Legs: cheapest symbol that reaches the target hold, last stands, a reserve that grows with size
- A batch sizes its leg on every mapped candidate, each at the leverage the broker states for it, and trades the cheapest (spread, commissions, expected swap) that reaches the target hold — else the quickest. The dashboard ranks the same way from a half-hourly candidate survey. - Last stand: when a daily-loss stop-out would leave the account within 15% of that loss above its max-drawdown floor (the account type's static max loss, or the broker's liquidation floor), the leg carries no daily-loss stop and is sized against the firm's own breach. - The daily-loss reserve is 10% of the limit or 0.1% of the position, whichever is more, since a stop's slippage grows with the position. - The account type's max notional is gone: the broker's margin rates cap each symbol. planLegSize holds the one sizing rule fireLeg, the pick and the dashboard share. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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Claude Opus 5.5
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@@ -233,7 +233,6 @@ function validatePayload(raw: unknown): FirmCatalogPayload {
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minDayStop: type.minDayStop === true,
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// Lenient: no hard daily limit, no notional cap.
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dailyLossLimit: nonNegative(type.dailyLossLimit),
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maxNotional: nonNegative(type.maxNotional),
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// The firm's calendar, stamped on every type so the cfg-based
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// paths (projections, completion, the dashboard) all see it.
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tradesEveryDay,
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