In position object entity, there’s no such data like first opened and/or last filled date and time.
I need to calculate something from this info for each open position when I newly launch my program and get the open position in the beginning.
Could you please add those info or provide me a way to get those info other ways?
var positionOrders = orders
.Where(order => order.Symbol == position.Symbol && order.FilledAtUtc != null)
.TakeWhile((order, current) => order.OrderSide == OrderSide.Buy || !current.Any());
loop through updating a dictionary storing the oldest value, until I hit the a sell order with the same symbol.