Files
foxhunt/web-dashboard/src/gen/risk_pb.d.ts
jgrusewski e5bf30c494 fix(web-dashboard): switch protobuf codegen to js+dts for TS 5.9 compat
TypeScript 5.9 erasableSyntaxOnly rejects enum declarations in .ts
files (they emit runtime code). Switch protoc-gen-es from target=ts
to target=js+dts which generates .js runtime + .d.ts type declarations.

Also fix type mismatches in useApi.ts (OrderSide/OrderType enum types,
StartBacktestRequest field mapping) and MLDashboard signal defaulting.
Add web-dashboard network policy for MinIO egress + proxy ingress.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-05 14:32:41 +01:00

1400 lines
31 KiB
TypeScript

// @generated by protoc-gen-es v2.11.0 with parameter "target=js+dts"
// @generated from file risk.proto (package risk, syntax proto3)
/* eslint-disable */
import type { GenEnum, GenFile, GenMessage, GenService } from "@bufbuild/protobuf/codegenv2";
import type { Message } from "@bufbuild/protobuf";
/**
* Describes the file risk.proto.
*/
export declare const file_risk: GenFile;
/**
* @generated from message risk.StreamCircuitBreakerStatusRequest
*/
export declare type StreamCircuitBreakerStatusRequest = Message<"risk.StreamCircuitBreakerStatusRequest"> & {
/**
* Filter by symbol (all if not specified)
*
* @generated from field: optional string symbol = 1;
*/
symbol?: string;
/**
* 0 = server default (2s)
*
* @generated from field: uint32 interval_seconds = 2;
*/
intervalSeconds: number;
};
/**
* Describes the message risk.StreamCircuitBreakerStatusRequest.
* Use `create(StreamCircuitBreakerStatusRequestSchema)` to create a new message.
*/
export declare const StreamCircuitBreakerStatusRequestSchema: GenMessage<StreamCircuitBreakerStatusRequest>;
/**
* @generated from message risk.StreamRiskMetricsRequest
*/
export declare type StreamRiskMetricsRequest = Message<"risk.StreamRiskMetricsRequest"> & {
/**
* Portfolio identifier (default if not specified)
*
* @generated from field: optional string portfolio_id = 1;
*/
portfolioId?: string;
/**
* 0 = server default (3s)
*
* @generated from field: uint32 interval_seconds = 2;
*/
intervalSeconds: number;
};
/**
* Describes the message risk.StreamRiskMetricsRequest.
* Use `create(StreamRiskMetricsRequestSchema)` to create a new message.
*/
export declare const StreamRiskMetricsRequestSchema: GenMessage<StreamRiskMetricsRequest>;
/**
* Request to calculate portfolio VaR
*
* @generated from message risk.GetVaRRequest
*/
export declare type GetVaRRequest = Message<"risk.GetVaRRequest"> & {
/**
* Symbols to include in VaR calculation (empty = all positions)
*
* @generated from field: repeated string symbols = 1;
*/
symbols: string[];
/**
* Confidence level (e.g., 0.95 for 95% VaR)
*
* @generated from field: double confidence_level = 2;
*/
confidenceLevel: number;
/**
* Historical data period for calculation
*
* @generated from field: int32 lookback_days = 3;
*/
lookbackDays: number;
/**
* VaR calculation method (historical, parametric, Monte Carlo)
*
* @generated from field: risk.VaRMethod method = 4;
*/
method: VaRMethod;
};
/**
* Describes the message risk.GetVaRRequest.
* Use `create(GetVaRRequestSchema)` to create a new message.
*/
export declare const GetVaRRequestSchema: GenMessage<GetVaRRequest>;
/**
* Response containing VaR calculation results
*
* @generated from message risk.GetVaRResponse
*/
export declare type GetVaRResponse = Message<"risk.GetVaRResponse"> & {
/**
* Total portfolio VaR value
*
* @generated from field: double portfolio_var = 1;
*/
portfolioVar: number;
/**
* Individual symbol VaR contributions
*
* @generated from field: repeated risk.SymbolVaR symbol_vars = 2;
*/
symbolVars: SymbolVaR[];
/**
* Confidence level used in calculation
*
* @generated from field: double confidence_level = 3;
*/
confidenceLevel: number;
/**
* Historical period used
*
* @generated from field: int32 lookback_days = 4;
*/
lookbackDays: number;
/**
* Calculation method used
*
* @generated from field: risk.VaRMethod method = 5;
*/
method: VaRMethod;
/**
* Calculation timestamp (nanoseconds)
*
* @generated from field: int64 calculated_at = 6;
*/
calculatedAt: bigint;
};
/**
* Describes the message risk.GetVaRResponse.
* Use `create(GetVaRResponseSchema)` to create a new message.
*/
export declare const GetVaRResponseSchema: GenMessage<GetVaRResponse>;
/**
* Request to stream real-time VaR updates
*
* @generated from message risk.StreamVaRRequest
*/
export declare type StreamVaRRequest = Message<"risk.StreamVaRRequest"> & {
/**
* Confidence level for VaR calculation
*
* @generated from field: double confidence_level = 1;
*/
confidenceLevel: number;
/**
* How often to send updates
*
* @generated from field: int32 update_frequency_seconds = 2;
*/
updateFrequencySeconds: number;
};
/**
* Describes the message risk.StreamVaRRequest.
* Use `create(StreamVaRRequestSchema)` to create a new message.
*/
export declare const StreamVaRRequestSchema: GenMessage<StreamVaRRequest>;
/**
* VaR contribution for a specific symbol
*
* @generated from message risk.SymbolVaR
*/
export declare type SymbolVaR = Message<"risk.SymbolVaR"> & {
/**
* Trading symbol
*
* @generated from field: string symbol = 1;
*/
symbol: string;
/**
* VaR value for this symbol
*
* @generated from field: double var_value = 2;
*/
varValue: number;
/**
* Current position size
*
* @generated from field: double position_size = 3;
*/
positionSize: number;
/**
* Percentage contribution to total portfolio VaR
*
* @generated from field: double contribution_pct = 4;
*/
contributionPct: number;
};
/**
* Describes the message risk.SymbolVaR.
* Use `create(SymbolVaRSchema)` to create a new message.
*/
export declare const SymbolVaRSchema: GenMessage<SymbolVaR>;
/**
* Request for position risk analysis
*
* @generated from message risk.GetPositionRiskRequest
*/
export declare type GetPositionRiskRequest = Message<"risk.GetPositionRiskRequest"> & {
/**
* Filter by symbol (all symbols if not specified)
*
* @generated from field: optional string symbol = 1;
*/
symbol?: string;
/**
* Filter by account (all accounts if not specified)
*
* @generated from field: optional string account_id = 2;
*/
accountId?: string;
};
/**
* Describes the message risk.GetPositionRiskRequest.
* Use `create(GetPositionRiskRequestSchema)` to create a new message.
*/
export declare const GetPositionRiskRequestSchema: GenMessage<GetPositionRiskRequest>;
/**
* Response containing position risk analysis
*
* @generated from message risk.GetPositionRiskResponse
*/
export declare type GetPositionRiskResponse = Message<"risk.GetPositionRiskResponse"> & {
/**
* Risk analysis for each position
*
* @generated from field: repeated risk.PositionRisk position_risks = 1;
*/
positionRisks: PositionRisk[];
/**
* Overall portfolio risk score (0-100)
*
* @generated from field: double portfolio_risk_score = 2;
*/
portfolioRiskScore: number;
};
/**
* Describes the message risk.GetPositionRiskResponse.
* Use `create(GetPositionRiskResponseSchema)` to create a new message.
*/
export declare const GetPositionRiskResponseSchema: GenMessage<GetPositionRiskResponse>;
/**
* Request to validate order against risk limits
*
* @generated from message risk.ValidateOrderRequest
*/
export declare type ValidateOrderRequest = Message<"risk.ValidateOrderRequest"> & {
/**
* Trading symbol
*
* @generated from field: string symbol = 1;
*/
symbol: string;
/**
* Order quantity
*
* @generated from field: double quantity = 2;
*/
quantity: number;
/**
* Order price
*
* @generated from field: double price = 3;
*/
price: number;
/**
* Buy or sell
*
* @generated from field: string side = 4;
*/
side: string;
/**
* Trading account
*
* @generated from field: string account_id = 5;
*/
accountId: string;
};
/**
* Describes the message risk.ValidateOrderRequest.
* Use `create(ValidateOrderRequestSchema)` to create a new message.
*/
export declare const ValidateOrderRequestSchema: GenMessage<ValidateOrderRequest>;
/**
* Response containing order validation results
*
* @generated from message risk.ValidateOrderResponse
*/
export declare type ValidateOrderResponse = Message<"risk.ValidateOrderResponse"> & {
/**
* True if order passes all risk checks
*
* @generated from field: bool is_valid = 1;
*/
isValid: boolean;
/**
* List of risk violations (if any)
*
* @generated from field: repeated risk.RiskViolation violations = 2;
*/
violations: RiskViolation[];
/**
* Risk assessment for this order
*
* @generated from field: risk.RiskScore risk_score = 3;
*/
riskScore?: RiskScore;
/**
* Human-readable validation message
*
* @generated from field: string message = 4;
*/
message: string;
};
/**
* Describes the message risk.ValidateOrderResponse.
* Use `create(ValidateOrderResponseSchema)` to create a new message.
*/
export declare const ValidateOrderResponseSchema: GenMessage<ValidateOrderResponse>;
/**
* Request for comprehensive risk metrics
*
* @generated from message risk.GetRiskMetricsRequest
*/
export declare type GetRiskMetricsRequest = Message<"risk.GetRiskMetricsRequest"> & {
/**
* Portfolio identifier (default portfolio if not specified)
*
* @generated from field: optional string portfolio_id = 1;
*/
portfolioId?: string;
};
/**
* Describes the message risk.GetRiskMetricsRequest.
* Use `create(GetRiskMetricsRequestSchema)` to create a new message.
*/
export declare const GetRiskMetricsRequestSchema: GenMessage<GetRiskMetricsRequest>;
/**
* Response containing comprehensive risk metrics
*
* @generated from message risk.GetRiskMetricsResponse
*/
export declare type GetRiskMetricsResponse = Message<"risk.GetRiskMetricsResponse"> & {
/**
* Complete risk metrics and statistics
*
* @generated from field: risk.RiskMetrics metrics = 1;
*/
metrics?: RiskMetrics;
/**
* Metrics calculation timestamp (nanoseconds)
*
* @generated from field: int64 calculated_at = 2;
*/
calculatedAt: bigint;
};
/**
* Describes the message risk.GetRiskMetricsResponse.
* Use `create(GetRiskMetricsResponseSchema)` to create a new message.
*/
export declare const GetRiskMetricsResponseSchema: GenMessage<GetRiskMetricsResponse>;
/**
* Request to stream real-time risk alerts
*
* @generated from message risk.StreamRiskAlertsRequest
*/
export declare type StreamRiskAlertsRequest = Message<"risk.StreamRiskAlertsRequest"> & {
/**
* Minimum alert severity to receive
*
* @generated from field: risk.RiskAlertSeverity min_severity = 1;
*/
minSeverity: RiskAlertSeverity;
/**
* Types of alerts to receive (empty = all types)
*
* @generated from field: repeated risk.RiskAlertType alert_types = 2;
*/
alertTypes: RiskAlertType[];
};
/**
* Describes the message risk.StreamRiskAlertsRequest.
* Use `create(StreamRiskAlertsRequestSchema)` to create a new message.
*/
export declare const StreamRiskAlertsRequestSchema: GenMessage<StreamRiskAlertsRequest>;
/**
* Request to trigger emergency stop
*
* @generated from message risk.EmergencyStopRequest
*/
export declare type EmergencyStopRequest = Message<"risk.EmergencyStopRequest"> & {
/**
* Type of emergency stop (all trading, symbol, account, etc.)
*
* @generated from field: risk.EmergencyStopType stop_type = 1;
*/
stopType: EmergencyStopType;
/**
* Reason for emergency stop
*
* @generated from field: string reason = 2;
*/
reason: string;
/**
* Symbol to stop (for symbol-specific stops)
*
* @generated from field: optional string symbol = 3;
*/
symbol?: string;
/**
* Account to stop (for account-specific stops)
*
* @generated from field: optional string account_id = 4;
*/
accountId?: string;
};
/**
* Describes the message risk.EmergencyStopRequest.
* Use `create(EmergencyStopRequestSchema)` to create a new message.
*/
export declare const EmergencyStopRequestSchema: GenMessage<EmergencyStopRequest>;
/**
* Response after emergency stop execution
*
* @generated from message risk.EmergencyStopResponse
*/
export declare type EmergencyStopResponse = Message<"risk.EmergencyStopResponse"> & {
/**
* True if emergency stop was successful
*
* @generated from field: bool success = 1;
*/
success: boolean;
/**
* Status message or error description
*
* @generated from field: string message = 2;
*/
message: string;
/**
* Emergency stop timestamp (nanoseconds)
*
* @generated from field: int64 timestamp = 3;
*/
timestamp: bigint;
/**
* List of order IDs affected by the stop
*
* @generated from field: repeated string affected_orders = 4;
*/
affectedOrders: string[];
};
/**
* Describes the message risk.EmergencyStopResponse.
* Use `create(EmergencyStopResponseSchema)` to create a new message.
*/
export declare const EmergencyStopResponseSchema: GenMessage<EmergencyStopResponse>;
/**
* Request for circuit breaker status
*
* @generated from message risk.GetCircuitBreakerStatusRequest
*/
export declare type GetCircuitBreakerStatusRequest = Message<"risk.GetCircuitBreakerStatusRequest"> & {
/**
* Filter by symbol (all symbols if not specified)
*
* @generated from field: optional string symbol = 1;
*/
symbol?: string;
};
/**
* Describes the message risk.GetCircuitBreakerStatusRequest.
* Use `create(GetCircuitBreakerStatusRequestSchema)` to create a new message.
*/
export declare const GetCircuitBreakerStatusRequestSchema: GenMessage<GetCircuitBreakerStatusRequest>;
/**
* Response containing circuit breaker status
*
* @generated from message risk.GetCircuitBreakerStatusResponse
*/
export declare type GetCircuitBreakerStatusResponse = Message<"risk.GetCircuitBreakerStatusResponse"> & {
/**
* Status of all circuit breakers
*
* @generated from field: repeated risk.CircuitBreakerStatus circuit_breakers = 1;
*/
circuitBreakers: CircuitBreakerStatus[];
};
/**
* Describes the message risk.GetCircuitBreakerStatusResponse.
* Use `create(GetCircuitBreakerStatusResponseSchema)` to create a new message.
*/
export declare const GetCircuitBreakerStatusResponseSchema: GenMessage<GetCircuitBreakerStatusResponse>;
/**
* Risk analysis for a specific position
*
* @generated from message risk.PositionRisk
*/
export declare type PositionRisk = Message<"risk.PositionRisk"> & {
/**
* Trading symbol
*
* @generated from field: string symbol = 1;
*/
symbol: string;
/**
* Current position size
*
* @generated from field: double position_size = 2;
*/
positionSize: number;
/**
* Market value of position
*
* @generated from field: double market_value = 3;
*/
marketValue: number;
/**
* Contribution to portfolio VaR
*
* @generated from field: double var_contribution = 4;
*/
varContribution: number;
/**
* Position concentration risk (0-100)
*
* @generated from field: double concentration_risk = 5;
*/
concentrationRisk: number;
/**
* Liquidity risk score (0-100)
*
* @generated from field: double liquidity_risk = 6;
*/
liquidityRisk: number;
/**
* Overall risk assessment
*
* @generated from field: risk.RiskScore overall_score = 7;
*/
overallScore?: RiskScore;
/**
* Additional risk metrics
*
* @generated from field: repeated risk.RiskMetric metrics = 8;
*/
metrics: RiskMetric[];
};
/**
* Describes the message risk.PositionRisk.
* Use `create(PositionRiskSchema)` to create a new message.
*/
export declare const PositionRiskSchema: GenMessage<PositionRisk>;
/**
* @generated from message risk.RiskViolation
*/
export declare type RiskViolation = Message<"risk.RiskViolation"> & {
/**
* @generated from field: risk.RiskViolationType violation_type = 1;
*/
violationType: RiskViolationType;
/**
* @generated from field: string description = 2;
*/
description: string;
/**
* @generated from field: double current_value = 3;
*/
currentValue: number;
/**
* @generated from field: double limit_value = 4;
*/
limitValue: number;
/**
* @generated from field: risk.RiskAlertSeverity severity = 5;
*/
severity: RiskAlertSeverity;
};
/**
* Describes the message risk.RiskViolation.
* Use `create(RiskViolationSchema)` to create a new message.
*/
export declare const RiskViolationSchema: GenMessage<RiskViolation>;
/**
* @generated from message risk.RiskScore
*/
export declare type RiskScore = Message<"risk.RiskScore"> & {
/**
* @generated from field: double overall_score = 1;
*/
overallScore: number;
/**
* @generated from field: double concentration_score = 2;
*/
concentrationScore: number;
/**
* @generated from field: double liquidity_score = 3;
*/
liquidityScore: number;
/**
* @generated from field: double volatility_score = 4;
*/
volatilityScore: number;
/**
* @generated from field: double correlation_score = 5;
*/
correlationScore: number;
/**
* @generated from field: risk.RiskLevel risk_level = 6;
*/
riskLevel: RiskLevel;
};
/**
* Describes the message risk.RiskScore.
* Use `create(RiskScoreSchema)` to create a new message.
*/
export declare const RiskScoreSchema: GenMessage<RiskScore>;
/**
* @generated from message risk.RiskMetrics
*/
export declare type RiskMetrics = Message<"risk.RiskMetrics"> & {
/**
* @generated from field: double portfolio_var_1d = 1;
*/
portfolioVar1d: number;
/**
* @generated from field: double portfolio_var_5d = 2;
*/
portfolioVar5d: number;
/**
* @generated from field: double portfolio_var_30d = 3;
*/
portfolioVar30d: number;
/**
* @generated from field: double max_drawdown = 4;
*/
maxDrawdown: number;
/**
* @generated from field: double current_drawdown = 5;
*/
currentDrawdown: number;
/**
* @generated from field: double sharpe_ratio = 6;
*/
sharpeRatio: number;
/**
* @generated from field: double sortino_ratio = 7;
*/
sortinoRatio: number;
/**
* @generated from field: double beta = 8;
*/
beta: number;
/**
* @generated from field: double alpha = 9;
*/
alpha: number;
/**
* @generated from field: double volatility = 10;
*/
volatility: number;
/**
* @generated from field: repeated risk.PositionRisk position_risks = 11;
*/
positionRisks: PositionRisk[];
};
/**
* Describes the message risk.RiskMetrics.
* Use `create(RiskMetricsSchema)` to create a new message.
*/
export declare const RiskMetricsSchema: GenMessage<RiskMetrics>;
/**
* @generated from message risk.RiskMetric
*/
export declare type RiskMetric = Message<"risk.RiskMetric"> & {
/**
* @generated from field: string name = 1;
*/
name: string;
/**
* @generated from field: double value = 2;
*/
value: number;
/**
* @generated from field: string unit = 3;
*/
unit: string;
/**
* @generated from field: risk.RiskLevel risk_level = 4;
*/
riskLevel: RiskLevel;
};
/**
* Describes the message risk.RiskMetric.
* Use `create(RiskMetricSchema)` to create a new message.
*/
export declare const RiskMetricSchema: GenMessage<RiskMetric>;
/**
* @generated from message risk.CircuitBreakerStatus
*/
export declare type CircuitBreakerStatus = Message<"risk.CircuitBreakerStatus"> & {
/**
* @generated from field: string name = 1;
*/
name: string;
/**
* @generated from field: bool is_triggered = 2;
*/
isTriggered: boolean;
/**
* @generated from field: optional string trigger_reason = 3;
*/
triggerReason?: string;
/**
* @generated from field: optional int64 triggered_at = 4;
*/
triggeredAt?: bigint;
/**
* @generated from field: optional int64 reset_at = 5;
*/
resetAt?: bigint;
/**
* @generated from field: risk.CircuitBreakerType breaker_type = 6;
*/
breakerType: CircuitBreakerType;
};
/**
* Describes the message risk.CircuitBreakerStatus.
* Use `create(CircuitBreakerStatusSchema)` to create a new message.
*/
export declare const CircuitBreakerStatusSchema: GenMessage<CircuitBreakerStatus>;
/**
* Event Messages
*
* @generated from message risk.VaREvent
*/
export declare type VaREvent = Message<"risk.VaREvent"> & {
/**
* @generated from field: double portfolio_var = 1;
*/
portfolioVar: number;
/**
* @generated from field: repeated risk.SymbolVaR symbol_vars = 2;
*/
symbolVars: SymbolVaR[];
/**
* @generated from field: risk.VaRChangeType change_type = 3;
*/
changeType: VaRChangeType;
/**
* @generated from field: int64 timestamp = 4;
*/
timestamp: bigint;
};
/**
* Describes the message risk.VaREvent.
* Use `create(VaREventSchema)` to create a new message.
*/
export declare const VaREventSchema: GenMessage<VaREvent>;
/**
* @generated from message risk.RiskAlertEvent
*/
export declare type RiskAlertEvent = Message<"risk.RiskAlertEvent"> & {
/**
* @generated from field: string alert_id = 1;
*/
alertId: string;
/**
* @generated from field: risk.RiskAlertType alert_type = 2;
*/
alertType: RiskAlertType;
/**
* @generated from field: risk.RiskAlertSeverity severity = 3;
*/
severity: RiskAlertSeverity;
/**
* @generated from field: string message = 4;
*/
message: string;
/**
* @generated from field: optional string symbol = 5;
*/
symbol?: string;
/**
* @generated from field: optional string account_id = 6;
*/
accountId?: string;
/**
* @generated from field: map<string, string> metadata = 7;
*/
metadata: { [key: string]: string };
/**
* @generated from field: int64 timestamp = 8;
*/
timestamp: bigint;
};
/**
* Describes the message risk.RiskAlertEvent.
* Use `create(RiskAlertEventSchema)` to create a new message.
*/
export declare const RiskAlertEventSchema: GenMessage<RiskAlertEvent>;
/**
* VaR calculation methodology
*
* @generated from enum risk.VaRMethod
*/
export enum VaRMethod {
/**
* Default/unknown method
*
* @generated from enum value: VAR_METHOD_UNSPECIFIED = 0;
*/
VAR_METHOD_UNSPECIFIED = 0,
/**
* Historical simulation method
*
* @generated from enum value: VAR_METHOD_HISTORICAL = 1;
*/
VAR_METHOD_HISTORICAL = 1,
/**
* Parametric (variance-covariance) method
*
* @generated from enum value: VAR_METHOD_PARAMETRIC = 2;
*/
VAR_METHOD_PARAMETRIC = 2,
/**
* Monte Carlo simulation method
*
* @generated from enum value: VAR_METHOD_MONTE_CARLO = 3;
*/
VAR_METHOD_MONTE_CARLO = 3,
}
/**
* Describes the enum risk.VaRMethod.
*/
export declare const VaRMethodSchema: GenEnum<VaRMethod>;
/**
* @generated from enum risk.RiskViolationType
*/
export enum RiskViolationType {
/**
* @generated from enum value: RISK_VIOLATION_TYPE_UNSPECIFIED = 0;
*/
UNSPECIFIED = 0,
/**
* @generated from enum value: RISK_VIOLATION_TYPE_POSITION_LIMIT = 1;
*/
POSITION_LIMIT = 1,
/**
* @generated from enum value: RISK_VIOLATION_TYPE_CONCENTRATION = 2;
*/
CONCENTRATION = 2,
/**
* @generated from enum value: RISK_VIOLATION_TYPE_VAR_LIMIT = 3;
*/
VAR_LIMIT = 3,
/**
* @generated from enum value: RISK_VIOLATION_TYPE_DRAWDOWN = 4;
*/
DRAWDOWN = 4,
/**
* @generated from enum value: RISK_VIOLATION_TYPE_LIQUIDITY = 5;
*/
LIQUIDITY = 5,
/**
* @generated from enum value: RISK_VIOLATION_TYPE_CORRELATION = 6;
*/
CORRELATION = 6,
}
/**
* Describes the enum risk.RiskViolationType.
*/
export declare const RiskViolationTypeSchema: GenEnum<RiskViolationType>;
/**
* Risk assessment levels
*
* @generated from enum risk.RiskLevel
*/
export enum RiskLevel {
/**
* Default/unknown level
*
* @generated from enum value: RISK_LEVEL_UNSPECIFIED = 0;
*/
UNSPECIFIED = 0,
/**
* Low risk (green)
*
* @generated from enum value: RISK_LEVEL_LOW = 1;
*/
LOW = 1,
/**
* Medium risk (yellow)
*
* @generated from enum value: RISK_LEVEL_MEDIUM = 2;
*/
MEDIUM = 2,
/**
* High risk (orange)
*
* @generated from enum value: RISK_LEVEL_HIGH = 3;
*/
HIGH = 3,
/**
* Critical risk (red)
*
* @generated from enum value: RISK_LEVEL_CRITICAL = 4;
*/
CRITICAL = 4,
}
/**
* Describes the enum risk.RiskLevel.
*/
export declare const RiskLevelSchema: GenEnum<RiskLevel>;
/**
* Severity levels for risk alerts
*
* @generated from enum risk.RiskAlertSeverity
*/
export enum RiskAlertSeverity {
/**
* Default/unknown severity
*
* @generated from enum value: RISK_ALERT_SEVERITY_UNSPECIFIED = 0;
*/
UNSPECIFIED = 0,
/**
* Informational alert
*
* @generated from enum value: RISK_ALERT_SEVERITY_INFO = 1;
*/
INFO = 1,
/**
* Warning alert
*
* @generated from enum value: RISK_ALERT_SEVERITY_WARNING = 2;
*/
WARNING = 2,
/**
* Critical alert requiring attention
*
* @generated from enum value: RISK_ALERT_SEVERITY_CRITICAL = 3;
*/
CRITICAL = 3,
/**
* Emergency alert requiring immediate action
*
* @generated from enum value: RISK_ALERT_SEVERITY_EMERGENCY = 4;
*/
EMERGENCY = 4,
}
/**
* Describes the enum risk.RiskAlertSeverity.
*/
export declare const RiskAlertSeveritySchema: GenEnum<RiskAlertSeverity>;
/**
* Types of risk alerts
*
* @generated from enum risk.RiskAlertType
*/
export enum RiskAlertType {
/**
* Default/unknown type
*
* @generated from enum value: RISK_ALERT_TYPE_UNSPECIFIED = 0;
*/
UNSPECIFIED = 0,
/**
* VaR limit breach
*
* @generated from enum value: RISK_ALERT_TYPE_VAR_BREACH = 1;
*/
VAR_BREACH = 1,
/**
* Position size limit breach
*
* @generated from enum value: RISK_ALERT_TYPE_POSITION_LIMIT = 2;
*/
POSITION_LIMIT = 2,
/**
* Drawdown limit breach
*
* @generated from enum value: RISK_ALERT_TYPE_DRAWDOWN = 3;
*/
DRAWDOWN = 3,
/**
* Portfolio concentration risk
*
* @generated from enum value: RISK_ALERT_TYPE_CONCENTRATION = 4;
*/
CONCENTRATION = 4,
/**
* Liquidity risk alert
*
* @generated from enum value: RISK_ALERT_TYPE_LIQUIDITY = 5;
*/
LIQUIDITY = 5,
/**
* Correlation risk alert
*
* @generated from enum value: RISK_ALERT_TYPE_CORRELATION = 6;
*/
CORRELATION = 6,
}
/**
* Describes the enum risk.RiskAlertType.
*/
export declare const RiskAlertTypeSchema: GenEnum<RiskAlertType>;
/**
* Types of emergency stops
*
* @generated from enum risk.EmergencyStopType
*/
export enum EmergencyStopType {
/**
* Default/unknown type
*
* @generated from enum value: EMERGENCY_STOP_TYPE_UNSPECIFIED = 0;
*/
UNSPECIFIED = 0,
/**
* Stop all trading activity
*
* @generated from enum value: EMERGENCY_STOP_TYPE_ALL_TRADING = 1;
*/
ALL_TRADING = 1,
/**
* Stop trading for specific symbol
*
* @generated from enum value: EMERGENCY_STOP_TYPE_SYMBOL = 2;
*/
SYMBOL = 2,
/**
* Stop trading for specific account
*
* @generated from enum value: EMERGENCY_STOP_TYPE_ACCOUNT = 3;
*/
ACCOUNT = 3,
/**
* Stop specific trading strategy
*
* @generated from enum value: EMERGENCY_STOP_TYPE_STRATEGY = 4;
*/
STRATEGY = 4,
}
/**
* Describes the enum risk.EmergencyStopType.
*/
export declare const EmergencyStopTypeSchema: GenEnum<EmergencyStopType>;
/**
* @generated from enum risk.CircuitBreakerType
*/
export enum CircuitBreakerType {
/**
* @generated from enum value: CIRCUIT_BREAKER_TYPE_UNSPECIFIED = 0;
*/
UNSPECIFIED = 0,
/**
* @generated from enum value: CIRCUIT_BREAKER_TYPE_PORTFOLIO_LOSS = 1;
*/
PORTFOLIO_LOSS = 1,
/**
* @generated from enum value: CIRCUIT_BREAKER_TYPE_SYMBOL_VOLATILITY = 2;
*/
SYMBOL_VOLATILITY = 2,
/**
* @generated from enum value: CIRCUIT_BREAKER_TYPE_POSITION_SIZE = 3;
*/
POSITION_SIZE = 3,
/**
* @generated from enum value: CIRCUIT_BREAKER_TYPE_DRAWDOWN = 4;
*/
DRAWDOWN = 4,
}
/**
* Describes the enum risk.CircuitBreakerType.
*/
export declare const CircuitBreakerTypeSchema: GenEnum<CircuitBreakerType>;
/**
* @generated from enum risk.VaRChangeType
*/
export enum VaRChangeType {
/**
* @generated from enum value: VAR_CHANGE_TYPE_UNSPECIFIED = 0;
*/
VAR_CHANGE_TYPE_UNSPECIFIED = 0,
/**
* @generated from enum value: VAR_CHANGE_TYPE_INCREASED = 1;
*/
VAR_CHANGE_TYPE_INCREASED = 1,
/**
* @generated from enum value: VAR_CHANGE_TYPE_DECREASED = 2;
*/
VAR_CHANGE_TYPE_DECREASED = 2,
/**
* @generated from enum value: VAR_CHANGE_TYPE_BREACH = 3;
*/
VAR_CHANGE_TYPE_BREACH = 3,
}
/**
* Describes the enum risk.VaRChangeType.
*/
export declare const VaRChangeTypeSchema: GenEnum<VaRChangeType>;
/**
* 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.
*
* @generated from service risk.RiskService
*/
export declare const RiskService: GenService<{
/**
* Value at Risk (VaR) Calculations
* Calculate current portfolio VaR using specified method and parameters
*
* @generated from rpc risk.RiskService.GetVaR
*/
getVaR: {
methodKind: "unary";
input: typeof GetVaRRequestSchema;
output: typeof GetVaRResponseSchema;
},
/**
* Stream real-time VaR updates as market conditions change
*
* @generated from rpc risk.RiskService.StreamVaRUpdates
*/
streamVaRUpdates: {
methodKind: "server_streaming";
input: typeof StreamVaRRequestSchema;
output: typeof VaREventSchema;
},
/**
* Position Risk Analysis
* Get comprehensive risk analysis for current positions
*
* @generated from rpc risk.RiskService.GetPositionRisk
*/
getPositionRisk: {
methodKind: "unary";
input: typeof GetPositionRiskRequestSchema;
output: typeof GetPositionRiskResponseSchema;
},
/**
* Validate order against risk limits before execution
*
* @generated from rpc risk.RiskService.ValidateOrder
*/
validateOrder: {
methodKind: "unary";
input: typeof ValidateOrderRequestSchema;
output: typeof ValidateOrderResponseSchema;
},
/**
* Risk Metrics and Monitoring
* Get comprehensive portfolio risk metrics and statistics
*
* @generated from rpc risk.RiskService.GetRiskMetrics
*/
getRiskMetrics: {
methodKind: "unary";
input: typeof GetRiskMetricsRequestSchema;
output: typeof GetRiskMetricsResponseSchema;
},
/**
* Stream real-time risk alerts and violations
*
* @generated from rpc risk.RiskService.StreamRiskAlerts
*/
streamRiskAlerts: {
methodKind: "server_streaming";
input: typeof StreamRiskAlertsRequestSchema;
output: typeof RiskAlertEventSchema;
},
/**
* Emergency Controls and Circuit Breakers
* Trigger emergency stop to halt trading activities
*
* @generated from rpc risk.RiskService.EmergencyStop
*/
emergencyStop: {
methodKind: "unary";
input: typeof EmergencyStopRequestSchema;
output: typeof EmergencyStopResponseSchema;
},
/**
* Get status of all circuit breakers and safety mechanisms
*
* @generated from rpc risk.RiskService.GetCircuitBreakerStatus
*/
getCircuitBreakerStatus: {
methodKind: "unary";
input: typeof GetCircuitBreakerStatusRequestSchema;
output: typeof GetCircuitBreakerStatusResponseSchema;
},
/**
* Server-streaming: polls GetCircuitBreakerStatus at gateway level
*
* @generated from rpc risk.RiskService.StreamCircuitBreakerStatus
*/
streamCircuitBreakerStatus: {
methodKind: "server_streaming";
input: typeof StreamCircuitBreakerStatusRequestSchema;
output: typeof GetCircuitBreakerStatusResponseSchema;
},
/**
* Server-streaming: polls GetRiskMetrics at gateway level
*
* @generated from rpc risk.RiskService.StreamRiskMetrics
*/
streamRiskMetrics: {
methodKind: "server_streaming";
input: typeof StreamRiskMetricsRequestSchema;
output: typeof GetRiskMetricsResponseSchema;
},
}>;