/// Portfolio, in which position is created.434/// </summary>435[DataMember]436[Display(437ResourceType = typeof(LocalizedStrings),438Name = LocalizedStrings.PortfolioKey,439Description = LocalizedStrings.PosPortfolioKey,440GroupName = LocalizedStrings.GeneralKey)]441public Portfolio Portfolio { get; set; }442/// <summary>444/// Security, for which a position was created.445/// </summary>446[DataMember]447[Display(448ResourceType = typeof(LocalizedStrings),449Name = LocalizedStrings.SecurityKey,450Description = LocalizedStrings.PosSecurityKey,451GroupName = LocalizedStrings.GeneralKey)]452public Security Security { get; set; }453/// <summary>455/// The depositary where the physical security.456/// </summary>457[Display(458ResourceType = typeof(LocalizedStrings),459Name = LocalizedStrings.DepoKey,460Description = LocalizedStrings.DepoNameKey,461GroupName = LocalizedStrings.GeneralKey)]462[DataMember]463public string DepoName { get; set; }464/// <summary>466/// Limit type for Т+ market.467/// </summary>468[Display(469ResourceType = typeof(LocalizedStrings),470Name = LocalizedStrings.LimitKey,471Description = LocalizedStrings.PosLimitKey,472GroupName = LocalizedStrings.GeneralKey)]473//[Nullable]474[DataMember]475public TPlusLimits? LimitType { get; set; }476/// <summary>478/// Strategy id.479/// </summary>480[DataMember]481[Display(482ResourceType = typeof(LocalizedStrings),483Name = LocalizedStrings.StrategyKey,484Description = LocalizedStrings.IdentifierKey,485GroupName = LocalizedStrings.GeneralKey,486Order = 100)]487public virtual string StrategyId { get; set; }488/// <summary>490/// Side.491/// </summary>492[DataMember]493[Display(494ResourceType = typeof(LocalizedStrings),495Name = LocalizedStrings.SideKey,496Description = LocalizedStrings.PosSideKey,497GroupName = LocalizedStrings.GeneralKey,498Order = 101)]499public virtual Sides? Side { get; set; }500private decimal? _leverage;502/// <summary>504/// Margin leverage.505/// </summary>506[DataMember]507[Display(508ResourceType = typeof(LocalizedStrings),509Name = LocalizedStrings.LeverageKey,510Description = LocalizedStrings.MarginLeverageKey,511GroupName = LocalizedStrings.GeneralKey)]512//[Nullable]513public decimal? Leverage514{515get => _leverage;516set517{518if (_leverage == value)519return;520//if (value < 0)522// throw new ArgumentOutOfRangeException(nameof(value), value, LocalizedStrings.InvalidValue);523_leverage = value;525NotifyChanged();526}527}528private decimal? _commissionTaker;530/// <summary>532/// Commission (taker).533/// </summary>534[XmlIgnore]535[Browsable(false)]536public decimal? CommissionTaker537{538get => _commissionTaker;539set540{541_commissionTaker = value;542NotifyChanged();543}544}545private decimal? _commissionMaker;547/// <summary>549/// Commission (maker).550/// </summary>551[XmlIgnore]552[Browsable(false)]553public decimal? CommissionMaker554{555get => _commissionMaker;556set557{558_commissionMaker = value;559NotifyChanged();560}561}562private int? _buyOrdersCount;564/// <summary>566/// Orders (bids).567/// </summary>568[XmlIgnore]569[Browsable(false)]570public int? BuyOrdersCount571{572get => _buyOrdersCount;573set574{575_buyOrdersCount = value;576NotifyChanged();577}578}579private int? _sellOrdersCount;581/// <summary>583/// Orders (asks).584/// </summary>585[XmlIgnore]586[Browsable(false)]587public int? SellOrdersCount588{589get => _sellOrdersCount;590set591{592_sellOrdersCount = value;593NotifyChanged();594}595}596private decimal? _buyOrdersMargin;598/// <summary>600/// Margin (buy).601/// </summary>602[XmlIgnore]603[Browsable(false)]604public decimal? BuyOrdersMargin605{606get => _buyOrdersMargin;607set608{609_buyOrdersMargin = value;610NotifyChanged();611}612}613private decimal? _sellOrdersMargin;615/// <summary>617/// Margin (sell).618/// </summary>619[XmlIgnore]620[Browsable(false)]621public decimal? SellOrdersMargin622{623get => _sellOrdersMargin;624set625{626_sellOrdersMargin = value;627NotifyChanged();628}629}630private decimal? _ordersMargin;632/// <summary>634/// Orders (margin).635/// </summary>636[XmlIgnore]637[Browsable(false)]638public decimal? OrdersMargin639{640get => _ordersMargin;641set642{643_ordersMargin = value;644NotifyChanged();645}646}647private int? _ordersCount;649/// <summary>651/// Orders.652/// </summary>653[XmlIgnore]654[Browsable(false)]655public int? OrdersCount656{657get => _ordersCount;658set659{660_ordersCount = value;661NotifyChanged();662}663}664private int? _tradesCount;666/// <summary>668/// Trades.669/// </summary>670[XmlIgnore]671[Browsable(false)]672public int? TradesCount673{674get => _tradesCount;675set676{677_tradesCount = value;678NotifyChanged();679}680}681private decimal? _liquidationPrice;683/// <summary>685/// Liquidation price.686/// </summary>687[DataMember]688[Display(689ResourceType = typeof(LocalizedStrings),690Name = LocalizedStrings.LiquidationPriceKey,691Description = LocalizedStrings.LiquidationPriceKey,692GroupName = LocalizedStrings.StatisticsKey)]693[Browsable(false)]694public decimal? LiquidationPrice695{696get => _liquidationPrice;697set698{699if (_liquidationPrice == value)700return;701_liquidationPrice = value;703NotifyChanged();704}705}706/// <summary>708/// Create a copy of <see cref="Position"/>.709/// </summary>710/// <returns>Copy.</returns>711public virtual Position Clone()712{713var clone = new Position();714CopyTo(clone);715return clone;716}717/// <summary>719/// To copy fields of the current position to <paramref name="destination" />.720/// </summary>721/// <param name="destination">The position in which you should to copy fields.</param>722public void CopyTo(Position destination)723{724if (destination == null)725throw new ArgumentNullException(nameof(destination));726destination.CurrentValue = CurrentValue;728destination.BeginValue = BeginValue;729destination.BlockedValue = BlockedValue;730destination.Commission = Commission;731destination.VariationMargin = VariationMargin;732destination.RealizedPnL = RealizedPnL;733destination.UnrealizedPnL = UnrealizedPnL;734destination.AveragePrice = AveragePrice;735destination.CurrentPrice = CurrentPrice;736destination.SettlementPrice = SettlementPrice;737destination.Description = Description;738destination.Currency = Currency;739destination.ExpirationDate = ExpirationDate;740destination.ClientCode = ClientCode;741//destination.LastChangeTime = LastChangeTime;742//destination.LocalTime = LocalTime;743destination.Portfolio = Portfolio;745destination.Security = Security;746destination.DepoName = DepoName;747destination.LimitType = LimitType;748destination.StrategyId = StrategyId;749destination.Side = Side;750destination.Leverage = Leverage;752destination.CommissionMaker = CommissionMaker;753destination.CommissionTaker = CommissionTaker;754destination.BuyOrdersCount = BuyOrdersCount;756destination.SellOrdersCount = SellOrdersCount;757destination.BuyOrdersMargin = BuyOrdersMargin;758destination.SellOrdersMargin = SellOrdersMargin;759destination.OrdersCount = OrdersCount;760destination.TradesCount = TradesCount;761destination.LiquidationPrice = LiquidationPrice;763}764/// <inheritdoc />766public override string ToString()767{768var str = $"{Portfolio}-{Security}";769if (!StrategyId.IsEmpty())771str += $"-{StrategyId}";772if (Side != null)774str += $"-{Side.Value}";775return str;777}778}779}780