A heuristic band for a queued order's price limits: Δp ≈ k · φ(Φ⁻¹(p)) · √(h / T), the
probability move of a digital under Brownian motion over the horizon h (delay + tick +
resolve + signing), scaled by the time T left. Use maxProbability = p + Δp on exact-quantity
mints and minProbability = p − Δp on sells, and size cost caps at the shifted probability.
A sizing aid pending product sign-off, not a contract rule.
A heuristic band for a queued order's price limits:
Δp ≈ k · φ(Φ⁻¹(p)) · √(h / T), the probability move of a digital under Brownian motion over the horizonh(delay + tick + resolve + signing), scaled by the timeTleft. UsemaxProbability = p + Δpon exact-quantity mints andminProbability = p − Δpon sells, and size cost caps at the shifted probability. A sizing aid pending product sign-off, not a contract rule.