rule

package
v0.1.0 Latest Latest
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 Go to latest Published: Jul 22, 2026 License: Apache-2.0 Imports: 8 Imported by: 0

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Types

type RateLimit 

type RateLimit struct {
	// contains filtered or unexported fields
}

RateLimit rejects orders when the current time is before the next-accepted time written by the leaky bucket actor.

func (*RateLimit) Check 

func (r *RateLimit) Check(cmd command.RiskCheck) error

type Rule 

type Rule interface {
	Check(cmd command.RiskCheck) error
}

Rule is the interface that all risk rules must implement. Each rule inspects a RiskCheck command and returns an error to reject it, or nil to allow it through.

func NewRateLimit 

func NewRateLimit(cat *catalog.Catalog, c *cache.Cache, config map[string]any) (Rule, error)

NewRateLimit creates a RateLimit rule from config.

func NewTpnlStop 

func NewTpnlStop(cat *catalog.Catalog, c *cache.Cache, config map[string]any) (Rule, error)

type TpnlStop 

type TpnlStop struct {
	// contains filtered or unexported fields
}

TpnlStop rejects orders when the trading PnL for a given (account, window) pair drops below the configured stop-loss threshold. At check time it purges expired trades from the shared TpnlState, reads per-symbol exposures, and applies current mid-prices to compute the live PnL.

func (*TpnlStop) Check 

func (r *TpnlStop) Check(cmd command.RiskCheck) error

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