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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@@ -30,8 +30,6 @@ export interface PlatformContract {
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/** Notional of one engine contract at the current mid — present where the
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* platform prices positions, which is what enables notional sizing. */
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stepNotional?: number;
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/** Fixed sizing: notional per $1,000 of leg (the symbol map's setting). */
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fixedNotional?: number;
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/** σ of log returns per √hour, from recent candles. */
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volatilityPerHour?: number;
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/** (ask − bid) / mid when the contract was picked. */
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