The System provides full Forex and Currency Exchange Management. FX Rates can be retrieved in real-time. All portfolio figures are calculated based on up-to-date FX-Rates.
FX conversion is provided through the
MarketDataService. When subscribing for a non-base currency instrument the system will automatically subscribe the Forex instrument necessary to convert the non-base currency balance (e.g. realized PnL and market value) into the base currency.
For further details see the chapter Forex Handling in the AlgoTrader documentation.