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jgrusewski 8b81138262 docs: rewrite outdated READMEs and add web-gateway docs

Rewrite 7 crate READMEs to reflect current architecture: correct
model types (DQN/PPO/TFT/Mamba2), AtomicKillSwitch, real
EnsembleConfig source from ml, actual data crate purpose,
web-dashboard project details, ml_training_service ports.

Fix 5 api_gateway/TLI docs: strip swarm agent framing, update
service endpoints to api_gateway:50050, remove deleted dashboard
references and hardcoded paths.

Add missing web-gateway/README.md documenting 24 REST endpoints,
WebSocket support, JWT auth, and 3-tier rate limiting.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-22 18:39:12 +01:00

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risk

Enterprise risk management for HFT.

Kill Switch

AtomicKillSwitch provides immediate trading cessation, coordinated via Redis. Supports local, remote, and Unix socket triggers.

Value at Risk

Four VaR methods plus Expected Shortfall:

Historical Simulation
Monte Carlo
Parametric (variance-covariance)
Expected Shortfall (CVaR)

Key Types

Type	Purpose
`RiskEngine`	Central risk evaluation and enforcement
`AtomicKillSwitch`	Atomic trading halt with Redis coordination
`KellySizer`	Kelly criterion position sizing
`StressTester`	Extreme market scenario simulation
`ComplianceValidator`	SOX, MiFID II regulatory checks
`DrawdownMonitor`	Peak-to-trough equity tracking
`CircuitBreaker`	Threshold-based trading pauses
`CorrelationMonitor`	Cross-asset correlation tracking

Config Presets

development_config() -- relaxed limits for local testing
production_config() -- 5ms safety check timeout, strict position limits

Testing

SQLX_OFFLINE=true cargo test -p risk --lib  # ~209 tests

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