From Order Manager output feed: status order | To P&L Calculator input feed: trades |
last price executed | price |
last quantity executed | volume |
side | side |
Parameter | Description |
service identifier | An identifier for the system from which to get the market data. |
market identifier | An identifier for the market from which to get data. Some service providers ignore this setting. |
extra parameters | A payload-format string containing any other parameters for the market. Some service providers ignore this parameter. |
Operation | Description |
start | Starts the calculation of P&L. Must be called before the calculator will generate any statistics. |
stop | Stops the calculation of further P&L. Any subsequent input feeds are ignored. |
clear | Clears the current data set. |
Feed | Fields | Description |
position | symbol | The symbol of the incoming trade data. |
money balance | The net currency made on this instrument; increases when we sell, decreases when we buy. | |
position | The position in this currency. Positive if we are long. |
Feed | Fields | Description |
P&L | total money balance | The net currency made across all instruments; increases when we sell, decreases when we buy. This is the realized profit. |
total market value | The market value of the position across all instruments. This is the unrealized profit. | |
profit | The sum of the realized and unrealized profit (net profit = total money balance + total market value). | |
waiting for prices | Set if the total market value and thus profit are inaccurate because we are waiting for pricing data. |