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 field | MesoLive support | Notes |
|---|---|---|
| Settings.Core.LegSelectionConstraint | Supported (different) | The Portal provides a Leg Selection dropdown in Build/Adjustments. The Strategy Definition value is not used. |
| Settings.Core.ExpirationSelectionConstraint | Not supported | MesoLive does not enforce the MesoSim “AbortOnReuse/AllowReuse” expiration alias uniqueness behavior. |
| Settings.Core.Margin | Supported | When enabled the calculated margin is shown in the position details page. |
| Settings.Core.Margin.Model | Not supported | Simulation-only. |
| Settings.Core.Margin.HouseMultiplier | Not supported | Simulation-only. |
| Settings.Core.Margin.RegTMode | Not supported | Simulation-only. |
| Settings.Core.Margin.PMConfig | Not supported | Simulation-only. |
LegSelectionConstraint (Core)
MesoLive supports the concept of leg uniqueness during selection, but:
- It is selected in the Portal UI during Build/Adjustments.
- Only
FullyUniqueandUniqueInPositionare currently offered in the UI (MesoSim also supportsNone).
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 field | MesoLive support | Notes |
|---|---|---|
| Settings.Sim.FillModel | Ignored | Live trading uses broker fills and Operator order handling; paper trading uses user-entered fills. |
| Settings.Sim.SlippageAmt | Ignored | Simulation-only. |
| Settings.Sim.Commission | Ignored | Simulation-only. Paper trading commissions are configured per paper account in MesoLive. |
| Settings.Sim.PositionMonitor | Ignored | Simulation-only. |
| Settings.Sim.TearsheetGeneration | Ignored | Simulation-only. |
Settings.User
| Strategy Definition field | MesoLive support | Notes |
|---|---|---|
| Settings.User | Ignored | Not currently used by MesoLive. |