Broker-wide order-size barrier.
Each present cap applies to every order. An absent cap constrains nothing; a zero cap rejects positive metric values and admits a value of exactly zero.
Constructs a broker barrier from its limit.
limit accepts an OrderSizeLimit object or a plain OrderSizeLimitInit literal.
limit
OrderSizeLimit
OrderSizeLimitInit
Throws ParamError on an invalid limit.
ParamError
Broker-wide order-size barrier.
Each present cap applies to every order. An absent cap constrains nothing; a zero cap rejects positive metric values and admits a value of exactly zero.