Interface IRiskValidationPayload

Payload passed to risk validation functions. Extends IRiskCheckArgs with portfolio state data.

interface IRiskValidationPayload {
    activePositionCount: number;
    activePositions: IRiskActivePosition[];
    currentPrice: number;
    exchangeName: string;
    strategyName: string;
    symbol: string;
    timestamp: number;
}

Properties

activePositionCount: number

Number of currently active positions across all strategies

List of currently active positions across all strategies

currentPrice: number

Current VWAP price

exchangeName: string

Exchange name

strategyName: string

Strategy name requesting to open a position

symbol: string

Trading pair symbol (e.g., "BTCUSDT")

timestamp: number

Current timestamp