nautilus_model/events/position/
opened.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::{UUID4, UnixNanos};
17use serde::{Deserialize, Serialize};
18
19use crate::{
20    enums::{OrderSide, PositionSide},
21    events::OrderFilled,
22    identifiers::{AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TraderId},
23    position::Position,
24    types::{Currency, Price, Quantity},
25};
26
27/// Represents an event where a position has been opened.
28#[repr(C)]
29#[derive(Clone, PartialEq, Debug, Serialize, Deserialize)]
30#[cfg_attr(
31    feature = "python",
32    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model", from_py_object)
33)]
34#[cfg_attr(
35    feature = "python",
36    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
37)]
38pub struct PositionOpened {
39    /// The trader ID associated with the event.
40    pub trader_id: TraderId,
41    /// The strategy ID associated with the event.
42    pub strategy_id: StrategyId,
43    /// The instrument ID associated with the event.
44    pub instrument_id: InstrumentId,
45    /// The position ID associated with the event.
46    pub position_id: PositionId,
47    /// The account ID associated with the position.
48    pub account_id: AccountId,
49    /// The client order ID for the order which opened the position.
50    pub opening_order_id: ClientOrderId,
51    /// The position entry order side.
52    pub entry: OrderSide,
53    /// The position side.
54    pub side: PositionSide,
55    /// The current signed quantity (positive for position side `LONG`, negative for `SHORT`).
56    pub signed_qty: f64,
57    /// The current open quantity.
58    pub quantity: Quantity,
59    /// The last fill quantity for the position.
60    pub last_qty: Quantity,
61    /// The last fill price for the position.
62    pub last_px: Price,
63    /// The position quote currency.
64    pub currency: Currency,
65    /// The average open price.
66    pub avg_px_open: f64,
67    /// The unique identifier for the event.
68    pub event_id: UUID4,
69    /// UNIX timestamp (nanoseconds) when the event occurred.
70    pub ts_event: UnixNanos,
71    /// UNIX timestamp (nanoseconds) when the event was initialized.
72    pub ts_init: UnixNanos,
73}
74
75impl PositionOpened {
76    #[must_use]
77    pub fn create(
78        position: &Position,
79        fill: &OrderFilled,
80        event_id: UUID4,
81        ts_init: UnixNanos,
82    ) -> Self {
83        Self {
84            trader_id: position.trader_id,
85            strategy_id: position.strategy_id,
86            instrument_id: position.instrument_id,
87            position_id: position.id,
88            account_id: position.account_id,
89            opening_order_id: position.opening_order_id,
90            entry: position.entry,
91            side: position.side,
92            signed_qty: position.signed_qty,
93            quantity: position.quantity,
94            last_qty: fill.last_qty,
95            last_px: fill.last_px,
96            currency: position.quote_currency,
97            avg_px_open: position.avg_px_open,
98            event_id,
99            ts_event: fill.ts_event,
100            ts_init,
101        }
102    }
103}
104
105#[cfg(test)]
106mod tests {
107    use nautilus_core::UnixNanos;
108    use rstest::*;
109
110    use super::*;
111    use crate::{
112        enums::{LiquiditySide, OrderSide, OrderType, PositionSide},
113        events::OrderFilled,
114        identifiers::{
115            AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TradeId, TraderId,
116            VenueOrderId,
117        },
118        instruments::{InstrumentAny, stubs::audusd_sim},
119        position::Position,
120        types::{Currency, Money, Price, Quantity},
121    };
122
123    fn create_test_position_opened() -> PositionOpened {
124        PositionOpened {
125            trader_id: TraderId::from("TRADER-001"),
126            strategy_id: StrategyId::from("EMA-CROSS"),
127            instrument_id: InstrumentId::from("EURUSD.SIM"),
128            position_id: PositionId::from("P-001"),
129            account_id: AccountId::from("SIM-001"),
130            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
131            entry: OrderSide::Buy,
132            side: PositionSide::Long,
133            signed_qty: 100.0,
134            quantity: Quantity::from("100"),
135            last_qty: Quantity::from("100"),
136            last_px: Price::from("1.0500"),
137            currency: Currency::USD(),
138            avg_px_open: 1.0500,
139            event_id: UUID4::default(),
140            ts_event: UnixNanos::from(1_000_000_000),
141            ts_init: UnixNanos::from(2_000_000_000),
142        }
143    }
144
145    fn create_test_order_filled() -> OrderFilled {
146        OrderFilled::new(
147            TraderId::from("TRADER-001"),
148            StrategyId::from("EMA-CROSS"),
149            InstrumentId::from("AUD/USD.SIM"),
150            ClientOrderId::from("O-19700101-000000-001-001-1"),
151            VenueOrderId::from("1"),
152            AccountId::from("SIM-001"),
153            TradeId::from("T-001"),
154            OrderSide::Buy,
155            OrderType::Market,
156            Quantity::from("100"),
157            Price::from("0.8000"),
158            Currency::USD(),
159            LiquiditySide::Taker,
160            UUID4::default(),
161            UnixNanos::from(1_000_000_000),
162            UnixNanos::from(2_000_000_000),
163            false,
164            Some(PositionId::from("P-001")),
165            Some(Money::new(2.0, Currency::USD())),
166        )
167    }
168
169    #[rstest]
170    fn test_position_opened_create() {
171        let instrument = audusd_sim();
172        let fill = create_test_order_filled();
173        let position = Position::new(&InstrumentAny::CurrencyPair(instrument), fill);
174        let event_id = UUID4::default();
175        let ts_init = UnixNanos::from(3_000_000_000);
176
177        let position_opened = PositionOpened::create(&position, &fill, event_id, ts_init);
178
179        assert_eq!(position_opened.trader_id, position.trader_id);
180        assert_eq!(position_opened.strategy_id, position.strategy_id);
181        assert_eq!(position_opened.instrument_id, position.instrument_id);
182        assert_eq!(position_opened.position_id, position.id);
183        assert_eq!(position_opened.account_id, position.account_id);
184        assert_eq!(position_opened.opening_order_id, position.opening_order_id);
185        assert_eq!(position_opened.entry, position.entry);
186        assert_eq!(position_opened.side, position.side);
187        assert_eq!(position_opened.signed_qty, position.signed_qty);
188        assert_eq!(position_opened.quantity, position.quantity);
189        assert_eq!(position_opened.last_qty, fill.last_qty);
190        assert_eq!(position_opened.last_px, fill.last_px);
191        assert_eq!(position_opened.currency, position.quote_currency);
192        assert_eq!(position_opened.avg_px_open, position.avg_px_open);
193        assert_eq!(position_opened.event_id, event_id);
194        assert_eq!(position_opened.ts_event, fill.ts_event);
195        assert_eq!(position_opened.ts_init, ts_init);
196    }
197
198    #[rstest]
199    fn test_position_opened_with_different_sides() {
200        let mut long_position = create_test_position_opened();
201        long_position.side = PositionSide::Long;
202        long_position.entry = OrderSide::Buy;
203        long_position.signed_qty = 100.0;
204
205        let mut short_position = create_test_position_opened();
206        short_position.side = PositionSide::Short;
207        short_position.entry = OrderSide::Sell;
208        short_position.signed_qty = -100.0;
209
210        assert_eq!(long_position.side, PositionSide::Long);
211        assert_eq!(long_position.entry, OrderSide::Buy);
212        assert_eq!(long_position.signed_qty, 100.0);
213
214        assert_eq!(short_position.side, PositionSide::Short);
215        assert_eq!(short_position.entry, OrderSide::Sell);
216        assert_eq!(short_position.signed_qty, -100.0);
217    }
218}
nautilus_model/events/position/opened.rs

nautilus_model/events/position/
opened.rs
