Expand description
Notional-based position sizing.
Generalized from kucoin/bot/sizing.rs. Computes the integer number of
contracts (or base-asset units) that corresponds to a desired margin
commitment at the current price and leverage:
notional = margin_usd × leverage
contracts = floor(notional / (price × contract_value))
contracts = min(contracts, max_contracts)The contract_value is exchange- and symbol-specific (0.001 BTC for
XBTUSDTM, 0.01 ETH for ETHUSDTM, 1.0 SOL for SOLUSDTM). The framework
gets it from the ExchangeClient adapter — see the v0 trait extension
discussed in kucoin-v2/DESIGN_NOTES.md.
Structs§
- Position
Sizer - Computes order sizes from margin + leverage + price + contract multiplier.
- Sizing
Config - Configuration for
PositionSizer.