DXtrade sizing: volatility only (12h default hold); fees and every-day only for DXtrade

The symbol map's fixed notional per contract is gone: every DXtrade leg is
sized from the instrument's recent volatility for the firm's target hold
(blank = 12 h), and a candidate without a volatility isn't picked. Percent
commission and every-day trading are ignored on non-DXtrade firms, which keep
measured per-contract fees and the CME calendar.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-26 17:29:32 -05:00
co-authored by Claude Opus 5.5
parent 28f465508d
commit d01f03b293
9 changed files with 87 additions and 100 deletions
+6 -3
View File
@@ -104,6 +104,9 @@ A DXtrade firm is set up on the master's **Firms** page like any other, plus:
- **Server URL** (`https://dx.tradeify247.co/dxsca-web`) and **login domain**
(usually `default`). Changing the URL re-keys the firm's accounts.
These settings only exist for DXtrade firms; futures firms keep their measured
per-contract fees and the CME calendar.
- **Commission %** of notional per side (Tradeify: `0.04`). The engine prices
every fee off the fill with it.
- **Trades every day** — weekends and CME holidays included. Such a firm runs
@@ -114,9 +117,9 @@ A DXtrade firm is set up on the master's **Firms** page like any other, plus:
covers every root (drain and extra-day legs trade `MNQ`, so map it or use
`*`). When a root lists several, the cheapest tradable one right now wins:
spread plus both commissions, divided by its recent hourly volatility.
- **Target hold hours** — size each leg's notional so its expected hold is
about this long (0 = the symbol map's fixed notional per $1,000 of leg), and
**financing %/day** if the firm charges swap.
- **Target hold hours** — each leg's notional is sized from the instrument's
recent volatility so its expected hold is about this long (blank = 12 h),
and **financing %/day** if the firm charges swap.
Per account type: **Daily loss limit** (Tradeify: 3% of size — every leg then
carries a stop that keeps the firm's day inside it, less a 10% reserve and