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portfolio

package

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Versions in this module

v1

v1.0.0

Jun 16, 2026

Changes in this version

+ type Analyzer interface

+ RecordTrade func(TradeRecord)

+ type AnalyzerFunc func(TradeRecord)

+ func (f AnalyzerFunc) RecordTrade(record TradeRecord)

+ type Portfolio struct

+ func New(c *cache.Cache) *Portfolio

+ func (p *Portfolio) ApplyFill(fill model.FillReport) error

+ func (p *Portfolio) ApplyFillWithPosition(fill model.FillReport, previous *model.PositionStatusReport, ...) error

+ func (p *Portfolio) ApplyMarketEvent(event model.MarketEvent) error

+ func (p *Portfolio) AvailableEquity(accountID model.AccountID) map[model.Currency]decimal.Decimal

+ func (p *Portfolio) BalancesLocked(accountID model.AccountID) map[model.Currency]decimal.Decimal

+ func (p *Portfolio) Commission(accountID model.AccountID, currency model.Currency) decimal.Decimal

+ func (p *Portfolio) Equity(accountID model.AccountID) map[model.Currency]decimal.Decimal

+ func (p *Portfolio) Exposure(accountID model.AccountID, quote model.Currency) decimal.Decimal

+ func (p *Portfolio) HandleExecutionEvent(event model.ExecutionEvent) error

+ func (p *Portfolio) MarginsInit(accountID model.AccountID) map[model.InstrumentID]decimal.Decimal

+ func (p *Portfolio) MarginsMaint(accountID model.AccountID) map[model.InstrumentID]decimal.Decimal

+ func (p *Portfolio) MarkValue(accountID model.AccountID, instrumentID model.InstrumentID) decimal.Decimal

+ func (p *Portfolio) MarkValues(accountID model.AccountID) map[model.Currency]decimal.Decimal

+ func (p *Portfolio) NetExposuresByAccount(target model.Currency) map[model.AccountID]decimal.Decimal

+ func (p *Portfolio) NetExposuresByInstrument(accountID model.AccountID, target model.Currency) map[model.InstrumentID]decimal.Decimal

+ func (p *Portfolio) NetExposuresByVenue(target model.Currency) map[model.Venue]decimal.Decimal

+ func (p *Portfolio) NetPosition(accountID model.AccountID, instrumentID model.InstrumentID) decimal.Decimal

+ func (p *Portfolio) NetPositionsByInstrument(accountID model.AccountID) map[model.InstrumentID]decimal.Decimal

+ func (p *Portfolio) RealizedPnL(accountID model.AccountID, instrumentID model.InstrumentID) decimal.Decimal

+ func (p *Portfolio) RealizedPnLs(accountID model.AccountID) map[model.Currency]decimal.Decimal

+ func (p *Portfolio) SetAnalyzer(analyzer Analyzer)

+ func (p *Portfolio) SetConversionRate(from model.Currency, to model.Currency, rate decimal.Decimal) error

+ func (p *Portfolio) SetMark(accountID model.AccountID, instrumentID model.InstrumentID, ...)

+ func (p *Portfolio) TotalPnLs(accountID model.AccountID) map[model.Currency]decimal.Decimal

+ func (p *Portfolio) UnrealizedPnL(accountID model.AccountID, instrumentID model.InstrumentID) decimal.Decimal

+ func (p *Portfolio) UnrealizedPnLs(accountID model.AccountID) map[model.Currency]decimal.Decimal

+ func (p *Portfolio) UpdateAccount(account model.AccountSnapshot) error

+ type TradeRecord struct

+ AccountCurrency model.Currency

+ AccountCurrencyPnL decimal.Decimal

+ AccountID model.AccountID

+ Currency model.Currency

+ InstrumentID model.InstrumentID

+ PositionID model.PositionID

+ RealizedPnL decimal.Decimal