nautilus_model/events/position/
mod.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 crate::{
17    events::{PositionAdjusted, PositionChanged, PositionClosed, PositionOpened},
18    identifiers::{AccountId, InstrumentId},
19};
20pub mod adjusted;
21pub mod changed;
22pub mod closed;
23pub mod opened;
24pub mod snapshot;
25
26#[derive(Debug, Clone)]
27pub enum PositionEvent {
28    PositionOpened(PositionOpened),
29    PositionChanged(PositionChanged),
30    PositionClosed(PositionClosed),
31    PositionAdjusted(PositionAdjusted),
32}
33
34impl PositionEvent {
35    #[must_use]
36    pub fn instrument_id(&self) -> InstrumentId {
37        match self {
38            Self::PositionOpened(position) => position.instrument_id,
39            Self::PositionChanged(position) => position.instrument_id,
40            Self::PositionClosed(position) => position.instrument_id,
41            Self::PositionAdjusted(adjustment) => adjustment.instrument_id,
42        }
43    }
44
45    #[must_use]
46    pub fn account_id(&self) -> AccountId {
47        match self {
48            Self::PositionOpened(position) => position.account_id,
49            Self::PositionChanged(position) => position.account_id,
50            Self::PositionClosed(position) => position.account_id,
51            Self::PositionAdjusted(adjustment) => adjustment.account_id,
52        }
53    }
54}
55
56#[cfg(test)]
57mod tests {
58    use nautilus_core::{UUID4, UnixNanos};
59    use rstest::*;
60
61    use super::*;
62    use crate::{
63        enums::{OrderSide, PositionSide},
64        events::{PositionChanged, PositionClosed, PositionOpened},
65        identifiers::{AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TraderId},
66        types::{Currency, Money, Price, Quantity},
67    };
68
69    fn create_test_position_opened() -> PositionOpened {
70        PositionOpened {
71            trader_id: TraderId::from("TRADER-001"),
72            strategy_id: StrategyId::from("EMA-CROSS"),
73            instrument_id: InstrumentId::from("EURUSD.SIM"),
74            position_id: PositionId::from("P-001"),
75            account_id: AccountId::from("SIM-001"),
76            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
77            entry: OrderSide::Buy,
78            side: PositionSide::Long,
79            signed_qty: 100.0,
80            quantity: Quantity::from("100"),
81            last_qty: Quantity::from("100"),
82            last_px: Price::from("1.0500"),
83            currency: Currency::USD(),
84            avg_px_open: 1.0500,
85            event_id: UUID4::default(),
86            ts_event: UnixNanos::from(1_000_000_000),
87            ts_init: UnixNanos::from(2_000_000_000),
88        }
89    }
90
91    fn create_test_position_changed() -> PositionChanged {
92        PositionChanged {
93            trader_id: TraderId::from("TRADER-001"),
94            strategy_id: StrategyId::from("EMA-CROSS"),
95            instrument_id: InstrumentId::from("EURUSD.SIM"),
96            position_id: PositionId::from("P-001"),
97            account_id: AccountId::from("SIM-001"),
98            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
99            entry: OrderSide::Buy,
100            side: PositionSide::Long,
101            signed_qty: 150.0,
102            quantity: Quantity::from("150"),
103            peak_quantity: Quantity::from("150"),
104            last_qty: Quantity::from("50"),
105            last_px: Price::from("1.0550"),
106            currency: Currency::USD(),
107            avg_px_open: 1.0525,
108            avg_px_close: None,
109            realized_return: 0.0,
110            realized_pnl: None,
111            unrealized_pnl: Money::new(75.0, Currency::USD()),
112            event_id: UUID4::default(),
113            ts_opened: UnixNanos::from(1_000_000_000),
114            ts_event: UnixNanos::from(1_500_000_000),
115            ts_init: UnixNanos::from(2_500_000_000),
116        }
117    }
118
119    fn create_test_position_closed() -> PositionClosed {
120        PositionClosed {
121            trader_id: TraderId::from("TRADER-001"),
122            strategy_id: StrategyId::from("EMA-CROSS"),
123            instrument_id: InstrumentId::from("EURUSD.SIM"),
124            position_id: PositionId::from("P-001"),
125            account_id: AccountId::from("SIM-001"),
126            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
127            closing_order_id: Some(ClientOrderId::from("O-19700101-000000-001-001-2")),
128            entry: OrderSide::Buy,
129            side: PositionSide::Flat,
130            signed_qty: 0.0,
131            quantity: Quantity::from("0"),
132            peak_quantity: Quantity::from("150"),
133            last_qty: Quantity::from("150"),
134            last_px: Price::from("1.0600"),
135            currency: Currency::USD(),
136            avg_px_open: 1.0525,
137            avg_px_close: Some(1.0600),
138            realized_return: 0.0071,
139            realized_pnl: Some(Money::new(112.50, Currency::USD())),
140            unrealized_pnl: Money::new(0.0, Currency::USD()),
141            duration: 3_600_000_000_000, // 1 hour in nanoseconds
142            event_id: UUID4::default(),
143            ts_opened: UnixNanos::from(1_000_000_000),
144            ts_closed: Some(UnixNanos::from(4_600_000_000)),
145            ts_event: UnixNanos::from(4_600_000_000),
146            ts_init: UnixNanos::from(5_000_000_000),
147        }
148    }
149
150    #[rstest]
151    fn test_position_event_opened_instrument_id() {
152        let opened = create_test_position_opened();
153        let event = PositionEvent::PositionOpened(opened);
154
155        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
156    }
157
158    #[rstest]
159    fn test_position_event_changed_instrument_id() {
160        let changed = create_test_position_changed();
161        let event = PositionEvent::PositionChanged(changed);
162
163        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
164    }
165
166    #[rstest]
167    fn test_position_event_closed_instrument_id() {
168        let closed = create_test_position_closed();
169        let event = PositionEvent::PositionClosed(closed);
170
171        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
172    }
173
174    #[rstest]
175    fn test_position_event_opened_account_id() {
176        let opened = create_test_position_opened();
177        let event = PositionEvent::PositionOpened(opened);
178
179        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
180    }
181
182    #[rstest]
183    fn test_position_event_changed_account_id() {
184        let changed = create_test_position_changed();
185        let event = PositionEvent::PositionChanged(changed);
186
187        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
188    }
189
190    #[rstest]
191    fn test_position_event_closed_account_id() {
192        let closed = create_test_position_closed();
193        let event = PositionEvent::PositionClosed(closed);
194
195        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
196    }
197
198    #[rstest]
199    fn test_position_event_enum_variants() {
200        let opened = create_test_position_opened();
201        let changed = create_test_position_changed();
202        let closed = create_test_position_closed();
203
204        let event_opened = PositionEvent::PositionOpened(opened);
205        let event_changed = PositionEvent::PositionChanged(changed);
206        let event_closed = PositionEvent::PositionClosed(closed);
207
208        match event_opened {
209            PositionEvent::PositionOpened(_) => {}
210            _ => panic!("Expected PositionOpened variant"),
211        }
212
213        match event_changed {
214            PositionEvent::PositionChanged(_) => {}
215            _ => panic!("Expected PositionChanged variant"),
216        }
217
218        match event_closed {
219            PositionEvent::PositionClosed(_) => {}
220            _ => panic!("Expected PositionClosed variant"),
221        }
222    }
223}
nautilus_model/events/position/mod.rs

nautilus_model/events/position/
mod.rs
