Crate rustrade_risk 

rustrade-risk

Generic risk primitives for trading bots:

• CircuitBreaker — sliding-window loss breaker (ported from the kucoin bot’s circuit_breaker.rs).
• SessionPnl — daily PnL tracker with drawdown cap and automatic 00:00 UTC rollover.
• PositionSizer — notional-based sizing from margin + leverage + price + contract multiplier (ported from kucoin’s sizing.rs).
• PortfolioRisk — account-level risk: an account-wide daily-loss halt plus a pre-trade gate over aggregate exposure and concurrent positions. The per-symbol primitives above bound each symbol; this bounds the whole account (multi-asset trading needs both).

Nothing here is strategy- or exchange-specific. If you find yourself needing to special-case a particular strategy, the logic belongs in the Brain implementation, not here.

Re-exports

pub use circuit_breaker::CircuitBreaker;

pub use circuit_breaker::CircuitBreakerConfig;

pub use circuit_breaker::CircuitBreakerSnapshot;

pub use clock::Clock;

pub use clock::ManualClock;

pub use clock::SystemClock;

pub use portfolio::PortfolioBlock;

pub use portfolio::PortfolioRisk;

pub use portfolio::PortfolioRiskConfig;

pub use portfolio::PortfolioRiskSnapshot;

pub use portfolio::PortfolioState;

pub use session_pnl::SessionPnl;

pub use session_pnl::SessionPnlConfig;

pub use session_pnl::SessionPnlSnapshot;

pub use sizing::PositionSizer;

pub use sizing::SizingConfig;

Modules

circuit_breaker

Sliding-window circuit breaker for trading strategies.

clock

Injectable clock abstraction for time-dependent risk primitives.

portfolio

Account-level (portfolio) risk.

session_pnl

Per-session realised PnL tracker with optional drawdown cap and daily 00:00 UTC rollover.

sizing

Notional-based position sizing.