nautilus_model/events/position/
opened.rs

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 nautilus_core::{UnixNanos, UUID4};
17
18use crate::{
19    enums::{OrderSide, PositionSide},
20    events::OrderFilled,
21    identifiers::{AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TraderId},
22    position::Position,
23    types::{Currency, Price, Quantity},
24};
25
26/// Represents an event where a position has been opened.
27#[repr(C)]
28#[derive(Clone, PartialEq, Debug)]
29pub struct PositionOpened {
30    /// The trader ID associated with the event.
31    pub trader_id: TraderId,
32    /// The strategy ID associated with the event.
33    pub strategy_id: StrategyId,
34    /// The instrument ID associated with the event.
35    pub instrument_id: InstrumentId,
36    /// The position ID associated with the event.
37    pub position_id: PositionId,
38    /// The account ID associated with the position.
39    pub account_id: AccountId,
40    /// The client order ID for the order which opened the position.
41    pub opening_order_id: ClientOrderId,
42    /// The position entry order side.
43    pub entry: OrderSide,
44    /// The position side.
45    pub side: PositionSide,
46    /// The current signed quantity (positive for position side `LONG`, negative for `SHORT`).
47    pub signed_qty: f64,
48    /// The current open quantity.
49    pub quantity: Quantity,
50    /// The last fill quantity for the position.
51    pub last_qty: Quantity,
52    /// The last fill price for the position.
53    pub last_px: Price,
54    /// The position quote currency.
55    pub currency: Currency,
56    /// The average open price.
57    pub avg_px_open: f64,
58    /// The unique identifier for the event.
59    pub event_id: UUID4,
60    /// UNIX timestamp (nanoseconds) when the event occurred.
61    pub ts_event: UnixNanos,
62    /// UNIX timestamp (nanoseconds) when the event was initialized.
63    pub ts_init: UnixNanos,
64}
65
66impl PositionOpened {
67    pub fn create(
68        position: &Position,
69        fill: &OrderFilled,
70        event_id: UUID4,
71        ts_init: UnixNanos,
72    ) -> PositionOpened {
73        PositionOpened {
74            trader_id: position.trader_id,
75            strategy_id: position.strategy_id,
76            instrument_id: position.instrument_id,
77            position_id: position.id,
78            account_id: position.account_id,
79            opening_order_id: position.opening_order_id,
80            entry: position.entry,
81            side: position.side,
82            signed_qty: position.signed_qty,
83            quantity: position.quantity,
84            last_qty: fill.last_qty,
85            last_px: fill.last_px,
86            currency: position.quote_currency,
87            avg_px_open: position.avg_px_open,
88            event_id,
89            ts_event: fill.ts_event,
90            ts_init,
91        }
92    }
93}
nautilus_model/events/position/opened.rs

nautilus_model/events/position/
opened.rs
