Trading

What actually happens to an order

Sizing, execution and settlement, described as the code performs them. The tables below are counts from this deployment, not a specification sheet.

What you can trade 24 active

Class	Instruments	Min lot	Max leverage	Avg spread
Forex	8	0.01	30×	0.00190
Crypto	5	0.001	10×	2.80518
Indices	4	0.1	20×	1.20000
Synthetic	4	0.001	50×	0.49750
Commodities	3	0.01	20×	0.11300

Orders actually placed by type

No orders have been placed on this deployment yet. The table fills itself the first time a strategy, bot or alert clears the risk gate.

The execution model, step by step

1

A strategy returns a signal

Direction, entry, stop and target. A signal without a stop is refused later, because a position that cannot be sized cannot be risked.
2

The position is sized, not chosen

Size falls out of the distance to the stop and the pool’s risk-per-trade setting. You never pick a lot size; you pick how much you are willing to lose.
3

Fourteen checks run

Any one of them can refuse the trade. They are listed on the risk page with the thresholds this deployment uses.
4

The order goes to a broker adapter

Paper by default. Live adapters place the same order through the same interface, so nothing about the path changes when credentials are added.
5

Fills are recorded double-entry

Slippage and commission are booked against the pool as they happen, so equity is an accounting result rather than an estimate.

Broker adapters available

Paper Broker (internal simulation) Binance OANDA v20

Everything ships inert. Pools start as drafts, strategies start on standby, and the feed is simulated until you connect a broker.

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