freqtrade/docs/PHASE_P16.md

Phase 16: Order Router & Guardrails

Overview

The Order Router (adapters/ccxt_shim/order_router.py) acts as a critical choke point for all order operations in the BreezeCCXT shim. It enforces strict trading policies to prevent invalid or risky orders from reaching the exchange or the mock adapter.

Policies Enforced

1. Lot Size

• Source: SecurityMaster (via BreezeCCXT.markets)
• Rule: Order amount must be a perfect integer multiple of the contract's lot size.
• Behavior: Rejects non-compliant orders with order_router_block:lot_size.

2. Buyer Only Guard

• Rule:
  • BUY: Always allowed.
  • SELL: Allowed ONLY if an open position (Long) exists for the symbol.
• Purpose: Strictly prevents short selling or opening short positions.
• Behavior: Rejects invalid sells with order_router_block:buyer_only.

3. Modification Rules

• Method: edit_order (Simulated via Cancel/Replace)
• Quota: Max 3 modifications per order ID.
• Ladder: Min 2 seconds between modifications for the same order.
• Behavior: Rejects excessive or rapid mods with order_router_block:mod_quota or order_router_block:mod_ladder.

Acceptance Gates

P16 (Positive)

• Command: bash scripts/accept_all.sh p16_order_router
• Behavior: Places a valid BUY order and cancels it. Expects Success.

P16 (Negative)

• Command: bash scripts/accept_all.sh --neg p16_order_router
• Behavior: Attempts a SELL order without an open position.
• Expectation: Gate PASSES if the Order Router BLOCKS the sell with order_router_block:buyer_only.

Implementation Details

• Class: OrderRouter
• Integration: BreezeCCXT initializes OrderRouter and calls validate_entry in create_order and track_and_assert_modify in edit_order.