public virtual double GetPrice(Position position)
{
if (position.Side == PositionSide.Long)
{
var bid = position.Instrument.Bid;
if (bid != null)
return bid.Price;
}
else
{
var ask = position.Instrument.Ask;
if (ask != null)
return ask.Price;
}
var trade = position.Instrument.Trade;
if (trade != null)
return trade.Price;
var bar = position.Instrument.Bar;
if (bar != null)
return bar.Close;
return position.AvgPx;
}