PositionClosed

PositionClosed records the final snapshot of a position. The ExecutionEngine emits it when a fill flattens the position or a fill correction leaves the corrected position closed. See From fill to position. Handler: on_position_closed.

Fields

See Position event fields for the complete field matrix. The fields that describe the close and final result are:

Field	Python type	Description
`closing_order_id`	`ClientOrderId` or `None`	The client order ID that closed the position, if available.
`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, if available.
`realized_return`	`float`	The final realized return for the position.
`realized_pnl`	`Money` or `None`	The final realized PnL, if available.
`unrealized_pnl`	`Money`	Set to zero by the engine.
`duration`	`int`	The total open duration in nanoseconds.
`ts_opened`	`int`	UNIX timestamp (nanoseconds) when the position opened.
`ts_closed`	`int` or `None`	UNIX timestamp (nanoseconds) when the position closed.

On close, side is FLAT and unrealized_pnl is zero.

Example

Reading the event in a strategy handler:

def on_position_closed(self, event: PositionClosed) -> None:
    self.log.info(
        f"Closed {event.instrument_id}: realized={event.realized_pnl} "
        f"return={event.realized_return}",
    )

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

PositionClosed

Fields

Example

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