Position Normalization Engine

SymbolMappingGate · Quantity normalization · Spec hash monitoring · Cross-broker copy safety

EXECUTION SAFETY

Position Normalization Doctrine

NEVER assume 1 lot source = 1 lot destination.

Contract sizes, tick values, and margin requirements vary by broker and instrument. Every cross-broker copy must normalize quantities through the PositionNormalizationEngine.

Normalization Request

Source Instrument

Source Broker Symbol

Source Quantity (lots)

Source Account Equity

Target Instrument

Sizing Method

Normalization Result

Normalized Quantity

1.00 lots

Method: NOTIONAL_EQUIVALENCE

Broker Min Lot

0.01✓

Broker Max Lot

500✓

Lot Step Valid

0.01 step✓

Margin Check

PASS✓

Risk Command

PASS✓

EXECUTION SAFE

Supported Sizing Methods

Fixed Target Lot

FIXED_TARGET_LOT

Lot Multiplier

LOT_MULTIPLIER

Balance Proportional

BALANCE_PROPORTIONAL

Equity Proportional

EQUITY_PROPORTIONAL

Fixed Monetary Risk

FIXED_MONETARY_RISK

% Risk

PERCENT_RISK

Notional Equivalence

NOTIONAL_EQUIVALENCE

Final quantity must pass: broker min · broker max · lot step · margin · Risk Command