nautilus_model/reports/
position.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Posei Systems Pty Ltd. All rights reserved.
3//  https://poseitrader.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::fmt::{Debug, Display};
17
18use nautilus_core::{UUID4, UnixNanos};
19use rust_decimal::Decimal;
20use serde::{Deserialize, Serialize};
21
22use crate::{
23    enums::PositionSide,
24    identifiers::{AccountId, InstrumentId, PositionId},
25    types::Quantity,
26};
27
28/// Represents a position status at a point in time.
29#[derive(Clone, Debug, PartialEq, Eq, Serialize, Deserialize)]
30#[serde(tag = "type")]
31#[cfg_attr(
32    feature = "python",
33    pyo3::pyclass(module = "posei_trader.core.nautilus_pyo3.model")
34)]
35pub struct PositionStatusReport {
36    /// The account ID associated with the position.
37    pub account_id: AccountId,
38    /// The instrument ID associated with the event.
39    pub instrument_id: InstrumentId,
40    /// The position side.
41    pub position_side: PositionSide,
42    /// The current open quantity.
43    pub quantity: Quantity,
44    /// The current signed quantity as a decimal (positive for position side `LONG`, negative for `SHORT`).
45    pub signed_decimal_qty: Decimal,
46    /// The unique identifier for the event.
47    pub report_id: UUID4,
48    /// UNIX timestamp (nanoseconds) when the last event occurred.
49    pub ts_last: UnixNanos,
50    /// UNIX timestamp (nanoseconds) when the event was initialized.
51    pub ts_init: UnixNanos,
52    /// The position ID (assigned by the venue).
53    pub venue_position_id: Option<PositionId>,
54}
55
56impl PositionStatusReport {
57    /// Creates a new [`PositionStatusReport`] instance with required fields.
58    #[allow(clippy::too_many_arguments)]
59    #[must_use]
60    pub fn new(
61        account_id: AccountId,
62        instrument_id: InstrumentId,
63        position_side: PositionSide,
64        quantity: Quantity,
65        venue_position_id: Option<PositionId>,
66        ts_last: UnixNanos,
67        ts_init: UnixNanos,
68        report_id: Option<UUID4>,
69    ) -> Self {
70        // Calculate signed decimal quantity based on position side
71        let signed_decimal_qty = match position_side {
72            PositionSide::Long => quantity.as_decimal(),
73            PositionSide::Short => -quantity.as_decimal(),
74            PositionSide::Flat => Decimal::ZERO,
75            PositionSide::NoPositionSide => Decimal::ZERO, // TODO: Consider disallowing this?
76        };
77
78        Self {
79            account_id,
80            instrument_id,
81            position_side,
82            quantity,
83            signed_decimal_qty,
84            report_id: report_id.unwrap_or_default(),
85            ts_last,
86            ts_init,
87            venue_position_id,
88        }
89    }
90
91    /// Checks if the position has a venue position ID.
92    #[must_use]
93    pub const fn has_venue_position_id(&self) -> bool {
94        self.venue_position_id.is_some()
95    }
96
97    /// Checks if this is a flat position (quantity is zero).
98    #[must_use]
99    pub const fn is_flat(&self) -> bool {
100        matches!(
101            self.position_side,
102            PositionSide::Flat | PositionSide::NoPositionSide
103        )
104    }
105
106    /// Checks if this is a long position.
107    #[must_use]
108    pub fn is_long(&self) -> bool {
109        self.position_side == PositionSide::Long
110    }
111
112    /// Checks if this is a short position.
113    #[must_use]
114    pub fn is_short(&self) -> bool {
115        self.position_side == PositionSide::Short
116    }
117}
118
119impl Display for PositionStatusReport {
120    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
121        write!(
122            f,
123            "PositionStatusReport(account={}, instrument={}, side={}, qty={}, venue_pos_id={:?}, ts_last={}, ts_init={})",
124            self.account_id,
125            self.instrument_id,
126            self.position_side,
127            self.signed_decimal_qty,
128            self.venue_position_id,
129            self.ts_last,
130            self.ts_init
131        )
132    }
133}
nautilus_model/reports/position.rs

nautilus_model/reports/
position.rs
