feat(client): support protected market orders

[cesarenaldi]

Summary

• add BUY max_price and SELL min_price protection to Python market orders
• skip book-derived price estimation when a protected price is provided
• expose protected prices on sync and async SecureClient overloads

Verification

• uv run pytest tests/unit
• uv run ruff check .
• uv run ruff format --check .
• uv run pyright

Linear: DEV-278

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Note

Medium Risk
Changes signed market-order price and amount construction in the trading path; incorrect rounding or validation could affect fill bounds, though behavior is covered by new unit tests.

Overview
Adds protected market orders so callers can cap execution price without relying on book-based estimates.

BUY orders accept optional max_price; SELL orders accept optional min_price. Validation rejects cross-side misuse (e.g. min_price on BUY). When a protected price is set, draft preparation uses that price (with tick-size bounds and decimal checks) and does not call /book for estimation.

Amount rounding in _compute_market_order_amounts gains a protect_price path that rounds up the taker leg when needed, so protected limits are not undercut by downward rounding.

create_market_order and place_market_order on async and sync SecureClient pass the new kwargs through typed overloads. Unit tests cover validation, overload signatures, and no-book behavior.

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