Merge pull request #73 from Polymarket/fix/price-rounding

[PLAT-148] fix/ price rounding
Polymarket · Feb 2, 2023 · c6c87ef · c6c87ef
2 parents c869e64 + cec6632
commit c6c87ef
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Showing 4 changed files with 55 additions and 2 deletions.
diff --git a/package.json b/package.json
@@ -1,7 +1,7 @@
 {
     "name": "@polymarket/clob-client",
     "description": "Typescript client for Polymarket's CLOB",
-    "version": "1.1.22",
+    "version": "1.1.23",
     "contributors": [
         {
             "name": "Jonathan Amenechi",

diff --git a/src/utilities.ts b/src/utilities.ts
@@ -30,14 +30,23 @@ export const orderToJson = (order: SignedOrder, owner: string, orderType: OrderT
 };
 
 export const roundNormal = (num: number, decimals: number): number => {
+    if (decimalPlaces(num) <= decimals) {
+        return num;
+    }
     return Math.round((num + Number.EPSILON) * 10 ** decimals) / 10 ** decimals;
 };
 
 export const roundDown = (num: number, decimals: number): number => {
+    if (decimalPlaces(num) <= decimals) {
+        return num;
+    }
     return Math.floor(num * 10 ** decimals) / 10 ** decimals;
 };
 
 export const roundUp = (num: number, decimals: number): number => {
+    if (decimalPlaces(num) <= decimals) {
+        return num;
+    }
     return Math.ceil(num * 10 ** decimals) / 10 ** decimals;
 };
 

diff --git a/tests/order-builder/helpers.test.ts b/tests/order-builder/helpers.test.ts
@@ -683,6 +683,40 @@ describe("helpers", () => {
             expect(orderData.takerAmount).to.equal("2435871700");
             expect(Number(orderData.makerAmount) / Number(orderData.takerAmount)).to.gte(0.39);
         });
+
+        it("correctly rounds price amounts for validity buy - 6", async () => {
+            const order: UserMarketOrder = {
+                tokenID: "123",
+                price: 0.56,
+                amount: 1,
+            };
+            const orderData: OrderData = await buildMarketBuyOrderCreationArgs(
+                "",
+                "",
+                SignatureType.EOA,
+                order,
+            );
+            expect(orderData.makerAmount).to.equal("1000000");
+            expect(orderData.takerAmount).to.equal("1785700");
+            expect(Number(orderData.makerAmount) / Number(orderData.takerAmount)).to.gte(0.39);
+        });
+
+        it("correctly rounds price amounts for validity buy - 7", async () => {
+            const order: UserMarketOrder = {
+                tokenID: "123",
+                price: 0.57,
+                amount: 1,
+            };
+            const orderData: OrderData = await buildMarketBuyOrderCreationArgs(
+                "",
+                "",
+                SignatureType.EOA,
+                order,
+            );
+            expect(orderData.makerAmount).to.equal("1000000");
+            expect(orderData.takerAmount).to.equal("1754300");
+            expect(Number(orderData.makerAmount) / Number(orderData.takerAmount)).to.gte(0.39);
+        });
     });
 
     describe("createMarketBuyOrder", () => {

diff --git a/tests/utilities.test.ts b/tests/utilities.test.ts
@@ -1,6 +1,6 @@
 import "mocha";
 import { expect } from "chai";
-import { decimalPlaces, orderToJson } from "../src/utilities";
+import { decimalPlaces, orderToJson, roundDown } from "../src/utilities";
 import { Side as UtilsSide, SignatureType } from "@polymarket/order-utils";
 import { Chain, OrderType, Side, UserMarketOrder, UserOrder } from "../src";
 import { Wallet } from "@ethersproject/wallet";
@@ -516,4 +516,14 @@ describe("utilities", () => {
         expect(decimalPlaces(949.9970999999999)).to.equal(13);
         expect(decimalPlaces(949)).to.equal(0);
     });
+
+    it("roundDown", () => {
+        expect(roundDown(0.55, 2)).to.equal(0.55);
+        expect(roundDown(0.56, 2)).to.equal(0.56);
+        expect(roundDown(0.57, 2)).to.equal(0.57);
+
+        expect(roundDown(0.55, 4)).to.equal(0.55);
+        expect(roundDown(0.56, 4)).to.equal(0.56);
+        expect(roundDown(0.57, 4)).to.equal(0.57);
+    });
 });