Risk Management

Manage portfolio and position risk.

Monitor Liquidation Risk

monitor_liquidation_risk.py

import requests

response = requests.get(
    "https://api.synthdata.co/insights/liquidation",
    headers={"Authorization": "Apikey YOUR_API_KEY"},
    params={"asset": "BTC"}
)

data = response.json()
current_price = data['current_price']

for level in data['data']:
    price_change = level['price_change']
    long_prob_24h = level['long_liquidation_probability']['24']
    short_prob_24h = level['short_liquidation_probability']['24']
    
    print(f"{price_change} move - Long liq: {long_prob_24h:.1%}, Short liq: {short_prob_24h:.1%}")

Dynamic Stop-Loss

dynamic_stop_loss.py

import requests

response = requests.get(
    "https://api.synthdata.co/insights/prediction-percentiles",
    headers={"Authorization": "Apikey YOUR_API_KEY"},
    params={"asset": "BTC"}
)

data = response.json()
current_price = data['current_price']
percentiles = data['forecast_future']['percentiles']

# Set stop-loss at 5th percentile of 24h forecast
stop_loss = percentiles[-1]['0.05']

Portfolio VaR

portfolio_var.py

import requests

positions = [
    {"asset": "BTC", "entry": 88000, "value": 10000},
    {"asset": "ETH", "entry": 3000, "value": 5000}
]

total_value = sum(p['value'] for p in positions)
portfolio_var = 0

for position in positions:
    response = requests.get(
        "https://api.synthdata.co/insights/prediction-percentiles",
        headers={"Authorization": "Apikey YOUR_API_KEY"},
        params={"asset": position['asset']}
    )
    
    data = response.json()
    worst_case = data['forecast_future']['percentiles'][-1]['0.05']
    pnl = (worst_case - position['entry']) / position['entry']
    portfolio_var += position['value'] * pnl

var_5 = total_value + portfolio_var