VITAL - Risk Management Engine

Volatility Intervention and Trade Analysis Layer (VITAL)

This can be added to trading algorithms to help wth logging, metrics, alerts, and other features. It can also be a standalone application that runs containerized or locally.

Compatible Brokers

Alpaca

(More can be extended, please see vital/brokers)

Features

Trade alerts
Logging
Emergency liquidation
Run and perform actions based on an algo health check
Halting/pausing an algo
Resuming an algo
Monitors account
Abnormality checks
- overleveraged

Future Potential Ideas

Earnings report hedging/liquidation
Inform an algo of important events upcoming by API route