RiskConnectionService

Connection service routing risk operations to correct ClientRisk instance.

Routes risk checking calls to the appropriate risk implementation based on the provided riskName parameter. Uses memoization to cache ClientRisk instances for performance.

Key features:

• Explicit risk routing via riskName parameter
• Memoized ClientRisk instances by riskName
• Risk limit validation for signals

Note: riskName is empty string for strategies without risk configuration.

Constructor

constructor();
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Properties

loggerService

loggerService: any
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riskSchemaService

riskSchemaService: any
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getRisk

getRisk: ((riskName: string) => ClientRisk) & IClearableMemoize<string> & IControlMemoize<string, ClientRisk>
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Retrieves memoized ClientRisk instance for given risk name.

Creates ClientRisk on first call, returns cached instance on subsequent calls. Cache key is riskName string.

checkSignal

checkSignal: (params: IRiskCheckArgs, context: { riskName: string; }) => Promise<boolean>
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Checks if a signal should be allowed based on risk limits.

Routes to appropriate ClientRisk instance based on provided context. Validates portfolio drawdown, symbol exposure, position count, and daily loss limits.

addSignal

addSignal: (symbol: string, context: { strategyName: string; riskName: string; }) => Promise<void>
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Registers an opened signal with the risk management system. Routes to appropriate ClientRisk instance.

removeSignal

removeSignal: (symbol: string, context: { strategyName: string; riskName: string; }) => Promise<void>
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Removes a closed signal from the risk management system. Routes to appropriate ClientRisk instance.

clear

clear: (riskName?: string) => Promise<void>
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Clears the cached ClientRisk instance for the given risk name.