Portfolio

The positions stream and account funds/margin snapshot — both read-only, broker-driven.

positionsStreamer

Positions have no place/modify/cancel calls — your app pushes to positionsStreamer whenever the broker reports a change, and the SDK never polls or writes back.

Stream<String> get positionsStreamer;

Must be a broadcast stream — same requirement as ordersStreamer.

Emits a JSON list of position objects:

[
  {
    "symID": "RELIANCE",
    "displayName": "Reliance Industries",
    "netQty": 10,
    "avgPrice": 2405.0,
    "netOrgAvgPrice": 2405.0,
    "realizedPnl": 0.0,
    "realizedOrgPnl": 0.0,
    "multiplier": 1.0,
    "priceFactor": 1.0,
    "productType": "intraday",
    "symbol": { "id": "RELIANCE", "name": "Reliance Industries" }
  }
]

Field	Type	Accepted values
`symID`	`String`	required; the symbol this position is for — note the key is `symID`, not `symbolId`
`displayName`	`String`	optional; display name, falls back to `symID` if omitted
`netQty`	`int`	required; net quantity, sign carries long/short
`avgPrice`	`double`	required; average entry price
`netOrgAvgPrice`	`double`	required; average entry price before any partial exits
`realizedPnl`	`double`	required; realized P&L
`realizedOrgPnl`	`double`	required; realized P&L before any partial exits
`multiplier`	`double`	required; contract multiplier, `1.0` if not applicable
`priceFactor`	`double`	required; price scaling factor, `1.0` if not applicable
`productType`	`String`	required; `"normal"` or `"intraday"` — the same symbol can have two simultaneous positions under different product types
`symbol`	`object`	required; full `symbolInfo` shape

These fields are derived by the SDK, never sent by the host:

Field	Type	Derivation
`positionSide`	`"long"` \| `"short"` \| `null`	sign of `netQty` — `null` when `netQty` is `0`
`positionTypes`	`"Open"` \| `"Close"`	`"Close"` when `netQty` is `0`, `"Open"` otherwise
`orderAction`	`"Buy"` \| `"Sell"`	`"Sell"` when `netQty` is negative, `"Buy"` otherwise — mirrors `positionSide`'s direction (the side that opened the position), not the exit side; the SDK's own exit-order UI inverts it (buy↔sell) to pre-fill the opposite-side exit order
`unrealizedPL`	`double`	`(dayClose - netOrgAvgPrice) * netQty * multiplier * priceFactor`, recomputed on every market-data tick for the position's symbol; reads `0` until the first tick arrives
`pnl`	`double`	`unrealizedPL + realizedOrgPnl`
`mtm`	`double`	`(dayClose - avgPrice) * netQty * multiplier * priceFactor + realizedPnl`

fundsData

A snapshot of the account's fund/margin details — fetched on demand each time the user opens the chart drawer's Funds panel, not cached at startup or polled.

Future<String> get fundsData;

{
  "availableMargin": 347500.0,
  "usedMargin": 152500.0
}

Field	Type	Accepted values
`availableMargin`	`double`	optional; margin available to trade with, defaults to `0` if omitted or not a number
`usedMargin`	`double`	optional; margin already committed to open positions/orders, defaults to `0` if omitted or not a number

totalBalance (derived, not sent): availableMargin + usedMargin, computed client-side — there is no separate wire field for it.

Portfolio

positionsStreamer

fundsData

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