Struct barter::portfolio::position::Position

pub struct Position {

    pub position_id: PositionId,
    pub meta: PositionMeta,
    pub exchange: String,
    pub symbol: SymbolId,
    pub direction: Direction,
    pub quantity: f64,
    pub enter_fees: Fees,
    pub enter_fees_total: FeeAmount,
    pub enter_avg_price_gross: f64,
    pub enter_value_gross: f64,
    pub exit_fees: Fees,
    pub exit_fees_total: FeeAmount,
    pub exit_avg_price_gross: f64,
    pub exit_value_gross: f64,
    pub current_symbol_price: f64,
    pub current_value_gross: f64,
    pub unrealised_profit_loss: f64,
    pub realised_profit_loss: f64,
}

Data encapsulating the state of an ongoing or closed Position.

Fields

position_id: PositionId

Unique identifier for a Position generated from an engine_id, ExchangeId & SymbolId.

meta: PositionMeta

Metadata detailing trace UUIDs, timestamps & equity associated with entering, updating & exiting.

exchange: String

Exchange associated with this Position instance.

symbol: SymbolId

Ticker symbol associated with this Position instance.

direction: Direction

Long or Short.

quantity: f64

+ve or -ve quantity of symbol contracts opened.

enter_fees: Fees

All fees types incurred from entering a Position, and their associated FeeAmount.

enter_fees_total: FeeAmount

Total of enter_fees incurred. Sum of every FeeAmount in Fees when entering a Position.

enter_avg_price_gross: f64

Enter average price excluding the entry_fees_total.

enter_value_gross: f64

abs(Quantity) * enter_avg_price_gross.

exit_fees: Fees

All fees types incurred from exiting a Position, and their associated FeeAmount.

exit_fees_total: FeeAmount

Total of exit_fees incurred. Sum of every FeeAmount in Fees when entering a Position.

exit_avg_price_gross: f64

Exit average price excluding the exit_fees_total.

exit_value_gross: f64

abs(Quantity) * exit_avg_price_gross.

current_symbol_price: f64

Symbol current close price.

current_value_gross: f64

abs(Quantity) * current_symbol_price.

unrealised_profit_loss: f64

Unrealised P&L whilst the Position is open.

realised_profit_loss: f64

Realised P&L after the Position has closed.

Implementations

impl Position

pub fn builder() -> PositionBuilder

Returns a PositionBuilder instance.

pub fn calculate_avg_price_gross(fill: &FillEvent) -> f64

Calculates the Position::enter_avg_price_gross or Position::exit_avg_price_gross of a FillEvent.

pub fn parse_entry_direction(
    fill: &FillEvent
) -> Result<Direction, PortfolioError>

Determine the Position entry Direction by analysing the input FillEvent.

pub fn calculate_unrealised_profit_loss(&self) -> f64

Calculate the approximate Position::unrealised_profit_loss of a Position.

pub fn calculate_realised_profit_loss(&self) -> f64

Calculate the exact Position::realised_profit_loss of a Position.

pub fn calculate_profit_loss_return(&self) -> f64

Calculate the PnL return of a closed Position - assumed Position::realised_profit_loss is appropriately calculated.

Trait Implementations

impl Clone for Position

fn clone(&self) -> Position

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Position

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Position

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

Deserialize this value from the given Serde deserializer.

impl From<&'_ mut Position> for PositionUpdate

fn from(updated_position: &mut Position) -> Self

Converts to this type from the input type.

impl PartialEq<Position> for Position

fn eq(&self, other: &Position) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Position) -> bool

This method tests for !=.

impl PartialOrd<Position> for Position

fn partial_cmp(&self, other: &Position) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

This method tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

This method tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

This method tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

This method tests greater than or equal to (for self and other) and is used by the >= operator.

impl PositionEnterer for Position

fn enter(engine_id: Uuid, fill: &FillEvent) -> Result<Position, PortfolioError>

Returns a new Position, given an input FillEvent & an associated engine_id.

impl PositionExiter for Position

fn exit(
    &mut self,
    balance: Balance,
    fill: &FillEvent
) -> Result<PositionExit, PortfolioError>

Exits an open Position, given the input Portfolio equity & the FillEvent returned from an Execution handler.

impl PositionUpdater for Position

fn update(&mut self, market: &MarketEvent) -> PositionUpdate

Updates an open Position using the latest input MarketEvent, returning a PositionUpdate that communicates the open Position’s change in state.

impl Serialize for Position

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

Serialize this value into the given Serde serializer.

impl TryFrom<&'_ mut Position> for PositionExit

type Error = PortfolioError

The type returned in the event of a conversion error.

fn try_from(exited_position: &mut Position) -> Result<Self, Self::Error>

Performs the conversion.

impl StructuralPartialEq for Position