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DerivePosition

nautilus_derive::http::models

Struct DerivePosition 

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pub struct DerivePosition {
Show 22 fields
    pub amount: Decimal,
    pub average_price: Decimal,
    pub creation_timestamp: i64,
    pub cumulative_funding: Decimal,
    pub delta: Decimal,
    pub gamma: Decimal,
    pub index_price: Decimal,
    pub initial_margin: Decimal,
    pub instrument_name: Ustr,
    pub instrument_type: DeriveInstrumentType,
    pub leverage: Option<Decimal>,
    pub liquidation_price: Option<Decimal>,
    pub maintenance_margin: Decimal,
    pub mark_price: Decimal,
    pub mark_value: Decimal,
    pub net_settlements: Decimal,
    pub open_orders_margin: Decimal,
    pub pending_funding: Decimal,
    pub realized_pnl: Decimal,
    pub theta: Decimal,
    pub unrealized_pnl: Decimal,
    pub vega: Decimal,

}
Expand description

Position record returned by private/get_positions and embedded in private/get_subaccount responses.

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§amount: Decimal

Signed position amount; positive = long, negative = short.

§average_price: Decimal

Average entry price over the lifetime of the position.

§creation_timestamp: i64

Position opening timestamp (UNIX ms).

§cumulative_funding: Decimal

Cumulative funding accrued by this position (perps only).

§delta: Decimal

Position delta (with respect to forward for options).

§gamma: Decimal

Position gamma (zero for non-options).

§index_price: Decimal

Current oracle index price for the underlying.

§initial_margin: Decimal

USD initial margin requirement for this position.

§instrument_name: Ustr

Instrument identifier (same as the base asset name).

§instrument_type: DeriveInstrumentType

Instrument category.

§leverage: Option<Decimal>

Effective leverage (perps only).

§liquidation_price: Option<Decimal>

Index price at which the position would liquidate.

§maintenance_margin: Decimal

USD maintenance margin requirement.

§mark_price: Decimal

Current mark price.

§mark_value: Decimal

USD mark-to-market value of the position.

§net_settlements: Decimal

Net USD settled from this position.

§open_orders_margin: Decimal

USD margin held against open orders touching this asset.

§pending_funding: Decimal

Funding not yet settled into cash balance (perps only).

§realized_pnl: Decimal

Realized PnL booked on this position.

§theta: Decimal

Position theta (zero for non-options).

§unrealized_pnl: Decimal

Unrealized PnL.

§vega: Decimal

Position vega (zero for non-options).

Trait Implementations§

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impl Clone for DerivePosition

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fn clone(&self) -> DerivePosition

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for DerivePosition

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for DerivePosition

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for DerivePosition

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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