Pre-trade controls and the operator surface.
A single-dimension deep review of two things that decide how a bad day goes: whether every order passes through one deterministic risk chokepoint, and whether your operators can actually halt, flatten, and roll back under pressure.
Best fit
Teams whose pre-trade checks are spread across the code, or whose incident response and flatten and rollback procedures have never been drilled.
Evidence standard
Methodology grounded in a working, benchmarked market-making system (prototype-proven). The review is read-only: no production access, no capital moved. Findings fold into the parent Trading Systems Diagnostic; no live-production track-record or P&L assurance is claimed.
What this review covers
- 01Pre-trade checks enforced at a single chokepoint, in deterministic order.
- 02The rule set — price collar, fat-finger, self-match, duplicate, inventory and notional limits, rate limits.
- 03The halt state machine and its triggers.
- 04Severity model (SEV-0 to SEV-3) and incident ownership.
- 05Flatten and rollback drills with a measured recovery target.
- 06A bounded canary envelope for any live exposure.