nautilus_execution/reports/position.rs
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// -------------------------------------------------------------------------------------------------
// Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
// https://nautechsystems.io
//
// Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
// You may not use this file except in compliance with the License.
// You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
// -------------------------------------------------------------------------------------------------
use nautilus_core::{nanos::UnixNanos, uuid::UUID4};
use nautilus_model::{
enums::PositionSide,
identifiers::{AccountId, InstrumentId, PositionId},
types::Quantity,
};
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
#[derive(Clone, Debug, PartialEq, Eq, Serialize, Deserialize)]
#[serde(tag = "type")]
#[cfg_attr(
feature = "python",
pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.execution")
)]
pub struct PositionStatusReport {
pub account_id: AccountId,
pub instrument_id: InstrumentId,
pub position_side: PositionSide,
pub quantity: Quantity,
pub signed_decimal_qty: Decimal,
pub report_id: UUID4,
pub ts_last: UnixNanos,
pub ts_init: UnixNanos,
pub venue_position_id: Option<PositionId>,
}
impl PositionStatusReport {
/// Creates a new [`PositionStatusReport`] instance with required fields.
#[must_use]
pub fn new(
account_id: AccountId,
instrument_id: InstrumentId,
position_side: PositionSide,
quantity: Quantity,
venue_position_id: Option<PositionId>,
ts_last: UnixNanos,
ts_init: UnixNanos,
) -> Self {
// Calculate signed decimal quantity based on position side
let signed_decimal_qty = match position_side {
PositionSide::Long => quantity.as_decimal(),
PositionSide::Short => -quantity.as_decimal(),
PositionSide::Flat => Decimal::ZERO,
PositionSide::NoPositionSide => Decimal::ZERO, // TODO: Consider disallowing this?
};
Self {
account_id,
instrument_id,
position_side,
quantity,
signed_decimal_qty,
report_id: UUID4::new(),
ts_last,
ts_init,
venue_position_id,
}
}
/// Checks if the position has a venue position ID.
#[must_use]
pub const fn has_venue_position_id(&self) -> bool {
self.venue_position_id.is_some()
}
/// Checks if this is a flat position (quantity is zero).
#[must_use]
pub const fn is_flat(&self) -> bool {
matches!(
self.position_side,
PositionSide::Flat | PositionSide::NoPositionSide
)
}
/// Checks if this is a long position.
#[must_use]
pub fn is_long(&self) -> bool {
self.position_side == PositionSide::Long
}
/// Checks if this is a short position.
#[must_use]
pub fn is_short(&self) -> bool {
self.position_side == PositionSide::Short
}
}