rusty_oms::risk_manager

Struct RiskManager

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pub struct RiskManager { /* private fields */ }
Expand description

Risk manager for validating orders against configured limits

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impl RiskManager

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pub const fn new( max_order_quantity: Decimal, min_price: Decimal, max_price: Decimal, ) -> Self

Create a new risk manager with specified limits

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pub fn validate_order(&self, order: &Order) -> Result<(), RiskError>

Validate an order against configured risk limits

§Errors

Returns RiskError::QuantityTooLarge if the order quantity exceeds the maximum. Returns RiskError::PriceOutOfRange if the price is outside the allowed range.

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