I'm working with a startup that is building an exchange platform in which a platform-wide currency is exchanged for commodities which are discrete. For the sake of the question, let's say that users are buying and selling limited-edition pogs (though we don't have to account for the condition of the items). This is similar to buying and selling stocks in that the users make bids for acceptable prices at which they are willing to buy or sell a number of pogs.
Here's the problem we're encountering: The founders envision a user (let's say Bob) who may only have $5.00 to his name, may want to put in an order for pog A at $5.00 and pog B at $5.00 (and the current best sell prices for pogs A and B are around $6.00). In the stock market exchanges I'm familiar with, if you have $5.00 and you put in a bid for $5.00 of stock, your $5.00 are now tied up; you can't put in an order for another stock for $5.00 also. For our exchange, we envision an approach where if Bob wants to place orders for pogs A and B at $5.00 each, and then the best sell price for both pogs moves to $5.00, the oldest order is filled, and the other order becomes inactive. Before we proceed with development, we want to research if there is any other exchange that offer this same ability, as we are concerned that there may be technical limitations in this approach that have prevented it from being implemented thus far.
So basically, are there any exchanges in which a user can place bids for multiple commodities that would exceed his/her funds if all orders were filled, and in which the exchange will prevent orders that would exceed the user's balance from being filled?