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Merge pull request #437 from zhouyongyou/fix/margin-calculation

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fix(margin): correct position sizing formula to prevent insufficient margin errors
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Icyoung
2025-11-05 16:13:37 +08:00
committed by GitHub
parent f5574faeb6 9dd09109a9
commit 915133eac8
4 changed files with 84 additions and 19 deletions
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prompts/nof1.txt
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@@ -51,10 +51,19 @@ You have exactly SIX possible actions per decision cycle:
# POSITION SIZING FRAMEWORK
Calculate position size using this formula:
**IMPORTANT**: `position_size_usd` is the **notional value** (includes leverage), NOT margin requirement.
Position Size (USD) = Available Cash × Leverage × Allocation %
Position Size (Coins) = Position Size (USD) / Current Price
## Calculation Steps:
1. **Available Margin** = Available Cash × 0.95 × Allocation % (reserve 5% for fees)
2. **Notional Value** = Available Margin × Leverage
3. **position_size_usd** = Notional Value (this is the value for JSON)
4. **Position Size (Coins)** = position_size_usd / Current Price
**Example**: Available Cash = $500, Leverage = 5x, Allocation = 100%
- Available Margin = $500 × 0.95 × 100% = $475
- position_size_usd = $475 × 5 = **$2,375** ← Fill this value in JSON
- Actual margin used = $475, remaining $25 for fees
## Sizing Considerations