feat(risk): add portfolio exposure, correlation risk, and VaR checks

1 files changed, 9 insertions, 0 deletions

diff --git a/services/order-executor/src/order_executor/main.py b/services/order-executor/src/order_executor/main.py
index 3fe4c12..68e14aa 100644
--- a/services/order-executor/src/order_executor/main.py
+++ b/services/order-executor/src/order_executor/main.py
@@ -51,6 +51,15 @@ async def run() -> None:
         max_open_positions=config.risk_max_open_positions,
         volatility_lookback=config.risk_volatility_lookback,
         volatility_scale=config.risk_volatility_scale,
+        max_portfolio_exposure=config.risk_max_portfolio_exposure,
+        max_correlated_exposure=config.risk_max_correlated_exposure,
+        correlation_threshold=config.risk_correlation_threshold,
+        var_confidence=config.risk_var_confidence,
+        var_limit_pct=config.risk_var_limit_pct,
+        drawdown_reduction_threshold=config.risk_drawdown_reduction_threshold,
+        drawdown_halt_threshold=config.risk_drawdown_halt_threshold,
+        max_consecutive_losses=config.risk_max_consecutive_losses,
+        loss_pause_minutes=config.risk_loss_pause_minutes,
     )
 
     executor = OrderExecutor(