nautilus_execution/reports/
position.rs

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2025 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 std::fmt::{Debug, Display};

use nautilus_core::{UnixNanos, UUID4};
use nautilus_model::{
    enums::PositionSide,
    identifiers::{AccountId, InstrumentId, PositionId},
    types::Quantity,
};
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};

/// Represents a position status at a point in time.
#[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 {
    /// The account ID associated with the position.
    pub account_id: AccountId,
    /// The instrument ID associated with the event.
    pub instrument_id: InstrumentId,
    /// The position side.
    pub position_side: PositionSide,
    /// The current open quantity.
    pub quantity: Quantity,
    /// The current signed quantity as a decimal (positive for position side `LONG`, negative for `SHORT`).
    pub signed_decimal_qty: Decimal,
    /// The unique identifier for the event.
    pub report_id: UUID4,
    /// UNIX timestamp (nanoseconds) when the last event occurred.
    pub ts_last: UnixNanos,
    /// UNIX timestamp (nanoseconds) when the event was initialized.
    pub ts_init: UnixNanos,
    /// The position ID (assigned by the venue).
    pub venue_position_id: Option<PositionId>,
}

impl PositionStatusReport {
    /// Creates a new [`PositionStatusReport`] instance with required fields.
    #[allow(clippy::too_many_arguments)]
    #[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,
        report_id: Option<UUID4>,
    ) -> 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: report_id.unwrap_or_default(),
            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
    }
}

impl Display for PositionStatusReport {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(
            f,
            "PositionStatusReport(account={}, instrument={}, side={}, qty={}, venue_pos_id={:?}, ts_last={}, ts_init={})",
            self.account_id,
            self.instrument_id,
            self.position_side,
            self.signed_decimal_qty,
            self.venue_position_id,
            self.ts_last,
            self.ts_init
        )
    }
}