Package mocks is a generated GoMock package.

CalcOrderMarginIsolatedMode calculates the the order margin required for the party in isolated margin mode given their current orders and margin factor.

CalcOrderMargins calculates the the order margin required for the party given their current orders and margin factor.

NewDefaultConfig creates an instance of the package specific configuration, given a pointer to a logger instance to be used for logging within the package.

NewEngine instantiate a new risk engine.

NewModel instantiate a new risk model from a market framework configuration.

ErrNilRiskModel ...

ErrUnimplementedRiskModel ...

Config represent the configuration of the Risk engine.

Engine is the risk engine.

AuctionState represents the current auction state of the market, previously we got this information from the matching engine, but really..

Broker the event bus broker.

Model represents a risk model interface.

Orderbook represent an abstraction over the orderbook.

TimeService.