Sizing

How capital becomes order sizes.

allocated capital = capital x allocation
leg notional      = allocated capital x leverage

All amounts are computed in whole cents with exact integer arithmetic, so the legs always add up to your capital.

Venue minimums

Lighter has a minimum order size per market: the larger of its minimum quote amount and its minimum base size at the current price. A leg below it is blocked with the exact figure. For example AMD currently needs about 19 dollars per leg because of its base-size minimum, while NVDA and AAPL need 10.