API Reference / RiskLimits
Interface: RiskLimits
Defined in: src/risk/types.ts:41
Properties
maxQuantity
maxQuantity:
number
Defined in: src/risk/types.ts:43
Largest quantity a single order may carry.
maxNotional
maxNotional:
number
Defined in: src/risk/types.ts:45
Largest notional (quantity × price) a single order may carry.
dailyMaxLoss
dailyMaxLoss:
number
Defined in: src/risk/types.ts:47
Aggregate unrealized loss at which new orders stop, as a positive number.
maxOpenPositions
maxOpenPositions:
number
Defined in: src/risk/types.ts:49
Concurrent open positions allowed.
maxConcentrationPct
maxConcentrationPct:
number
Defined in: src/risk/types.ts:51
Share of available balance one symbol may represent, in percent.
allowedOrderTypes
allowedOrderTypes:
string[]
Defined in: src/risk/types.ts:53
Order types permitted through the pipeline.
optionsIndexOnly
optionsIndexOnly:
boolean
Defined in: src/risk/types.ts:55
Restrict options trading to index underlyings.
requireOptionsStops
requireOptionsStops:
boolean
Defined in: src/risk/types.ts:57
Require a stop loss and target on every options order.