add mark_price to positions

Author: rbeeli

CHANGELOG.md

@@ -12,15 +12,16 @@ All notable changes to this project will be documented in this file.
 - `MarginMode` enum + `update_margin!` + `update_marks!` functions for margin calculations and extended `Position` struct and `Account` struct to support margin trading
 - `ContractKind` enum to distinguish spot, perpetual, and future instruments
 - New `Instrument` lifecycle fields (`contract_kind`, `start_time`, `expiry`) with helpers `has_expiry`, `is_expired`, and `is_active`
-
-### Changed
-
-- Quote cash lookup performance improvement by caching index in `Instrument` struct
+- `Position.mark_price` stores the latest valuation price, updated on fills and mark-to-market to support liquidation, expiry settlement, and borrow logic.
 
 ### Removed
 
 - Metadata type parameters (`OData`, `IData`, `CData`) and associated metadata fields were removed from core types, Tables outputs, and printing to simplify the API.
 
+### Changed
+
+- Quote cash lookup performance improvement by caching index in `Instrument` struct
+
 ## [0.4.2] - 2025-09-29
 
 ### Changed

src/logic.jl

@@ -80,6 +80,7 @@ Updates valuation and margin for a position using the latest mark price.
 @inline function update_marks!(acc::Account, pos::Position, close_price)
     update_valuation!(acc, pos, close_price)
     update_margin!(acc, pos, close_price)
+    pos.mark_price = close_price
     return
 end
 

src/position.jl

@@ -7,6 +7,7 @@ mutable struct Position{TTime<:Dates.AbstractTime}
     value_local::Price              # position value contribution in local currency
     margin_init_local::Price        # initial margin used in local currency
     margin_maint_local::Price       # maintenance margin used in local currency
+    mark_price::Price               # last valuation price
     last_order::Union{Nothing,Order{TTime}}
     last_trade::Union{Nothing,Trade{TTime}}
 
@@ -20,6 +21,7 @@ mutable struct Position{TTime<:Dates.AbstractTime}
         value_local::Price=0.0,
         margin_init_local::Price=0.0,
         margin_maint_local::Price=0.0,
+        mark_price::Price=Price(NaN),
         last_order::Union{Nothing,Order{TTime}}=nothing,
         last_trade::Union{Nothing,Trade{TTime}}=nothing,
     ) where {TTime<:Dates.AbstractTime}
@@ -32,6 +34,7 @@ mutable struct Position{TTime<:Dates.AbstractTime}
             value_local,
             margin_init_local,
             margin_maint_local,
+            mark_price,
             last_order,
             last_trade
         )

test/position.jl

@@ -74,3 +74,30 @@ end
     # Test 9: no op
     @test calc_exposure_increase_quantity(0, 0) == 0
 end
+
+@testitem "mark_price set on fills and marks" begin
+    using Test, Fastback, Dates
+
+    acc = Account()
+    deposit!(acc, Cash(:USD), 10_000.0)
+    inst = register_instrument!(acc, Instrument(Symbol("MK/USD"), :MK, :USD))
+
+    # Fill long; mark should be fill price
+    order = Order(oid!(acc), inst, DateTime(2026, 1, 1), 100.0, 1.0)
+    trade = fill_order!(acc, order, order.date, order.price)
+    pos = get_position(acc, inst)
+    @test pos.mark_price == 100.0
+
+    # Update with bid/ask; long uses bid as close
+    update_pnl!(acc, inst, 101.0, 102.0)
+    @test pos.mark_price == 101.0
+
+    # Flip to short; mark on fill should update
+    order2 = Order(oid!(acc), inst, DateTime(2026, 1, 2), 103.0, -2.0)
+    fill_order!(acc, order2, order2.date, order2.price)
+    @test pos.mark_price == 103.0
+
+    # For short, close price comes from ask
+    update_pnl!(acc, inst, 98.0, 99.0)
+    @test pos.mark_price == 99.0
+end