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fix: use round_down for price in market orders (closes #323)#330
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Sertug17 wants to merge 1 commit into
Open
fix: use round_down for price in market orders (closes #323)#330Sertug17 wants to merge 1 commit into
Sertug17 wants to merge 1 commit into
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Market orders should use round_down (not round_normal) when computing raw_price to match TypeScript client behavior and avoid over-paying. Closes Polymarket#323
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Problem
get_market_order_amountsusesround_normalforraw_price, which canround the price up when the fractional part is >= 0.5. This causes the
computed maker/taker amounts to diverge from the TypeScript client, which
consistently uses
round_downfor price in market orders.Fix
Replace
round_normalwithround_downforraw_priceinsideget_market_order_amountsonly. Theget_order_amounts(limit orders)function is intentionally left unchanged.
References
Closes #323
Note
Medium Risk
Changes rounding behavior for
raw_pricein market orders, which can alter computed maker/taker amounts and downstream order signing/execution. Risk is limited in scope but affects trading amount calculations.Overview
Market-order amount calculation now always rounds
pricedown (replacinground_normalwithround_down) inget_market_order_amounts, preventing price rounding up from shifting computed maker/taker amounts.Limit-order pricing via
get_order_amountsis unchanged, keeping prior rounding behavior there.Reviewed by Cursor Bugbot for commit fff3756. Bugbot is set up for automated code reviews on this repo. Configure here.