nautilus_portfolio/
config.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 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::serialization::default_true;
17use serde::{Deserialize, Serialize};
18
19/// Configuration for `Portfolio` instances.
20#[derive(Debug, Clone, Serialize, Deserialize)]
21pub struct PortfolioConfig {
22    /// The type of prices used for portfolio calculations, such as unrealized PnLs.
23    /// If false (default), uses quote prices if available; otherwise, last trade prices
24    /// (or falls back to bar prices if `bar_updates` is true).
25    /// If true, uses mark prices.
26    #[serde(default)]
27    pub use_mark_prices: bool,
28    /// The type of exchange rates used for portfolio calculations.
29    /// If false (default), uses quote prices.
30    /// If true, uses mark prices.
31    #[serde(default)]
32    pub use_mark_xrates: bool,
33    /// If external bars should be considered for updating unrealized PnLs.
34    #[serde(default = "default_true")]
35    pub bar_updates: bool,
36    /// If calculations should be converted into each account's base currency.
37    /// This setting is only effective for accounts with a specified base currency.
38    #[serde(default = "default_true")]
39    pub convert_to_account_base_currency: bool,
40    /// The minimum interval (milliseconds) between logging account state events for the same account.
41    /// When set, account state updates will only be logged if this much time has passed since the last log.
42    /// Useful for HFT deployments to prevent excessive logging when account states change rapidly.
43    #[serde(default)]
44    pub min_account_state_logging_interval_ms: Option<u64>,
45    /// If debug mode is active (will provide extra debug logging).
46    #[serde(default)]
47    pub debug: bool,
48}
49
50impl Default for PortfolioConfig {
51    fn default() -> Self {
52        Self {
53            use_mark_prices: false,
54            use_mark_xrates: false,
55            bar_updates: true,
56            convert_to_account_base_currency: true,
57            min_account_state_logging_interval_ms: None,
58            debug: false,
59        }
60    }
61}
nautilus_portfolio/config.rs

nautilus_portfolio/
config.rs
