@openpit/engine
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    Class OrderSizeLimit

    Independent quantity and notional caps for one order.

    On asset-keyed barriers, quantity resolves by the instrument's underlying asset and notional by its settlement asset. A cap may be absent and then constrains nothing; its chain skips a matching barrier without that cap. A cap set to zero rejects positive metric values and admits a value of exactly zero.

    Index
    • Constructs an order-size limit.

      Each cap accepts its value object, a DecimalInput, or null/undefined. The core rejects a limit with neither cap when the containing policy is built.

      Errors

      Throws ParamError on an invalid value.

      Parameters

      • max_quantity: string | number | bigint | Quantity | null | undefined
      • max_notional: string | number | bigint | Volume | null | undefined

      Returns OrderSizeLimit

    maxNotional: Volume | undefined

    The maximum notional, or undefined when notional is unconstrained.

    maxQuantity: Quantity | undefined

    The maximum order quantity, or undefined when quantity is unconstrained.

    • Returns void

    • Returns void