nautilus_model/events/position/snapshot.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;
use serde::{Deserialize, Serialize};
use crate::{
enums::{OrderSide, PositionSide},
identifiers::{AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TraderId},
types::{currency::Currency, money::Money, quantity::Quantity},
};
/// Represents a position state snapshot as a certain instant.
#[derive(Clone, Debug, PartialEq, Serialize, Deserialize)]
#[serde(tag = "type")]
#[cfg_attr(
feature = "python",
pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
)]
pub struct PositionSnapshot {
/// The trader ID associated with the snapshot.
pub trader_id: TraderId,
/// The strategy ID associated with the snapshot.
pub strategy_id: StrategyId,
/// The instrument ID associated with the snapshot.
pub instrument_id: InstrumentId,
/// The position ID associated with the snapshot.
pub position_id: PositionId,
/// The account ID associated with the position.
pub account_id: AccountId,
/// The client order ID for the order which opened the position.
pub opening_order_id: ClientOrderId,
/// The client order ID for the order which closed the position.
pub closing_order_id: Option<ClientOrderId>,
/// The entry direction from open.
pub entry: OrderSide,
/// The position side.
pub side: PositionSide,
/// The position signed quantity (positive for LONG, negative for SHOT).
pub signed_qty: f64,
/// The position open quantity.
pub quantity: Quantity,
/// The peak directional quantity reached by the position.
pub peak_qty: Quantity,
/// The last fill quantity for the position.
// pub last_qty: Quantity, TODO: Implement
// /// The last fill price for the position.
// pub last_px: Price, TODO: Implement
/// The position quote currency.
pub quote_currency: Currency,
/// The position base currency.
pub base_currency: Option<Currency>,
/// The position settlement currency.
pub settlement_currency: Currency,
/// The average open price.
pub avg_px_open: f64,
/// The average closing price.
pub avg_px_close: Option<f64>,
/// The realized return for the position.
pub realized_return: Option<f64>,
/// The realized PnL for the position (including commissions).
pub realized_pnl: Money,
/// The unrealized PnL for the position (including commissions).
pub unrealized_pnl: Option<Money>,
/// The commissions for the position.
pub commissions: Vec<Money>,
/// The open duration for the position (nanoseconds).
pub duration_ns: Option<u64>,
/// UNIX timestamp (nanoseconds) when the position opened.
pub ts_opened: UnixNanos,
/// UNIX timestamp (nanoseconds) when the position closed.
pub ts_closed: Option<UnixNanos>,
/// UNIX timestamp (nanoseconds) when the last position event occurred.
pub ts_last: UnixNanos,
/// UNIX timestamp (nanoseconds) when the snapshot was initialized.
pub ts_init: UnixNanos,
}