Struct RiskEngine 

pub struct RiskEngine { /* private fields */ }

Pre-trade risk engine.

Implementations

impl RiskEngine

pub fn new(config: RiskConfig) -> Self

Create a new risk engine with the given config.

Panics

Panics if config fails validation (e.g., NaN fields, out-of-range values). This is intentional — fail-fast at construction, not at check time.

pub fn config(&self) -> &RiskConfig

Access the current config.

pub fn check_order( &self, symbol: &Symbol, side: BrokerSide, quantity: u64, price_cents: i64, account: &Account, current_positions: &[(Symbol, i64)], ) -> RiskReport

Check a single order against risk limits.

A lightweight check for one order — validates position concentration and order size.

pub fn check_batch( &self, orders: &[(Symbol, BrokerSide, u64, i64)], account: &Account, current_positions: &[(Symbol, i64)], target_weights: &[(Symbol, f64)], ) -> RiskReport

Check a batch of orders (e.g., a full rebalance).

Validates all risk limits including leverage, short exposure, and aggregate position limits.

Trait Implementations

impl Clone for RiskEngine

fn clone(&self) -> RiskEngine

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RiskEngine

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

Formats the value using the given formatter.