import type { ExchangeBalance, ExchangePosition } from "./exchanges/index.js";
export interface RiskLimits {
    maxDrawdownUsd: number;
    maxPositionUsd: number;
    maxTotalExposureUsd: number;
    dailyLossLimitUsd: number;
    maxPositions: number;
    maxLeverage: number;
    maxMarginUtilization: number;
    minLiquidationDistance: number;
    maxDrawdownPct?: number;
    maxPositionPct?: number;
    maxExposurePct?: number;
    dailyLossPct?: number;
}
/** Resolve effective USD limit: min of fixed USD and pct-of-equity (if both set) */
export declare function effectiveLimit(usdLimit: number, pctLimit: number | undefined, totalEquity: number): number;
export declare function loadRiskLimits(): RiskLimits;
export declare function saveRiskLimits(limits: RiskLimits): void;
export type RiskLevel = "low" | "medium" | "high" | "critical";
export interface RiskViolation {
    rule: string;
    severity: RiskLevel;
    message: string;
    current: number;
    limit: number;
}
export interface LiquidationDistanceInfo {
    exchange: string;
    symbol: string;
    side: "long" | "short";
    markPrice: number;
    liquidationPrice: number;
    distancePct: number;
    status: "safe" | "warning" | "danger" | "critical";
}
/** Calculate % distance from current price to liquidation price */
export declare function calcLiquidationDistance(markPrice: number, liquidationPrice: number, side: "long" | "short"): number;
export declare function getLiquidationDistances(positions: {
    exchange: string;
    position: ExchangePosition;
}[], limits?: RiskLimits): LiquidationDistanceInfo[];
export interface RiskAssessment {
    level: RiskLevel;
    violations: RiskViolation[];
    metrics: {
        totalEquity: number;
        totalUnrealizedPnl: number;
        totalMarginUsed: number;
        totalExposure: number;
        positionCount: number;
        marginUtilization: number;
        largestPositionUsd: number;
        maxLeverageUsed: number;
        minLiquidationDistancePct: number;
    };
    liquidationDistances: LiquidationDistanceInfo[];
    limits: RiskLimits;
    canTrade: boolean;
}
export declare function assessRisk(balances: {
    exchange: string;
    balance: ExchangeBalance;
}[], positions: {
    exchange: string;
    position: ExchangePosition;
}[], limits?: RiskLimits): RiskAssessment;
/** Pre-trade check: would this new order violate risk limits? */
export declare function preTradeCheck(assessment: RiskAssessment, newOrderNotional: number, newOrderLeverage: number): {
    allowed: boolean;
    reason?: string;
};