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fix: use Decimal.quantize for base-10 rounding precision#291
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DukeDeSouth wants to merge 2 commits into
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fix: use Decimal.quantize for base-10 rounding precision#291DukeDeSouth wants to merge 2 commits into
DukeDeSouth wants to merge 2 commits into
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round_down(9.53, 2) returns 9.52 because floor(9.53 * 100) = floor(952.999...) = 952 in IEEE 754. Same class of bug affects round_up, round_normal, and to_token_decimals. Switched all four functions from float arithmetic (floor/ceil) to Decimal.quantize with ROUND_FLOOR/ROUND_CEILING/ROUND_HALF_UP. Decimal is already imported in helpers.py but was only used in decimal_places(). No new dependencies, signatures unchanged. Closes Polymarket#142 Made-with: Cursor
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round_normal() previously used Python's round() which implements banker's rounding (ROUND_HALF_EVEN). The initial Decimal.quantize fix incorrectly used ROUND_HALF_UP, changing midpoint behavior (e.g. 0.25 at 1dp: 0.2 vs 0.3). Fixed per Bugbot review. Made-with: Cursor
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round_down(9.53, 2) currently returns 9.52 because floor(9.53 * 100) hits
IEEE 754 representation (952.999...) and floors to 952. Same issue in
round_up, round_normal, and to_token_decimals.
This replaces float arithmetic with Decimal(str(x)).quantize() — the Decimal
import was already there for decimal_places() but unused for rounding. No new
deps, no signature changes, all 82 existing tests pass.
Closes #142
Made with Cursor
Note
Medium Risk
Changes rounding and amount conversion used to compute on-chain order amounts; small numeric behavior shifts could affect order sizing/price edge cases despite being a targeted fix for float precision issues.
Overview
Fixes float precision edge cases in order amount/price rounding by replacing
floor/ceil/round-based math withDecimal(str(x)).quantize(...)inround_down,round_normal, andround_up.Simplifies
to_token_decimalsto convert to 6-decimal token units viaDecimalmultiplication andROUND_HALF_EVENquantization, removing the priordecimal_places/extra rounding step so order amount calculations are deterministic in base-10.Written by Cursor Bugbot for commit 5a323da. This will update automatically on new commits. Configure here.