Struct Portfolio 

pub struct Portfolio { /* private fields */ }

Implementations

impl Portfolio

pub fn new( cache: Rc<RefCell<Cache>>, clock: Rc<RefCell<dyn Clock>>, config: Option<PortfolioConfig>, ) -> Self

pub fn clone_shallow(&self) -> Self

Creates a shallow clone of the Portfolio that shares the same internal state.

This is useful when multiple components need to reference the same Portfolio without creating duplicate msgbus handler registrations.

pub fn reset(&mut self)

pub fn is_initialized(&self) -> bool

Returns true if the portfolio has been initialized.

pub fn balances_locked(&self, venue: &Venue) -> AHashMap<Currency, Money>

Returns the locked balances for the given venue.

Locked balances represent funds reserved for open orders.

pub fn margins_init(&self, venue: &Venue) -> AHashMap<InstrumentId, Money>

Returns the initial margin requirements for the given venue.

Only applicable for margin accounts. Returns empty map for cash accounts.

pub fn margins_maint(&self, venue: &Venue) -> AHashMap<InstrumentId, Money>

Returns the maintenance margin requirements for the given venue.

Only applicable for margin accounts. Returns empty map for cash accounts.

pub fn unrealized_pnls(&mut self, venue: &Venue) -> AHashMap<Currency, Money>

Returns the unrealized PnLs for all positions at the given venue.

Calculates mark-to-market PnL based on current market prices.

pub fn realized_pnls(&mut self, venue: &Venue) -> AHashMap<Currency, Money>

Returns the realized PnLs for all positions at the given venue.

Calculates total realized profit and loss from closed positions.

pub fn net_exposures(&self, venue: &Venue) -> Option<AHashMap<Currency, Money>>

pub fn unrealized_pnl(&mut self, instrument_id: &InstrumentId) -> Option<Money>

pub fn realized_pnl(&mut self, instrument_id: &InstrumentId) -> Option<Money>

pub fn total_pnl(&mut self, instrument_id: &InstrumentId) -> Option<Money>

Returns the total PnL for the given instrument ID.

Total PnL = Realized PnL + Unrealized PnL

pub fn total_pnls(&mut self, venue: &Venue) -> AHashMap<Currency, Money>

Returns the total PnLs for the given venue.

Total PnL = Realized PnL + Unrealized PnL for each currency

pub fn net_exposure(&self, instrument_id: &InstrumentId) -> Option<Money>

pub fn net_position(&self, instrument_id: &InstrumentId) -> Decimal

pub fn is_net_long(&self, instrument_id: &InstrumentId) -> bool

pub fn is_net_short(&self, instrument_id: &InstrumentId) -> bool

pub fn is_flat(&self, instrument_id: &InstrumentId) -> bool

pub fn is_completely_flat(&self) -> bool

pub fn initialize_orders(&mut self)

Initializes account margin based on existing open orders.

Panics

Panics if updating the cache with a mutated account fails.

pub fn initialize_positions(&mut self)

Initializes account margin based on existing open positions.

Panics

Panics if calculation of PnL or updating the cache with a mutated account fails.

pub fn update_quote_tick(&mut self, quote: &QuoteTick)

Updates portfolio calculations based on a new quote tick.

Recalculates unrealized PnL for positions affected by the quote update.

pub fn update_bar(&mut self, bar: &Bar)

Updates portfolio calculations based on a new bar.

Updates cached bar close prices and recalculates unrealized PnL.

pub fn update_account(&mut self, event: &AccountState)

Updates portfolio with a new account state event.

pub fn update_order(&mut self, event: &OrderEventAny)

Updates portfolio calculations based on an order event.

Handles balance updates for order fills and margin calculations for order changes.

pub fn update_position(&mut self, event: &PositionEvent)

Updates portfolio calculations based on a position event.

Recalculates net positions, unrealized PnL, and margin requirements.

Trait Implementations

impl Debug for Portfolio

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

Formats the value using the given formatter.