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>

lib/master-protocol.ts

@@ -209,9 +209,6 @@ export interface CatalogAccountType {
      *  stop that keeps the firm's day from losing more than this, less a 10%
      *  reserve and fees. Optional: an older master doesn't send it. */
     dailyLossLimit?: number;
-    /** Cap on one position's notional in dollars (0 = none), where the
-     *  platform prices positions (DXTrade). */
-    maxNotional?: number;
     /** Copied from the firm by the catalog sync, so every cfg-based path sees
      *  it: the firm trades every calendar day (24/7). */
     tradesEveryDay?: boolean;