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Settings fields

In MesoSim, Settings controls simulation behavior (fills, slippage, commissions, margin model) and some core selection semantics (leg/expiration uniqueness).

In MesoLive:

  • Most Settings.Sim.* fields are simulation-only and are ignored.
  • Some Settings.Core.* concepts exist, but are often controlled by MesoLive UI rather than read from the Strategy Definition.

Settings.Core

Strategy Definition fieldMesoLive supportNotes
Settings.Core.LegSelectionConstraintSupported (different)The Portal provides a Leg Selection dropdown in Build/Adjustments. The Strategy Definition value is not used.
Settings.Core.ExpirationSelectionConstraintNot supportedMesoLive does not enforce the MesoSim “AbortOnReuse/AllowReuse” expiration alias uniqueness behavior.
Settings.Core.MarginSupportedWhen enabled the calculated margin is shown in the position details page.
Settings.Core.Margin.ModelNot supportedSimulation-only.
Settings.Core.Margin.HouseMultiplierNot supportedSimulation-only.
Settings.Core.Margin.RegTModeNot supportedSimulation-only.
Settings.Core.Margin.PMConfigNot supportedSimulation-only.

LegSelectionConstraint (Core)

MesoLive supports the concept of leg uniqueness during selection, but:

  • It is selected in the Portal UI during Build/Adjustments.
  • Only FullyUnique and UniqueInPosition are currently offered in the UI (MesoSim also supports None).

ExpirationSelectionConstraint

MesoSim can enforce that expiration aliases resolve to distinct targets (when AbortOnReuse is used).

MesoLive currently resolves each expiration alias independently and does not enforce that two aliases can’t land on the same expiration.

Workaround: ensure your expiration aliases cannot resolve to the same contract by using distinct DTE targets and/or Min/Max constraints and/or root filters.

Settings.Sim (simulation-only)

Strategy Definition fieldMesoLive supportNotes
Settings.Sim.FillModelIgnoredLive trading uses broker fills and Operator order handling; paper trading uses user-entered fills.
Settings.Sim.SlippageAmtIgnoredSimulation-only.
Settings.Sim.CommissionIgnoredSimulation-only. Paper trading commissions are configured per paper account in MesoLive.
Settings.Sim.PositionMonitorIgnoredSimulation-only.
Settings.Sim.TearsheetGenerationIgnoredSimulation-only.

Settings.User

Strategy Definition fieldMesoLive supportNotes
Settings.UserIgnoredNot currently used by MesoLive.