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A composable, real time, market data and trade execution toolkit
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lib/tai/trading/position.ex
defmodule Tai.Trading.Position do
@type product_symbol :: Tai.Venues.Product.symbol()
@type t :: %Tai.Trading.Position{
venue_id: atom,
account_id: atom,
product_symbol: product_symbol,
open: boolean,
avg_entry_price: Decimal.t() | nil,
qty: Decimal.t(),
init_margin: Decimal.t(),
init_margin_req: Decimal.t(),
maint_margin: Decimal.t(),
maint_margin_req: Decimal.t(),
realised_pnl: Decimal.t(),
unrealised_pnl: Decimal.t()
}
@enforce_keys [
:venue_id,
:account_id,
:product_symbol,
:open,
:qty,
:init_margin,
:init_margin_req,
:maint_margin,
:maint_margin_req,
:realised_pnl,
:unrealised_pnl
]
defstruct [
:venue_id,
:account_id,
:product_symbol,
:open,
:avg_entry_price,
:qty,
:init_margin,
:init_margin_req,
:maint_margin,
:maint_margin_req,
:realised_pnl,
:unrealised_pnl
]
end