Documentation
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Index ¶
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type RiskConfig ¶
type RiskConfig struct {
// MaxPosition maximum allowed position size (0 = unlimited)
MaxPosition float64
// MaxDailyLoss maximum daily loss ratio (e.g. 0.1 = 10%, 0 = unlimited)
MaxDailyLoss float64
// MaxOrderRate maximum orders per minute (0 = unlimited)
MaxOrderRate int
// PriceDeviation max price deviation from last known price (e.g. 0.05 = 5%, 0 = disabled)
PriceDeviation float64
}
RiskConfig configurable risk control parameters
type RiskManager ¶
type RiskManager struct {
BaseProcesser
// contains filtered or unexported fields
}
RiskManager monitors positions and P&L, triggers protective actions when limits are breached. It acts as a guardian/observer in the processer chain - it does NOT block orders, but when risk limits are breached it sends CancelAll + forced close orders to the exchange.
func NewRiskManager ¶
func NewRiskManager(symbol string, config RiskConfig) *RiskManager
NewRiskManager creates a new risk manager with the given config
func (*RiskManager) Init ¶
func (rm *RiskManager) Init(bus *Bus) (err error)
func (*RiskManager) Start ¶
func (rm *RiskManager) Start() (err error)
func (*RiskManager) Stop ¶
func (rm *RiskManager) Stop() (err error)
Source Files
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