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#[derive(Debug, Clone, Default)]
pub struct Position {
pub size: f64,
pub value: f64,
pub entry_price: f64,
pub liq_price: f64,
pub margin: f64,
pub leverage: f64,
pub unrealized_pnl: f64,
}
impl Position {
pub fn new(leverage: f64) -> Self {
Position {
size: 0.0,
value: 0.0,
entry_price: 0.0,
liq_price: 0.0,
margin: 0.0,
leverage,
unrealized_pnl: 0.0,
}
}
pub fn change_size(&mut self, size_delta: f64, price: f64) {
let margin: f64 = size_delta / price / self.leverage;
self.margin += margin;
self.size += size_delta;
self.value = self.size.abs() / self.entry_price;
self.update_upnl(price);
}
pub fn update_upnl(&mut self, price: f64) {
self.unrealized_pnl = self.size * (1.0 / self.entry_price - 1.0 / price);
}
pub fn size(&self) -> f64 {
self.size
}
pub fn value(&self) -> f64 {
self.value
}
pub fn entry_price(&self) -> f64 {
self.entry_price
}
pub fn liq_price(&self) -> f64 {
self.liq_price
}
pub fn margin(&self) -> f64 {
self.margin
}
pub fn leverage(&self) -> f64 {
self.leverage
}
pub fn unrealized_pnl(&self) -> f64 {
self.unrealized_pnl
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
#[ignore]
fn position_change_size() {
let mut pos = Position::new(1.0);
pos.change_size(100.0, 100.0);
assert_eq!(pos.size, 100.0);
assert_eq!(pos.value, 1.0);
assert_eq!(pos.entry_price, 100.0);
assert_eq!(pos.liq_price, 0.0);
assert_eq!(pos.margin, 1.0);
assert_eq!(pos.leverage, 1.0);
assert_eq!(pos.unrealized_pnl, 0.0);
}
}