opinion-clob-sdk 0.1.13__py3-none-any.whl → 0.1.15__py3-none-any.whl

opinion_clob_sdk/__init__.py

@@ -12,7 +12,7 @@ from opinion_clob_sdk.chain.exception import (
     InsufficientGasBalance
 )
 
-__version__ = "0.1.13"
+__version__ = "0.1.15"
 __all__ = [
     "Client",
     "TopicStatus",

opinion_clob_sdk/chain/py_order_utils/utils.py

@@ -77,8 +77,8 @@ def calculate_order_amounts(price: float, maker_amount: int, side: OrderSide, de
     """
     Calculate the maker and taker amounts based on the price and side.
 
-    Uses precise Decimal arithmetic to ensure precision within 6 significant digits
-    (matching the matching engine's precision limit).
+    Uses precise Decimal arithmetic and ensures the calculated price from amounts
+    exactly matches the input price by using fractional representation.
 
     Args:
         price: The price of the order (between 0.001 and 0.999)
@@ -109,63 +109,61 @@ def calculate_order_amounts(price: float, maker_amount: int, side: OrderSide, de
     if price_decimal.as_tuple().exponent < -6:
         raise ValueError(f"Price precision cannot exceed 6 decimal places, got {price}")
 
-    maker_decimal = Decimal(str(maker_amount))
+    # Convert price to fraction for exact representation
+    # E.g., 0.111 = 111/1000, 0.222 = 222/1000 = 111/500 (simplified)
+    from fractions import Fraction
+    import math
+
+    price_fraction = Fraction(str(price)).limit_denominator(1000000)  # Limit denominator to avoid huge numbers
 
     if side == OrderSide.BUY:
         # For BUY: price = maker/taker
-        # Goal: Calculate taker and maker with only 6 significant digits each
-        # to match the matching engine's precision requirement
+        # Goal: Ensure maker/taker = price_num/price_denom EXACTLY
         #
         # Strategy:
-        # 1. Round maker_amount to 6 significant digits
-        # 2. Calculate taker = round(maker_6digit / price) to 6 significant digits
-        # 3. Recalculate maker = round(taker_6digit * price) to verify precision
+        # 1. Round maker to 4 significant digits
+        # 2. Find the closest (maker', taker') pair where:
+        #    maker'/taker' = price_num/price_denom exactly
+        #    maker' is close to maker_4digit
         #
-        # This ensures: maker_6digit / taker_6digit = price (exact match within 6 digits)
-
-        # Step 1: Round maker to 6 significant digits
-        maker_6digit = round_to_significant_digits(maker_amount, 6)
-
-        # Step 2: Calculate taker = maker / price
-        exact_taker = Decimal(str(maker_6digit)) / price_decimal
-        taker_amount = int(exact_taker)
+        # Method: maker' = k * price_num, taker' = k * price_denom
+        # Choose k such that maker' ≈ maker_4digit
 
-        # Step 3: Round taker to 6 significant digits
-        taker_6digit = round_to_significant_digits(taker_amount, 6)
+        # Step 1: Round maker to 4 significant digits as target
+        maker_4digit = round_to_significant_digits(maker_amount, 4)
 
-        # Step 4: Recalculate maker using 6-digit taker to ensure precision
-        recalculated_maker_decimal = Decimal(str(taker_6digit)) * price_decimal
-        recalculated_maker_amount = int(recalculated_maker_decimal)
+        # Step 2: Find the scaling factor k
+        # We want: k * price_num ≈ maker_4digit
+        # So: k ≈ maker_4digit / price_num
+        k = maker_4digit // price_fraction.numerator
+        if k == 0:
+            k = 1  # Ensure at least k=1
 
-        # Step 5: Round recalculated maker to 6 significant digits
-        recalculated_maker_6digit = round_to_significant_digits(recalculated_maker_amount, 6)
-
-        # Use the 6-digit values
-        taker_amount = taker_6digit
-        recalculated_maker_amount = recalculated_maker_6digit
+        # Step 3: Calculate exact maker and taker using k
+        # This guarantees: recalculated_maker_amount / taker_amount = price_num / price_denom
+        recalculated_maker_amount = k * price_fraction.numerator
+        taker_amount = k * price_fraction.denominator
 
     else:  # SELL
         # For SELL: price = taker/maker
-        # Goal: Calculate taker and maker with only 6 significant digits each
+        # Goal: Ensure taker/maker = price_num/price_denom EXACTLY
         #
-        # Strategy:
-        # 1. Round maker_amount to 6 significant digits
-        # 2. Calculate taker = round(maker_6digit * price) to 6 significant digits
-        # 3. This ensures: taker_6digit / maker_6digit = price (exact match within 6 digits)
-
-        # Step 1: Round maker to 6 significant digits
-        maker_6digit = round_to_significant_digits(maker_amount, 6)
-
-        # Step 2: Calculate taker = maker * price
-        exact_taker = Decimal(str(maker_6digit)) * price_decimal
-        taker_amount = int(exact_taker)
-
-        # Step 3: Round taker to 6 significant digits
-        taker_6digit = round_to_significant_digits(taker_amount, 6)
-
-        # Use the 6-digit values
-        taker_amount = taker_6digit
-        recalculated_maker_amount = maker_6digit
+        # Method: taker = k * price_num, maker = k * price_denom
+        # Choose k such that maker ≈ maker_4digit
+
+        # Step 1: Round maker to 4 significant digits
+        maker_4digit = round_to_significant_digits(maker_amount, 4)
+
+        # Step 2: Find the scaling factor k
+        # We want: k * price_denom ≈ maker_4digit
+        # So: k ≈ maker_4digit / price_denom
+        k = maker_4digit // price_fraction.denominator
+        if k == 0:
+            k = 1
+
+        # Step 3: Calculate exact maker and taker using k
+        recalculated_maker_amount = k * price_fraction.denominator
+        taker_amount = k * price_fraction.numerator
 
     # Ensure amounts are at least 1
     taker_amount = int(max(1, taker_amount))

opinion_clob_sdk/opinion_clob_sdk/__init__.py

@@ -12,7 +12,7 @@ from opinion_clob_sdk.chain.exception import (
     InsufficientGasBalance
 )
 
-__version__ = "0.1.13"
+__version__ = "0.1.15"
 __all__ = [
     "Client",
     "TopicStatus",

opinion_clob_sdk/opinion_clob_sdk/chain/py_order_utils/utils.py

@@ -77,8 +77,8 @@ def calculate_order_amounts(price: float, maker_amount: int, side: OrderSide, de
     """
     Calculate the maker and taker amounts based on the price and side.
 
-    Uses precise Decimal arithmetic to ensure precision within 6 significant digits
-    (matching the matching engine's precision limit).
+    Uses precise Decimal arithmetic and ensures the calculated price from amounts
+    exactly matches the input price by using fractional representation.
 
     Args:
         price: The price of the order (between 0.001 and 0.999)
@@ -109,63 +109,61 @@ def calculate_order_amounts(price: float, maker_amount: int, side: OrderSide, de
     if price_decimal.as_tuple().exponent < -6:
         raise ValueError(f"Price precision cannot exceed 6 decimal places, got {price}")
 
-    maker_decimal = Decimal(str(maker_amount))
+    # Convert price to fraction for exact representation
+    # E.g., 0.111 = 111/1000, 0.222 = 222/1000 = 111/500 (simplified)
+    from fractions import Fraction
+    import math
+
+    price_fraction = Fraction(str(price)).limit_denominator(1000000)  # Limit denominator to avoid huge numbers
 
     if side == OrderSide.BUY:
         # For BUY: price = maker/taker
-        # Goal: Calculate taker and maker with only 6 significant digits each
-        # to match the matching engine's precision requirement
+        # Goal: Ensure maker/taker = price_num/price_denom EXACTLY
         #
         # Strategy:
-        # 1. Round maker_amount to 6 significant digits
-        # 2. Calculate taker = round(maker_6digit / price) to 6 significant digits
-        # 3. Recalculate maker = round(taker_6digit * price) to verify precision
+        # 1. Round maker to 4 significant digits
+        # 2. Find the closest (maker', taker') pair where:
+        #    maker'/taker' = price_num/price_denom exactly
+        #    maker' is close to maker_4digit
         #
-        # This ensures: maker_6digit / taker_6digit = price (exact match within 6 digits)
-
-        # Step 1: Round maker to 6 significant digits
-        maker_6digit = round_to_significant_digits(maker_amount, 6)
-
-        # Step 2: Calculate taker = maker / price
-        exact_taker = Decimal(str(maker_6digit)) / price_decimal
-        taker_amount = int(exact_taker)
+        # Method: maker' = k * price_num, taker' = k * price_denom
+        # Choose k such that maker' ≈ maker_4digit
 
-        # Step 3: Round taker to 6 significant digits
-        taker_6digit = round_to_significant_digits(taker_amount, 6)
+        # Step 1: Round maker to 4 significant digits as target
+        maker_4digit = round_to_significant_digits(maker_amount, 4)
 
-        # Step 4: Recalculate maker using 6-digit taker to ensure precision
-        recalculated_maker_decimal = Decimal(str(taker_6digit)) * price_decimal
-        recalculated_maker_amount = int(recalculated_maker_decimal)
+        # Step 2: Find the scaling factor k
+        # We want: k * price_num ≈ maker_4digit
+        # So: k ≈ maker_4digit / price_num
+        k = maker_4digit // price_fraction.numerator
+        if k == 0:
+            k = 1  # Ensure at least k=1
 
-        # Step 5: Round recalculated maker to 6 significant digits
-        recalculated_maker_6digit = round_to_significant_digits(recalculated_maker_amount, 6)
-
-        # Use the 6-digit values
-        taker_amount = taker_6digit
-        recalculated_maker_amount = recalculated_maker_6digit
+        # Step 3: Calculate exact maker and taker using k
+        # This guarantees: recalculated_maker_amount / taker_amount = price_num / price_denom
+        recalculated_maker_amount = k * price_fraction.numerator
+        taker_amount = k * price_fraction.denominator
 
     else:  # SELL
         # For SELL: price = taker/maker
-        # Goal: Calculate taker and maker with only 6 significant digits each
+        # Goal: Ensure taker/maker = price_num/price_denom EXACTLY
         #
-        # Strategy:
-        # 1. Round maker_amount to 6 significant digits
-        # 2. Calculate taker = round(maker_6digit * price) to 6 significant digits
-        # 3. This ensures: taker_6digit / maker_6digit = price (exact match within 6 digits)
-
-        # Step 1: Round maker to 6 significant digits
-        maker_6digit = round_to_significant_digits(maker_amount, 6)
-
-        # Step 2: Calculate taker = maker * price
-        exact_taker = Decimal(str(maker_6digit)) * price_decimal
-        taker_amount = int(exact_taker)
-
-        # Step 3: Round taker to 6 significant digits
-        taker_6digit = round_to_significant_digits(taker_amount, 6)
-
-        # Use the 6-digit values
-        taker_amount = taker_6digit
-        recalculated_maker_amount = maker_6digit
+        # Method: taker = k * price_num, maker = k * price_denom
+        # Choose k such that maker ≈ maker_4digit
+
+        # Step 1: Round maker to 4 significant digits
+        maker_4digit = round_to_significant_digits(maker_amount, 4)
+
+        # Step 2: Find the scaling factor k
+        # We want: k * price_denom ≈ maker_4digit
+        # So: k ≈ maker_4digit / price_denom
+        k = maker_4digit // price_fraction.denominator
+        if k == 0:
+            k = 1
+
+        # Step 3: Calculate exact maker and taker using k
+        recalculated_maker_amount = k * price_fraction.denominator
+        taker_amount = k * price_fraction.numerator
 
     # Ensure amounts are at least 1
     taker_amount = int(max(1, taker_amount))

opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/__init__.py

@@ -12,7 +12,7 @@ from opinion_clob_sdk.chain.exception import (
     InsufficientGasBalance
 )
 
-__version__ = "0.1.13"
+__version__ = "0.1.15"
 __all__ = [
     "Client",
     "TopicStatus",

opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/chain/py_order_utils/utils.py

@@ -77,8 +77,8 @@ def calculate_order_amounts(price: float, maker_amount: int, side: OrderSide, de
     """
     Calculate the maker and taker amounts based on the price and side.
 
-    Uses precise Decimal arithmetic to ensure precision within 6 significant digits
-    (matching the matching engine's precision limit).
+    Uses precise Decimal arithmetic and ensures the calculated price from amounts
+    exactly matches the input price by using fractional representation.
 
     Args:
         price: The price of the order (between 0.001 and 0.999)
@@ -109,63 +109,61 @@ def calculate_order_amounts(price: float, maker_amount: int, side: OrderSide, de
     if price_decimal.as_tuple().exponent < -6:
         raise ValueError(f"Price precision cannot exceed 6 decimal places, got {price}")
 
-    maker_decimal = Decimal(str(maker_amount))
+    # Convert price to fraction for exact representation
+    # E.g., 0.111 = 111/1000, 0.222 = 222/1000 = 111/500 (simplified)
+    from fractions import Fraction
+    import math
+
+    price_fraction = Fraction(str(price)).limit_denominator(1000000)  # Limit denominator to avoid huge numbers
 
     if side == OrderSide.BUY:
         # For BUY: price = maker/taker
-        # Goal: Calculate taker and maker with only 6 significant digits each
-        # to match the matching engine's precision requirement
+        # Goal: Ensure maker/taker = price_num/price_denom EXACTLY
         #
         # Strategy:
-        # 1. Round maker_amount to 6 significant digits
-        # 2. Calculate taker = round(maker_6digit / price) to 6 significant digits
-        # 3. Recalculate maker = round(taker_6digit * price) to verify precision
+        # 1. Round maker to 4 significant digits
+        # 2. Find the closest (maker', taker') pair where:
+        #    maker'/taker' = price_num/price_denom exactly
+        #    maker' is close to maker_4digit
         #
-        # This ensures: maker_6digit / taker_6digit = price (exact match within 6 digits)
-
-        # Step 1: Round maker to 6 significant digits
-        maker_6digit = round_to_significant_digits(maker_amount, 6)
-
-        # Step 2: Calculate taker = maker / price
-        exact_taker = Decimal(str(maker_6digit)) / price_decimal
-        taker_amount = int(exact_taker)
+        # Method: maker' = k * price_num, taker' = k * price_denom
+        # Choose k such that maker' ≈ maker_4digit
 
-        # Step 3: Round taker to 6 significant digits
-        taker_6digit = round_to_significant_digits(taker_amount, 6)
+        # Step 1: Round maker to 4 significant digits as target
+        maker_4digit = round_to_significant_digits(maker_amount, 4)
 
-        # Step 4: Recalculate maker using 6-digit taker to ensure precision
-        recalculated_maker_decimal = Decimal(str(taker_6digit)) * price_decimal
-        recalculated_maker_amount = int(recalculated_maker_decimal)
+        # Step 2: Find the scaling factor k
+        # We want: k * price_num ≈ maker_4digit
+        # So: k ≈ maker_4digit / price_num
+        k = maker_4digit // price_fraction.numerator
+        if k == 0:
+            k = 1  # Ensure at least k=1
 
-        # Step 5: Round recalculated maker to 6 significant digits
-        recalculated_maker_6digit = round_to_significant_digits(recalculated_maker_amount, 6)
-
-        # Use the 6-digit values
-        taker_amount = taker_6digit
-        recalculated_maker_amount = recalculated_maker_6digit
+        # Step 3: Calculate exact maker and taker using k
+        # This guarantees: recalculated_maker_amount / taker_amount = price_num / price_denom
+        recalculated_maker_amount = k * price_fraction.numerator
+        taker_amount = k * price_fraction.denominator
 
     else:  # SELL
         # For SELL: price = taker/maker
-        # Goal: Calculate taker and maker with only 6 significant digits each
+        # Goal: Ensure taker/maker = price_num/price_denom EXACTLY
         #
-        # Strategy:
-        # 1. Round maker_amount to 6 significant digits
-        # 2. Calculate taker = round(maker_6digit * price) to 6 significant digits
-        # 3. This ensures: taker_6digit / maker_6digit = price (exact match within 6 digits)
-
-        # Step 1: Round maker to 6 significant digits
-        maker_6digit = round_to_significant_digits(maker_amount, 6)
-
-        # Step 2: Calculate taker = maker * price
-        exact_taker = Decimal(str(maker_6digit)) * price_decimal
-        taker_amount = int(exact_taker)
-
-        # Step 3: Round taker to 6 significant digits
-        taker_6digit = round_to_significant_digits(taker_amount, 6)
-
-        # Use the 6-digit values
-        taker_amount = taker_6digit
-        recalculated_maker_amount = maker_6digit
+        # Method: taker = k * price_num, maker = k * price_denom
+        # Choose k such that maker ≈ maker_4digit
+
+        # Step 1: Round maker to 4 significant digits
+        maker_4digit = round_to_significant_digits(maker_amount, 4)
+
+        # Step 2: Find the scaling factor k
+        # We want: k * price_denom ≈ maker_4digit
+        # So: k ≈ maker_4digit / price_denom
+        k = maker_4digit // price_fraction.denominator
+        if k == 0:
+            k = 1
+
+        # Step 3: Calculate exact maker and taker using k
+        recalculated_maker_amount = k * price_fraction.denominator
+        taker_amount = k * price_fraction.numerator
 
     # Ensure amounts are at least 1
     taker_amount = int(max(1, taker_amount))

opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/__init__.py

@@ -12,7 +12,7 @@ from opinion_clob_sdk.chain.exception import (
     InsufficientGasBalance
 )
 
-__version__ = "0.1.13"
+__version__ = "0.1.15"
 __all__ = [
     "Client",
     "TopicStatus",

opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/chain/py_order_utils/utils.py

@@ -77,8 +77,8 @@ def calculate_order_amounts(price: float, maker_amount: int, side: OrderSide, de
     """
     Calculate the maker and taker amounts based on the price and side.
 
-    Uses precise Decimal arithmetic to ensure precision within 6 significant digits
-    (matching the matching engine's precision limit).
+    Uses precise Decimal arithmetic and ensures the calculated price from amounts
+    exactly matches the input price by using fractional representation.
 
     Args:
         price: The price of the order (between 0.001 and 0.999)
@@ -109,63 +109,61 @@ def calculate_order_amounts(price: float, maker_amount: int, side: OrderSide, de
     if price_decimal.as_tuple().exponent < -6:
         raise ValueError(f"Price precision cannot exceed 6 decimal places, got {price}")
 
-    maker_decimal = Decimal(str(maker_amount))
+    # Convert price to fraction for exact representation
+    # E.g., 0.111 = 111/1000, 0.222 = 222/1000 = 111/500 (simplified)
+    from fractions import Fraction
+    import math
+
+    price_fraction = Fraction(str(price)).limit_denominator(1000000)  # Limit denominator to avoid huge numbers
 
     if side == OrderSide.BUY:
         # For BUY: price = maker/taker
-        # Goal: Calculate taker and maker with only 6 significant digits each
-        # to match the matching engine's precision requirement
+        # Goal: Ensure maker/taker = price_num/price_denom EXACTLY
         #
         # Strategy:
-        # 1. Round maker_amount to 6 significant digits
-        # 2. Calculate taker = round(maker_6digit / price) to 6 significant digits
-        # 3. Recalculate maker = round(taker_6digit * price) to verify precision
+        # 1. Round maker to 4 significant digits
+        # 2. Find the closest (maker', taker') pair where:
+        #    maker'/taker' = price_num/price_denom exactly
+        #    maker' is close to maker_4digit
         #
-        # This ensures: maker_6digit / taker_6digit = price (exact match within 6 digits)
-
-        # Step 1: Round maker to 6 significant digits
-        maker_6digit = round_to_significant_digits(maker_amount, 6)
-
-        # Step 2: Calculate taker = maker / price
-        exact_taker = Decimal(str(maker_6digit)) / price_decimal
-        taker_amount = int(exact_taker)
+        # Method: maker' = k * price_num, taker' = k * price_denom
+        # Choose k such that maker' ≈ maker_4digit
 
-        # Step 3: Round taker to 6 significant digits
-        taker_6digit = round_to_significant_digits(taker_amount, 6)
+        # Step 1: Round maker to 4 significant digits as target
+        maker_4digit = round_to_significant_digits(maker_amount, 4)
 
-        # Step 4: Recalculate maker using 6-digit taker to ensure precision
-        recalculated_maker_decimal = Decimal(str(taker_6digit)) * price_decimal
-        recalculated_maker_amount = int(recalculated_maker_decimal)
+        # Step 2: Find the scaling factor k
+        # We want: k * price_num ≈ maker_4digit
+        # So: k ≈ maker_4digit / price_num
+        k = maker_4digit // price_fraction.numerator
+        if k == 0:
+            k = 1  # Ensure at least k=1
 
-        # Step 5: Round recalculated maker to 6 significant digits
-        recalculated_maker_6digit = round_to_significant_digits(recalculated_maker_amount, 6)
-
-        # Use the 6-digit values
-        taker_amount = taker_6digit
-        recalculated_maker_amount = recalculated_maker_6digit
+        # Step 3: Calculate exact maker and taker using k
+        # This guarantees: recalculated_maker_amount / taker_amount = price_num / price_denom
+        recalculated_maker_amount = k * price_fraction.numerator
+        taker_amount = k * price_fraction.denominator
 
     else:  # SELL
         # For SELL: price = taker/maker
-        # Goal: Calculate taker and maker with only 6 significant digits each
+        # Goal: Ensure taker/maker = price_num/price_denom EXACTLY
         #
-        # Strategy:
-        # 1. Round maker_amount to 6 significant digits
-        # 2. Calculate taker = round(maker_6digit * price) to 6 significant digits
-        # 3. This ensures: taker_6digit / maker_6digit = price (exact match within 6 digits)
-
-        # Step 1: Round maker to 6 significant digits
-        maker_6digit = round_to_significant_digits(maker_amount, 6)
-
-        # Step 2: Calculate taker = maker * price
-        exact_taker = Decimal(str(maker_6digit)) * price_decimal
-        taker_amount = int(exact_taker)
-
-        # Step 3: Round taker to 6 significant digits
-        taker_6digit = round_to_significant_digits(taker_amount, 6)
-
-        # Use the 6-digit values
-        taker_amount = taker_6digit
-        recalculated_maker_amount = maker_6digit
+        # Method: taker = k * price_num, maker = k * price_denom
+        # Choose k such that maker ≈ maker_4digit
+
+        # Step 1: Round maker to 4 significant digits
+        maker_4digit = round_to_significant_digits(maker_amount, 4)
+
+        # Step 2: Find the scaling factor k
+        # We want: k * price_denom ≈ maker_4digit
+        # So: k ≈ maker_4digit / price_denom
+        k = maker_4digit // price_fraction.denominator
+        if k == 0:
+            k = 1
+
+        # Step 3: Calculate exact maker and taker using k
+        recalculated_maker_amount = k * price_fraction.denominator
+        taker_amount = k * price_fraction.numerator
 
     # Ensure amounts are at least 1
     taker_amount = int(max(1, taker_amount))

opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/opinion_clob_sdk/__init__.py

@@ -12,7 +12,7 @@ from opinion_clob_sdk.chain.exception import (
     InsufficientGasBalance
 )
 
-__version__ = "0.1.13"
+__version__ = "0.1.15"
 __all__ = [
     "Client",
     "TopicStatus",