sandbox_quant/domain/
position.rs

1use crate::domain::instrument::Instrument;
2use crate::domain::market::Market;
3
4#[derive(Debug, Clone, Copy, PartialEq, Eq)]
5pub enum Side {
6    Buy,
7    Sell,
8}
9
10#[derive(Debug, Clone, PartialEq)]
11pub struct PositionSnapshot {
12    pub instrument: Instrument,
13    pub market: Market,
14    /// Canonical signed quantity.
15    ///
16    /// Examples:
17    /// - `+0.25` means long `0.25`
18    /// - `-0.25` means short `0.25`
19    /// - `0.0` means flat
20    pub signed_qty: f64,
21    pub entry_price: Option<f64>,
22}
23
24impl PositionSnapshot {
25    pub fn side(&self) -> Option<Side> {
26        if self.signed_qty > 0.0 {
27            Some(Side::Buy)
28        } else if self.signed_qty < 0.0 {
29            Some(Side::Sell)
30        } else {
31            None
32        }
33    }
34
35    pub fn abs_qty(&self) -> f64 {
36        self.signed_qty.abs()
37    }
38
39    pub fn is_flat(&self) -> bool {
40        self.signed_qty.abs() <= f64::EPSILON
41    }
42}
sandbox_quant/domain/position.rs

sandbox_quant/domain/
position.rs
