risk

Risk - Complete API Reference

Full risk management engine: circuit breakers, loss limits, Value-at-Risk, volatility regime detection, stress testing, and kill switches.

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Chat Commands

View Risk Status

/risk                               Current risk status
/risk status                        Detailed status with portfolio metrics
/risk limits                        View all limits
/risk dashboard                     Real-time risk metrics (VaR, regime, HHI, etc.)

Risk Analytics

/risk var                           Value-at-Risk and CVaR numbers
/risk regime                        Current volatility regime and size multiplier
/risk stress [scenario]             Run stress test (flash_crash, black_swan, etc.)

Available stress scenarios: flash_crash, liquidity_crunch, platform_down, correlation_spike, black_swan

Configure Limits

/risk set max-loss 1000             Max daily loss ($)
/risk set max-loss-pct 10           Max daily loss (%)
/risk set max-drawdown 20           Max drawdown (%)
/risk set max-position 25           Max single position (%)
/risk set max-trades 50             Max trades per day
/risk set consecutive-losses 5      Stop after N losses

Circuit Breaker

/risk trip "manual stop"            Manually trip breaker
/risk reset                         Reset after cooldown
/risk kill                          Emergency stop all trading
/risk check 500                     Check if a $500 trade is allowed

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TypeScript API Reference

Unified Risk Engine

The risk engine is the single entry point for all pre-trade validation. It orchestrates 10 checks in order:

1. Kill switch (SafetyManager)
2. Circuit breaker (execution-level)
3. Max order size
4. Exposure limits
5. Daily loss limit
6. Max drawdown
7. Position concentration
8. VaR limit
9. Volatility regime
10. Kelly sizing recommendation

import { createRiskEngine } from 'clodds/risk';

const engine = createRiskEngine(
  {
    varLimit: 500,           // Reject trades if portfolio VaR > $500
    varConfidence: 0.95,
    varWindowSize: 100,
    volatilityConfig: {
      lookbackWindow: 30,
      haltOnExtreme: true,   // Stop trading in extreme volatility
    },
  },
  {
    riskContext,              // From trading/risk.ts
    safetyManager,           // From trading/safety.ts
    circuitBreaker,          // From execution/circuit-breaker.ts
    kellyCalculator,         // From trading/kelly.ts
    getPositions: () => positions,
    getPositionValues: () => positions.map(p => p.value),
  }
);