nautilus_risk/engine/
config.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Provides a configuration for `RiskEngine` instances.
17
18use std::collections::HashMap;
19
20use nautilus_common::throttler::RateLimit;
21use nautilus_core::datetime::NANOSECONDS_IN_SECOND;
22use nautilus_model::identifiers::InstrumentId;
23use rust_decimal::Decimal;
24
25#[derive(Debug)]
26/// Configuration for `RiskEngineConfig` instances.
27pub struct RiskEngineConfig {
28    pub bypass: bool,
29    pub max_order_submit: RateLimit,
30    pub max_order_modify: RateLimit,
31    pub max_notional_per_order: HashMap<InstrumentId, Decimal>,
32    pub debug: bool,
33}
34
35impl Default for RiskEngineConfig {
36    /// Creates a new [`RiskEngineConfig`] instance.
37    fn default() -> Self {
38        Self {
39            bypass: false,
40            max_order_submit: RateLimit::new(100, NANOSECONDS_IN_SECOND),
41            max_order_modify: RateLimit::new(100, NANOSECONDS_IN_SECOND),
42            max_notional_per_order: HashMap::new(),
43            debug: false,
44        }
45    }
46}
nautilus_risk/engine/config.rs

nautilus_risk/engine/
config.rs
