Class: BudaApi::AI::RiskManager

Inherits:
Object
  • Object
show all
Defined in:
lib/buda_api/ai/risk_manager.rb

Overview

AI-powered risk management and portfolio analysis

Constant Summary collapse

RISK_LEVELS = 
{
  very_low: { score: 1, color: "๐ŸŸข", description: "Very low risk" },
  low: { score: 2, color: "๐ŸŸก", description: "Low risk" },
  medium: { score: 3, color: "๐ŸŸ ", description: "Medium risk" },
  high: { score: 4, color: "๐Ÿ”ด", description: "High risk" },
  very_high: { score: 5, color: "๐Ÿšซ", description: "Very high risk - avoid!" }
}.freeze
PORTFOLIO_RISK_FACTORS = 
[
  "concentration_risk",
  "volatility_risk", 
  "liquidity_risk",
  "correlation_risk",
  "size_risk"
].freeze

Instance Method Summary collapse

Constructor Details

#initialize(client, llm_provider: :openai) ⇒ RiskManager

Returns a new instance of RiskManager.



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# File 'lib/buda_api/ai/risk_manager.rb', line 23

def initialize(client, llm_provider: :openai)
  @client = client
  @llm = RubyLLM.new(
    provider: llm_provider,
    system_prompt: build_risk_system_prompt
  )
  
  BudaApi::Logger.info("Risk Manager initialized")
end

Instance Method Details

#analyze_portfolio_risk(options = {}) ⇒ Hash

Analyze portfolio risk across all holdings

Parameters:

  • options (Hash) (defaults to: {}) —

    analysis options

Options Hash (options):

  • :include_ai_insights (Boolean) —

    include AI analysis

  • :focus_factors (Array<String>) —

    specific risk factors to analyze

Returns:

  • (Hash) —

    comprehensive risk analysis



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# File 'lib/buda_api/ai/risk_manager.rb', line 39

def analyze_portfolio_risk(options = {})
  BudaApi::Logger.info("Analyzing portfolio risk")
  
  begin
    # Get account balances
    balances_result = @client.balances
    portfolios = extract_non_zero_balances(balances_result)
    
    return no_portfolio_risk if portfolios.empty?
    
    # Calculate basic risk metrics
    basic_metrics = calculate_basic_risk_metrics(portfolios)
    
    # Get market data for risk calculations
    market_data = fetch_market_data_for_portfolio(portfolios)
    
    # Calculate advanced risk metrics
    advanced_metrics = calculate_advanced_risk_metrics(portfolios, market_data)
    
    # Generate overall risk assessment
    overall_risk = calculate_overall_risk_score(basic_metrics, advanced_metrics)
    
    result = {
      type: :portfolio_risk_analysis,
      timestamp: Time.now,
      portfolio_value: basic_metrics[:total_value],
      currency_count: portfolios.length,
      overall_risk: overall_risk,
      basic_metrics: basic_metrics,
      advanced_metrics: advanced_metrics,
      recommendations: generate_risk_recommendations(overall_risk, basic_metrics, advanced_metrics),
      holdings: portfolios
    }
    
    # Add AI insights if requested
    if options[:include_ai_insights]
      result[:ai_insights] = generate_ai_risk_insights(result)
    end
    
    result
    
  rescue => e
    error_msg = "Portfolio risk analysis failed: #{e.message}"
    BudaApi::Logger.error(error_msg)
    
    {
      type: :risk_analysis_error,
      error: error_msg,
      timestamp: Time.now
    }
  end
end

#evaluate_trade_risk(market_id, side, amount, price = nil) ⇒ Hash

Evaluate risk for a specific trade before execution

Parameters:

  • market_id (String) —

    trading pair

  • side (String) —

    โ€˜buyโ€™ or โ€˜sellโ€™

  • amount (Float) —

    trade amount

  • price (Float) (defaults to: nil) —

    trade price (optional)

Returns:

  • (Hash) —

    trade risk assessment



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# File 'lib/buda_api/ai/risk_manager.rb', line 99

def evaluate_trade_risk(market_id, side, amount, price = nil)
  BudaApi::Logger.info("Evaluating trade risk for #{side} #{amount} #{market_id}")
  
  begin
    # Get current market data
    ticker = @client.ticker(market_id)
    order_book = @client.order_book(market_id)
    
    # Get current portfolio
    balances_result = @client.balances
    current_portfolio = extract_non_zero_balances(balances_result)
    
    # Calculate trade impact
    trade_impact = calculate_trade_impact(market_id, side, amount, price, ticker, order_book)
    
    # Calculate position sizing risk
    position_risk = calculate_position_risk(market_id, amount, ticker.last_price.amount, current_portfolio)
    
    # Calculate market impact risk
    market_impact_risk = calculate_market_impact_risk(amount, price || ticker.last_price.amount, order_book)
    
    # Generate overall trade risk score
    trade_risk_score = calculate_trade_risk_score(trade_impact, position_risk, market_impact_risk)
    
    {
      type: :trade_risk_evaluation,
      market_id: market_id,
      side: side,
      amount: amount,
      price: price,
      risk_level: determine_risk_level(trade_risk_score),
      risk_score: trade_risk_score,
      trade_impact: trade_impact,
      position_risk: position_risk,
      market_impact_risk: market_impact_risk,
      recommendations: generate_trade_recommendations(trade_risk_score, trade_impact),
      should_proceed: trade_risk_score < 3.5,
      timestamp: Time.now
    }
    
  rescue => e
    error_msg = "Trade risk evaluation failed: #{e.message}"
    BudaApi::Logger.error(error_msg)
    
    {
      type: :trade_risk_error,
      error: error_msg,
      timestamp: Time.now
    }
  end
end

#monitor_risk_thresholds(thresholds = {}) ⇒ Hash

Monitor portfolio for risk threshold breaches

Parameters:

  • thresholds (Hash) (defaults to: {}) —

    risk thresholds to monitor

Returns:

  • (Hash) —

    monitoring results with alerts



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# File 'lib/buda_api/ai/risk_manager.rb', line 155

def monitor_risk_thresholds(thresholds = {})
  default_thresholds = {
    max_position_percentage: 30.0,
    max_daily_loss: 5.0,
    min_diversification_score: 0.6,
    max_volatility_score: 4.0
  }
  
  thresholds = default_thresholds.merge(thresholds)
  
  BudaApi::Logger.info("Monitoring risk thresholds")
  
  begin
    # Get current portfolio analysis
    portfolio_analysis = analyze_portfolio_risk
    
    alerts = []
    
    # Check position concentration
    if portfolio_analysis[:basic_metrics][:max_position_percentage] > thresholds[:max_position_percentage]
      alerts << {
        type: :concentration_alert,
        level: :high,
        message: "๐Ÿšจ Position concentration too high: #{portfolio_analysis[:basic_metrics][:max_position_percentage].round(1)}% (limit: #{thresholds[:max_position_percentage]}%)",
        current_value: portfolio_analysis[:basic_metrics][:max_position_percentage],
        threshold: thresholds[:max_position_percentage]
      }
    end
    
    # Check diversification
    if portfolio_analysis[:advanced_metrics][:diversification_score] < thresholds[:min_diversification_score]
      alerts << {
        type: :diversification_alert,
        level: :medium,
        message: "โš ๏ธ Portfolio not well diversified: #{portfolio_analysis[:advanced_metrics][:diversification_score].round(2)} (minimum: #{thresholds[:min_diversification_score]})",
        current_value: portfolio_analysis[:advanced_metrics][:diversification_score],
        threshold: thresholds[:min_diversification_score]
      }
    end
    
    # Check overall volatility
    if portfolio_analysis[:overall_risk][:score] > thresholds[:max_volatility_score]
      alerts << {
        type: :volatility_alert,
        level: :high,
        message: "๐Ÿ”ฅ Portfolio volatility too high: #{portfolio_analysis[:overall_risk][:score].round(1)} (limit: #{thresholds[:max_volatility_score]})",
        current_value: portfolio_analysis[:overall_risk][:score],
        threshold: thresholds[:max_volatility_score]
      }
    end
    
    {
      type: :risk_monitoring,
      timestamp: Time.now,
      alerts_count: alerts.length,
      alerts: alerts,
      thresholds: thresholds,
      portfolio_summary: {
        total_value: portfolio_analysis[:portfolio_value],
        risk_level: portfolio_analysis[:overall_risk][:level],
        risk_score: portfolio_analysis[:overall_risk][:score]
      },
      safe: alerts.empty?
    }
    
  rescue => e
    error_msg = "Risk monitoring failed: #{e.message}"
    BudaApi::Logger.error(error_msg)
    
    {
      type: :risk_monitoring_error,
      error: error_msg,
      timestamp: Time.now
    }
  end
end

#recommend_stop_loss(market_id, position_size) ⇒ Hash

Generate stop-loss recommendations based on risk analysis

Parameters:

  • market_id (String) —

    trading pair

  • position_size (Float) —

    current position size

Returns:

  • (Hash) —

    stop-loss recommendations



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# File 'lib/buda_api/ai/risk_manager.rb', line 237

def recommend_stop_loss(market_id, position_size)
  BudaApi::Logger.info("Generating stop-loss recommendations for #{market_id}")
  
  begin
    ticker = @client.ticker(market_id)
    current_price = ticker.last_price.amount
    
    # Calculate different stop-loss levels
    conservative_stop = current_price * 0.95  # 5% stop loss
    moderate_stop = current_price * 0.90      # 10% stop loss
    aggressive_stop = current_price * 0.85    # 15% stop loss
    
    # Calculate potential losses
    position_value = position_size * current_price
    
    {
      type: :stop_loss_recommendations,
      market_id: market_id,
      current_price: current_price,
      position_size: position_size,
      position_value: position_value,
      recommendations: {
        conservative: {
          price: conservative_stop,
          percentage: 5.0,
          max_loss: position_value * 0.05,
          description: "Conservative 5% stop-loss for capital preservation"
        },
        moderate: {
          price: moderate_stop,
          percentage: 10.0,
          max_loss: position_value * 0.10,
          description: "Moderate 10% stop-loss balancing protection and flexibility"
        },
        aggressive: {
          price: aggressive_stop,
          percentage: 15.0,
          max_loss: position_value * 0.15,
          description: "Aggressive 15% stop-loss for volatile markets"
        }
      },
      recommendation: determine_best_stop_loss(ticker, position_value),
      timestamp: Time.now
    }
    
  rescue => e
    error_msg = "Stop-loss recommendation failed: #{e.message}"
    BudaApi::Logger.error(error_msg)
    
    {
      type: :stop_loss_error,
      error: error_msg,
      timestamp: Time.now
    }
  end
end