Why the size is one number for both legs, why the money per leg differs, and what changed for saved filters.
Deposit for the pairing is all the money you put into the pairing, across both legs at once. It funds the same quantity of the coin on each side: as many coins bought long as sold short. Equal quantity is what makes the position neutral — a price move on one leg is cancelled by the other.
The money per leg then comes out different. That is not a mistake: the legs are priced differently, and that difference in price is the spread.
The coin costs 100 where we buy and 110 where we sell — a 10 % spread.
A deposit of $2,100, 10 coins on each side:
Exactly $2,100 — the deposit is spent in full, and the legs hold the same number of coins.
Split the money evenly instead, $1,050 a leg, and you get 10.5 coins long against 9.55 short. Almost 10 % more coins on the long side: the position is no longer neutral, it is a bet on the price.
The tighter the spread, the closer the two amounts: at a 0.5 % spread they differ by the same 0.5 %.
max safe size are all measured at it. BBO spreads, funding and prices do not depend on it.
dropped further than you accept.
money", not "there is a spread somewhere".
does not fit here.
How the net spread itself is computed — The net spread. How much of the spread your size eats — Spread impact.
The field used to be called "Size per leg" and meant the amount on each leg — the whole pairing came out twice the number you typed. Now one number describes the whole pairing.
Saved filters, list profiles and alert rules were converted automatically: where 1000 per leg stood, 2000 for the pairing stands now. That is the same position as before — your results did not change and nothing needs redoing. To enter at half the size, put the old number back.