Bourse.Order.Sanity (bourse v0.1.0)

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Pre-submit order validation against market metadata.

Checks order shape, exchange order-type support, market limits, tick-size precision, and optional price deviation before an order is submitted.

Unified Bourse.create_order and Bourse.edit_order calls opt in with sanity: true. The default is false so existing callers retain the exchange's validation contract; validation is skipped when markets have not been loaded with Bourse.load_markets/1.

Options

  • :has — the exchange capability map, used to reject unsupported order types.
  • :partial — when true, an absent amount or price is treated as a field that is not being changed rather than a missing required field. The unified path sets this for edit_order, which carries only the changed fields.
  • :reference_price / :deviation_threshold — opt into the price-deviation warning.
  • :warnings — :strict promotes warnings to errors.

Summary

Types

reason()
result()

Functions

check_amount(amount, market, opts \\ [])

Validates order amount against market limits and precision.

check_cost(amount, price, market)

Validates order notional against market cost limits.

check_order_type(type, opts \\ [])

Validates order type and optional exchange capability support.

check_price(price, order_type, market, opts \\ [])

Validates order price against order type, market limits, and precision.

check_price_deviation(price, reference_price, opts \\ [])

Warns when price deviates beyond the configured reference-price threshold.

check_side(side)

Validates order side.

check_symbol(order_symbol, market)

Validates order symbol against market metadata.

validate(order_params, market, opts \\ [])

Runs all applicable sanity checks and collects every hard failure.

Types

reason()

@type reason() :: {atom(), String.t()}

result()

@type result() ::
  {:ok, map()}
  | {:ok, map(), [reason()]}
  | {:error, {:sanity_check, [reason()]}}

Functions

check_amount(amount, market, opts \\ [])

@spec check_amount(any(), map() | nil, keyword()) :: :ok | {:error, String.t()}

Validates order amount against market limits and precision.

check_cost(amount, price, market)

@spec check_cost(any(), any(), map() | nil) :: :ok | {:error, String.t()}

Validates order notional against market cost limits.

check_order_type(type, opts \\ [])

@spec check_order_type(
  any(),
  keyword()
) :: :ok | {:error, String.t()}

Validates order type and optional exchange capability support.

check_price(price, order_type, market, opts \\ [])

@spec check_price(any(), String.t() | nil, map() | nil, keyword()) ::
  :ok | {:error, String.t()}

Validates order price against order type, market limits, and precision.

check_price_deviation(price, reference_price, opts \\ [])

@spec check_price_deviation(any(), any(), keyword()) :: :ok | {:warning, String.t()}

Warns when price deviates beyond the configured reference-price threshold.

check_side(side)

@spec check_side(any()) :: :ok | {:error, String.t()}

Validates order side.

check_symbol(order_symbol, market)

@spec check_symbol(any(), map()) :: :ok | {:error, String.t()}

Validates order symbol against market metadata.

validate(order_params, market, opts \\ [])

@spec validate(map() | Bourse.Order.Builder.t(), map() | nil, keyword()) :: result()

Runs all applicable sanity checks and collects every hard failure.