feat: Add pending exposure tracking, mm_ratio, and new risk engine commands

Cargo.toml

@@ -82,4 +82,6 @@ redis = { version = "0.25.4", features = ["r2d2"] }
 
 [dependencies.relayer-core]
 git = "https://git@github.com/twilight-project/relayer-core.git"
-tag = "v0.2.0"
+# tag = "v0.2.0"
+branch = "bug-indentify"
+# path = "../relayer-core"

migrations/2026-02-21-000000_risk_engine_pending_exposure/down.sql

@@ -0,0 +1,3 @@
+ALTER TABLE risk_engine_update
+    DROP COLUMN IF EXISTS total_pending_long_btc,
+    DROP COLUMN IF EXISTS total_pending_short_btc;

migrations/2026-02-21-000000_risk_engine_pending_exposure/up.sql

@@ -0,0 +1,3 @@
+ALTER TABLE risk_engine_update
+    ADD COLUMN total_pending_long_btc  DOUBLE PRECISION NOT NULL DEFAULT 0.0,
+    ADD COLUMN total_pending_short_btc DOUBLE PRECISION NOT NULL DEFAULT 0.0;

migrations/2026-02-21-100000_add_mm_ratio_to_risk_params/down.sql

@@ -0,0 +1,2 @@
+ALTER TABLE risk_params_update
+    DROP COLUMN IF EXISTS mm_ratio;

migrations/2026-02-21-100000_add_mm_ratio_to_risk_params/up.sql

@@ -0,0 +1,2 @@
+ALTER TABLE risk_params_update
+    ADD COLUMN mm_ratio DOUBLE PRECISION NOT NULL DEFAULT 0.4;

src/archiver.rs

@@ -1032,6 +1032,19 @@ impl DatabaseArchiver {
                     relayer::RiskEngineCommand::SetPausePriceFeed(_) => {
                         ("SetPausePriceFeed".to_string(), None, None)
                     }
+                    relayer::RiskEngineCommand::AddPendingExposure(pt, amt) => (
+                        "AddPendingExposure".to_string(),
+                        Some(pt.clone().into()),
+                        Some(*amt),
+                    ),
+                    relayer::RiskEngineCommand::RemovePendingExposure(pt, amt) => (
+                        "RemovePendingExposure".to_string(),
+                        Some(pt.clone().into()),
+                        Some(*amt),
+                    ),
+                    relayer::RiskEngineCommand::RecalculateExposure => {
+                        ("RecalculateExposure".to_string(), None, None)
+                    }
                 };
 
                 let record = NewRiskEngineUpdate {
@@ -1040,6 +1053,8 @@ impl DatabaseArchiver {
                     amount,
                     total_long_btc: risk_state.total_long_btc,
                     total_short_btc: risk_state.total_short_btc,
+                    total_pending_long_btc: risk_state.total_pending_long_btc,
+                    total_pending_short_btc: risk_state.total_pending_short_btc,
                     manual_halt: risk_state.manual_halt,
                     manual_close_only: risk_state.manual_close_only,
                     pause_funding: risk_state.pause_funding,
@@ -1066,6 +1081,7 @@ impl DatabaseArchiver {
                     max_position_pct: params.max_position_pct,
                     min_position_btc: params.min_position_btc,
                     max_leverage: params.max_leverage,
+                    mm_ratio: params.mm_ratio,
                     timestamp: Utc::now(),
                 };
                 self.risk_params_update(record)?;

src/database/models.rs

@@ -2744,6 +2744,8 @@ pub struct RiskEngineUpdateRow {
     pub amount: Option<f64>,
     pub total_long_btc: f64,
     pub total_short_btc: f64,
+    pub total_pending_long_btc: f64,
+    pub total_pending_short_btc: f64,
     pub manual_halt: bool,
     pub manual_close_only: bool,
     pub pause_funding: bool,
@@ -2759,6 +2761,8 @@ pub struct NewRiskEngineUpdate {
     pub amount: Option<f64>,
     pub total_long_btc: f64,
     pub total_short_btc: f64,
+    pub total_pending_long_btc: f64,
+    pub total_pending_short_btc: f64,
     pub manual_halt: bool,
     pub manual_close_only: bool,
     pub pause_funding: bool,
@@ -2795,6 +2799,7 @@ pub struct RiskParamsUpdateRow {
     pub min_position_btc: f64,
     pub max_leverage: f64,
     pub timestamp: DateTime<Utc>,
+    pub mm_ratio: f64,
 }
 
 #[derive(Serialize, Deserialize, Debug, Clone, Insertable)]
@@ -2805,6 +2810,7 @@ pub struct NewRiskParamsUpdate {
     pub max_position_pct: f64,
     pub min_position_btc: f64,
     pub max_leverage: f64,
+    pub mm_ratio: f64,
     pub timestamp: DateTime<Utc>,
 }
 

src/database/schema.rs

@@ -230,6 +230,8 @@ diesel::table! {
         amount -> Nullable<Float8>,
         total_long_btc -> Float8,
         total_short_btc -> Float8,
+        total_pending_long_btc -> Float8,
+        total_pending_short_btc -> Float8,
         manual_halt -> Bool,
         manual_close_only -> Bool,
         pause_funding -> Bool,
@@ -247,6 +249,7 @@ diesel::table! {
         min_position_btc -> Float8,
         max_leverage -> Float8,
         timestamp -> Timestamptz,
+        mm_ratio -> Float8,
     }
 }
 

src/rpc/types.rs

@@ -532,13 +532,19 @@ pub struct AccountSummaryByTAddressResponse {
 
 // --- Market Risk Stats (moved from relayer-core) ---
 
+fn default_mm_ratio() -> f64 {
+    0.4
+}
+
 #[derive(Serialize, Deserialize, Debug, Clone, PartialEq)]
 pub struct RiskParams {
     pub max_oi_mult: f64,
     pub max_net_mult: f64,
     pub max_position_pct: f64,
     pub min_position_btc: f64,
     pub max_leverage: f64,
+    #[serde(default = "default_mm_ratio")]
+    pub mm_ratio: f64,
 }
 
 impl RiskParams {
@@ -564,6 +570,10 @@ impl RiskParams {
                 .unwrap_or("50.0".to_string())
                 .parse::<f64>()
                 .unwrap_or(50.0),
+            mm_ratio: std::env::var("RISK_MM_RATIO")
+                .unwrap_or("0.4".to_string())
+                .parse::<f64>()
+                .unwrap_or(0.4),
         }
     }
 }
@@ -580,6 +590,8 @@ pub struct MarketRiskStatsResponse {
     pub pool_equity_btc: f64,
     pub total_long_btc: f64,
     pub total_short_btc: f64,
+    pub total_pending_long_btc: f64,
+    pub total_pending_short_btc: f64,
     pub open_interest_btc: f64,
     pub net_exposure_btc: f64,
     pub long_pct: f64,

src/rpc/util.rs

@@ -133,6 +133,8 @@ pub fn compute_market_risk_stats(
         pool_equity_btc,
         total_long_btc: total_long,
         total_short_btc: total_short,
+        total_pending_long_btc: risk_state.total_pending_long_btc,
+        total_pending_short_btc: risk_state.total_pending_short_btc,
         open_interest_btc: oi_btc,
         net_exposure_btc: net_btc,
         long_pct,