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feat: add instrument and group risk policies - #102

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fallblu merged 2 commits into
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feat/instrument-and-group-risk
Aug 22, 2026
Merged

feat: add instrument and group risk policies#102
fallblu merged 2 commits into
developfrom
feat/instrument-and-group-risk

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@fallblu

@fallblu fallblu commented Aug 22, 2026

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Summary

  • add contract v7 exact per-instrument order, position, notional, margin, and shorting policies
  • add versioned overlapping risk groups with gross, long, short, net, and concentration limits
  • reserve working orders during admission and fill clipping with exact instrument/group diagnostics
  • expose group snapshots in v7 journals and strategy protocol v5 while preserving frozen v3-v6 contracts

Test plan

  • make check

Refs #23
Refs #24

@fallblu
fallblu merged commit ed162b6 into develop Aug 22, 2026
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@fallblu
fallblu deleted the feat/instrument-and-group-risk branch August 22, 2026 16:21
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