fix(client): round protected market BUY shares down so the order can cross at max_price

[naruto11eth]

Summary

A market BUY with max_price is signed as two amounts: collateral to spend and shares to receive. The exchange derives the order price as makerAmount / takerAmount and only matches a BUY when that price is at or above the resting ask. When amount / max_price was not exactly representable, the SDK rounded the share count up, which placed the derived price a hair below max_price. An ask resting exactly at max_price, the normal target for a FAK or FOK at the touch, could never be lifted, and the venue simply reported the order as not filled. Most prices are affected: with amount=1 on a 0.01-tick market, every inexact division lands below the cap.

This change rounds the share count down instead, which is the construction the unprotected path and the legacy py-clob-client already use. The derived price now sits at or fractionally above max_price and always below the next tick, so the order lifts an ask at max_price, fills at the resting price, and cannot reach a higher tick. Maker amount stays the cent-rounded amount, so spend never exceeds it and the venue's whole-cent and $1 minimum rules are met whenever amount >= 1.

What changes on the wire

• Protected BUY: takerAmount drops by one precision step when the division is inexact. 1 @ 0.07 signs 14.2857 shares instead of 14.2858; 100 @ 0.55 signs 181.8181 instead of 181.8182. makerAmount is unchanged.
• Unprotected BUY and all SELL orders: unchanged. The protect_price flag is removed; SELL amounts never reached the rounding branch (2dp shares times the tick price always fits the amount precision), so one code path now covers both modes.
• This reverses the rounding direction chosen when protected orders were introduced (feat(client): support protected market orders #105), which encoded takerAmount as a minimum-shares floor at the cost of marketability. The documented contract, fill at max_price or better, is kept; the previously signed floor was never fillable at the cap.

Docs and tests

• create_market_order / place_market_order docstrings (sync and async) now state what max_price and min_price bound and why the signed price may sit fractionally above max_price.
• Direct tests on the amount math across all six tick sizes: derived price at or above max_price and below the next tick, maker never exceeds amount, maker on whole cents, taker on the amount tick; the $1 minimum case; exact division and SELL unchanged.
• Sync-client protected BUY test and a max_spend + max_price test, neither of which existed.

The TypeScript client has the same rounding and gets a matching change separately.

Fixes #291

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Note

Medium Risk
Changes signed order amounts for protected market BUYs, which affects fill behavior at exact max_price; logic is well-tested but trading-path regressions would show up as missed or altered fills.

Overview
Fixes protected market BUY orders with max_price that could fail to fill when liquidity sat exactly at the cap.

Amount encoding: _compute_market_order_amounts now always floors the share (taker) amount after precision trimming, instead of rounding shares up when protect_price=True. The exchange prices BUYs as maker / taker and only matches at or above the ask; rounding shares up pushed the derived price slightly below max_price, so touch liquidity was unreachable. Flooring keeps the encoded price at or fractionally above max_price (within one tick). The protect_price flag is removed so protected and unprotected paths share one rounding rule; SELL behavior is unchanged.

Wire impact: Inexact divisions lower takerAmount by one precision step (e.g. 100 @ 0.55 → 181_818_100 vs 181_818_200); makerAmount is unchanged.

Docs & tests: create_market_order / place_market_order docstrings (sync + async) document price bounds, sub-tick encoded price, and possible unspent dust. New parametrized unit tests on amount math, max_spend + max_price, and a sync protected-BUY assertion.

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