fix(client): round protected BUY market orders down to preserve max_price (#292) - #1
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…rice (Polymarket#292) When prepare_market_order_draft encounters a protected BUY (max_price set), _compute_market_order_amounts used round_up for the final taker-amount step. Since implied price = maker / taker, inflating taker drives the implied price below max_price, making the order unfillable at the target ask level. Fix: remove the protect_price parameter and use round_down uniformly. This is consistent with: - The unprotected path (already used round_down) - TypeScript reference implementation - py-clob-client v0.34.6 after #323 fix Bug report: issue Polymarket#292 (same root cause as pollymarket/py-clob-client #323). Tests: 14 cases covering all problematic prices in 2dp and 3dp markets.
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Summary
Protected BUY market orders with
max_pricecan become unfillable at the target ask level due to aggressive rounding of the taker amount.Bug
When
prepare_market_order_draftencounters a protected BUY (wheremax_priceis set),_compute_market_order_amounts()usesround_upfor the final taker-amount step after verifying the implied price would exceedmax_price. Since implied price = maker / taker, inflating taker drives the implied price belowmax_price, making the order unfillable at the target ask level.Example
round_up(0.07 * 1e6, ...)→ 14,285,714 sharesround_down→ 14,285,714 shares (implied ≥ $0.07)Fix
Remove the
protect_priceparameter from_compute_market_order_amounts(). Useround_downuniformly in both branches — this is consistent with:round_down)round_normal→round_down)Tests
Added comprehensive test suite covering all problematic prices in 2dp and 3dp markets where rounding errors would break the max_price guarantee.
Related: issue Polymarket#292, py-clob-client #323