cc4e0c5a2d
Re-export HardwareTimestamp through data crate instead of ml/risk depending directly on trading_engine. Reduces coupling between the ML pipeline and the trading engine. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
risk
Enterprise risk management for HFT.
Key Types
RiskEngine— central risk evaluation and enforcementAtomicKillSwitch— atomic trading halt with Redis coordinationKellySizer— Kelly criterion position sizingStressTester— extreme market scenario simulationComplianceValidator— SOX, MiFID II regulatory checksDrawdownMonitor— peak-to-trough equity trackingCircuitBreaker— threshold-based trading pausesCorrelationMonitor— cross-asset correlation tracking
Value at Risk
Four VaR methods plus Expected Shortfall (CVaR): historical simulation, Monte Carlo, parametric (variance-covariance).
Config Presets
development_config()— relaxed limits for local testingproduction_config()— 5ms safety check timeout, strict position limits