PositionChanged

PositionChanged records an update that leaves a position open. The ExecutionEngine emits it when a fill changes an open position without closing it, or when a fill correction leaves the corrected position open. See From fill to position. Handler: on_position_changed.

Fields

See Position event fields for the complete field matrix. In addition to the opening snapshot fields, PositionChanged exposes:

Field	Python type	Description
`peak_quantity`	`Quantity`	The largest directional quantity reached by the position.
`peak_qty`	`Quantity`	Compatibility alias for `peak_quantity`.
`avg_px_close`	`float` or `None`	The average close price so far, if any quantity has closed.
`realized_return`	`float`	The realized return for the position.
`realized_pnl`	`Money` or `None`	The realized PnL, if available.
`unrealized_pnl`	`Money`	Set to zero by the engine, not a mark‑to‑market calculation.
`ts_opened`	`int`	UNIX timestamp (nanoseconds) when the position opened.

Example

Reading the event in a strategy handler:

def on_position_changed(self, event: PositionChanged) -> None:
    self.log.info(
        f"Changed {event.instrument_id} to {event.signed_qty} (realized={event.realized_pnl})",
    )

Events - Event categories, dispatch, and the fill‑to‑position chain.
Positions - Position lifecycle, aggregation, and PnL.
Orders - Orders whose fills open and close positions.

PositionChanged

Fields

Example

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