I'm looking at the examples for the RiskManagement module creation. One of the ideas is to create a "flash crash" risk management model, I was wondering if there's any code that would demonstrate this. Reason I ask is because I have a similar algorithm that I would like to turn into a Risk Management module to have it be reusable in other algorithms, but I'm not sure how to subscribe and use indicators within a Risk Management module since its not receiving a "data" object in the ManageRisk function. 

What would be the best way to go about this? 

Author