Risk Management

Manage portfolio and position risk.

Monitor Liquidation Risk

monitor_liquidation_risk.py

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

for level in response.json()['liquidation_analysis']:
    if level['price_level'] == your_liquidation_price:
        print(f"24h risk: {level['probability_24h']:.2%}")

Dynamic Stop-Loss

dynamic_stop_loss.py

# Set stop at 5% risk tolerance
final_prices = [path[-1] for path in all_paths]
stop_loss = np.percentile(final_prices, 5)

Portfolio VaR

portfolio_var.py

portfolio_scenarios = []
for i in range(1000):
    scenario_value = 0
    for position in positions:
        random_path = random.choice(predictions[position['asset']])
        final_price = random_path[-1]
        pnl = (final_price - position['entry']) / position['entry']
        scenario_value += position['value'] * (1 + pnl)
    portfolio_scenarios.append(scenario_value)

var_5 = np.percentile(portfolio_scenarios, 5)