Files
foxhunt/testing/e2e/src/proto/risk.rs
jgrusewski 5fe3608d92 fix(fxt,infra): production hardening — OTLP telemetry, TUI fixes, K8s infra
- Remove opentelemetry-otlp internal-logs feature (OTLP feedback loop)
- Switch trace sampling from AlwaysOn to 10% ratio-based
- Add RUST_LOG filtering (opentelemetry/h2/tonic/hyper=warn) to all 8 services
- Wire per-service latency measurement via health check → proto metadata → TUI
- Replace Vec::remove(0) with VecDeque ring buffers (O(1) vs O(n))
- Add Arc<AtomicBool> connected_sent for first-connected detection across 12 streams
- Add MAX_RECONNECT_ATTEMPTS (10) uniformly to all stream spawners
- Change kill switch/circuit breaker fields to Option types with N/A display
- Wire data_cache to real download status stream, remove dead cluster_events
- Remove ServiceData::new() hardcoded stubs, add honest placeholders
- Fix nanos_to_hms zero/negative guard, total_records semantic fix
- Fix RwLock held across yield in broker_gateway stream_account_state
- Add break after yield Err in broker/trading stream generators
- Fix connected_at advancing per tick in stream_session_status
- Tempo: replace emptyDir with 10Gi PVC, bump memory to 512Mi/2Gi
- Remove Prometheus gitlab-annotated-pods duplicate scrape job
- Wire 6 new gRPC streaming adapters (risk, trading, ml, data-acquisition)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-04 10:39:56 +01:00

1019 lines
40 KiB
Rust

// This file is @generated by prost-build.
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct StreamCircuitBreakerStatusRequest {
/// Filter by symbol (all if not specified)
#[prost(string, optional, tag = "1")]
pub symbol: ::core::option::Option<::prost::alloc::string::String>,
/// 0 = server default (2s)
#[prost(uint32, tag = "2")]
pub interval_seconds: u32,
}
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct StreamRiskMetricsRequest {
/// Portfolio identifier (default if not specified)
#[prost(string, optional, tag = "1")]
pub portfolio_id: ::core::option::Option<::prost::alloc::string::String>,
/// 0 = server default (3s)
#[prost(uint32, tag = "2")]
pub interval_seconds: u32,
}
/// Request to calculate portfolio VaR
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct GetVaRRequest {
/// Symbols to include in VaR calculation (empty = all positions)
#[prost(string, repeated, tag = "1")]
pub symbols: ::prost::alloc::vec::Vec<::prost::alloc::string::String>,
/// Confidence level (e.g., 0.95 for 95% VaR)
#[prost(double, tag = "2")]
pub confidence_level: f64,
/// Historical data period for calculation
#[prost(int32, tag = "3")]
pub lookback_days: i32,
/// VaR calculation method (historical, parametric, Monte Carlo)
#[prost(enumeration = "VaRMethod", tag = "4")]
pub method: i32,
}
/// Response containing VaR calculation results
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct GetVaRResponse {
/// Total portfolio VaR value
#[prost(double, tag = "1")]
pub portfolio_var: f64,
/// Individual symbol VaR contributions
#[prost(message, repeated, tag = "2")]
pub symbol_vars: ::prost::alloc::vec::Vec<SymbolVaR>,
/// Confidence level used in calculation
#[prost(double, tag = "3")]
pub confidence_level: f64,
/// Historical period used
#[prost(int32, tag = "4")]
pub lookback_days: i32,
/// Calculation method used
#[prost(enumeration = "VaRMethod", tag = "5")]
pub method: i32,
/// Calculation timestamp (nanoseconds)
#[prost(int64, tag = "6")]
pub calculated_at: i64,
}
/// Request to stream real-time VaR updates
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct StreamVaRRequest {
/// Confidence level for VaR calculation
#[prost(double, tag = "1")]
pub confidence_level: f64,
/// How often to send updates
#[prost(int32, tag = "2")]
pub update_frequency_seconds: i32,
}
/// VaR contribution for a specific symbol
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct SymbolVaR {
/// Trading symbol
#[prost(string, tag = "1")]
pub symbol: ::prost::alloc::string::String,
/// VaR value for this symbol
#[prost(double, tag = "2")]
pub var_value: f64,
/// Current position size
#[prost(double, tag = "3")]
pub position_size: f64,
/// Percentage contribution to total portfolio VaR
#[prost(double, tag = "4")]
pub contribution_pct: f64,
}
/// Request for position risk analysis
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct GetPositionRiskRequest {
/// Filter by symbol (all symbols if not specified)
#[prost(string, optional, tag = "1")]
pub symbol: ::core::option::Option<::prost::alloc::string::String>,
/// Filter by account (all accounts if not specified)
#[prost(string, optional, tag = "2")]
pub account_id: ::core::option::Option<::prost::alloc::string::String>,
}
/// Response containing position risk analysis
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct GetPositionRiskResponse {
/// Risk analysis for each position
#[prost(message, repeated, tag = "1")]
pub position_risks: ::prost::alloc::vec::Vec<PositionRisk>,
/// Overall portfolio risk score (0-100)
#[prost(double, tag = "2")]
pub portfolio_risk_score: f64,
}
/// Request to validate order against risk limits
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct ValidateOrderRequest {
/// Trading symbol
#[prost(string, tag = "1")]
pub symbol: ::prost::alloc::string::String,
/// Order quantity
#[prost(double, tag = "2")]
pub quantity: f64,
/// Order price
#[prost(double, tag = "3")]
pub price: f64,
/// Buy or sell
#[prost(string, tag = "4")]
pub side: ::prost::alloc::string::String,
/// Trading account
#[prost(string, tag = "5")]
pub account_id: ::prost::alloc::string::String,
}
/// Response containing order validation results
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct ValidateOrderResponse {
/// True if order passes all risk checks
#[prost(bool, tag = "1")]
pub is_valid: bool,
/// List of risk violations (if any)
#[prost(message, repeated, tag = "2")]
pub violations: ::prost::alloc::vec::Vec<RiskViolation>,
/// Risk assessment for this order
#[prost(message, optional, tag = "3")]
pub risk_score: ::core::option::Option<RiskScore>,
/// Human-readable validation message
#[prost(string, tag = "4")]
pub message: ::prost::alloc::string::String,
}
/// Request for comprehensive risk metrics
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct GetRiskMetricsRequest {
/// Portfolio identifier (default portfolio if not specified)
#[prost(string, optional, tag = "1")]
pub portfolio_id: ::core::option::Option<::prost::alloc::string::String>,
}
/// Response containing comprehensive risk metrics
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct GetRiskMetricsResponse {
/// Complete risk metrics and statistics
#[prost(message, optional, tag = "1")]
pub metrics: ::core::option::Option<RiskMetrics>,
/// Metrics calculation timestamp (nanoseconds)
#[prost(int64, tag = "2")]
pub calculated_at: i64,
}
/// Request to stream real-time risk alerts
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct StreamRiskAlertsRequest {
/// Minimum alert severity to receive
#[prost(enumeration = "RiskAlertSeverity", tag = "1")]
pub min_severity: i32,
/// Types of alerts to receive (empty = all types)
#[prost(enumeration = "RiskAlertType", repeated, tag = "2")]
pub alert_types: ::prost::alloc::vec::Vec<i32>,
}
/// Request to trigger emergency stop
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct EmergencyStopRequest {
/// Type of emergency stop (all trading, symbol, account, etc.)
#[prost(enumeration = "EmergencyStopType", tag = "1")]
pub stop_type: i32,
/// Reason for emergency stop
#[prost(string, tag = "2")]
pub reason: ::prost::alloc::string::String,
/// Symbol to stop (for symbol-specific stops)
#[prost(string, optional, tag = "3")]
pub symbol: ::core::option::Option<::prost::alloc::string::String>,
/// Account to stop (for account-specific stops)
#[prost(string, optional, tag = "4")]
pub account_id: ::core::option::Option<::prost::alloc::string::String>,
}
/// Response after emergency stop execution
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct EmergencyStopResponse {
/// True if emergency stop was successful
#[prost(bool, tag = "1")]
pub success: bool,
/// Status message or error description
#[prost(string, tag = "2")]
pub message: ::prost::alloc::string::String,
/// Emergency stop timestamp (nanoseconds)
#[prost(int64, tag = "3")]
pub timestamp: i64,
/// List of order IDs affected by the stop
#[prost(string, repeated, tag = "4")]
pub affected_orders: ::prost::alloc::vec::Vec<::prost::alloc::string::String>,
}
/// Request for circuit breaker status
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct GetCircuitBreakerStatusRequest {
/// Filter by symbol (all symbols if not specified)
#[prost(string, optional, tag = "1")]
pub symbol: ::core::option::Option<::prost::alloc::string::String>,
}
/// Response containing circuit breaker status
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct GetCircuitBreakerStatusResponse {
/// Status of all circuit breakers
#[prost(message, repeated, tag = "1")]
pub circuit_breakers: ::prost::alloc::vec::Vec<CircuitBreakerStatus>,
}
/// Risk analysis for a specific position
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct PositionRisk {
/// Trading symbol
#[prost(string, tag = "1")]
pub symbol: ::prost::alloc::string::String,
/// Current position size
#[prost(double, tag = "2")]
pub position_size: f64,
/// Market value of position
#[prost(double, tag = "3")]
pub market_value: f64,
/// Contribution to portfolio VaR
#[prost(double, tag = "4")]
pub var_contribution: f64,
/// Position concentration risk (0-100)
#[prost(double, tag = "5")]
pub concentration_risk: f64,
/// Liquidity risk score (0-100)
#[prost(double, tag = "6")]
pub liquidity_risk: f64,
/// Overall risk assessment
#[prost(message, optional, tag = "7")]
pub overall_score: ::core::option::Option<RiskScore>,
/// Additional risk metrics
#[prost(message, repeated, tag = "8")]
pub metrics: ::prost::alloc::vec::Vec<RiskMetric>,
}
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct RiskViolation {
#[prost(enumeration = "RiskViolationType", tag = "1")]
pub violation_type: i32,
#[prost(string, tag = "2")]
pub description: ::prost::alloc::string::String,
#[prost(double, tag = "3")]
pub current_value: f64,
#[prost(double, tag = "4")]
pub limit_value: f64,
#[prost(enumeration = "RiskAlertSeverity", tag = "5")]
pub severity: i32,
}
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct RiskScore {
#[prost(double, tag = "1")]
pub overall_score: f64,
#[prost(double, tag = "2")]
pub concentration_score: f64,
#[prost(double, tag = "3")]
pub liquidity_score: f64,
#[prost(double, tag = "4")]
pub volatility_score: f64,
#[prost(double, tag = "5")]
pub correlation_score: f64,
#[prost(enumeration = "RiskLevel", tag = "6")]
pub risk_level: i32,
}
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct RiskMetrics {
#[prost(double, tag = "1")]
pub portfolio_var_1d: f64,
#[prost(double, tag = "2")]
pub portfolio_var_5d: f64,
#[prost(double, tag = "3")]
pub portfolio_var_30d: f64,
#[prost(double, tag = "4")]
pub max_drawdown: f64,
#[prost(double, tag = "5")]
pub current_drawdown: f64,
#[prost(double, tag = "6")]
pub sharpe_ratio: f64,
#[prost(double, tag = "7")]
pub sortino_ratio: f64,
#[prost(double, tag = "8")]
pub beta: f64,
#[prost(double, tag = "9")]
pub alpha: f64,
#[prost(double, tag = "10")]
pub volatility: f64,
#[prost(message, repeated, tag = "11")]
pub position_risks: ::prost::alloc::vec::Vec<PositionRisk>,
}
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct RiskMetric {
#[prost(string, tag = "1")]
pub name: ::prost::alloc::string::String,
#[prost(double, tag = "2")]
pub value: f64,
#[prost(string, tag = "3")]
pub unit: ::prost::alloc::string::String,
#[prost(enumeration = "RiskLevel", tag = "4")]
pub risk_level: i32,
}
#[derive(Clone, PartialEq, Eq, Hash, ::prost::Message)]
pub struct CircuitBreakerStatus {
#[prost(string, tag = "1")]
pub name: ::prost::alloc::string::String,
#[prost(bool, tag = "2")]
pub is_triggered: bool,
#[prost(string, optional, tag = "3")]
pub trigger_reason: ::core::option::Option<::prost::alloc::string::String>,
#[prost(int64, optional, tag = "4")]
pub triggered_at: ::core::option::Option<i64>,
#[prost(int64, optional, tag = "5")]
pub reset_at: ::core::option::Option<i64>,
#[prost(enumeration = "CircuitBreakerType", tag = "6")]
pub breaker_type: i32,
}
/// Event Messages
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct VaREvent {
#[prost(double, tag = "1")]
pub portfolio_var: f64,
#[prost(message, repeated, tag = "2")]
pub symbol_vars: ::prost::alloc::vec::Vec<SymbolVaR>,
#[prost(enumeration = "VaRChangeType", tag = "3")]
pub change_type: i32,
#[prost(int64, tag = "4")]
pub timestamp: i64,
}
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct RiskAlertEvent {
#[prost(string, tag = "1")]
pub alert_id: ::prost::alloc::string::String,
#[prost(enumeration = "RiskAlertType", tag = "2")]
pub alert_type: i32,
#[prost(enumeration = "RiskAlertSeverity", tag = "3")]
pub severity: i32,
#[prost(string, tag = "4")]
pub message: ::prost::alloc::string::String,
#[prost(string, optional, tag = "5")]
pub symbol: ::core::option::Option<::prost::alloc::string::String>,
#[prost(string, optional, tag = "6")]
pub account_id: ::core::option::Option<::prost::alloc::string::String>,
#[prost(map = "string, string", tag = "7")]
pub metadata: ::std::collections::HashMap<
::prost::alloc::string::String,
::prost::alloc::string::String,
>,
#[prost(int64, tag = "8")]
pub timestamp: i64,
}
/// VaR calculation methodology
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum VaRMethod {
/// Default/unknown method
VarMethodUnspecified = 0,
/// Historical simulation method
VarMethodHistorical = 1,
/// Parametric (variance-covariance) method
VarMethodParametric = 2,
/// Monte Carlo simulation method
VarMethodMonteCarlo = 3,
}
impl VaRMethod {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
Self::VarMethodUnspecified => "VAR_METHOD_UNSPECIFIED",
Self::VarMethodHistorical => "VAR_METHOD_HISTORICAL",
Self::VarMethodParametric => "VAR_METHOD_PARAMETRIC",
Self::VarMethodMonteCarlo => "VAR_METHOD_MONTE_CARLO",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"VAR_METHOD_UNSPECIFIED" => Some(Self::VarMethodUnspecified),
"VAR_METHOD_HISTORICAL" => Some(Self::VarMethodHistorical),
"VAR_METHOD_PARAMETRIC" => Some(Self::VarMethodParametric),
"VAR_METHOD_MONTE_CARLO" => Some(Self::VarMethodMonteCarlo),
_ => None,
}
}
}
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum RiskViolationType {
Unspecified = 0,
PositionLimit = 1,
Concentration = 2,
VarLimit = 3,
Drawdown = 4,
Liquidity = 5,
Correlation = 6,
}
impl RiskViolationType {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
Self::Unspecified => "RISK_VIOLATION_TYPE_UNSPECIFIED",
Self::PositionLimit => "RISK_VIOLATION_TYPE_POSITION_LIMIT",
Self::Concentration => "RISK_VIOLATION_TYPE_CONCENTRATION",
Self::VarLimit => "RISK_VIOLATION_TYPE_VAR_LIMIT",
Self::Drawdown => "RISK_VIOLATION_TYPE_DRAWDOWN",
Self::Liquidity => "RISK_VIOLATION_TYPE_LIQUIDITY",
Self::Correlation => "RISK_VIOLATION_TYPE_CORRELATION",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"RISK_VIOLATION_TYPE_UNSPECIFIED" => Some(Self::Unspecified),
"RISK_VIOLATION_TYPE_POSITION_LIMIT" => Some(Self::PositionLimit),
"RISK_VIOLATION_TYPE_CONCENTRATION" => Some(Self::Concentration),
"RISK_VIOLATION_TYPE_VAR_LIMIT" => Some(Self::VarLimit),
"RISK_VIOLATION_TYPE_DRAWDOWN" => Some(Self::Drawdown),
"RISK_VIOLATION_TYPE_LIQUIDITY" => Some(Self::Liquidity),
"RISK_VIOLATION_TYPE_CORRELATION" => Some(Self::Correlation),
_ => None,
}
}
}
/// Risk assessment levels
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum RiskLevel {
/// Default/unknown level
Unspecified = 0,
/// Low risk (green)
Low = 1,
/// Medium risk (yellow)
Medium = 2,
/// High risk (orange)
High = 3,
/// Critical risk (red)
Critical = 4,
}
impl RiskLevel {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
Self::Unspecified => "RISK_LEVEL_UNSPECIFIED",
Self::Low => "RISK_LEVEL_LOW",
Self::Medium => "RISK_LEVEL_MEDIUM",
Self::High => "RISK_LEVEL_HIGH",
Self::Critical => "RISK_LEVEL_CRITICAL",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"RISK_LEVEL_UNSPECIFIED" => Some(Self::Unspecified),
"RISK_LEVEL_LOW" => Some(Self::Low),
"RISK_LEVEL_MEDIUM" => Some(Self::Medium),
"RISK_LEVEL_HIGH" => Some(Self::High),
"RISK_LEVEL_CRITICAL" => Some(Self::Critical),
_ => None,
}
}
}
/// Severity levels for risk alerts
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum RiskAlertSeverity {
/// Default/unknown severity
Unspecified = 0,
/// Informational alert
Info = 1,
/// Warning alert
Warning = 2,
/// Critical alert requiring attention
Critical = 3,
/// Emergency alert requiring immediate action
Emergency = 4,
}
impl RiskAlertSeverity {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
Self::Unspecified => "RISK_ALERT_SEVERITY_UNSPECIFIED",
Self::Info => "RISK_ALERT_SEVERITY_INFO",
Self::Warning => "RISK_ALERT_SEVERITY_WARNING",
Self::Critical => "RISK_ALERT_SEVERITY_CRITICAL",
Self::Emergency => "RISK_ALERT_SEVERITY_EMERGENCY",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"RISK_ALERT_SEVERITY_UNSPECIFIED" => Some(Self::Unspecified),
"RISK_ALERT_SEVERITY_INFO" => Some(Self::Info),
"RISK_ALERT_SEVERITY_WARNING" => Some(Self::Warning),
"RISK_ALERT_SEVERITY_CRITICAL" => Some(Self::Critical),
"RISK_ALERT_SEVERITY_EMERGENCY" => Some(Self::Emergency),
_ => None,
}
}
}
/// Types of risk alerts
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum RiskAlertType {
/// Default/unknown type
Unspecified = 0,
/// VaR limit breach
VarBreach = 1,
/// Position size limit breach
PositionLimit = 2,
/// Drawdown limit breach
Drawdown = 3,
/// Portfolio concentration risk
Concentration = 4,
/// Liquidity risk alert
Liquidity = 5,
/// Correlation risk alert
Correlation = 6,
}
impl RiskAlertType {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
Self::Unspecified => "RISK_ALERT_TYPE_UNSPECIFIED",
Self::VarBreach => "RISK_ALERT_TYPE_VAR_BREACH",
Self::PositionLimit => "RISK_ALERT_TYPE_POSITION_LIMIT",
Self::Drawdown => "RISK_ALERT_TYPE_DRAWDOWN",
Self::Concentration => "RISK_ALERT_TYPE_CONCENTRATION",
Self::Liquidity => "RISK_ALERT_TYPE_LIQUIDITY",
Self::Correlation => "RISK_ALERT_TYPE_CORRELATION",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"RISK_ALERT_TYPE_UNSPECIFIED" => Some(Self::Unspecified),
"RISK_ALERT_TYPE_VAR_BREACH" => Some(Self::VarBreach),
"RISK_ALERT_TYPE_POSITION_LIMIT" => Some(Self::PositionLimit),
"RISK_ALERT_TYPE_DRAWDOWN" => Some(Self::Drawdown),
"RISK_ALERT_TYPE_CONCENTRATION" => Some(Self::Concentration),
"RISK_ALERT_TYPE_LIQUIDITY" => Some(Self::Liquidity),
"RISK_ALERT_TYPE_CORRELATION" => Some(Self::Correlation),
_ => None,
}
}
}
/// Types of emergency stops
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum EmergencyStopType {
/// Default/unknown type
Unspecified = 0,
/// Stop all trading activity
AllTrading = 1,
/// Stop trading for specific symbol
Symbol = 2,
/// Stop trading for specific account
Account = 3,
/// Stop specific trading strategy
Strategy = 4,
}
impl EmergencyStopType {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
Self::Unspecified => "EMERGENCY_STOP_TYPE_UNSPECIFIED",
Self::AllTrading => "EMERGENCY_STOP_TYPE_ALL_TRADING",
Self::Symbol => "EMERGENCY_STOP_TYPE_SYMBOL",
Self::Account => "EMERGENCY_STOP_TYPE_ACCOUNT",
Self::Strategy => "EMERGENCY_STOP_TYPE_STRATEGY",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"EMERGENCY_STOP_TYPE_UNSPECIFIED" => Some(Self::Unspecified),
"EMERGENCY_STOP_TYPE_ALL_TRADING" => Some(Self::AllTrading),
"EMERGENCY_STOP_TYPE_SYMBOL" => Some(Self::Symbol),
"EMERGENCY_STOP_TYPE_ACCOUNT" => Some(Self::Account),
"EMERGENCY_STOP_TYPE_STRATEGY" => Some(Self::Strategy),
_ => None,
}
}
}
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum CircuitBreakerType {
Unspecified = 0,
PortfolioLoss = 1,
SymbolVolatility = 2,
PositionSize = 3,
Drawdown = 4,
}
impl CircuitBreakerType {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
Self::Unspecified => "CIRCUIT_BREAKER_TYPE_UNSPECIFIED",
Self::PortfolioLoss => "CIRCUIT_BREAKER_TYPE_PORTFOLIO_LOSS",
Self::SymbolVolatility => "CIRCUIT_BREAKER_TYPE_SYMBOL_VOLATILITY",
Self::PositionSize => "CIRCUIT_BREAKER_TYPE_POSITION_SIZE",
Self::Drawdown => "CIRCUIT_BREAKER_TYPE_DRAWDOWN",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"CIRCUIT_BREAKER_TYPE_UNSPECIFIED" => Some(Self::Unspecified),
"CIRCUIT_BREAKER_TYPE_PORTFOLIO_LOSS" => Some(Self::PortfolioLoss),
"CIRCUIT_BREAKER_TYPE_SYMBOL_VOLATILITY" => Some(Self::SymbolVolatility),
"CIRCUIT_BREAKER_TYPE_POSITION_SIZE" => Some(Self::PositionSize),
"CIRCUIT_BREAKER_TYPE_DRAWDOWN" => Some(Self::Drawdown),
_ => None,
}
}
}
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum VaRChangeType {
VarChangeTypeUnspecified = 0,
VarChangeTypeIncreased = 1,
VarChangeTypeDecreased = 2,
VarChangeTypeBreach = 3,
}
impl VaRChangeType {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
Self::VarChangeTypeUnspecified => "VAR_CHANGE_TYPE_UNSPECIFIED",
Self::VarChangeTypeIncreased => "VAR_CHANGE_TYPE_INCREASED",
Self::VarChangeTypeDecreased => "VAR_CHANGE_TYPE_DECREASED",
Self::VarChangeTypeBreach => "VAR_CHANGE_TYPE_BREACH",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"VAR_CHANGE_TYPE_UNSPECIFIED" => Some(Self::VarChangeTypeUnspecified),
"VAR_CHANGE_TYPE_INCREASED" => Some(Self::VarChangeTypeIncreased),
"VAR_CHANGE_TYPE_DECREASED" => Some(Self::VarChangeTypeDecreased),
"VAR_CHANGE_TYPE_BREACH" => Some(Self::VarChangeTypeBreach),
_ => None,
}
}
}
/// Generated client implementations.
#[allow(unused_qualifications)]
pub mod risk_service_client {
#![allow(
unused_variables,
dead_code,
missing_docs,
clippy::wildcard_imports,
clippy::let_unit_value,
)]
use tonic::codegen::*;
use tonic::codegen::http::Uri;
/// Risk Management Service provides comprehensive risk assessment, monitoring, and control capabilities
/// for high-frequency trading operations. This service integrates real-time VaR calculations,
/// position risk analysis, compliance monitoring, and emergency controls.
#[derive(Debug, Clone)]
pub struct RiskServiceClient<T> {
inner: tonic::client::Grpc<T>,
}
impl RiskServiceClient<tonic::transport::Channel> {
/// Attempt to create a new client by connecting to a given endpoint.
pub async fn connect<D>(dst: D) -> Result<Self, tonic::transport::Error>
where
D: TryInto<tonic::transport::Endpoint>,
D::Error: Into<StdError>,
{
let conn = tonic::transport::Endpoint::new(dst)?.connect().await?;
Ok(Self::new(conn))
}
}
impl<T> RiskServiceClient<T>
where
T: tonic::client::GrpcService<tonic::body::Body>,
T::Error: Into<StdError>,
T::ResponseBody: Body<Data = Bytes> + std::marker::Send + 'static,
<T::ResponseBody as Body>::Error: Into<StdError> + std::marker::Send,
{
pub fn new(inner: T) -> Self {
let inner = tonic::client::Grpc::new(inner);
Self { inner }
}
pub fn with_origin(inner: T, origin: Uri) -> Self {
let inner = tonic::client::Grpc::with_origin(inner, origin);
Self { inner }
}
pub fn with_interceptor<F>(
inner: T,
interceptor: F,
) -> RiskServiceClient<InterceptedService<T, F>>
where
F: tonic::service::Interceptor,
T::ResponseBody: Default,
T: tonic::codegen::Service<
http::Request<tonic::body::Body>,
Response = http::Response<
<T as tonic::client::GrpcService<tonic::body::Body>>::ResponseBody,
>,
>,
<T as tonic::codegen::Service<
http::Request<tonic::body::Body>,
>>::Error: Into<StdError> + std::marker::Send + std::marker::Sync,
{
RiskServiceClient::new(InterceptedService::new(inner, interceptor))
}
/// Compress requests with the given encoding.
///
/// This requires the server to support it otherwise it might respond with an
/// error.
#[must_use]
pub fn send_compressed(mut self, encoding: CompressionEncoding) -> Self {
self.inner = self.inner.send_compressed(encoding);
self
}
/// Enable decompressing responses.
#[must_use]
pub fn accept_compressed(mut self, encoding: CompressionEncoding) -> Self {
self.inner = self.inner.accept_compressed(encoding);
self
}
/// Limits the maximum size of a decoded message.
///
/// Default: `4MB`
#[must_use]
pub fn max_decoding_message_size(mut self, limit: usize) -> Self {
self.inner = self.inner.max_decoding_message_size(limit);
self
}
/// Limits the maximum size of an encoded message.
///
/// Default: `usize::MAX`
#[must_use]
pub fn max_encoding_message_size(mut self, limit: usize) -> Self {
self.inner = self.inner.max_encoding_message_size(limit);
self
}
/// Value at Risk (VaR) Calculations
/// Calculate current portfolio VaR using specified method and parameters
pub async fn get_va_r(
&mut self,
request: impl tonic::IntoRequest<super::GetVaRRequest>,
) -> std::result::Result<tonic::Response<super::GetVaRResponse>, tonic::Status> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static("/risk.RiskService/GetVaR");
let mut req = request.into_request();
req.extensions_mut().insert(GrpcMethod::new("risk.RiskService", "GetVaR"));
self.inner.unary(req, path, codec).await
}
/// Stream real-time VaR updates as market conditions change
pub async fn stream_va_r_updates(
&mut self,
request: impl tonic::IntoRequest<super::StreamVaRRequest>,
) -> std::result::Result<
tonic::Response<tonic::codec::Streaming<super::VaREvent>>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/StreamVaRUpdates",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(GrpcMethod::new("risk.RiskService", "StreamVaRUpdates"));
self.inner.server_streaming(req, path, codec).await
}
/// Position Risk Analysis
/// Get comprehensive risk analysis for current positions
pub async fn get_position_risk(
&mut self,
request: impl tonic::IntoRequest<super::GetPositionRiskRequest>,
) -> std::result::Result<
tonic::Response<super::GetPositionRiskResponse>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/GetPositionRisk",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(GrpcMethod::new("risk.RiskService", "GetPositionRisk"));
self.inner.unary(req, path, codec).await
}
/// Validate order against risk limits before execution
pub async fn validate_order(
&mut self,
request: impl tonic::IntoRequest<super::ValidateOrderRequest>,
) -> std::result::Result<
tonic::Response<super::ValidateOrderResponse>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/ValidateOrder",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(GrpcMethod::new("risk.RiskService", "ValidateOrder"));
self.inner.unary(req, path, codec).await
}
/// Risk Metrics and Monitoring
/// Get comprehensive portfolio risk metrics and statistics
pub async fn get_risk_metrics(
&mut self,
request: impl tonic::IntoRequest<super::GetRiskMetricsRequest>,
) -> std::result::Result<
tonic::Response<super::GetRiskMetricsResponse>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/GetRiskMetrics",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(GrpcMethod::new("risk.RiskService", "GetRiskMetrics"));
self.inner.unary(req, path, codec).await
}
/// Stream real-time risk alerts and violations
pub async fn stream_risk_alerts(
&mut self,
request: impl tonic::IntoRequest<super::StreamRiskAlertsRequest>,
) -> std::result::Result<
tonic::Response<tonic::codec::Streaming<super::RiskAlertEvent>>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/StreamRiskAlerts",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(GrpcMethod::new("risk.RiskService", "StreamRiskAlerts"));
self.inner.server_streaming(req, path, codec).await
}
/// Emergency Controls and Circuit Breakers
/// Trigger emergency stop to halt trading activities
pub async fn emergency_stop(
&mut self,
request: impl tonic::IntoRequest<super::EmergencyStopRequest>,
) -> std::result::Result<
tonic::Response<super::EmergencyStopResponse>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/EmergencyStop",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(GrpcMethod::new("risk.RiskService", "EmergencyStop"));
self.inner.unary(req, path, codec).await
}
/// Get status of all circuit breakers and safety mechanisms
pub async fn get_circuit_breaker_status(
&mut self,
request: impl tonic::IntoRequest<super::GetCircuitBreakerStatusRequest>,
) -> std::result::Result<
tonic::Response<super::GetCircuitBreakerStatusResponse>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/GetCircuitBreakerStatus",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(GrpcMethod::new("risk.RiskService", "GetCircuitBreakerStatus"));
self.inner.unary(req, path, codec).await
}
/// Server-streaming: polls GetCircuitBreakerStatus at gateway level
pub async fn stream_circuit_breaker_status(
&mut self,
request: impl tonic::IntoRequest<super::StreamCircuitBreakerStatusRequest>,
) -> std::result::Result<
tonic::Response<
tonic::codec::Streaming<super::GetCircuitBreakerStatusResponse>,
>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/StreamCircuitBreakerStatus",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(
GrpcMethod::new("risk.RiskService", "StreamCircuitBreakerStatus"),
);
self.inner.server_streaming(req, path, codec).await
}
/// Server-streaming: polls GetRiskMetrics at gateway level
pub async fn stream_risk_metrics(
&mut self,
request: impl tonic::IntoRequest<super::StreamRiskMetricsRequest>,
) -> std::result::Result<
tonic::Response<tonic::codec::Streaming<super::GetRiskMetricsResponse>>,
tonic::Status,
> {
self.inner
.ready()
.await
.map_err(|e| {
tonic::Status::unknown(
format!("Service was not ready: {}", e.into()),
)
})?;
let codec = tonic_prost::ProstCodec::default();
let path = http::uri::PathAndQuery::from_static(
"/risk.RiskService/StreamRiskMetrics",
);
let mut req = request.into_request();
req.extensions_mut()
.insert(GrpcMethod::new("risk.RiskService", "StreamRiskMetrics"));
self.inner.server_streaming(req, path, codec).await
}
}
}