diff --git a/core/lib/risk/risk.ml b/core/lib/risk/risk.ml index 9d562b9..746fc83 100644 --- a/core/lib/risk/risk.ml +++ b/core/lib/risk/risk.ml @@ -84,7 +84,7 @@ let check_position_size ~symbol ~current_position ~order_qty ~order_side config (** Check total exposure *) let check_total_exposure ~(positions:position list) ~order_value config = - let total_exposure = List.fold_left (fun acc pos -> + let total_exposure = List.fold_left (fun acc (pos:position) -> Decimal.(acc + Decimal.abs pos.quantity) ) Decimal.zero positions in let new_exposure = Decimal.(total_exposure + order_value) in