Struct PositionSnapshot

pub struct PositionSnapshot {

    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_qty: Quantity,
    pub quote_currency: Currency,
    pub base_currency: Option<Currency>,
    pub settlement_currency: Currency,
    pub avg_px_open: f64,
    pub avg_px_close: Option<f64>,
    pub realized_return: Option<f64>,
    pub realized_pnl: Money,
    pub unrealized_pnl: Option<Money>,
    pub commissions: Vec<Money>,
    pub duration_ns: Option<u64>,
    pub ts_opened: UnixNanos,
    pub ts_closed: Option<UnixNanos>,
    pub ts_last: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents a position state snapshot as a certain instant.

Fields

trader_id: TraderId

The trader ID associated with the snapshot.

strategy_id: StrategyId

The strategy ID associated with the snapshot.

instrument_id: InstrumentId

The instrument ID associated with the snapshot.

position_id: PositionId

The position ID associated with the snapshot.

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 entry direction from open.

side: PositionSide

The position side.

signed_qty: f64

The position signed quantity (positive for LONG, negative for SHOT).

quantity: Quantity

The position open quantity.

peak_qty: Quantity

The peak directional quantity reached by the position.

quote_currency: Currency

The last fill quantity for the position. The position quote currency.

base_currency: Option<Currency>

The position base currency.

settlement_currency: Currency

The position settlement currency.

avg_px_open: f64

The average open price.

avg_px_close: Option<f64>

The average closing price.

realized_return: Option<f64>

The realized return for the position.

realized_pnl: Money

The realized PnL for the position (including commissions).

unrealized_pnl: Option<Money>

The unrealized PnL for the position (including commissions).

commissions: Vec<Money>

The commissions for the position.

duration_ns: Option<u64>

The open duration for the position (nanoseconds).

ts_opened: UnixNanos

UNIX timestamp (nanoseconds) when the position opened.

ts_closed: Option<UnixNanos>

UNIX timestamp (nanoseconds) when the position closed.

ts_last: UnixNanos

UNIX timestamp (nanoseconds) when the last position event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the snapshot was initialized.

Trait Implementations

impl Clone for PositionSnapshot

fn clone(&self) -> PositionSnapshot

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for PositionSnapshot

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for PositionSnapshot

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl IntoPy<Py<PyAny>> for PositionSnapshot

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PartialEq for PositionSnapshot

fn eq(&self, other: &PositionSnapshot) -> 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 PyClass for PositionSnapshot

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for PositionSnapshot

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<PositionSnapshot>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PositionSnapshot

type Holder = Option<PyRef<'py, PositionSnapshot>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut PositionSnapshot

type Holder = Option<PyRefMut<'py, PositionSnapshot>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<PositionSnapshot> for PyClassImplCollector<PositionSnapshot>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PositionSnapshot

const NAME: &'static str = "PositionSnapshot"

Class name.

const MODULE: Option<&'static str> = _

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for PositionSnapshot

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for PositionSnapshot

impl StructuralPartialEq for PositionSnapshot