Calculate risk metrics for hypothetical portfolios

post https://sandbox.kyan.sh/calculate_user_risk

Calculate comprehensive risk metrics for one or more portfolios without requiring actual positions. This endpoint is ideal for "what-if" scenarios, risk analysis before trading, and portfolio planning.

Risk Metrics Calculated

For each portfolio, the system calculates:

Margin Requirements:

initial_margin: Capital required to open these positions
maintenance_margin: Minimum capital to avoid liquidation

Risk Components:

matrix_risk: Worst-case loss under various market scenarios
delta_risk: Additional margin for systemic market moves
roll_risk: Extra margin required near option expiration

Portfolio Greeks:

delta: Rate of change with underlying price
gamma: Rate of change of delta
vega: Sensitivity to volatility changes
theta: Time decay per day
rho: Interest rate sensitivity

Key Features

No Account Required: Analyze risk without having positions
Multiple Portfolios: Process multiple trading pairs in one request
Hypothetical Analysis: Test strategies before executing trades
Individual Results: Each portfolio succeeds/fails independently

Use Cases

Pre-Trade Analysis: Check margin requirements before placing orders
Strategy Testing: Evaluate risk of complex option strategies
Portfolio Planning: Compare risk across different position combinations
Education: Learn how different positions affect portfolio risk

Important Notes

This endpoint does NOT calculate equity or P&L
Risk calculations use current market prices (mark prices) only
Each portfolio in the array is processed independently
Failed portfolios return error details without affecting others
All monetary values are in USDC with 6 decimal precision
Designed for hypothetical analysis based on current market conditions