9c3d741a08
Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
41 lines
1.1 KiB
Markdown
41 lines
1.1 KiB
Markdown
# risk
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Enterprise risk management for HFT.
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## Kill Switch
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`AtomicKillSwitch` provides immediate trading cessation, coordinated via Redis. Supports local, remote, and Unix socket triggers.
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## Value at Risk
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Four VaR methods plus Expected Shortfall:
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- Historical Simulation
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- Monte Carlo
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- Parametric (variance-covariance)
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- Expected Shortfall (CVaR)
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## Key Types
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| Type | Purpose |
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|------|---------|
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| `RiskEngine` | Central risk evaluation and enforcement |
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| `AtomicKillSwitch` | Atomic trading halt with Redis coordination |
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| `KellySizer` | Kelly criterion position sizing |
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| `StressTester` | Extreme market scenario simulation |
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| `ComplianceValidator` | SOX, MiFID II regulatory checks |
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| `DrawdownMonitor` | Peak-to-trough equity tracking |
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| `CircuitBreaker` | Threshold-based trading pauses |
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| `CorrelationMonitor` | Cross-asset correlation tracking |
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## Config Presets
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- `development_config()` -- relaxed limits for local testing
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- `production_config()` -- 5ms safety check timeout, strict position limits
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## Testing
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```bash
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SQLX_OFFLINE=true cargo test -p risk --lib # ~209 tests
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```
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