signet::forge::risk Namespace Reference

Classes
struct	PreTradeCheckResult
	Result of a pre-trade risk check. More...
struct	PreTradeRiskLimits
	Pre-trade risk limits configuration. More...

Enumerations
enum class	RiskCheckResult : int32_t { PASS = 0 , REJECT = 1 , THROTTLE = 2 }
	Pre-trade risk check result. More...
enum class	RiskRejectReason : int32_t {   NONE = 0 , PRICE_COLLAR = 1 , MAX_ORDER_SIZE = 2 , MAX_DAILY_VOLUME = 3 ,   MAX_MESSAGE_RATE = 4 , INSTRUMENT_BANNED = 5 , CUSTOM = 99 }
	Reason for a risk check rejection. More...

Functions
PreTradeCheckResult	check_order (const PreTradeRiskLimits &limits, double order_price, double reference_price, double order_notional, double daily_notional)
	Perform a pre-trade risk check on a proposed order.

Enumeration Type Documentation

RiskCheckResult

enum class signet::forge::risk::RiskCheckResult : int32_t

strong

Pre-trade risk check result.

Enumerator
PASS	Order passes all pre-trade risk checks.
REJECT	Order rejected by risk check — must not be sent.
THROTTLE	Order rate-limited — retry after cooldown.

Definition at line 313 of file compliance_types.hpp.

RiskRejectReason

enum class signet::forge::risk::RiskRejectReason : int32_t

strong

Reason for a risk check rejection.

Enumerator
NONE	No rejection (check passed).
PRICE_COLLAR	Price outside allowed deviation from reference (RTS 6 Art. 17(1)(a)).
MAX_ORDER_SIZE	Notional value exceeds single-order limit (RTS 6 Art. 17(1)(b)).
MAX_DAILY_VOLUME	Cumulative daily volume exceeds limit.
MAX_MESSAGE_RATE	Order/cancel rate exceeds messages-per-second cap.
INSTRUMENT_BANNED	Instrument on restricted list.
CUSTOM	Custom rejection reason (see reject_message).

Definition at line 320 of file compliance_types.hpp.

Function Documentation

check_order()

PreTradeCheckResult signet::forge::risk::check_order ( const PreTradeRiskLimits &  limits, double  order_price, double  reference_price, double  order_notional, double  daily_notional  )

inline

Perform a pre-trade risk check on a proposed order.

Parameters

limits	Risk limit configuration.
order_price	Proposed order price.
reference_price	Current reference/mid price.
order_notional	Notional value of the proposed order.
daily_notional	Cumulative notional already traded today.

Returns

PreTradeCheckResult with PASS or REJECT + reason.

Definition at line 356 of file compliance_types.hpp.