The risk engine evaluates pre-trade and portfolio limits before orders reach execution.
Current checks include:
- max order notional
- max position notional
- gross exposure
- net exposure
- leverage
- daily loss
- drawdown
- kill switch state
- Orders are checked before execution.
- Rejections carry reason codes.
- Breaches are emitted as auditable events.
- Limits are configurable from YAML.
The risk engine is designed for deterministic simulation and local inspection, not live broker enforcement.