signet::forge::risk::PreTradeRiskLimits Struct Reference

Pre-trade risk limits configuration. More...

#include <compliance_types.hpp>

Public Attributes
double	price_collar_pct = 5.0
	Max % deviation from reference price (both sides).
double	max_order_notional = 1e9
	Max single-order notional value (default 1B).
double	max_daily_notional = 1e10
	Max cumulative daily notional (default 10B).
int64_t	max_messages_per_sec = 1000
	Max order/cancel messages per second.

Detailed Description

Pre-trade risk limits configuration.

Set these thresholds before submitting orders. Calling check_order() returns REJECT with the appropriate reason if any limit is breached.

Definition at line 334 of file compliance_types.hpp.

Member Data Documentation

max_daily_notional

double signet::forge::risk::PreTradeRiskLimits::max_daily_notional = 1e10

Max cumulative daily notional (default 10B).

Definition at line 337 of file compliance_types.hpp.

max_messages_per_sec

int64_t signet::forge::risk::PreTradeRiskLimits::max_messages_per_sec = 1000

Max order/cancel messages per second.

Definition at line 338 of file compliance_types.hpp.

max_order_notional

double signet::forge::risk::PreTradeRiskLimits::max_order_notional = 1e9

Max single-order notional value (default 1B).

Definition at line 336 of file compliance_types.hpp.

price_collar_pct

double signet::forge::risk::PreTradeRiskLimits::price_collar_pct = 5.0

Max % deviation from reference price (both sides).

Definition at line 335 of file compliance_types.hpp.

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The documentation for this struct was generated from the following file:

• include/signet/ai/compliance/compliance_types.hpp