Positions

Fetch positions

data = await client.account.positions()      # UserData

for pos in data.positions:
    print(pos.side, float(pos.collateral), "USDC at", float(pos.open_price),
          "liq:", float(pos.liquidation_price))

for order in data.limit_orders:
    print(order.side, float(order.collateral), "@", float(order.price))

positions() hits the core API and returns enriched data: liquidation price, accrued rollover, and unrealized funding are already computed. Pass trader= to read any address.

`Position` fields (human units)

Property	Meaning
`pair_index`, `index`	Identify the position; pass both to close/update methods
`side` / `buy`	`"long"`/`"short"`
`collateral`, `leverage`, `position_size`	USDC, multiplier, notional (collateral × leverage)
`open_price`, `tp`, `sl`, `liquidation_price`	Prices (`0` = unset)
`rollover_fee`, `unrealised_funding_fee`	Accrued fees in USDC
`is_upside`	`True` for positions on Upside pairs (profit share instead of fixed fees); informational — closes route from the pair automatically
`opened_at`	Open timestamp; pass to `market_close(open_timestamp=...)` if closing right after opening
`price_triggers`	All TP/SL triggers on the position — see below

data.position(pair_index, index) looks up a single position.

Price triggers

price_triggers unifies every TP/SL attached to a position:

Global (on-chain) TP/SL — is_global is True. These are the levels set at open / via trade.update_tp_sl(). Their entity_id is deterministic (global-tp-{trader}-{pair}-{index} / global-sl-...) and is not accepted by the partial TP/SL CRUD; the SDK rejects it client-side too.
Partial (off-chain) triggers — is_global is False. Signed partial TP/SL orders whose entity_id works with trade.update_partial_tp_sl() and trade.cancel_partial_tp_sl(). Note that updating a partial order mints a new entity_id.

for trig in pos.price_triggers:
    print(trig.kind, float(trig.price), "global" if trig.is_global else trig.entity_id)

pos.global_triggers    # only the on-chain TP/SL entries
pos.partial_triggers   # only the off-chain partial orders

Live PnL

Combine a position with its pair snapshot and the live price for a UI-parity net PnL breakdown:

from avantis_trader_sdk.compute import position_net_pnl

pair = await client.markets.pair(pos.pair_index)
price = await client.markets.price(pos.pair_index)
pnl = position_net_pnl(pos, pair, price)
print(f"net {pnl.net:+.2f} (gross {pnl.gross:+.2f}, closing fee {pnl.closing_fee:.2f})")

See Compute for the full breakdown fields.

Balance and raw reads

balance = await client.account.usdc_balance()          # Decimal, human USDC
raw = await client.account.positions_onchain()         # tx-builder RPC read, raw bigint strings

Use positions_onchain() when you need the unprocessed on-chain state; positions() is the right call for everything else.

Getting Started

Migrating from v1

Trading

Account & Portfolio

Data & Compute

Earn & Grow

Advanced

Fetch positions

`Position` fields (human units)

Price triggers

Live PnL

Balance and raw reads

​Fetch positions

​Position fields (human units)

​Price triggers

​Live PnL

​Balance and raw reads

Fetch positions

`Position` fields (human units)

Price triggers

Live PnL

Balance and raw reads