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arbitrix-core

Futures

G14MB0/arbitrix-core

Futures support — foundations¶

Futures instruments differ from CFDs/stocks in three first-class ways:

Multiplier: a futures bar quotes an index point; one contract = price × multiplier notional. MES = $5, ES = $50.
Integer-only sizing: contracts are indivisible. Engines floor for FUT and skip when the floored size is below min_order_size.
Asset class: InstrumentConfig.asset_class auto-classifies from security_type (FUT → futures, CONTFUT → futures_continuous), overridable per symbol.

SymbolContext¶

Per-symbol metadata is read from SymbolContext (immutable dataclass) via arbitrix_core.symbols.context.get_symbol_context(symbol). Every consumer — backtest, live runtime, costs, portfolio, microstructure — reads from this single surface.

arbitrix_core.symbols.context.SymbolContext `dataclass` ¶

Auto-classification¶

arbitrix_core.symbols.asset_class.classify_asset_class ¶

classify_asset_class(security_type: str) -> AssetClass

Commission scheme¶

InstrumentConfig.commission_scheme="per_contract" together with fee_per_contract activates the per-contract path in arbitrix_core.costs.base._resolve_commission_scheme. See Cost models for the full taxonomy.