Drain and extra-day legs always trade MNQ

They traded the micro of whatever the firm listed: MNQ with NQ, but MGC
for a firm listing only GC and CL. Now every futures firm's tiny legs go on
MNQ, the one micro the bot has always drained on.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-27 18:54:41 -05:00
co-authored by Claude Opus 5.5
parent 5696f2b036
commit ed62788480
4 changed files with 15 additions and 20 deletions
+1 -2
View File
@@ -122,8 +122,7 @@ the batch firm's list, at random but weighted:
the type's max contracts); an instrument whose expected hold for the
batch's leg is 12 h or more is out of the draw (e.g. 6E at a $1,000 leg,
about a week).
- Micros stay out of the draw; drain and extra-day legs trade the micro of a
listed product (MNQ when NQ is listed).
- Micros stay out of the draw; drain and extra-day legs always trade MNQ.
Every draw logs its odds. `GET /api/instruments` shows each firm's list with
spread, daily move, hold and chance (`?simulate=10000` runs the real draw