nautilus_model/python/events/position/
adjusted.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 nautilus_core::{
17    UUID4,
18    python::{IntoPyObjectNautilusExt, serialization::from_dict_pyo3},
19};
20use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
21use rust_decimal::Decimal;
22
23use crate::{
24    enums::PositionAdjustmentType,
25    events::PositionAdjusted,
26    identifiers::{AccountId, InstrumentId, PositionId, StrategyId, TraderId},
27    types::Money,
28};
29
30#[pymethods]
31#[pyo3_stub_gen::derive::gen_stub_pymethods]
32impl PositionAdjusted {
33    /// Represents an adjustment to a position's quantity or realized PnL.
34    ///
35    /// This event is used to track changes to positions that occur outside of normal
36    /// order fills, such as:
37    /// - Commission adjustments that affect the actual quantity held (e.g., crypto spot commissions)
38    /// - Funding payments that affect realized PnL (e.g., perpetual futures funding)
39    #[expect(clippy::too_many_arguments)]
40    #[new]
41    #[pyo3(signature = (trader_id, strategy_id, instrument_id, position_id, account_id, adjustment_type, quantity_change, pnl_change, reason, event_id, ts_event, ts_init))]
42    fn py_new(
43        trader_id: TraderId,
44        strategy_id: StrategyId,
45        instrument_id: InstrumentId,
46        position_id: PositionId,
47        account_id: AccountId,
48        adjustment_type: PositionAdjustmentType,
49        quantity_change: Option<Decimal>,
50        pnl_change: Option<Money>,
51        reason: Option<String>,
52        event_id: UUID4,
53        ts_event: u64,
54        ts_init: u64,
55    ) -> Self {
56        Self::new(
57            trader_id,
58            strategy_id,
59            instrument_id,
60            position_id,
61            account_id,
62            adjustment_type,
63            quantity_change,
64            pnl_change,
65            reason.map(|s| s.as_str().into()),
66            event_id,
67            ts_event.into(),
68            ts_init.into(),
69        )
70    }
71
72    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
73        match op {
74            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
75            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
76            _ => py.NotImplemented(),
77        }
78    }
79
80    fn __repr__(&self) -> String {
81        format!("{self:?}")
82    }
83
84    #[getter]
85    #[pyo3(name = "trader_id")]
86    fn py_trader_id(&self) -> TraderId {
87        self.trader_id
88    }
89
90    #[getter]
91    #[pyo3(name = "strategy_id")]
92    fn py_strategy_id(&self) -> StrategyId {
93        self.strategy_id
94    }
95
96    #[getter]
97    #[pyo3(name = "instrument_id")]
98    fn py_instrument_id(&self) -> InstrumentId {
99        self.instrument_id
100    }
101
102    #[getter]
103    #[pyo3(name = "position_id")]
104    fn py_position_id(&self) -> PositionId {
105        self.position_id
106    }
107
108    #[getter]
109    #[pyo3(name = "account_id")]
110    fn py_account_id(&self) -> AccountId {
111        self.account_id
112    }
113
114    #[getter]
115    #[pyo3(name = "adjustment_type")]
116    fn py_adjustment_type(&self) -> PositionAdjustmentType {
117        self.adjustment_type
118    }
119
120    #[getter]
121    #[pyo3(name = "quantity_change")]
122    fn py_quantity_change(&self) -> Option<Decimal> {
123        self.quantity_change
124    }
125
126    #[getter]
127    #[pyo3(name = "pnl_change")]
128    fn py_pnl_change(&self) -> Option<Money> {
129        self.pnl_change
130    }
131
132    #[getter]
133    #[pyo3(name = "reason")]
134    fn py_reason(&self) -> Option<String> {
135        self.reason.map(|r| r.to_string())
136    }
137
138    #[getter]
139    #[pyo3(name = "event_id")]
140    fn py_event_id(&self) -> UUID4 {
141        self.event_id
142    }
143
144    #[getter]
145    #[pyo3(name = "ts_event")]
146    fn py_ts_event(&self) -> u64 {
147        self.ts_event.as_u64()
148    }
149
150    #[getter]
151    #[pyo3(name = "ts_init")]
152    fn py_ts_init(&self) -> u64 {
153        self.ts_init.as_u64()
154    }
155
156    /// Constructs a [`PositionAdjusted`] from a Python dict.
157    ///
158    /// # Errors
159    ///
160    /// Returns a `PyErr` if deserialization from the Python dict fails.
161    #[staticmethod]
162    #[pyo3(name = "from_dict")]
163    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
164        from_dict_pyo3(py, values)
165    }
166
167    /// Converts this [`PositionAdjusted`] into a Python dict.
168    ///
169    /// # Errors
170    ///
171    /// Returns a `PyErr` if serialization into a Python dict fails.
172    #[pyo3(name = "to_dict")]
173    pub fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
174        let dict = PyDict::new(py);
175        dict.set_item("type", stringify!(PositionAdjusted))?;
176        dict.set_item("trader_id", self.trader_id.to_string())?;
177        dict.set_item("strategy_id", self.strategy_id.to_string())?;
178        dict.set_item("instrument_id", self.instrument_id.to_string())?;
179        dict.set_item("position_id", self.position_id.to_string())?;
180        dict.set_item("account_id", self.account_id.to_string())?;
181        dict.set_item("adjustment_type", self.adjustment_type.to_string())?;
182
183        match self.quantity_change {
184            Some(quantity_change) => {
185                dict.set_item("quantity_change", quantity_change.to_string())?;
186            }
187            None => dict.set_item("quantity_change", py.None())?,
188        }
189
190        match self.pnl_change {
191            Some(pnl_change) => dict.set_item("pnl_change", pnl_change.to_string())?,
192            None => dict.set_item("pnl_change", py.None())?,
193        }
194
195        match self.reason {
196            Some(reason) => dict.set_item("reason", reason.to_string())?,
197            None => dict.set_item("reason", py.None())?,
198        }
199        dict.set_item("event_id", self.event_id.to_string())?;
200        dict.set_item("ts_event", self.ts_event.as_u64())?;
201        dict.set_item("ts_init", self.ts_init.as_u64())?;
202        Ok(dict.into())
203    }
204}
nautilus_model/python/events/position/adjusted.rs

nautilus_model/python/events/position/
adjusted.rs
