Add risk management features: implement loss limits, trade limits, and pre-trade validation; update settings and tests

2026-06-01 11:16:37 +02:00
parent 9d8a8a8a45
commit 45e219d103
14 changed files with 718 additions and 20 deletions
@@ -16,3 +16,11 @@ KRAKEN_RETRY_BASE_DELAY_SECONDS=0.25
 WS_HEARTBEAT_TIMEOUT_SECONDS=20.0
 WS_MAX_STALENESS_SECONDS=5.0
 PAPER_TRADING_MODE=true
+TRADE_CAPITAL_USD=100.0
+MAX_TRADE_CAPITAL_USD=100.0
+MAX_CONCURRENT_TRADES=
+MAX_EXPOSURE_PER_ASSET_USD=
+QUOTE_BALANCE_ASSET=USD
+MIN_ORDER_SIZE_USD=
+DAILY_LOSS_LIMIT_USD=5.0
+CUMULATIVE_LOSS_LIMIT_USD=10.0