market order quantity fix

internal/api/order_handler.go

@@ -188,6 +188,48 @@ func (h *OrderHandler) PlaceMarketOrder(c *gin.Context) {
 	}
 
 	book := h.bookManager.GetOrCreate(req.Symbol)
+
+	// Pre-execution validation for Market Orders:
+	// Verify that the user has sufficient funds/assets before hitting the engine.
+	p, err := h.portfolioMgr.LoadOrFetch(c.Request.Context(), userID)
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": "failed to load portfolio: " + err.Error()})
+		return
+	}
+
+	if side == engine.SideBuy {
+		bestAsk := book.BestAsk()
+		if bestAsk <= 0 {
+			// If no liquidity, we can't estimate cost.
+			// Rejection is safer for massive orders like 5B.
+			c.JSON(http.StatusBadRequest, gin.H{"error": "insufficient liquidity in the order book"})
+			return
+		}
+		estCost := (float64(bestAsk) / 100.0) * float64(req.Quantity)
+		if p.AvailableCash < estCost {
+			c.JSON(http.StatusBadRequest, gin.H{
+				"error":          "insufficient funds",
+				"available_cash": p.AvailableCash,
+				"estimated_cost": estCost,
+			})
+			return
+		}
+	} else if side == engine.SideSell {
+		pos, ok := p.Positions[req.Symbol]
+		if !ok || pos.Quantity < float64(req.Quantity) {
+			avail := 0.0
+			if ok {
+				avail = pos.Quantity
+			}
+			c.JSON(http.StatusBadRequest, gin.H{
+				"error":            "insufficient assets",
+				"available_shares": avail,
+				"required_shares":  req.Quantity,
+			})
+			return
+		}
+	}
+
 	orderID, status, result := book.MarketAutoID(side, int(req.Quantity))
 	if status != engine.StatusOK {
 		c.JSON(http.StatusInternalServerError, gin.H{"error": "engine error: " + status.Error()})