These exist. Several manufacturers make them. The Kumostat wireless tags are popular and well engineered.
http://wirelesstag.net/index.html
Also most “tilt sensors” can be used in this way. Even the SmartThings-branded multisensor could be used for this, although it would be expensive for this purpose.
Weatherproofing is very important for this device category, which is one of the things that the Kumostat brand has done well.
As far as battery draw, you just need to check the specifications for each model or write the manufacturer. It’s the radio that tends to draw the most power so the protocol matters a great deal. Zigbee smart power is typically the lowest, then 433 MHz, then Bluetooth low-energy, then zigbee home automation, then Z wave plus, then Z wave, and then Wi-Fi last. But there are individual model variations and some devices are designed specifically for low power draw while others are not.
The usual goal in home automation for sensors is that they last for year if they have replaceable batteries and 3 years if they don’t.
If intended for use in a home security system, however, the demands are usually for longer battery life, typically three years for a replaceable and 10 years for a non replaceable.
Security systems achieve the longer battery life by offering fewer features on each individual device. For example, Open/close detection devices specifically designed for security use often don’t include temperature sensors, and almost never include humidity sensors. You have to use a separate device, sometimes a plug-in, to add temperature or humidity detection to the security system.
So there is some market differentiation between security and home automation, although there’s obviously also a lot of overlap. Although people shopping for home automation typically say they want the longest battery life possible, they don’t really mean it – – they’ll often buy a shorter lived device that has more features. So you need to know how you intend to market it.