Rebalancing

Rebalancing

Price moves, fees, fills, multipliers, and corporate actions can unbalance quantities, requiring bounded and observable future rebalancing.

The implementation uses deterministic shared functions so the market page, simulation API, strategy builder, and vault preview apply the same allocation and funding rules.

Operational controls

Require explicit canonical instrument mapping. Reject missing spot or perp prices. Propagate null and stale states instead of substituting values.

Limits and risk

Cross-venue legs cannot be atomic today. The simulator models target construction, not guaranteed execution.