Module position 

A Position for the trading domain model.

Represents an open or closed position a the market, tracking quantity, side, average prices, realized P&L, and the fill events that created and changed the position.

Structs

Position

Represents a position in a market.

Functions

fold_net_position

Replays position legs onto a hypothetical NETTING position in ts_opened order, returning (net_signed_qty, net_avg_px_open).