Skip to main content

RiskEngine

precolator::risk

Struct RiskEngine

pub struct RiskEngine;

Implementations§

impl RiskEngine

pub fn assess_risk_level(utilization_pct: u8) -> RiskLevel

Assess overall risk level based on utilization

pub fn get_leverage_multiplier(risk_level: RiskLevel) -> u8

Calculate dynamic leverage multiplier based on risk level

pub fn calculate_max_leverage(utilization_pct: u8, base_leverage: u8) -> u8

Calculate maximum allowed leverage based on utilization

pub fn calculate_margin_requirement( position_value: u64, leverage: u8, ) -> Result<u64>

Calculate margin requirement for a position

pub fn calculate_liquidation_price( entry_price: u64, leverage: u8, is_long: bool, ) -> Result<u64>

Calculate liquidation price considering fees

pub fn calculate_var_95(position_value: u64, volatility_bps: u16) -> Result<u64>

Calculate Value at Risk (95% confidence)

pub fn stress_test_position( position: &Position, price_shock_bps: u16, ) -> Result<(i64, bool)>

Stress test a portfolio

pub fn calculate_funding_fee( open_interest: u64, available_liquidity: u64, time_passed_hours: u32, ) -> Result<u64>

Calculate funding fee impact

pub fn calculate_insurance_requirement( total_open_interest: u64, current_insurance: u64, ) -> Result<(u64, bool)>

Calculate insurance fund requirement

pub fn validate_risk_parameters( collateral: u64, position_value: u64, leverage: u8, utilization_pct: u8, ) -> Result<()>

Validate risk parameters before opening position

pub fn calculate_risk_adjusted_size( available_capital: u64, leverage: u8, risk_level: RiskLevel, entry_price: u64, ) -> Result<u64>

Calculate risk-adjusted position size

Auto Trait Implementations§

impl Freeze for RiskEngine

impl RefUnwindSafe for RiskEngine

impl Send for RiskEngine

impl Sync for RiskEngine

impl Unpin for RiskEngine

impl UnsafeUnpin for RiskEngine

impl UnwindSafe for RiskEngine

Blanket Implementations§

impl<T> AbiExample for T

default fn example() -> T

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

impl<T> Pointable for T

const ALIGN: usize

The alignment of pointer.

type Init = T

The type for initializers.

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<S, T> Upcast<T> for S
where T: UpcastFrom<S> + ?Sized, S: ?Sized,

fn upcast(&self) -> &T
where Self: ErasableGeneric, T: ErasableGeneric<Repr = Self::Repr>,

Perform a zero-cost type-safe upcast to a wider ref type within the Wasm bindgen generics type system. Read more

fn upcast_into(self) -> T
where Self: Sized + ErasableGeneric, T: ErasableGeneric<Repr = Self::Repr>,

Perform a zero-cost type-safe upcast to a wider type within the Wasm bindgen generics type system. Read more

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V