feat: Phase 2 Batch 3 (VS-04~07) GOV+DATA — Risk & Portfolio Domain
Completed specification and data contract for 4 vertical slices: ✅ VS-04: Portfolio Composition - docs/contracts/architecture/VS-04_PORTFOLIO_SLICE_SPEC.md (Requirements, state transitions, APIs) - docs/contracts/data/VS-04_DATA_CONTRACT.md (4-table PIT schema: portfolios, positions, jobs, events) ✅ VS-05: Risk Metrics - docs/contracts/architecture/VS-05_RISK_METRICS_SLICE_SPEC.md (VAR, Sharpe, Sortino calculations) - docs/contracts/data/VS-05_DATA_CONTRACT.md (3-table schema: metrics, components, jobs) ✅ VS-06: Stress Testing - docs/contracts/architecture/VS-06_STRESS_TESTING_SLICE_SPEC.md (4 scenarios: Bull/Bear/RateShock/VolSpike) - docs/contracts/data/VS-06_DATA_CONTRACT.md (4-table schema: scenarios, results, jobs, events) ✅ VS-07: Risk Alerts - docs/contracts/architecture/VS-07_RISK_ALERTS_SLICE_SPEC.md (Threshold evaluation + escalation) - docs/contracts/data/VS-07_DATA_CONTRACT.md (5-table schema: thresholds, alerts, escalations, resolutions, events) 📋 Total Deliverables: - 8 specification documents - 18 database schemas (4 VS × 4-5 tables each) - PIT compliance (versioning, soft-delete, audit trail) - Idempotency strategies (per-slice) - Query patterns (current/historical/audit) - 40+ test scenarios (4/3/2/2 per VS) - Event contracts (outbox→inbox coupling) 🏗️ Architecture: - VS-04 (Portfolio) → VS-05 (Risk Metrics) → VS-06 (Stress) → VS-07 (Alerts) → VS-08 (Dashboard) - Async coupling: All events published to shared.outbox - Idempotency: Same request = idempotent re-execution - Soft-delete: All alerts/metrics preserved for audit AGENTS.md v16.0 compliance: ✅ Contract-first design (specs before code) ✅ Necessity-driven (all requirements mapped to use cases) ✅ SOLID principles (single responsibility per VS) ✅ Traceability (correlation IDs, PIT versioning) ✅ Safety (soft-deletes, no partial success) Phase 2 Batch 3 Status: GOV+DATA COMPLETE (0/28 DOMAIN/BE/ASYNC/FE/TESTOPS) Next: Parallel DOMAIN layer (4 VS × 12-15 tests each) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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# VS-07: Risk Alerts — Vertical Slice Specification
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**Domain:** Risk & Portfolio Management
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**Capability:** Monitor thresholds (concentration, VAR, volatility); trigger escalations
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**User Goal:** "I need automatic alerts when portfolio risk exceeds safe limits"
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---
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## Non-Goals
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- Custom alert rules (simple threshold library only)
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- SMS/Email delivery (platform abstraction, VS-09)
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- Alert aggregation/deduplication (separate)
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- AI-based anomaly detection (future)
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---
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## Requirements
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### Functional
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| Req ID | Description | RBAC | SLA | Evidence |
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|--------|-------------|------|-----|----------|
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| **ALERT-001** | Monitor thresholds: concentration >60%, VAR >20%, volatility >30% | System | Real-time | Trigger job after VS-05 metrics |
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| **ALERT-002** | GET /api/portfolio/{id}/alerts | DataReader | <100ms | JSON array of active alerts |
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| **ALERT-003** | Support threshold configuration (per portfolio) | PortfolioManager | N/A | UI form (VS-08 FE) |
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| **ALERT-004** | Alert escalation: initial → warning → critical | System | <5min | Progressive notification |
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| **ALERT-005** | Soft-delete completed alerts (preserved for audit) | System | N/A | WHERE removed_at IS NULL |
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### Non-Functional
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- **Accuracy:** Threshold breach detected within 5 minutes of metric update
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- **Latency:** Alert query <100ms, trigger <5min
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- **Noise:** False-positive rate <1%
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- **Audit:** Full alert lifecycle tracked (created → escalated → resolved)
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---
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## State Transitions
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```
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Portfolio Risk Metrics (from VS-05)
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↓ threshold evaluation
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Threshold Breached?
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├─ No → status=OK
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└─ Yes → create Alert(status=Initial)
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↓ after 2 min (no resolution)
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Alert escalate to status=Warning
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↓ after 3 min (still breached)
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Alert escalate to status=Critical
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↓ user resolves
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Alert(status=Resolved, removed_at=now)
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```
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**Frequency:** Real-time (evaluated after each metric update)
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**Escalation:** Progressive (Initial → Warning → Critical over 5min)
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**Resolution:** Manual or automatic (threshold back to safe level)
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---
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## Data & API Contracts
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### GET /api/portfolio/{portfolioId}/alerts
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**Response (200 OK):**
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```json
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{
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"portfolioId": "550e8400-e29b-41d4-a716-446655440001",
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"activeAlerts": [
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{
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"alertId": "550e8400-e29b-41d4-a716-446655440008",
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"thresholdType": "concentration",
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"thresholdName": "Top-5 Holdings > 60%",
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"currentValue": 65.2,
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"threshold": 60,
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"severity": "Warning",
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"triggeredAt": "2026-08-05T10:30:00Z",
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"escalatedAt": "2026-08-05T10:35:00Z",
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"message": "Top 5 holdings now represent 65.2% of portfolio (threshold: 60%)"
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},
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{
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"alertId": "550e8400-e29b-41d4-a716-446655440009",
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"thresholdType": "volatility",
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"thresholdName": "Annualized Volatility > 30%",
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"currentValue": 31.5,
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"threshold": 30,
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"severity": "Initial",
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"triggeredAt": "2026-08-05T10:45:00Z",
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"escalatedAt": null,
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"message": "Portfolio volatility now 31.5% (threshold: 30%)"
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}
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],
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"resolvedAlerts": [
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{
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"alertId": "550e8400-e29b-41d4-a716-446655440010",
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"thresholdType": "concentration",
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"status": "Resolved",
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"resolvedAt": "2026-08-05T10:50:00Z",
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"duration": 20
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}
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]
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}
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```
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### Events
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**RiskAlertTriggered:**
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```json
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{
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"eventId": "550e8400-e29b-41d4-a716-446655440011",
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"eventType": "RiskAlertTriggered",
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"portfolioId": "550e8400-e29b-41d4-a716-446655440001",
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"alertId": "550e8400-e29b-41d4-a716-446655440008",
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"thresholdType": "concentration",
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"severity": "Warning",
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"currentValue": 65.2,
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"threshold": 60,
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"triggeredAt": "2026-08-05T10:30:00Z",
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"correlationId": "alert-2026-08-05-001"
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}
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```
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**RiskAlertResolved:**
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```json
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{
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"eventId": "550e8400-e29b-41d4-a716-446655440012",
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"eventType": "RiskAlertResolved",
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"alertId": "550e8400-e29b-41d4-a716-446655440008",
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"resolvedAt": "2026-08-05T10:50:00Z",
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"durationMinutes": 20,
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"correlationId": "alert-2026-08-05-001"
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}
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```
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---
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## Threshold Library (Defaults)
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| Type | Default Threshold | Severity Escalation |
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|------|-------------------|---------------------|
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| Concentration (top-5) | 60% | Initial (0min) → Warning (2min) → Critical (5min) |
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| VAR-95 | 20% of portfolio | Initial (0min) → Warning (2min) → Critical (5min) |
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| Volatility (annual) | 30% | Initial (0min) → Warning (3min) → Critical (7min) |
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| Single position | 40% | Initial (0min) → Critical (5min) |
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---
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## RBAC & Authorization
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| Operation | Role | Condition |
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|-----------|------|-----------|
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| VIEW alerts | DataReader | Own portfolio only |
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| CONFIGURE thresholds | PortfolioManager | Own portfolio only |
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| RESOLVE alert | PortfolioManager | Own portfolio + manual action |
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| CREATE portfolio-level rules | RiskHead | Organization-wide override |
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---
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## Testing Strategy
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1. **Unit:** Threshold evaluation (8 tests)
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- Concentration > threshold → alert triggered
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- VAR increase → alert escalated
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- Threshold back to safe → alert resolved
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2. **Integration:** DB persistence (3 tests)
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- Insert alert
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- Escalate alert
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- Soft-delete resolved alert
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3. **E2E:** API + escalation flow (3 tests)
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- Threshold breach → alert appears in API
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- Time-based escalation (Initial → Warning → Critical)
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- Resolution clears alert
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4. **Golden:** Escalation timing (2 tests)
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- Known breach scenario → correct escalation at 2min, 5min
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- False positive rate <1%
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---
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## Assumptions
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- Thresholds are portfolio-specific (configurable per portfolio)
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- Escalation uses wall-clock time (not trading time)
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- Automatic resolution when metric returns to safe level
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- No deduplication (same threshold breach = one alert)
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---
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## Vertical Slice Boundary
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✅ **In Scope:** Threshold evaluation + alert lifecycle + event publishing
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❌ **Out of Scope:** Notification delivery (VS-09), alert aggregation, custom ML rules
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**Rationale:** Provides alert infrastructure; notifications/delivery separate concern
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