virtu-market-microstructure

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Audited by Snyk on Mar 9, 2026

Risk Level: MEDIUM
Full Analysis

MEDIUM W009: Direct money access capability detected (payment gateways, crypto, banking).

  • Direct money access detected (high risk: 1.00). The skill is explicitly designed for trading and order execution. It defines execution algorithms (execute_vwap, execute_slice), a SmartOrderRouter that allocates and routes orders across venues, and calls that send orders/fills (post_passive_order, send_ioc, route_order, execute_slice). These are concrete mechanisms to place market/IOC/limit orders and manage executions—i.e., directly move financial assets. Therefore it grants direct financial execution capability.
Audit Metadata
Risk Level
MEDIUM
Analyzed
Mar 9, 2026, 06:12 PM