nautilus_model/events/position/
mod.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 serde::{Deserialize, Serialize};
17
18use crate::{
19    events::{PositionAdjusted, PositionChanged, PositionClosed, PositionOpened},
20    identifiers::{AccountId, InstrumentId},
21};
22pub mod adjusted;
23pub mod changed;
24pub mod closed;
25pub mod opened;
26pub mod snapshot;
27
28#[derive(Debug, Clone, Serialize, Deserialize)]
29pub enum PositionEvent {
30    PositionOpened(PositionOpened),
31    PositionChanged(PositionChanged),
32    PositionClosed(PositionClosed),
33    PositionAdjusted(PositionAdjusted),
34}
35
36impl PositionEvent {
37    #[must_use]
38    pub fn instrument_id(&self) -> InstrumentId {
39        match self {
40            Self::PositionOpened(position) => position.instrument_id,
41            Self::PositionChanged(position) => position.instrument_id,
42            Self::PositionClosed(position) => position.instrument_id,
43            Self::PositionAdjusted(adjustment) => adjustment.instrument_id,
44        }
45    }
46
47    #[must_use]
48    pub fn account_id(&self) -> AccountId {
49        match self {
50            Self::PositionOpened(position) => position.account_id,
51            Self::PositionChanged(position) => position.account_id,
52            Self::PositionClosed(position) => position.account_id,
53            Self::PositionAdjusted(adjustment) => adjustment.account_id,
54        }
55    }
56}
57
58#[cfg(test)]
59mod tests {
60    use nautilus_core::{UUID4, UnixNanos};
61    use rstest::*;
62
63    use super::*;
64    use crate::{
65        enums::{OrderSide, PositionSide},
66        events::{PositionChanged, PositionClosed, PositionOpened},
67        identifiers::{AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TraderId},
68        types::{Currency, Money, Price, Quantity},
69    };
70
71    fn create_test_position_opened() -> PositionOpened {
72        PositionOpened {
73            trader_id: TraderId::from("TRADER-001"),
74            strategy_id: StrategyId::from("EMA-CROSS"),
75            instrument_id: InstrumentId::from("EURUSD.SIM"),
76            position_id: PositionId::from("P-001"),
77            account_id: AccountId::from("SIM-001"),
78            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
79            entry: OrderSide::Buy,
80            side: PositionSide::Long,
81            signed_qty: 100.0,
82            quantity: Quantity::from("100"),
83            last_qty: Quantity::from("100"),
84            last_px: Price::from("1.0500"),
85            currency: Currency::USD(),
86            avg_px_open: 1.0500,
87            realized_pnl: Some(Money::new(-2.0, Currency::USD())),
88            event_id: UUID4::default(),
89            ts_event: UnixNanos::from(1_000_000_000),
90            ts_init: UnixNanos::from(2_000_000_000),
91        }
92    }
93
94    fn create_test_position_changed() -> PositionChanged {
95        PositionChanged {
96            trader_id: TraderId::from("TRADER-001"),
97            strategy_id: StrategyId::from("EMA-CROSS"),
98            instrument_id: InstrumentId::from("EURUSD.SIM"),
99            position_id: PositionId::from("P-001"),
100            account_id: AccountId::from("SIM-001"),
101            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
102            entry: OrderSide::Buy,
103            side: PositionSide::Long,
104            signed_qty: 150.0,
105            quantity: Quantity::from("150"),
106            peak_quantity: Quantity::from("150"),
107            last_qty: Quantity::from("50"),
108            last_px: Price::from("1.0550"),
109            currency: Currency::USD(),
110            avg_px_open: 1.0525,
111            avg_px_close: None,
112            realized_return: 0.0,
113            realized_pnl: None,
114            unrealized_pnl: Money::new(75.0, Currency::USD()),
115            event_id: UUID4::default(),
116            ts_opened: UnixNanos::from(1_000_000_000),
117            ts_event: UnixNanos::from(1_500_000_000),
118            ts_init: UnixNanos::from(2_500_000_000),
119        }
120    }
121
122    fn create_test_position_closed() -> PositionClosed {
123        PositionClosed {
124            trader_id: TraderId::from("TRADER-001"),
125            strategy_id: StrategyId::from("EMA-CROSS"),
126            instrument_id: InstrumentId::from("EURUSD.SIM"),
127            position_id: PositionId::from("P-001"),
128            account_id: AccountId::from("SIM-001"),
129            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
130            closing_order_id: Some(ClientOrderId::from("O-19700101-000000-001-001-2")),
131            entry: OrderSide::Buy,
132            side: PositionSide::Flat,
133            signed_qty: 0.0,
134            quantity: Quantity::from("0"),
135            peak_quantity: Quantity::from("150"),
136            last_qty: Quantity::from("150"),
137            last_px: Price::from("1.0600"),
138            currency: Currency::USD(),
139            avg_px_open: 1.0525,
140            avg_px_close: Some(1.0600),
141            realized_return: 0.0071,
142            realized_pnl: Some(Money::new(112.50, Currency::USD())),
143            unrealized_pnl: Money::new(0.0, Currency::USD()),
144            duration: 3_600_000_000_000, // 1 hour in nanoseconds
145            event_id: UUID4::default(),
146            ts_opened: UnixNanos::from(1_000_000_000),
147            ts_closed: Some(UnixNanos::from(4_600_000_000)),
148            ts_event: UnixNanos::from(4_600_000_000),
149            ts_init: UnixNanos::from(5_000_000_000),
150        }
151    }
152
153    #[rstest]
154    fn test_position_event_opened_instrument_id() {
155        let opened = create_test_position_opened();
156        let event = PositionEvent::PositionOpened(opened);
157
158        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
159    }
160
161    #[rstest]
162    fn test_position_event_changed_instrument_id() {
163        let changed = create_test_position_changed();
164        let event = PositionEvent::PositionChanged(changed);
165
166        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
167    }
168
169    #[rstest]
170    fn test_position_event_closed_instrument_id() {
171        let closed = create_test_position_closed();
172        let event = PositionEvent::PositionClosed(closed);
173
174        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
175    }
176
177    #[rstest]
178    fn test_position_event_opened_account_id() {
179        let opened = create_test_position_opened();
180        let event = PositionEvent::PositionOpened(opened);
181
182        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
183    }
184
185    #[rstest]
186    fn test_position_event_changed_account_id() {
187        let changed = create_test_position_changed();
188        let event = PositionEvent::PositionChanged(changed);
189
190        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
191    }
192
193    #[rstest]
194    fn test_position_event_closed_account_id() {
195        let closed = create_test_position_closed();
196        let event = PositionEvent::PositionClosed(closed);
197
198        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
199    }
200
201    #[rstest]
202    fn test_position_event_enum_variants() {
203        let opened = create_test_position_opened();
204        let changed = create_test_position_changed();
205        let closed = create_test_position_closed();
206
207        let event_opened = PositionEvent::PositionOpened(opened);
208        let event_changed = PositionEvent::PositionChanged(changed);
209        let event_closed = PositionEvent::PositionClosed(closed);
210
211        match event_opened {
212            PositionEvent::PositionOpened(_) => {}
213            _ => panic!("Expected PositionOpened variant"),
214        }
215
216        match event_changed {
217            PositionEvent::PositionChanged(_) => {}
218            _ => panic!("Expected PositionChanged variant"),
219        }
220
221        match event_closed {
222            PositionEvent::PositionClosed(_) => {}
223            _ => panic!("Expected PositionClosed variant"),
224        }
225    }
226}
nautilus_model/events/position/mod.rs

nautilus_model/events/position/
mod.rs
