Risk Manager
RiskManager enforces pre-trade risk controls. Every order passes through it before reaching the gateway.
Checks
| Check | Description |
|---|---|
| Position limit | Rejects orders that would exceed the configured max position size |
| Daily loss guard | Halts trading when realized + unrealized loss exceeds the daily limit |
| Rate limit | Enforces a maximum number of orders per second |
| Kill switch | Immediately blocks all new orders; drains open orders via cancel |
Configuration
#![allow(unused)]
fn main() {
RiskConfig {
max_position: dec!(1.0), // max open qty per symbol
daily_loss_limit: dec!(500.0), // USD
max_orders_per_sec: 10,
}
}Kill switch
Activate programmatically:
#![allow(unused)]
fn main() {
risk_manager.kill();
}Or via the TUI with the K keybinding. Once triggered, the engine stops submitting new orders and attempts to cancel all open positions.