nautilus_execution/reports/
position.rs

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1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::fmt::{Debug, Display};
17
18use nautilus_core::{UUID4, UnixNanos};
19use nautilus_model::{
20    enums::PositionSide,
21    identifiers::{AccountId, InstrumentId, PositionId},
22    types::Quantity,
23};
24use rust_decimal::Decimal;
25use serde::{Deserialize, Serialize};
26
27/// Represents a position status at a point in time.
28#[derive(Clone, Debug, PartialEq, Eq, Serialize, Deserialize)]
29#[serde(tag = "type")]
30#[cfg_attr(
31    feature = "python",
32    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.execution")
33)]
34pub struct PositionStatusReport {
35    /// The account ID associated with the position.
36    pub account_id: AccountId,
37    /// The instrument ID associated with the event.
38    pub instrument_id: InstrumentId,
39    /// The position side.
40    pub position_side: PositionSide,
41    /// The current open quantity.
42    pub quantity: Quantity,
43    /// The current signed quantity as a decimal (positive for position side `LONG`, negative for `SHORT`).
44    pub signed_decimal_qty: Decimal,
45    /// The unique identifier for the event.
46    pub report_id: UUID4,
47    /// UNIX timestamp (nanoseconds) when the last event occurred.
48    pub ts_last: UnixNanos,
49    /// UNIX timestamp (nanoseconds) when the event was initialized.
50    pub ts_init: UnixNanos,
51    /// The position ID (assigned by the venue).
52    pub venue_position_id: Option<PositionId>,
53}
54
55impl PositionStatusReport {
56    /// Creates a new [`PositionStatusReport`] instance with required fields.
57    #[allow(clippy::too_many_arguments)]
58    #[must_use]
59    pub fn new(
60        account_id: AccountId,
61        instrument_id: InstrumentId,
62        position_side: PositionSide,
63        quantity: Quantity,
64        venue_position_id: Option<PositionId>,
65        ts_last: UnixNanos,
66        ts_init: UnixNanos,
67        report_id: Option<UUID4>,
68    ) -> Self {
69        // Calculate signed decimal quantity based on position side
70        let signed_decimal_qty = match position_side {
71            PositionSide::Long => quantity.as_decimal(),
72            PositionSide::Short => -quantity.as_decimal(),
73            PositionSide::Flat => Decimal::ZERO,
74            PositionSide::NoPositionSide => Decimal::ZERO, // TODO: Consider disallowing this?
75        };
76
77        Self {
78            account_id,
79            instrument_id,
80            position_side,
81            quantity,
82            signed_decimal_qty,
83            report_id: report_id.unwrap_or_default(),
84            ts_last,
85            ts_init,
86            venue_position_id,
87        }
88    }
89
90    /// Checks if the position has a venue position ID.
91    #[must_use]
92    pub const fn has_venue_position_id(&self) -> bool {
93        self.venue_position_id.is_some()
94    }
95
96    /// Checks if this is a flat position (quantity is zero).
97    #[must_use]
98    pub const fn is_flat(&self) -> bool {
99        matches!(
100            self.position_side,
101            PositionSide::Flat | PositionSide::NoPositionSide
102        )
103    }
104
105    /// Checks if this is a long position.
106    #[must_use]
107    pub fn is_long(&self) -> bool {
108        self.position_side == PositionSide::Long
109    }
110
111    /// Checks if this is a short position.
112    #[must_use]
113    pub fn is_short(&self) -> bool {
114        self.position_side == PositionSide::Short
115    }
116}
117
118impl Display for PositionStatusReport {
119    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
120        write!(
121            f,
122            "PositionStatusReport(account={}, instrument={}, side={}, qty={}, venue_pos_id={:?}, ts_last={}, ts_init={})",
123            self.account_id,
124            self.instrument_id,
125            self.position_side,
126            self.signed_decimal_qty,
127            self.venue_position_id,
128            self.ts_last,
129            self.ts_init
130        )
131    }
132}
nautilus_execution/reports/position.rs

nautilus_execution/reports/
position.rs
