Feature request: split position into multiple orders when exchange max-size limits prevent full risk mgmt sizing#767

Hello Cornix Team,

Based on your explanation, I understand that Cornix calculates the intended position size from:

• Risk Management %
• portfolio size
• entry-to-stop distance

and that the trade may open smaller if the exchange maximum position size for that symbol/leverage is lower than the calculated size.

I would like to request a feature that handles this automatically.

Feature request:

When the calculated position size required to match the requested RM% exceeds the exchange’s maximum order/position limit for the symbol and leverage, Cornix could automatically split the position into multiple orders or staged entries until the intended RM-based position size is reached, as long as this is allowed by the exchange.

Example:

• Wallet: 100,000 USDT
• Risk Management: 0.33%
• Intended risk: 330 USDT
• Entry: 1.9472
• Stop: 1.889983
• Stop distance: ~2.94%
• Required notional to match RM: ~11,224 USDT
• Exchange accepted only ~3,053 USDT notional

In this case, the actual trade only used around 0.09% wallet risk instead of the requested 0.33%.

Suggested behavior:

If Cornix detects that the calculated RM-based position size is larger than the exchange limit, it could:

1. Split the required position into multiple smaller orders.
2. Keep submitting orders until the intended RM-based exposure is reached or the exchange no longer allows additional size.
3. Attach the same stop-loss and take-profit structure to the combined position.
4. Show a warning if the full RM target still cannot be reached.

5. Display both:

   • requested RM %
   • actually achieved RM %
   • reason for any shortfall, such as exchange max-size cap.

This would make RM-based sizing much more predictable for larger wallets and lower-liquidity symbols, where the exchange cap can otherwise cause the actual risk to be much lower than intended.

Thank you for considering this feature.