Pre-trade what-if check

POST /api/v1/pretrade/check

Composes existing engines synchronously to answer a single question: what does this draft trade do to my limits, my counterparty, and my book?

Returns:

limits: counterparty_exposure, issuer_concentration, sector_limit, country_limit, single_name_cap. Exactly one row carries binding=true (the highest post-trade utilization).
credit: counterparty agency ratings (graceful-null when unavailable), CDS placeholder, CVA estimate, exposure before / after.
portfolio_impact: DV01 / modified duration / convexity (before / after / delta), key-rate DV01 delta vector, parallel + curve + spread scenario P&L (10 shifts), and the draft's VaR contribution.
relative_value: placeholder structure with all-null fields until B3/B4 ship.
cash_impact: settlement-leg cash amount, sign by side.
scope_truncated: true when more than ~5000 positions exist in the requested scope; the request still returns with partial aggregates.

Non-persisting: no events, no projections, no audit rows.

Request

What-if result returned