Pure-Decimal calculation engine for leveraged crypto trading.

Salvaged from the retired TradingDashboard app (TradingDashboard.Risk.* + the hedging formulas in its Portfolio context) into a standalone, headless library so the rebuild does not reinvent the math. Every function is a pure value-in / value-out Decimal computation — no Ecto, no Phoenix, no I/O.

Modules

• DeltaCalc.Leverage — effective leverage, position sizing, and multi-leg aggregation.
• DeltaCalc.Liquidation — simplified long/short liquidation estimates.
• DeltaCalc.Allocation — subaccount allocation envelopes.
• DeltaCalc.Safety — safety scoring and before/after DCA comparisons.
• DeltaCalc.Presets — default risk modes, black-swan thresholds, DCA preset.
• DeltaCalc.DCAPlanner — DCA ladder math, presets, and orchestration.
• DeltaCalc.Quantization — retired-dashboard output compatibility.
• DeltaCalc.Calc (undocumented) — compatibility façade over these focused modules.
• DeltaCalc.PositionCalculator — full position-sizing pipeline (takes a plain config map; decoupled from LiveView assigns).
• DeltaCalc.Hedging — pure spot-hedging formulas: required CEX balance, hedge coverage ratio, rebalance threshold, snapshot deltas.

Agent surface

Every manifest module's public function is annotated with an api/3 declaration (via Descripex), so the engine is discoverable and callable by AI agents (__api__/0, JSON Schema, MCP tools via Descripex.MCP.tools/1, aggregated by DeltaCalc.Manifest). A trading agent can plan a position or size a hedge by calling DeltaCalc as a tool.

Manifest

DeltaCalc.Manifest.build/0 aggregates the full agent surface; DeltaCalc.Manifest.tools/0 exposes the same APIs as MCP tool definitions for trading agents.

Discovery

describe/0..2 is the progressive-disclosure entry point over the same module list — an agent narrows from library to module to function without reading source:

DeltaCalc.describe()                          # L1: every module, namespace, function count
DeltaCalc.describe("hedging")                 # L2: that module's functions, arity, spec
DeltaCalc.describe("hedging", :check_hedge_coverage)   # L3: params, kinds, returns, errors

Short names are the module's last segment underscored (DeltaCalc.DCAPlanner → "dca_planner"), accepted as a string or an atom; the full module atom works too.