workflow.run_portfolio_risk

io.github.SKalinin909/tradingcalc · Verify this server

Aggregates risk across multiple open positions in one call: total notional, total P&L, total margin in use, margin usage as a % of account balance (if given), and which single position sits closest to liquidation. Each position is computed through the same canonical PnL/liquidation math as the single-position tools, then rolled up. Linear (USDT-margined) positions sum into one USD total; inverse (coin-margined) positions are grouped by settlement coin instead, since a BTC-margined P&L cannot be summed with an ETH-margined one without a live conversion rate. Returns a verdict: healthy / watch / reduce / critical, driven by the closest liquidation distance and margin usage. Use when user asks "how exposed am I across all my positions?" or "which of my positions is closest to liquidation?". Position size follows the product-wide convention: base-asset quantity for linear, USD notional (contracts) for inverse.