Portfolio risk
Exposure, risk summary and holding risk across the open book.
check_portfolio_exposure
Exposure by base asset and by BTC-beta-weighted notional (Σ notional × beta), clusters on residual (BTC-neutral) correlation, and open risk from stops (positions without a stop are listed as unbounded_risk). Optionally evaluates a proposed addition. Caps are parameters: max_asset_notional_pct (default 50), max_beta_notional_pct (150), max_open_risk_pct (5), all of equity; breaches are listed, never auto-enforced here. Requires the analytics capability (Pro and above).
Capability: analytics · read-only · REST: POST /v1/tools/check_portfolio_exposure
| Parameter | Type | Required | Default | Description |
|---|---|---|---|---|
proposed | object | no | — | |
max_asset_notional_pct | number | no | 50 | |
max_beta_notional_pct | number | no | 150 | |
max_open_risk_pct | number | no | 5 | |
cluster_threshold | number | no | 0.6 |
Example request:
{}get_risk_summary
Account risk at a glance: per-asset net notional, leverage-weighted exposure, margin ratio, positions without a stop, and positions protected only by the server-side worker (not natively on the exchange). Requires the analytics capability (Pro and above).
Capability: analytics · read-only · REST: POST /v1/tools/get_risk_summary
No parameters.
Example request:
{}get_holding_risk
Risks of holding a position for hold_hours: high/medium-impact USD events in the window, the projected funding cost (sum of upcoming funding payments at the current rate, longs pay positive rates) versus an optional risk budget, and a weekend flag (thin liquidity). Replaces FX swap logic. Requires the analytics capability (Pro and above).
Capability: analytics · read-only · REST: POST /v1/tools/get_holding_risk
| Parameter | Type | Required | Default | Description |
|---|---|---|---|---|
symbol | string | yes | — | Canonical ccxt symbol: BTC/USDT:USDT (perp) or BTC/USDT (spot). Aliases like BTCUSDT are accepted and the canonical symbol is echoed. |
hold_hours | integer | no | 24 | |
side | long | short | buy | sell | no | "long" | |
size_usdt | number | no | — | |
risk_budget_usdt | number | no | — |
Example request:
{
"symbol": "BTC/USDT:USDT"
}