What should a pre-trade risk gate return before a trading agent is allowed to act?

We are building a research layer for trading agents and would value input from builders who have put real tools into an agent workflow.

Our current gate returns structured context rather than a buy/sell instruction: volatility and drawdown versus a benchmark, concentration and correlation checks, option-positioning context, and a Monte Carlo range.

The design question: which fields should be hard blockers, which should be WARN-only, and what is the smallest useful JSON response an agent should see before it proposes or executes a trade?

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Research only — not investment advice.