Struct PositionClosed 

#[repr(C)]
pub struct PositionClosed {

    pub trader_id: TraderId,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub position_id: PositionId,
    pub account_id: AccountId,
    pub opening_order_id: ClientOrderId,
    pub closing_order_id: Option<ClientOrderId>,
    pub entry: OrderSide,
    pub side: PositionSide,
    pub signed_qty: f64,
    pub quantity: Quantity,
    pub peak_quantity: Quantity,
    pub last_qty: Quantity,
    pub last_px: Price,
    pub currency: Currency,
    pub avg_px_open: f64,
    pub avg_px_close: Option<f64>,
    pub realized_return: f64,
    pub realized_pnl: Option<Money>,
    pub unrealized_pnl: Money,
    pub duration: DurationNanos,
    pub event_id: UUID4,
    pub ts_opened: UnixNanos,
    pub ts_closed: Option<UnixNanos>,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents an event where a position has been closed.

Fields

trader_id: TraderId

The trader ID associated with the event.

strategy_id: StrategyId

The strategy ID associated with the event.

instrument_id: InstrumentId

The instrument ID associated with the event.

position_id: PositionId

The position ID associated with the event.

account_id: AccountId

The account ID associated with the position.

opening_order_id: ClientOrderId

The client order ID for the order which opened the position.

closing_order_id: Option<ClientOrderId>

The client order ID for the order which closed the position.

entry: OrderSide

The position entry order side.

side: PositionSide

The position side.

signed_qty: f64

The current signed quantity (positive for position side LONG, negative for SHORT).

quantity: Quantity

The current open quantity.

peak_quantity: Quantity

The peak directional quantity reached by the position.

last_qty: Quantity

The last fill quantity for the position.

last_px: Price

The last fill price for the position.

currency: Currency

The position quote currency.

avg_px_open: f64

The average open price.

avg_px_close: Option<f64>

The average closing price.

realized_return: f64

The realized return for the position.

realized_pnl: Option<Money>

The realized PnL for the position (including commissions).

unrealized_pnl: Money

The unrealized PnL for the position (including commissions).

duration: DurationNanos

The total open duration (nanoseconds).

event_id: UUID4

The unique identifier for the event.

ts_opened: UnixNanos

UNIX timestamp (nanoseconds) when the position was opened.

ts_closed: Option<UnixNanos>

UNIX timestamp (nanoseconds) when the position was closed.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the event was initialized.

Implementations

impl PositionClosed

pub fn create( position: &Position, fill: &OrderFilled, event_id: UUID4, ts_init: UnixNanos, ) -> Self

Trait Implementations

impl Clone for PositionClosed

fn clone(&self) -> PositionClosed

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for PositionClosed

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for PositionClosed

fn eq(&self, other: &PositionClosed) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for PositionClosed