nautilus_risk/lib.rs
1// -------------------------------------------------------------------------------------------------
2// Copyright (C) 2015-2025 Posei Systems Pty Ltd. All rights reserved.
3// https://poseitrader.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//! Risk engine [PoseiTrader](http://poseitrader.io).
17//!
18//! The *risk* crate provides comprehensive risk management capabilities including pre-trade
19//! order validation, position sizing calculations, and trading controls. This system ensures
20//! trading operations remain within defined risk parameters and regulatory constraints:
21//!
22//! - **Risk engine**: Central risk management orchestration with configurable trading states.
23//! - **Order validation**: Pre-trade checks for price, quantity, notional limits, and market conditions.
24//! - **Position sizing**: Fixed-risk position sizing calculations with commission and exchange rate support.
25//! - **Trading controls**: Rate limiting, balance validation, and exposure management.
26//! - **Account protection**: Multi-currency balance checks and margin requirement validation.
27//!
28//! # Platform
29//!
30//! [PoseiTrader](http://poseitrader.io) is an open-source, high-performance, production-grade
31//! algorithmic trading platform, providing quantitative traders with the ability to backtest
32//! portfolios of automated trading strategies on historical data with an event-driven engine,
33//! and also deploy those same strategies live, with no code changes.
34//!
35//! PoseiTrader's design, architecture, and implementation philosophy prioritizes software correctness and safety at the
36//! highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.
37//!
38//! # Feature flags
39//!
40//! This crate provides feature flags to control source code inclusion during compilation,
41//! depending on the intended use case, i.e. whether to provide Python bindings
42//! for the [posei_trader](https://pypi.org/project/posei_trader) Python package,
43//! or as part of a Rust only build.
44//!
45//! - `python`: Enables Python bindings from [PyO3](https://pyo3.rs).
46
47#![warn(rustc::all)]
48#![deny(unsafe_code)]
49#![deny(nonstandard_style)]
50#![deny(missing_debug_implementations)]
51#![deny(clippy::missing_errors_doc)]
52#![deny(clippy::missing_panics_doc)]
53#![deny(rustdoc::broken_intra_doc_links)]
54
55pub mod engine;
56pub mod sizing;
57
58// Re-exports
59pub use engine::RiskEngine;