risk

type Config struct {
	MaxOrderNotional     decimal.Decimal
	MaxPositionNotional  decimal.Decimal
	MaxAccountExposure   decimal.Decimal
	ExposureCurrency     model.Currency
	TradingState         TradingState
	QueueSize            int
	Clock                kernel.Clock
	MaxCommandsPerWindow int
	CommandRateWindow    time.Duration
	MaxOpenOrders        int
	AccountLimits        map[model.AccountID]Limits
	StrategyLimits       map[model.StrategyID]Limits
	InstrumentLimits     map[model.InstrumentID]Limits
}

type Decision struct {
	Order model.SubmitOrder
	Error error
	Event *model.ExecutionEvent
}

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

type Health struct {
	kernel.Health
	CommandQueueDepth    int
	EventQueueDepth      int
	CommandQueueCapacity int
	EventQueueCapacity   int
	TradingState         TradingState
	TradingStateReason   string
	ProcessedCommands    int64
	RejectedCommands     int64
	ProcessedEvents      int64
	DroppedCommands      int64
	DroppedEvents        int64
	ThrottledCommands    int64
}

type Limits struct {
	MaxOrderNotional    decimal.Decimal
	MaxPositionNotional decimal.Decimal
	MaxAccountExposure  decimal.Decimal
}

type TradingState string