Place OCO stop brackets for the catalog's obfuscation options
When an account type opts in, legs are placed as an OCO pair via order/placeoco - the usual limit plus a stop: the first cycle day's stop keeps the day's net floor at -$1,000, min-day trades stop at 2x their target, and the day after any red day rides stopless to make it back. A stop-out books the day: eligibility refuses the account once realized P&L falls short of the legs fired (or is simply negative on an opted-in account, which survives restarts). If placeoco is rejected the leg falls back to the classic lone limit with a loud log rather than leave a position without an exit. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Fable 5
parent
ae0f93a44f
commit
c58e981b1e
@@ -114,6 +114,12 @@ export interface CatalogAccountType {
|
||||
* legs (0 = however the carve falls). Smaller days always trade as one
|
||||
* leg; clamped to what ≥$500 pieces make possible. */
|
||||
minLegs: number;
|
||||
/** Obfuscation, part 1: the first trading day of a cycle carries a $1,000
|
||||
* account stop — the day books red and ends instead of riding. */
|
||||
firstDayStop: boolean;
|
||||
/** Obfuscation, part 2: min-day (small) trades carry a 2×-target stop; a
|
||||
* stopped-out day books, and the next day rides stopless. */
|
||||
minDayStop: boolean;
|
||||
/** 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). */
|
||||
|
||||
Reference in New Issue
Block a user