Bourse.Market (bourse v0.7.0)

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Unified market/instrument metadata.

Describes a trading pair and its properties — spot, derivatives, precision, limits, and fee structure.

Fields

  • id - Exchange-native market ID (e.g., "BTCUSDT")
  • symbol - Unified symbol (e.g., "BTC/USDT")
  • base, quote - Base and quote currency codes
  • base_id, quote_id - Exchange-native currency IDs
  • type - Market type: "spot", "swap", "future", "option". Multi-leg books that do not satisfy a single-leg type keep the venue kind ("option_combo", "future_combo") instead of borrowing option / future.
  • sub_type - "linear" or "inverse" for derivatives
  • spot, margin, swap, future, option, contract - Type flags
  • active - Whether the market is currently trading
  • settle, settle_id - Settlement currency
  • contract_size - Base-asset units represented by one contract. Linear quantity is already base-denominated, so this is the venue's contract unit (1 for Binance USD-M BTCUSDT). Inverse venues publish a multiplier (100 USD for Binance COIN-M BTCUSD). Linear notional is quantity * price * contract_size; inverse notional is contracts * contract_size. Nil when the venue states no unit. On a multi-leg book (combo?/1) the mark is a spread or premium difference, not an underlying — do not form a notional against it.
  • quantity_unit - Denomination of order quantity. "base" for base-asset linear contracts and for the canonical option unit.
  • native_quantity_unit - Venue option quantity unit ("base" or "contracts")
  • native_quantity_field - Venue option order field carrying the quantity
  • native_amount_step - Venue-native quantity increment before conversion
  • linear, inverse - Settlement direction flags
  • expiry, expiry_datetime - Futures/options expiration
  • strike - Options strike price
  • option_type - "call" or "put"
  • taker, maker - Fee rates as decimals
  • percentage - Whether fees are charged as a percentage
  • tier_based - Whether fees use a tiered schedule
  • precision_mode - Authored precision interpretation mode
  • precision - Price/amount/cost precision rules
  • limits - Min/max for price, amount, cost, leverage
  • created - Market listing timestamp in milliseconds
  • asset_index - Venue signing index for L1 actions (Hyperliquid: meta/spotMeta universe position with spot/HIP-3 offsets). Explicit — not overloaded onto id/base_id (carve C-T339).
  • info - Raw exchange response

Summary

Types

t()

Functions

combo?(market)

True when this market is a multi-leg combo/strategy book.

quantity_resolvable?(market)

True when contract_size has a resolvable unit for exposure math.

schema()

JSON Schema for the Market unified type.

Types

t()

@type t() :: %Bourse.Market{
  active: boolean() | nil,
  asset_index: integer() | nil,
  base: String.t() | nil,
  base_id: String.t() | nil,
  contract: boolean() | nil,
  contract_size: number() | nil,
  created: integer() | nil,
  expiry: integer() | nil,
  expiry_datetime: String.t() | nil,
  future: boolean() | nil,
  id: String.t() | nil,
  info: map() | nil,
  inverse: boolean() | nil,
  limits: map() | nil,
  linear: boolean() | nil,
  maker: number() | nil,
  margin: boolean() | nil,
  native_amount_step: number() | nil,
  native_quantity_field: String.t() | nil,
  native_quantity_unit: String.t() | nil,
  option: boolean() | nil,
  option_type: String.t() | nil,
  percentage: boolean() | nil,
  precision: map() | nil,
  precision_mode: String.t() | nil,
  quantity_unit: String.t() | nil,
  quote: String.t() | nil,
  quote_id: String.t() | nil,
  settle: String.t() | nil,
  settle_id: String.t() | nil,
  spot: boolean() | nil,
  strike: number() | nil,
  sub_type: String.t() | nil,
  swap: boolean() | nil,
  symbol: String.t() | nil,
  taker: number() | nil,
  tier_based: boolean() | nil,
  type: String.t() | nil
}

Functions

combo?(market)

@spec combo?(t()) :: boolean()

True when this market is a multi-leg combo/strategy book.

Deribit option_combo / future_combo are the current cases. The mark of a combo is a spread or premium difference between legs, not an underlying price — contracts * contract_size / mark is not a notional.

quantity_resolvable?(market)

@spec quantity_resolvable?(t()) :: boolean()

True when contract_size has a resolvable unit for exposure math.

False when this is a multi-leg combo (the mark is a spread or premium difference, not an underlying), and false when both native_quantity_unit and quantity_unit are unset on a market that is not a single-leg inverse or linear contract with a published size. Block exposure on false rather than multiplying by a unit-less contract_size.

schema()

@spec schema() :: map()

JSON Schema for the Market unified type.