PositionChanged

PositionChanged represents a position having changed. The ExecutionEngine emits it when a subsequent fill changes an open position's quantity or side (see From fill to position). Handler: on_position_changed.

Fields

PositionChanged shares the position event field set. See Position event fields for the full matrix across the three events. The fields that distinguish PositionChanged:

Field	Python type	Description
`peak_qty`	`Quantity`	The peak directional quantity reached by the position.
`avg_px_close`	`float`	The average close price so far.
`realized_return`	`float`	The realized return for the position.
`realized_pnl`	`Money`	The realized PnL for the position.
`unrealized_pnl`	`Money`	The unrealized PnL for the position.

While the position remains open, closing_order_id is still None.

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} "
        f"(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

Related guides

On this page