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            event_id: UUID4::default(),
88            ts_event: UnixNanos::from(1_000_000_000),
89            ts_init: UnixNanos::from(2_000_000_000),
90        }
91    }
92
93    fn create_test_position_changed() -> PositionChanged {
94        PositionChanged {
95            trader_id: TraderId::from("TRADER-001"),
96            strategy_id: StrategyId::from("EMA-CROSS"),
97            instrument_id: InstrumentId::from("EURUSD.SIM"),
98            position_id: PositionId::from("P-001"),
99            account_id: AccountId::from("SIM-001"),
100            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
101            entry: OrderSide::Buy,
102            side: PositionSide::Long,
103            signed_qty: 150.0,
104            quantity: Quantity::from("150"),
105            peak_quantity: Quantity::from("150"),
106            last_qty: Quantity::from("50"),
107            last_px: Price::from("1.0550"),
108            currency: Currency::USD(),
109            avg_px_open: 1.0525,
110            avg_px_close: None,
111            realized_return: 0.0,
112            realized_pnl: None,
113            unrealized_pnl: Money::new(75.0, Currency::USD()),
114            event_id: UUID4::default(),
115            ts_opened: UnixNanos::from(1_000_000_000),
116            ts_event: UnixNanos::from(1_500_000_000),
117            ts_init: UnixNanos::from(2_500_000_000),
118        }
119    }
120
121    fn create_test_position_closed() -> PositionClosed {
122        PositionClosed {
123            trader_id: TraderId::from("TRADER-001"),
124            strategy_id: StrategyId::from("EMA-CROSS"),
125            instrument_id: InstrumentId::from("EURUSD.SIM"),
126            position_id: PositionId::from("P-001"),
127            account_id: AccountId::from("SIM-001"),
128            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
129            closing_order_id: Some(ClientOrderId::from("O-19700101-000000-001-001-2")),
130            entry: OrderSide::Buy,
131            side: PositionSide::Flat,
132            signed_qty: 0.0,
133            quantity: Quantity::from("0"),
134            peak_quantity: Quantity::from("150"),
135            last_qty: Quantity::from("150"),
136            last_px: Price::from("1.0600"),
137            currency: Currency::USD(),
138            avg_px_open: 1.0525,
139            avg_px_close: Some(1.0600),
140            realized_return: 0.0071,
141            realized_pnl: Some(Money::new(112.50, Currency::USD())),
142            unrealized_pnl: Money::new(0.0, Currency::USD()),
143            duration: 3_600_000_000_000, // 1 hour in nanoseconds
144            event_id: UUID4::default(),
145            ts_opened: UnixNanos::from(1_000_000_000),
146            ts_closed: Some(UnixNanos::from(4_600_000_000)),
147            ts_event: UnixNanos::from(4_600_000_000),
148            ts_init: UnixNanos::from(5_000_000_000),
149        }
150    }
151
152    #[rstest]
153    fn test_position_event_opened_instrument_id() {
154        let opened = create_test_position_opened();
155        let event = PositionEvent::PositionOpened(opened);
156
157        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
158    }
159
160    #[rstest]
161    fn test_position_event_changed_instrument_id() {
162        let changed = create_test_position_changed();
163        let event = PositionEvent::PositionChanged(changed);
164
165        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
166    }
167
168    #[rstest]
169    fn test_position_event_closed_instrument_id() {
170        let closed = create_test_position_closed();
171        let event = PositionEvent::PositionClosed(closed);
172
173        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
174    }
175
176    #[rstest]
177    fn test_position_event_opened_account_id() {
178        let opened = create_test_position_opened();
179        let event = PositionEvent::PositionOpened(opened);
180
181        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
182    }
183
184    #[rstest]
185    fn test_position_event_changed_account_id() {
186        let changed = create_test_position_changed();
187        let event = PositionEvent::PositionChanged(changed);
188
189        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
190    }
191
192    #[rstest]
193    fn test_position_event_closed_account_id() {
194        let closed = create_test_position_closed();
195        let event = PositionEvent::PositionClosed(closed);
196
197        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
198    }
199
200    #[rstest]
201    fn test_position_event_enum_variants() {
202        let opened = create_test_position_opened();
203        let changed = create_test_position_changed();
204        let closed = create_test_position_closed();
205
206        let event_opened = PositionEvent::PositionOpened(opened);
207        let event_changed = PositionEvent::PositionChanged(changed);
208        let event_closed = PositionEvent::PositionClosed(closed);
209
210        match event_opened {
211            PositionEvent::PositionOpened(_) => {}
212            _ => panic!("Expected PositionOpened variant"),
213        }
214
215        match event_changed {
216            PositionEvent::PositionChanged(_) => {}
217            _ => panic!("Expected PositionChanged variant"),
218        }
219
220        match event_closed {
221            PositionEvent::PositionClosed(_) => {}
222            _ => panic!("Expected PositionClosed variant"),
223        }
224    }
225}
nautilus_model/events/position/mod.rs

nautilus_model/events/position/
mod.rs
