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>
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Claude Opus 5.5
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@@ -228,13 +228,12 @@ export function isFirmPlatform(value: unknown): value is FirmPlatform {
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return typeof value === 'string' && (FIRM_PLATFORMS as readonly string[]).includes(value);
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}
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/** One symbol a DXTrade firm may trade for a CME root. */
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/** One symbol a DXTrade firm may trade for a CME root. Position size comes
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* from volatility and the firm's target hold, never from the map (an older
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* master's notionalPerContract is ignored). */
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export interface SymbolMapCandidate {
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/** The platform's symbol, e.g. "BTC/USD". */
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symbol: string;
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/** Fixed sizing: notional per $1,000 of leg (like futures' one contract
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* per $1,000). Used when volatility sizing is off or can't run. */
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notionalPerContract: number;
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/** Per-side commission % for this symbol; absent = the firm's. */
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commissionPct?: number;
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}
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@@ -263,8 +262,8 @@ export interface CatalogFirm {
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tradesEveryDay?: boolean;
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/** DXTrade: which symbols each CME root may trade as. */
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symbolMap?: SymbolMap;
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/** DXTrade volatility sizing: aim each leg's expected hold at this many
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* hours (0 = fixed sizing from the symbol map). */
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/** DXTrade sizing: aim each leg's expected hold at this many hours
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* (0 = DEFAULT_TARGET_HOLD_HOURS, 12). */
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targetHoldHours?: number;
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/** Overnight financing the firm charges, % of notional per day (0 = none). */
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financingPctPerDay?: number;
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