Interface IRiskValidationPayload

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

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

Hierarchy (View Summary)

Properties

activePositionCount activePositions currentPrice currentSignal exchangeName frameName riskName strategyName symbol timestamp

Properties

activePositionCount

activePositionCount: number

Number of currently active positions across all strategies

activePositions

activePositions: IRiskActivePosition[]

List of currently active positions across all strategies

currentPrice

currentPrice: number

Current VWAP price

currentSignal

currentSignal: IRiskSignalRow

Current signal being validated (IRiskSignalRow is calculated internally so priceOpen always exist)

exchangeName

exchangeName: string

Exchange name

frameName

frameName: string

Frame name

riskName

riskName: string

Risk name

strategyName

strategyName: string

Strategy name requesting to open a position

symbol

symbol: string

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

timestamp

timestamp: number

Current timestamp

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