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Honor the catalog's min-legs setting and carve $500 pieces

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Big days (> the $1,700 split threshold) must carve at least the account
type's minLegs from the catalog — pickLegAmount reserves the minimum
piece for each leg still owed, forcing a carve even once the residual
dips below the threshold, clamped to what the pieces allow. Days at or
below the threshold still trade as one leg. The smallest split piece
drops from $800 to $500. An older master without the field means no
minimum.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-11 15:32:40 -05:00
co-authored by Claude Fable 5
parent 620ab54d42
commit ae0f93a44f
6 changed files with 43 additions and 8 deletions
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lib/master-protocol.ts
+5 -1
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@@ -108,8 +108,12 @@ export interface CatalogAccountType {
maxLoss: number;
maxPositionSize: number;
targetSameEquity: boolean;
/** False = big days trade as one unsplit leg instead of random ≥$800 pieces. */
/** False = big days trade as one unsplit leg instead of random ≥$500 pieces. */
splitEnabled: boolean;
/** Big days (> the $1,700 split threshold) must carve at least this many
* legs (0 = however the carve falls). Smaller days always trade as one
* leg; clamped to what ≥$500 pieces make possible. */
minLegs: number;
/** True = CME holiday sessions count with the next full trading day, the way
* firms that follow CME clearing report them (e.g. Apex: Sun/Mon/Tue around
* a Monday holiday is ONE trading day, recorded on the Tuesday). */