CTS-K-N Control Plane

Canonical calculation contract

Understanding the correct architecture for pseudo positions and volume calculations

Critical Architecture Principle: BASE, MAIN, and REAL pseudo positions do NOT use volume calculations. They use position counts and ratios only. Volume is calculated exclusively at the EXCHANGE level.

Incorrect Approach (Old)

Volume calculated at Base/Main/Real levels

// ❌ WRONG
const basePosition = {
  volume: calculateVolume(
    baseVolumeFactor
  ),
  entryPrice: 50000,
  quantity: volume / entryPrice
}

This approach incorrectly calculates volume before reaching the Exchange level, coupling strategy logic with account balance.

Correct Approach (New)

Volume only at Exchange level

// ✅ CORRECT
const basePseudoPosition = {
  positionCost: 0.1, // 10%
  ratio: 1.0,
  entryPrice: 50000
  // NO volume field
}

// Later at Exchange:
const volume = calculate(
  positionCost,
  accountBalance
)

This approach keeps pseudo positions independent of account balance, calculating volume only when executing on the exchange.

Key Principles

Pseudo Positions Use Ratios

Base/Main/Real levels work with position cost ratios (0.01-1.0) representing percentages

Volume Only at Exchange

Actual volume calculation happens exclusively when executing orders on exchanges

Strategies Use Factors

Block and DCA strategies adjust ratios and factors, not volumes

Account Size Independent

Pseudo positions work the same regardless of account balance

Implementation Checklist

Ensure your code follows these principles

Base pseudo positions use positionCost (ratio) only

Main filtering uses step counts, not volume

Real validation checks affordability via ratios

Volume calculated ONLY at Exchange level

Block strategy adjusts ratios, not volumes

DCA strategy adjusts factors, not volumes

No account balance references before Exchange

No quantity calculations before Exchange

Position cost always in ratio format (0.01-1.0)

Exchange level converts ratios to actual volumes

// ✅ CORRECT const basePseudoPosition = { positionCost: 0.1, // 10% ratio: 1.0, entryPrice: 50000 // NO volume field } // Later at Exchange: const volume = calculate( positionCost, accountBalance )

Volume Ratio Reference

Canonical calculation contract

Volume Ratio Reference

Canonical calculation contract