Module Algostream_normalization.Validator

Asset-aware tick validation, complementing the ingestion-side Data_quality verdicts.

Run AFTER Data_quality.check_market_tick / check_trade_print. The verdicts here are informational: callers decide whether to drop or annotate.

type extra_verdict =
  1. | Tick_size_violation of {
    1. price : float;
    2. tick_size : float;
    }
  2. | Min_trade_size_violation of {
    1. size : float;
    2. min_size : float;
    }
val check_tick : Algostream_domain_market.Asset.asset -> price:float -> size:float -> extra_verdict option

None = pass.