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>
This commit is contained in:
co-authored by
Claude Opus 5.5
parent
b125257d4e
commit
58e7414849
@@ -381,6 +381,10 @@ export interface CatalogFirm {
|
||||
* own symbols for DXtrade (see lib/instruments.ts). Absent from a master
|
||||
* from before the lists — then bannedSymbols and symbolMap apply. */
|
||||
instruments?: string[];
|
||||
/** Futures firms: the most contracts the firm allows on an instrument,
|
||||
* by root, for every account type (absent = no limit beyond the type's
|
||||
* max contracts). */
|
||||
instrumentLimits?: Record<string, number>;
|
||||
/** Older masters' way to exclude roots; newer ones derive it from
|
||||
* `instruments`. */
|
||||
bannedSymbols: string[];
|
||||
|
||||
Reference in New Issue
Block a user