nautilus_model/events/position/
opened.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::{UUID4, UnixNanos};
17use rust_decimal::Decimal;
18use serde::{Deserialize, Serialize};
19
20use crate::{
21    enums::{OrderSide, PositionSide},
22    events::OrderFilled,
23    identifiers::{AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TraderId},
24    position::Position,
25    types::{Currency, Money, Price, Quantity},
26};
27
28/// Represents an event where a position has been opened.
29#[repr(C)]
30#[derive(Clone, PartialEq, Debug, Serialize, Deserialize)]
31#[cfg_attr(
32    feature = "python",
33    pyo3::pyclass(module = "nautilus_trader.model", from_py_object)
34)]
35#[cfg_attr(
36    feature = "python",
37    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
38)]
39pub struct PositionOpened {
40    /// The trader ID associated with the event.
41    pub trader_id: TraderId,
42    /// The strategy ID associated with the event.
43    pub strategy_id: StrategyId,
44    /// The instrument ID associated with the event.
45    pub instrument_id: InstrumentId,
46    /// The position ID associated with the event.
47    pub position_id: PositionId,
48    /// The account ID associated with the position.
49    pub account_id: AccountId,
50    /// The client order ID for the order which opened the position.
51    pub opening_order_id: ClientOrderId,
52    /// The position entry order side.
53    pub entry: OrderSide,
54    /// The position side.
55    pub side: PositionSide,
56    /// The current signed quantity (positive for position side `LONG`, negative for `SHORT`).
57    pub signed_qty: Decimal,
58    /// The current open quantity.
59    pub quantity: Quantity,
60    /// The last fill quantity for the position.
61    pub last_qty: Quantity,
62    /// The last fill price for the position.
63    pub last_px: Price,
64    /// The position quote currency.
65    pub currency: Currency,
66    /// The average open price.
67    pub avg_px_open: Decimal,
68    /// The realized PnL for the current position cycle, denominated in cost currency.
69    pub realized_pnl: Option<Money>,
70    /// The unique identifier for the event.
71    pub event_id: UUID4,
72    /// UNIX timestamp (nanoseconds) when the event occurred.
73    pub ts_event: UnixNanos,
74    /// UNIX timestamp (nanoseconds) when the event was initialized.
75    pub ts_init: UnixNanos,
76}
77
78impl PositionOpened {
79    #[must_use]
80    pub fn create(
81        position: &Position,
82        fill: &OrderFilled,
83        event_id: UUID4,
84        ts_init: UnixNanos,
85    ) -> Self {
86        Self {
87            trader_id: position.trader_id,
88            strategy_id: position.strategy_id,
89            instrument_id: position.instrument_id,
90            position_id: position.id,
91            account_id: position.account_id,
92            opening_order_id: position.opening_order_id,
93            entry: position.entry,
94            side: position.side,
95            signed_qty: position.signed_qty,
96            quantity: position.quantity,
97            last_qty: fill.last_qty,
98            last_px: fill.last_px,
99            currency: position.quote_currency,
100            avg_px_open: position.avg_px_open,
101            realized_pnl: position.realized_pnl,
102            event_id,
103            ts_event: fill.ts_event,
104            ts_init,
105        }
106    }
107}
108
109#[cfg(test)]
110mod tests {
111    use nautilus_core::UnixNanos;
112    use rstest::*;
113    use rust_decimal_macros::dec;
114
115    use super::*;
116    use crate::{
117        enums::{OrderSide, PositionSide},
118        events::{OrderFilled, order::spec::OrderFilledSpec},
119        identifiers::{
120            AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TradeId, TraderId,
121            VenueOrderId,
122        },
123        instruments::{
124            Instrument, InstrumentAny,
125            stubs::{audusd_sim, btcusd_bybit},
126        },
127        position::Position,
128        types::{Currency, Money, Price, Quantity},
129    };
130
131    fn create_test_position_opened() -> PositionOpened {
132        PositionOpened {
133            trader_id: TraderId::from("TRADER-001"),
134            strategy_id: StrategyId::from("EMA-CROSS"),
135            instrument_id: InstrumentId::from("EURUSD.SIM"),
136            position_id: PositionId::from("P-001"),
137            account_id: AccountId::from("SIM-001"),
138            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
139            entry: OrderSide::Buy,
140            side: PositionSide::Long,
141            signed_qty: dec!(100.0),
142            quantity: Quantity::from("100"),
143            last_qty: Quantity::from("100"),
144            last_px: Price::from("1.0500"),
145            currency: Currency::USD(),
146            avg_px_open: dec!(1.0500),
147            realized_pnl: Some(Money::new(-2.0, Currency::USD())),
148            event_id: UUID4::default(),
149            ts_event: UnixNanos::from(1_000_000_000),
150            ts_init: UnixNanos::from(2_000_000_000),
151        }
152    }
153
154    fn create_test_order_filled() -> OrderFilled {
155        OrderFilledSpec::builder()
156            .strategy_id(StrategyId::from("EMA-CROSS"))
157            .instrument_id(InstrumentId::from("AUD/USD.SIM"))
158            .client_order_id(ClientOrderId::from("O-19700101-000000-001-001-1"))
159            .venue_order_id(VenueOrderId::from("1"))
160            .trade_id(TradeId::from("T-001"))
161            .last_qty(Quantity::from("100"))
162            .last_px(Price::from("0.8000"))
163            .ts_event(UnixNanos::from(1_000_000_000))
164            .ts_init(UnixNanos::from(2_000_000_000))
165            .position_id(PositionId::from("P-001"))
166            .commission(Money::new(2.0, Currency::USD()))
167            .build()
168    }
169
170    #[rstest]
171    fn test_position_opened_create() {
172        let instrument = audusd_sim();
173        let fill = create_test_order_filled();
174        let position = Position::new(&InstrumentAny::CurrencyPair(instrument), fill.clone());
175        let event_id = UUID4::default();
176        let ts_init = UnixNanos::from(3_000_000_000);
177
178        let position_opened = PositionOpened::create(&position, &fill, event_id, ts_init);
179
180        assert_eq!(position_opened.trader_id, position.trader_id);
181        assert_eq!(position_opened.strategy_id, position.strategy_id);
182        assert_eq!(position_opened.instrument_id, position.instrument_id);
183        assert_eq!(position_opened.position_id, position.id);
184        assert_eq!(position_opened.account_id, position.account_id);
185        assert_eq!(position_opened.opening_order_id, position.opening_order_id);
186        assert_eq!(position_opened.entry, position.entry);
187        assert_eq!(position_opened.side, position.side);
188        assert_eq!(position_opened.signed_qty, position.signed_qty);
189        assert_eq!(position_opened.quantity, position.quantity);
190        assert_eq!(position_opened.last_qty, fill.last_qty);
191        assert_eq!(position_opened.last_px, fill.last_px);
192        assert_eq!(position_opened.currency, position.quote_currency);
193        assert_eq!(position_opened.avg_px_open, position.avg_px_open);
194        assert_eq!(position_opened.realized_pnl, position.realized_pnl);
195        assert_eq!(position_opened.event_id, event_id);
196        assert_eq!(position_opened.ts_event, fill.ts_event);
197        assert_eq!(position_opened.ts_init, ts_init);
198    }
199
200    #[rstest]
201    fn test_position_opened_with_different_sides() {
202        let mut long_position = create_test_position_opened();
203        long_position.side = PositionSide::Long;
204        long_position.entry = OrderSide::Buy;
205        long_position.signed_qty = dec!(100.0);
206
207        let mut short_position = create_test_position_opened();
208        short_position.side = PositionSide::Short;
209        short_position.entry = OrderSide::Sell;
210        short_position.signed_qty = dec!(-100.0);
211
212        assert_eq!(long_position.side, PositionSide::Long);
213        assert_eq!(long_position.entry, OrderSide::Buy);
214        assert_eq!(long_position.signed_qty, dec!(100.0));
215
216        assert_eq!(short_position.side, PositionSide::Short);
217        assert_eq!(short_position.entry, OrderSide::Sell);
218        assert_eq!(short_position.signed_qty, dec!(-100.0));
219    }
220
221    #[rstest]
222    fn test_position_opened_realized_pnl_uses_settlement_currency() {
223        let instrument = InstrumentAny::CryptoPerpetual(btcusd_bybit());
224        let fill = OrderFilledSpec::builder()
225            .instrument_id(instrument.id())
226            .position_id(PositionId::from("P-001"))
227            .last_qty(Quantity::from("100000"))
228            .last_px(Price::from("10500.0"))
229            .currency(Currency::USD())
230            .commission(Money::from("0.01 BTC"))
231            .build();
232        let position = Position::new(&instrument, fill.clone());
233
234        let event =
235            PositionOpened::create(&position, &fill, UUID4::default(), UnixNanos::default());
236
237        assert_eq!(event.currency, Currency::USD());
238        assert_eq!(event.realized_pnl, Some(Money::from("-0.01 BTC")));
239    }
240}
nautilus_model/events/position/opened.rs

nautilus_model/events/position/
opened.rs
