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Date/Time: Fri, 29 Nov 2024 14:46:08 +0000
Post From: DTC - POSITION_UPDATE AveragePrice is zero With Open Position
| [2020-07-16 10:49:07] |
| User667559 - Posts: 27 |
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I need help on this. I need the average price of my position, but it seems TT is not giving it. I made an attempt on calculating this myself but it's a nightmare when you get into partially filled orders, multi-lot orders and when processing orders that make your open position smaller by for example one lot when you have multiple, which order is then removed etc. I don't want to re-invent the wheel here. Plz plz plz give the AveragePrice for an POSITION_UPDATE as documented here: https://dtcprotocol.org/index.php?page=doc/DTCMessages_TradingRelatedMessages.php#Messages-POSITION_UPDATE Date Time Of Last Edit: 2020-07-19 13:29:35
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