Struct RiskEngine

pub struct RiskEngine {
    pub throttled_submit_order: Throttler<SubmitOrder, Box<dyn Fn(SubmitOrder)>>,
    pub throttled_modify_order: Throttler<ModifyOrder, Box<dyn Fn(ModifyOrder)>>,
    /* private fields */
}

Central risk management engine that validates and controls trading operations.

The RiskEngine provides comprehensive pre-trade risk checks including order validation, balance verification, position sizing limits, and trading state management. It acts as a gateway between strategy orders and execution, ensuring all trades comply with defined risk parameters and regulatory constraints.

Fields

throttled_submit_order: Throttler<SubmitOrder, Box<dyn Fn(SubmitOrder)>>

throttled_modify_order: Throttler<ModifyOrder, Box<dyn Fn(ModifyOrder)>>

Implementations

impl RiskEngine

pub fn new( config: RiskEngineConfig, portfolio: Portfolio, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Self

Creates a new RiskEngine instance.

pub fn execute(&mut self, command: TradingCommand)

Executes a trading command through the risk management pipeline.

pub fn process(&mut self, event: OrderEventAny)

Processes an order event for risk monitoring and state updates.

pub fn set_trading_state(&mut self, state: TradingState)

Sets the trading state for risk control enforcement.

pub fn set_max_notional_per_order( &mut self, instrument_id: InstrumentId, new_value: Decimal, )

Sets the maximum notional value per order for the specified instrument.

Trait Implementations

impl Debug for RiskEngine

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.