RiskEngine.RiskBroadcaster (risk_engine v0.1.0)

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Owns the PubSub topics, alert thresholds, and broadcasting logic for portfolio risk events.

Two kinds of messages go out over RiskEngine.PubSub:

  • {:risk_update, snapshot} on the risk topic (default "portfolio:risk") — sent after every trade, regardless of whether any threshold was crossed.
  • {:alert, alert} on the alerts topic (default "alerts") — sent only when a portfolio's drawdown or volatility exceeds its configured threshold.

Topics and thresholds are configurable per environment:

config :risk_engine, RiskEngine.RiskBroadcaster,
  risk_topic: "portfolio:risk",
  alerts_topic: "alerts",
  drawdown_threshold: 20.0,
  volatility_threshold: 5_000.0

Summary

Types

alert()

A threshold breach for a single portfolio metric.

snapshot()

A point-in-time snapshot of a portfolio's risk metrics.

Functions

broadcast_risk_update(state)

Broadcasts the current risk snapshot for a portfolio on the risk topic.

check_alerts(state)

Checks a portfolio's drawdown and volatility against their configured thresholds and broadcasts a {:alert, alert} message on the alerts topic for each one that's exceeded.

Types

alert()

@type alert() :: %{
  portfolio_id: String.t(),
  type: :drawdown | :volatility,
  value: float(),
  at: DateTime.t()
}

A threshold breach for a single portfolio metric.

snapshot()

@type snapshot() :: %{
  portfolio_id: String.t(),
  cash_exposure: float(),
  peak_exposure: float(),
  volatility: float(),
  drawdown_pct: float(),
  updated_at: DateTime.t() | nil
}

A point-in-time snapshot of a portfolio's risk metrics.

Functions

broadcast_risk_update(state)

@spec broadcast_risk_update(RiskEngine.Portfolio.Server.t()) :: :ok | {:error, term()}

Broadcasts the current risk snapshot for a portfolio on the risk topic.

Sends {:risk_update, snapshot} unconditionally — call check_alerts/1 separately to raise threshold alerts.

check_alerts(state)

@spec check_alerts(RiskEngine.Portfolio.Server.t()) :: :ok | {:error, term()} | nil

Checks a portfolio's drawdown and volatility against their configured thresholds and broadcasts a {:alert, alert} message on the alerts topic for each one that's exceeded.

A single call can raise zero, one, or both kinds of alert.