VIGIL

Simulation Lab

Pick a scenario. See what triggers.
LiveSample dataBTC long + ETH short, $14k gross.
Max gross exposure
Breach
$14,000.00
Largest market concentration
Breach
7142.9 bps (71.43%)
Account value floor
Pass
$8,000.00
Max market spread
Pass
2.0 bps (0.02%)

What VIGIL would do

2 alerts. No order placed.

[
  {
    "intentId": "intent-sim-a-max_gross_notional_usd",
    "actionKind": "NOTIFY",
    "mode": "SIMULATION_ONLY",
    "ruleKind": "MAX_GROSS_NOTIONAL_USD",
    "measuredValue": "14000",
    "threshold": "12000",
    "reasonCode": "THRESHOLD_EXCEEDED",
    "snapshotId": "sim-a",
    "engineVersion": "risk-core@0.1.0"
  },
  {
    "intentId": "intent-sim-a-max_single_asset_concentration_bps",
    "actionKind": "NOTIFY",
    "mode": "SIMULATION_ONLY",
    "ruleKind": "MAX_SINGLE_ASSET_CONCENTRATION_BPS",
    "measuredValue": "7142.857143",
    "threshold": "7000",
    "reasonCode": "THRESHOLD_EXCEEDED",
    "snapshotId": "sim-a",
    "engineVersion": "risk-core@0.1.0"
  }
]