void Position::HandleQuote( quote_t quote ) {
if ( ( 0 == quote.Ask() ) || ( 0 == quote.Bid() ) ) return;
OnQuote( quote );
double dblPreviousUnRealizedPL = m_row.dblUnRealizedPL;
bool bProcessed(false);
double dblMarketValue;
switch ( m_row.eOrderSideActive ) {
case OrderSide::Buy:
dblMarketValue = m_row.nPositionActive * quote.Bid() * m_dblMultiplier;
m_row.dblUnRealizedPL = dblMarketValue - m_row.dblConstructedValue;
bProcessed = true;
break;
case OrderSide::Sell:
dblMarketValue = - ( m_row.nPositionActive * quote.Ask() ) * m_dblMultiplier;
m_row.dblUnRealizedPL = dblMarketValue - m_row.dblConstructedValue;
bProcessed = true;
break;
}
if ( bProcessed ) {
OnQuotePostProcess( quote_pair_t( *this, quote ) );
if ( dblPreviousUnRealizedPL != m_row.dblUnRealizedPL ) {
OnUnRealizedPL( PositionDelta_delegate_t( *this, dblPreviousUnRealizedPL, m_row.dblUnRealizedPL ) );
}
}
}
void CTraderApi::OnRtnQuote(CUstpFtdcRtnQuoteField *pQuote)
{
OnQuote(pQuote);
}
void CTraderApi::OnRtnQuote(CThostFtdcQuoteField *pQuote)
{
OnQuote(pQuote);
}
