A practical guide to risk review before paper orders in TEMIRIN using configured records, explicit market identity, current controls, and human review.
July 11, 2026 · 4 min read
A paper-order review begins with a user-entered request, not with a system-selected amount. Require the exact configured market ID, outcome side, simulated direction, requested price, notional, and request time. Show the paper-only label beside the form and resulting record. Complete identity and units make later checks reproducible and prevent similarly named contracts or opposite outcomes from being combined in one exposure calculation.
Keep the supporting opportunity and evidence visible but separate. The preserved trigger price explains when the market first entered review, while the current price carries its own observation time. Canonical source references and explicit market links let the reviewer reopen the material that informed the request. Missing identity or required stored context should produce a clear blocked reason instead of an inferred value.
Per-market exposure and portfolio concentration depend on the latest stored portfolio context available to the workspace. Show the configured public address, snapshot time, relevant existing position, and concentration value used by the evaluation. A public-wallet snapshot is read-only and may have coverage limits, so preserve incomplete fields visibly and identify the exact observation that supported the result.
Review the largest existing exposures before interpreting a pass or block. One modest paper request can still reinforce a market that already dominates the visible portfolio. Conversely, a missing or stale record should not be replaced with a favorable assumption. The evaluation history should retain the snapshot reference used at request time so a later wallet synchronization does not silently rewrite the earlier result.
The per-order check compares the requested simulated notional with the configured maximum for one paper order. The rolling twenty-four-hour check adds the relevant paper-order notional stored during the preceding twenty-four hours and evaluates the new request against that allowance. Display the requested amount, existing total, applicable limit, and result in consistent units so the reviewer can reproduce either outcome.
The per-market exposure check evaluates the request with stored exposure for that exact market and outcome context. The portfolio-concentration check evaluates how the simulated request relates to the latest stored portfolio snapshot. Return every binding pass or block reason. Preserve the original request rather than changing its notional, because the user should see which value was evaluated and why the server accepted or rejected the simulation.
The workspace can show current policy context such as stake cap, source and category state, max-stake and minimum-confidence overrides, free-capital percentage, and kill switch. These stored fields help a reviewer understand the opportunity context. The price-move guard is evaluated with the authenticated in-app decision. Keep each label and reason attached to the record that owns it instead of describing all policy fields as paper-order checks.
Public bid, ask, spread, visible depth, and quote freshness are timestamped research context. A reviewer may use them when deciding whether the user-entered paper assumption is reasonable, but the paper result should list only the four server checks it actually evaluated. This precise language keeps interface copy, articles, alerts, journal notes, and exports aligned with the current workflow.
Test one request below all limits, one above the per-order limit, one above the rolling allowance, one that crosses market exposure, and one that crosses portfolio concentration. For each case, verify the user-entered fields, snapshot reference, calculated inputs, result, reason, and timestamp. A compact test matrix catches unit errors and vague explanations before they become part of routine paper review.
Include blocked simulations and no-action decisions in journal analysis rather than reviewing only accepted paper records. Later market movement does not change whether the original server calculation was correct for its stored inputs. Export a bounded sample and recompute the checks from the saved values. Reproducibility, explicit reasons, and stable record IDs make the risk process useful for team learning and support.
TEMIRIN can show the stored stake cap, source and category state, max-stake overrides, confidence settings, free-capital percentage, price-move guard, and kill-switch state with the evaluation record.
The server checks plan-scoped per-order and rolling twenty-four-hour notional, per-market exposure, and portfolio concentration.
The evaluation should return an explicit unavailable or blocked reason using the current stored record. The missing value is not guessed, and the user can review the market, price, or policy input that needs attention.
No. Configured public-wallet context is read-only and requires no seed phrase or private key. It can add position and concentration observations without establishing identity, eligibility, or full cost basis.
