Struct RiskEngine 

pub struct RiskEngine {
    pub throttled_submit: Throttler<TradingCommand, Box<dyn Fn(TradingCommand)>>,
    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 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: Throttler<TradingCommand, Box<dyn Fn(TradingCommand)>>

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 register_msgbus_handlers(engine: &Rc<RefCell<Self>>)

Registers all message bus handlers for the risk engine.

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.

pub fn start(&mut self)

Starts the risk engine.

pub fn stop(&mut self)

Stops the risk engine.

pub fn reset(&mut self)

Resets the risk engine to its initial state.

pub fn dispose(&mut self)

Disposes of the risk engine, releasing resources.

pub fn clock(&self) -> &Rc<RefCell<dyn Clock>>

Returns a reference to the clock.

pub fn cache(&self) -> &Rc<RefCell<Cache>>

Returns a reference to the cache.

pub fn portfolio_mut(&mut self) -> &mut Portfolio

Returns a mutable reference to the portfolio.

pub const fn config(&self) -> &RiskEngineConfig

Returns a reference to the configuration.

pub const fn command_count(&self) -> u64

Returns the total count of trading commands received by the engine.

pub const fn event_count(&self) -> u64

Returns the total count of order events received by the engine.

pub const fn trading_state(&self) -> TradingState

Returns the current trading state.

pub const fn max_notional_per_order(&self) -> &AHashMap<InstrumentId, Decimal>

Returns a reference to the max notional per order settings.

Trait Implementations

impl Debug for RiskEngine

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

Formats the value using the given formatter.