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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 17:27:16 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 17:27:16 +0900 |
| commit | 23e60d37f8f55386ab7c1378a50db11a9c386dc6 (patch) | |
| tree | fa02de5d1681b03ceb37ce64f4c77a945065a088 /services/order-executor/src/order_executor/main.py | |
| parent | 7d7ecadca4f7416eb252afce750e75e696d54a94 (diff) | |
feat(risk): add trailing stop, volatility sizing, and position limits
Diffstat (limited to 'services/order-executor/src/order_executor/main.py')
| -rw-r--r-- | services/order-executor/src/order_executor/main.py | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/services/order-executor/src/order_executor/main.py b/services/order-executor/src/order_executor/main.py index 24a166e..32470f6 100644 --- a/services/order-executor/src/order_executor/main.py +++ b/services/order-executor/src/order_executor/main.py @@ -42,6 +42,10 @@ async def run() -> None: max_position_size=Decimal(str(config.risk_max_position_size)), stop_loss_pct=Decimal(str(config.risk_stop_loss_pct)), daily_loss_limit_pct=Decimal(str(config.risk_daily_loss_limit_pct)), + trailing_stop_pct=Decimal(str(config.risk_trailing_stop_pct)), + max_open_positions=config.risk_max_open_positions, + volatility_lookback=config.risk_volatility_lookback, + volatility_scale=config.risk_volatility_scale, ) executor = OrderExecutor( |