Struct PositionMsg 

pub struct PositionMsg {

    pub category: Category,
    pub symbol: String,
    pub side: Option<Side>,
    pub size: Decimal,
    pub position_idx: PositionIdx,
    pub position_value: Decimal,
    pub risk_id: i64,
    pub risk_limit_value: Option<Decimal>,
    pub entry_price: Decimal,
    pub mark_price: Decimal,
    pub leverage: Decimal,
    pub auto_add_margin: bool,
    pub position_im: Option<Decimal>,
    pub position_mm: Option<Decimal>,
    pub position_im_by_mp: Option<Decimal>,
    pub position_mm_by_mp: Option<Decimal>,
    pub liq_price: Option<Decimal>,
    pub take_profit: Decimal,
    pub stop_loss: Decimal,
    pub trailing_stop: Decimal,
    pub unrealised_pnl: Decimal,
    pub cur_realised_pnl: Decimal,
    pub session_avg_price: Option<Decimal>,
    pub delta: Option<String>,
    pub gamma: Option<String>,
    pub vega: Option<String>,
    pub theta: Option<String>,
    pub cum_realised_pnl: Decimal,
    pub position_status: PositionStatus,
    pub adl_rank_indicator: AdlRankIndicator,
    pub is_reduce_only: bool,
    pub mmr_sys_updated_time: Option<Timestamp>,
    pub leverage_sys_updated_time: Option<Timestamp>,
    pub created_time: Timestamp,
    pub updated_time: Timestamp,
    pub seq: i64,
}

Fields

category: Category

Product type

symbol: String

Symbol name

side: Option<Side>

Position side. Buy: long, Sell: short one-way mode: classic & UTA1.0(inverse), an empty position returns None. UTA2.0(linear, inverse) & UTA1.0(linear): either one-way or hedge mode returns an empty string “” for an empty position.

size: Decimal

Position size

position_idx: PositionIdx

Used to identify positions in different position modes

position_value: Decimal

Position value

risk_id: i64

Risk tier ID for portfolio margin mode, this field returns 0, which means risk limit rules are invalid

risk_limit_value: Option<Decimal>

Risk limit value for portfolio margin mode, this field returns 0, which means risk limit rules are invalid

entry_price: Decimal

Entry price

mark_price: Decimal

Mark price

leverage: Decimal

Position leverage for portfolio margin mode, this field returns “”, which means leverage rules are invalid

auto_add_margin: bool

Whether to add margin automatically. 0: false, 1: true. For UTA, it is meaningful only when UTA enables ISOLATED_MARGIN

position_im: Option<Decimal>

Initial margin, the same value as positionIMByMp, please note this change The New Margin Calculation: Adjustments and Implications Portfolio margin mode: returns “”

position_mm: Option<Decimal>

Maintenance margin, the same value as positionMMByMp Portfolio margin mode: returns “”

position_im_by_mp: Option<Decimal>

Initial margin calculated by mark price, the same value as positionIM Portfolio margin mode: returns “”

position_mm_by_mp: Option<Decimal>

Maintenance margin calculated by mark price, the same value as positionMM Portfolio margin mode: returns “”

liq_price: Option<Decimal>

Position liquidation price Isolated margin: it is the real price for isolated and cross positions, and keeps “” when liqPrice <= minPrice or liqPrice >= maxPrice Cross margin: it is an estimated price for cross positions(because the unified mode controls the risk rate according to the account), and keeps “” when liqPrice <= minPrice or liqPrice >= maxPrice this field is empty for Portfolio Margin Mode, and no liquidation price will be provided

take_profit: Decimal

Take profit price

stop_loss: Decimal

Stop loss price

trailing_stop: Decimal

Trailing stop

unrealised_pnl: Decimal

Unrealised profit and loss

cur_realised_pnl: Decimal

The realised PnL for the current holding position

session_avg_price: Option<Decimal>

USDC contract session avg price, it is the same figure as avg entry price shown in the web UI

delta: Option<String>

Delta

gamma: Option<String>

Gamma

vega: Option<String>

Vega

theta: Option<String>

Theta

cum_realised_pnl: Decimal

Cumulative realised pnl Futures & Perp: it is the all time cumulative realised P&L Option: it is the realised P&L when you hold that position

position_status: PositionStatus

Position status. Normal, Liq, Adl

adl_rank_indicator: AdlRankIndicator

Auto-deleverage rank indicator. What is Auto-Deleveraging?

is_reduce_only: bool

Useful when Bybit lower the risk limit true: Only allowed to reduce the position. You can consider a series of measures, e.g., lower the risk limit, decrease leverage or reduce the position, add margin, or cancel orders, after these operations, you can call confirm new risk limit endpoint to check if your position can be removed the reduceOnly mark false: There is no restriction, and it means your position is under the risk when the risk limit is systematically adjusted Only meaningful for isolated margin & cross margin of USDT Perp, USDC Perp, USDC Futures, Inverse Perp and Inverse Futures, meaningless for others

mmr_sys_updated_time: Option<Timestamp>

Useful when Bybit lower the risk limit When isReduceOnly=true: the timestamp (ms) when the MMR will be forcibly adjusted by the system When isReduceOnly=false: the timestamp when the MMR had been adjusted by system It returns the timestamp when the system operates, and if you manually operate, there is no timestamp Keeps “” by default, if there was a lower risk limit system adjustment previously, it shows that system operation timestamp Only meaningful for isolated margin & cross margin of USDT Perp, USDC Perp, USDC Futures, Inverse Perp and Inverse Futures, meaningless for others

leverage_sys_updated_time: Option<Timestamp>

Useful when Bybit lower the risk limit When isReduceOnly=true: the timestamp (ms) when the leverage will be forcibly adjusted by the system When isReduceOnly=false: the timestamp when the leverage had been adjusted by system It returns the timestamp when the system operates, and if you manually operate, there is no timestamp Keeps “” by default, if there was a lower risk limit system adjustment previously, it shows that system operation timestamp Only meaningful for isolated margin & cross margin of USDT Perp, USDC Perp, USDC Futures, Inverse Perp and Inverse Futures, meaningless for others

created_time: Timestamp

Timestamp of the first time a position was created on this symbol (ms)

updated_time: Timestamp

Position data updated timestamp (ms)

seq: i64

Cross sequence, used to associate each fill and each position update Different symbols may have the same seq, please use seq + symbol to check unique Returns “-1” if the symbol has never been traded Returns the seq updated by the last transaction when there are setting like leverage, risk limit

Trait Implementations

impl Clone for PositionMsg

fn clone(&self) -> PositionMsg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PositionMsg

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for PositionMsg

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for PositionMsg

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for PositionMsg