Futures legs respect a firm's per-instrument contract limit

A firm can cap how many contracts of an instrument its accounts may hold
(the catalog's instrumentLimits, set on the master's Firms page). A leg
trades one contract per $1,000, capped by the account type's max contracts
and that limit. The Auto draw sizes each instrument's hold with the capped
count, so a limit that slows a leg past 12 hours takes it out of the draw.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

lib/instruments.ts

@@ -36,6 +36,7 @@ export interface FirmLike {
     id?: string;
     platform: string;
     instruments?: string[];
+    instrumentLimits?: Record<string, number>;
     bannedSymbols?: string[];
     symbolMap?: Record<string, { symbol: string }[]>;
 }
@@ -155,6 +156,8 @@ export interface LegShape {
     leg: number;
     stopDollars: number;
     maxPositionSize: number;
+    /** The firm's most contracts per instrument, by root (absent = none). */
+    limits?: Record<string, number>;
 }
 
 function progressNow(now: Date): number | null {
@@ -188,11 +191,13 @@ export function futuresBoard(roots: readonly string[], leg: LegShape | null, now
     disabled: string[];
     wide: string[];
 } {
-    const contracts = leg ? futuresContracts(leg.leg, leg.maxPositionSize) : 1;
     const max = maxEntrySpread();
     const candidates = roots.filter((r) => CME_SPECS[r]).map((root) => {
         const dailyMove = market.get(root)?.dailyMove ?? null;
         const spread = entrySpread(root, now.getTime());
+        // The size this leg would trade on this root: a firm's cap on the
+        // instrument slows it, and may push it past the hold cap.
+        const contracts = leg ? futuresContracts(leg.leg, leg.maxPositionSize, leg.limits?.[root] ?? 0) : 1;
         return {
             symbol: root,
             spreadDollars: spread.dollars,
@@ -254,10 +259,10 @@ export function instrumentStatsFor(
     lead: (LegShape & { account: string }) | null,
 ): InstrumentStats {
     const listed = firmInstruments(firm);
-    const board = futuresBoard(listed, lead);
+    const limits = firm.instrumentLimits ?? {};
+    const board = futuresBoard(listed, lead ? { ...lead, limits } : null);
     const disabled = new Set(board.disabled);
     const max = maxEntrySpread();
-    const leg = lead ? { leg: lead.leg, stopDollars: lead.stopDollars, contracts: futuresContracts(lead.leg, lead.maxPositionSize) } : null;
     return {
         at: new Date().toISOString(),
         account: lead?.account ?? null,
@@ -268,7 +273,12 @@ export function instrumentStatsFor(
         quoteSource: quoteSource(),
         instruments: CME_ROOTS.map((root) => {
             const dailyMove = market.get(root)?.dailyMove ?? null;
-            const holdHours = leg ? expectedHoldHours({ ...leg, dailyMove }) : null;
+            const holdHours = lead
+                ? expectedHoldHours({
+                    leg: lead.leg, stopDollars: lead.stopDollars, dailyMove,
+                    contracts: futuresContracts(lead.leg, lead.maxPositionSize, limits[root] ?? 0),
+                })
+                : null;
             const spread = entrySpread(root);
             return {
                 symbol: root,