nautilus_infrastructure/sql/models/
positions.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 std::str::FromStr;
17
18use nautilus_core::{DurationNanos, UnixNanos};
19use nautilus_model::{
20    enums::{OrderSide, PositionSide},
21    events::PositionSnapshot,
22    identifiers::{AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TraderId},
23    types::{Currency, Quantity},
24};
25use rust_decimal::Decimal;
26use sqlx::{FromRow, Row, postgres::PgRow};
27
28use crate::sql::models::{decode_error, decode_money};
29
30#[derive(Debug)]
31pub struct PositionSnapshotRow(pub PositionSnapshot);
32
33impl<'r> FromRow<'r, PgRow> for PositionSnapshotRow {
34    #[expect(
35        clippy::too_many_lines,
36        reason = "SQL row mapping mirrors the full position snapshot constructor"
37    )]
38    fn from_row(row: &'r PgRow) -> Result<Self, sqlx::Error> {
39        let id = row.try_get::<&str, _>("id").map(PositionId::from)?;
40        let trader_id = row.try_get::<&str, _>("trader_id").map(TraderId::from)?;
41        let strategy_id = row
42            .try_get::<&str, _>("strategy_id")
43            .map(StrategyId::from)?;
44        let instrument_id = row
45            .try_get::<&str, _>("instrument_id")
46            .map(InstrumentId::from)?;
47        let account_id = row.try_get::<&str, _>("account_id").map(AccountId::from)?;
48        let opening_order_id = row
49            .try_get::<&str, _>("opening_order_id")
50            .map(ClientOrderId::from)?;
51        let closing_order_id = row
52            .try_get::<Option<&str>, _>("closing_order_id")
53            .ok()
54            .and_then(|x| x.map(ClientOrderId::from));
55        let entry = row
56            .try_get::<&str, _>("entry")
57            .map(OrderSide::from_str)?
58            .expect("Invalid `OrderSide`");
59        let side = row
60            .try_get::<&str, _>("side")
61            .map(PositionSide::from_str)?
62            .expect("Invalid `PositionSide`");
63        let signed_qty = row.try_get::<Decimal, _>("signed_qty")?;
64        let quantity = row.try_get::<&str, _>("quantity").map(Quantity::from)?;
65        let peak_qty = row.try_get::<&str, _>("peak_qty").map(Quantity::from)?;
66        let quote_currency = row
67            .try_get::<&str, _>("quote_currency")
68            .map(Currency::from)?;
69        let base_currency = row
70            .try_get::<Option<&str>, _>("base_currency")
71            .ok()
72            .and_then(|x| x.map(Currency::from));
73        let settlement_currency = row
74            .try_get::<&str, _>("settlement_currency")
75            .map(Currency::from)?;
76        let avg_px_open = row.try_get::<Decimal, _>("avg_px_open")?;
77        let avg_px_close = row.try_get::<Option<Decimal>, _>("avg_px_close")?;
78        let realized_return = row.try_get::<Option<f64>, _>("realized_return")?;
79        let realized_pnl = row
80            .try_get::<Option<&str>, _>("realized_pnl")?
81            .map(|value| decode_money(value, "realized_pnl"))
82            .transpose()?;
83        let unrealized_pnl = row
84            .try_get::<Option<&str>, _>("unrealized_pnl")
85            .ok()
86            .flatten()
87            .map(|value| decode_money(value, "unrealized_pnl"))
88            .transpose()?;
89        let commissions = row
90            .try_get::<Option<Vec<String>>, _>("commissions")?
91            .unwrap_or_default()
92            .into_iter()
93            .map(|value| decode_money(&value, "commissions"))
94            .collect::<Result<Vec<_>, _>>()?;
95
96        let duration_ns = row
97            .try_get::<Option<&str>, _>("duration_ns")?
98            .map(|value| {
99                value
100                    .parse::<u64>()
101                    .map(DurationNanos::new)
102                    .map_err(|e| decode_error("duration_ns", value, e))
103            })
104            .transpose()?;
105        let ts_opened = row.try_get::<String, _>("ts_opened").map(UnixNanos::from)?;
106        let ts_closed: Option<UnixNanos> = row
107            .try_get::<Option<String>, _>("ts_closed")?
108            .map(UnixNanos::from);
109        let ts_init = row.try_get::<String, _>("ts_init").map(UnixNanos::from)?;
110        let ts_last = row.try_get::<String, _>("ts_last").map(UnixNanos::from)?;
111        let replay_state = row.try_get::<Option<serde_json::Value>, _>("replay_state")?;
112
113        let snapshot = PositionSnapshot {
114            trader_id,
115            strategy_id,
116            instrument_id,
117            position_id: id,
118            account_id,
119            opening_order_id,
120            closing_order_id,
121            entry,
122            side,
123            signed_qty,
124            quantity,
125            peak_qty,
126            quote_currency,
127            base_currency,
128            settlement_currency,
129            avg_px_open,
130            avg_px_close,
131            realized_return,
132            realized_pnl,
133            unrealized_pnl,
134            commissions,
135            duration_ns,
136            ts_opened,
137            ts_closed,
138            ts_last,
139            ts_init,
140            replay_state,
141        };
142
143        Ok(Self(snapshot))
144    }
145}
nautilus_infrastructure/sql/models/positions.rs

nautilus_infrastructure/sql/models/
positions.rs
