Positions

Position tracking, group management, and order lifecycle tracking.

PositionTracker

Tracks net positions per symbol with configurable cost basis methods.

tracker = flox.PositionTracker(cost_basis="fifo")

Parameter	Type	Default	Description
cost_basis	str	"fifo"	Cost basis method: "fifo", "lifo", or "average"

Methods

on_fill(symbol, side, price, quantity)

Record a fill.

tracker.on_fill(symbol=1, side="buy", price=50000.0, quantity=1.0)
tracker.on_fill(symbol=1, side="sell", price=51000.0, quantity=0.5)

position(symbol) -> float

Signed net position for a symbol. Positive = long, negative = short.

avg_entry_price(symbol) -> float

Average entry price for current position.

realized_pnl(symbol) -> float

Realized PnL for a symbol.

total_realized_pnl() -> float

Total realized PnL across all symbols.

---

PositionGroupTracker

Individual position management with grouping support. Track each trade as a separate position, organize into groups, and compute per-group metrics.

tracker = flox.PositionGroupTracker()

Methods

open_position(order_id, symbol, side, price, quantity) -> int

Open a new position. Returns a position ID.

pid = tracker.open_position(order_id=1, symbol=1, side="buy",
                             price=50000.0, quantity=1.0)

close_position(position_id, exit_price)

Close a position at the given exit price.

tracker.close_position(pid, exit_price=51000.0)

partial_close(position_id, quantity, exit_price)

Partially close a position.

tracker.partial_close(pid, quantity=0.5, exit_price=50500.0)

create_group(parent_id=0) -> int

Create a position group. Returns a group ID.

gid = tracker.create_group()

assign_to_group(position_id, group_id) -> bool

Assign a position to a group.

get_position(position_id) -> dict | None

Get position details.

Key	Type	Description
position_id	int	Position ID
order_id	int	Original order ID
symbol	int	Symbol ID
side	str	"buy" or "sell"
entry_price	float	Entry price
quantity	float	Remaining quantity
realized_pnl	float	Realized PnL
closed	bool	Whether fully closed
group_id	int	Assigned group (0 = none)

net_position(symbol) -> float

Net position for a symbol.

group_net_position(group_id) -> float

Net position for a group.

realized_pnl(symbol) -> float

Realized PnL for a symbol.

total_realized_pnl() -> float

Total realized PnL.

group_realized_pnl(group_id) -> float

Realized PnL for a group.

group_unrealized_pnl(group_id, current_price) -> float

Unrealized PnL for a group at the given market price.

open_positions(symbol) -> list[dict]

List of open position dicts for a symbol.

open_position_count(symbol=None) -> int

Count of open positions. Pass None for total across all symbols.

prune_closed()

Remove closed positions from memory.

---

OrderTracker

Order lifecycle tracking: submitted, filled, canceled, rejected.

tracker = flox.OrderTracker()

Methods

on_submitted(order_id, exchange_order_id, client_order_id="") -> bool

Record an order submission.

tracker.on_submitted(order_id=1, exchange_order_id="EX-12345")

on_filled(order_id, fill_quantity) -> bool

Record a fill (partial or full).

on_canceled(order_id) -> bool

Record a cancellation.

on_rejected(order_id, reason) -> bool

Record a rejection.

get(order_id) -> dict | None

Get order state.

Key	Type	Description
order_id	int	Local order ID
exchange_order_id	str	Exchange-assigned ID
client_order_id	str	Client-assigned ID
status	str	Current status (see below)
filled	float	Filled quantity
is_terminal	bool	Whether order is in a terminal state

Status values: "new", "submitted", "accepted", "partially_filled", "filled", "pending_cancel", "canceled", "expired", "rejected", "replaced", "pending_trigger", "triggered", "trailing_updated".

is_active(order_id) -> bool

Check if an order is still active (non-terminal).

active_count() -> int

Number of active orders.

total_count() -> int

Total tracked orders.

prune_terminal()

Remove terminal orders from memory.