Risk Manager

Every order, gated by a single risk engine.

Risk Manager is the engine-side service every strategy calls before sending an order. It sizes positions with the Kelly criterion against your risk profile, refuses orders that would breach your account or portfolio limits, and emergency-stops auto-trader if your drawdown crosses the line you set. Every strategy runs through it; the Smart Order Router only sees orders that cleared the gate.

Engine or strategy?

Risk Manager (engine) vs. Risk Management (strategy)

Two Vant8 surfaces carry 'risk' in the name and they do different jobs. This page covers the engine — the piece every strategy calls before placing an order.

Risk Manager — the engine (this page)

A service every strategy calls before placing an order. Sizes positions with Kelly, runs pre-trade gate checks, monitors drawdown account-wide, and halts auto-trader if a configured limit is breached. Always on, always in the path.

Risk Management — the strategy

A deployable strategy you attach to an existing open position. Adds configurable stop-loss, take-profit, and trailing-stop logic. Six stop-loss types, three take-profit types. Documented in the Strategies catalogue.

What runs on every order

The engine path before any order leaves the system

Four steps run in sequence on every strategy-emitted order. The engine is always in the path — there is no configuration that skips it.

01

Kelly-sized position

The order's coin or USD size is computed from your risk profile's strategy-specific win-rate and win/loss ratio — not a flat percent of your account. Sizing is capped against your max-position cap and portfolio limits.

02

Pre-trade gate

Five checks run in sequence: position cap, portfolio exposure, drawdown, venue balance, correlation. Four can refuse the order; correlation surfaces as a warning.

03

Drawdown snapshot

The account's drawdown vs. its peak is recomputed. Withdrawals are detected and excluded so they don't masquerade as trading losses. If drawdown hits your maximum, auto-trader halts and an alert fires.

04

SL/TP suggestion

If the strategy asks for ATR-anchored stop and take-profit levels, Risk Manager computes them from the provided ATR. The strategy decides whether and how to use them.

Position sizing

Kelly criterion, profiled per strategy

Sizing uses the Kelly criterion parameterised by each strategy's own win-rate and win/loss ratio at your chosen risk level — so Kelly sizing for RSI looks different from Kelly sizing for Momentum. The output is then capped by your max-position and portfolio-exposure limits before the order goes out.

Per-strategy profile

RSI, MACD, MA Cross, Momentum, Mean Reversion, Sentiment, and TradingView each ship a win-probability and avg-win / avg-loss profile at LOW, MEDIUM, and HIGH risk levels. Kelly uses your strategy's profile, not a generic default.

Capped by max risk

The Kelly fraction is multiplied by the strategy's confidence score and capped at the maxRisk parameter on the profile. Even a 90%-confidence signal cannot push position size past the cap.

Recovery-mode multiplier

After a drawdown, the engine enters recovery mode and the calculated position size is multiplied by a sub-1.0 multiplier for new trades. Sizing scales back up automatically as the account recovers, not instantly.

Five gate checks

The pre-trade checks on every order

Four of the five checks below can refuse an order outright. The fifth — correlation — surfaces as a warning so you can see when a new position duplicates existing risk.

Gate
Max position size
A new order is refused if the proposed dollar amount exceeds the per-account single-position cap configured on your risk profile.
Gate
Portfolio exposure
If the new order plus your existing exposure on the symbol would breach the portfolio-risk limit, the order is refused.
Gate
Maximum drawdown
If the account is already in a drawdown that hits the configured maximum, auto-trader is halted and a notification fires — new orders are blocked until you re-enable.
Gate
Venue balance
Each venue is checked for the actual tradeable balance available, so the engine never sends an order the venue would reject for insufficient funds.
Gate
Correlation (warning)
High-correlation positions (Pearson over 0.7 over 30 days) are flagged as a warning so you know the new position duplicates existing risk — but the warning does not block the trade.
Drawdown protection

An emergency stop wired into your account

The maximum-drawdown limit is the hardest brake Vant8 has. Above it, auto-trader stops opening new positions until you re-enable. Below it, every order is checked but trading continues normally.

Recomputed every cycle

Drawdown is the difference between your current portfolio value and its adjusted peak, as a percent. Recomputed on every strategy execution cycle, not just on price ticks.

Withdrawals are detected and excluded

An unexplained drop is checked against actual closed-trade P&L. The difference is attributed to withdrawals and the peak is adjusted down — so a legitimate cash-out does not look like a trading loss to the drawdown engine.

Auto-trader halts at the maximum

When the limit is hit, the auto-trader config is disabled, an urgent notification fires (push + email if configured), and an event is emitted so any subscribed monitor sees the trip immediately.

Data-quality guard

If any position in the portfolio has a missing or zero price (RPC outage, listing change, exchange feed glitch), the emergency stop is held back rather than fired on bad data. The drawdown is logged as 'data quality' and recomputed once prices return.

Per-venue, per-symbol scope

Risk is checked at the level it actually matters

Venue-scoped balance

The balance check is against the venue the order is going to, not your aggregate net worth. Each venue type — Platform Custodian, your connected CEX, your DEX wallet, Hyperliquid, your CEX futures account — is checked independently.

Symbol-scoped exposure

Existing exposure on a symbol is summed per venue and added to the new order's size. The portfolio limit applies to the total — so concentrating into one symbol across many small orders is rejected just as cleanly as one big order.

Separate from Risk Manager

The strategy-level circuit breaker

Risk Manager is preventive. The strategy-level circuit breaker is reactive — it kicks in when an exchange API call has failed several times in a row, to stop a tight retry loop from burning into a rate-limit or triggering an exchange-side key ban.

Three consecutive failures = pause

If the same strategy hits three consecutive trade-execution failures on a connection (insufficient balance, API error, network), the breaker trips for a configurable cooldown — typically 30 minutes.

Why this is separate

Risk Manager refuses bad orders before they go out. The circuit breaker recovers from bad responses after they come back. Two different jobs, same goal: never burn through your exchange API key.

Sizing, gating, drawdown — on every order.

Risk Manager runs automatically on every strategy, every order, every account. Tune the thresholds on your risk profile and the engine handles the rest.