pmquant 0.4.4__tar.gz → 0.4.5__tar.gz

pmquant-0.4.4/.hypothesis/constants/3687cdf4cf8f7af3 → pmquant-0.4.5/.hypothesis/constants/94e671d33554da02

@@ -1,4 +1,4 @@
 # file: /home/runner/work/pmq/pmq/src/pmq/__init__.py
 # hypothesis_version: 6.156.1
 
-['0.4.4', 'DEFAULT_BUILDER_CODE', 'FEE_RATES', 'Fill', 'OrderUncertain', 'PmqError', 'PolymarketExecutor', '__version__', 'band_ask_depth_usd', 'best_bid_ask', 'book_inferred_winner', 'book_meta', 'event_markets', 'fee', 'get_book', 'get_market', 'get_tape', 'http_get_json', 'parse_market', 'positions', 'resolved_winner']
+['0.4.5', 'DEFAULT_BUILDER_CODE', 'FEE_RATES', 'Fill', 'OrderUncertain', 'PmqError', 'PolymarketExecutor', '__version__', 'band_ask_depth_usd', 'best_bid_ask', 'book_inferred_winner', 'book_meta', 'event_markets', 'fee', 'get_book', 'get_market', 'get_tape', 'http_get_json', 'parse_market', 'positions', 'resolved_winner']

pmquant-0.4.5/.hypothesis/constants/e9435504a7ce4829

@@ -0,0 +1,4 @@
+# file: /home/runner/work/pmq/pmq/src/pmq/executor.py
+# hypothesis_version: 6.156.1
+
+[0.0, 0.933, 0.983, 0.985, 4.97, 5.35, 9.98, 10.13, 1000000.0, 100, 137, 300, 400, 500, 10000, '0', '0.01', '0x[0-9a-fA-F]{64}', '; ', 'AssetType', 'BUY', 'FAILED', 'FAK', 'MAKER', 'MarketOrderArgs', 'MarketOrderArgsV2', 'OpenOrderParams', 'OrderArgs', 'OrderArgsV2', 'OrderType', 'POLY_BUILDER_CODE', 'POLY_FUNDER', 'POLY_PRIVATE_KEY', 'POLY_SIG_TYPE', 'SELL', 'TradeParams', '_pmq_taker4', 'amount', 'balance', 'builder_code', 'cancel_market_orders', 'crypto', 'error_msg', 'fd', 'get_open_orders', 'get_trades', 'makingAmount', 'off', 'on', 'orderID', 'order_args', 'order_type', 'params', 'payload', 'pmq', 'price', 'r', 'side', 'size', 'status', 'status_code', 'success', 'takingAmount', 'token_id', 'trader_side']

{pmquant-0.4.4 → pmquant-0.4.5}/CHANGELOG.md

@@ -1,5 +1,18 @@
 # Changelog
 
+## 0.4.5 (2026-07-04)
+
+* Startup guard against the fine-tick market-order rejection class: the
+  introspection now exercises the installed builder's amount arithmetic
+  across every rounding config and refuses to construct an executor that
+  would sign a market pair above the exchange caps (2 decimal maker,
+  4 decimal taker). A client build that slips past the 0.4.3 clamp fails
+  at deploy time, before any order.
+* Honesty pass after the 2026-07-04 production halt: the README rounding
+  bullet now states the fine-tick failure mode and its dates, and
+  docs/rounding-study.md gains an addendum scoping the July 3 conclusions
+  to ticks >= 0.01.
+
 ## 0.4.4 (2026-07-04)
 
 * Harden: json.loads accepts NaN and Infinity, so a drifted or hostile

{pmquant-0.4.4 → pmquant-0.4.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pmquant
-Version: 0.4.4
+Version: 0.4.5
 Summary: Fail-closed execution and market-data layer for Polymarket CLOB V2: local signing, confirmed fills only, fee-correct math, working deposit-wallet (POLY_1271) support.
 Project-URL: Homepage, https://github.com/crp4222/pmq
 Project-URL: Issues, https://github.com/crp4222/pmq/issues
@@ -71,8 +71,14 @@ examples leave several traps undocumented. Every line of pmq was paid for with
 a real error in live trading:
 
 * `invalid amounts, the market buy orders maker amount supports a max accuracy
-  of 2 decimals`: the CLOB treats FAK/FOK buys as **market orders**. pmq routes
-  them through the market-order builder with the correct rounding.
+  of 2 decimals, taker amount a max of 4 decimals`: the CLOB treats FAK/FOK
+  buys as **market orders** and caps their signed amounts at 2 decimals
+  (maker) / 4 decimals (taker) whatever the tick size. The official client's
+  rounding table allows 5-6 taker decimals on ticks finer than 0.01, so every
+  market order there is rejected; this cost us a production halt on
+  2026-07-04. pmq clamps the signed pair to the exchange caps (0.4.3) and
+  refuses at startup any client build that would still sign a rejectable
+  pair (0.4.5).
 * `no orders found to match with FAK order` (HTTP 400, yet with an `orderID`):
   a clean no-fill, not an error. pmq returns an empty `Fill` instead of crashing
   or, worse, retrying blindly.

{pmquant-0.4.4 → pmquant-0.4.5}/README.md

@@ -36,8 +36,14 @@ examples leave several traps undocumented. Every line of pmq was paid for with
 a real error in live trading:
 
 * `invalid amounts, the market buy orders maker amount supports a max accuracy
-  of 2 decimals`: the CLOB treats FAK/FOK buys as **market orders**. pmq routes
-  them through the market-order builder with the correct rounding.
+  of 2 decimals, taker amount a max of 4 decimals`: the CLOB treats FAK/FOK
+  buys as **market orders** and caps their signed amounts at 2 decimals
+  (maker) / 4 decimals (taker) whatever the tick size. The official client's
+  rounding table allows 5-6 taker decimals on ticks finer than 0.01, so every
+  market order there is rejected; this cost us a production halt on
+  2026-07-04. pmq clamps the signed pair to the exchange caps (0.4.3) and
+  refuses at startup any client build that would still sign a rejectable
+  pair (0.4.5).
 * `no orders found to match with FAK order` (HTTP 400, yet with an `orderID`):
   a clean no-fill, not an error. pmq returns an empty `Fill` instead of crashing
   or, worse, retrying blindly.

{pmquant-0.4.4 → pmquant-0.4.5}/docs/rounding-study.md

@@ -50,3 +50,21 @@ amounts against requested size, cross-checked with `get_trades`.
 4. The per-market minimum size is enforced server-side with a clean 400, and
    is readable in advance from the book response (`min_order_size`, exposed
    by `pmq.book_meta`).
+
+## Addendum (2026-07-04): fine-tick market orders
+
+The study above ran on a 0.01-tick market and point 1 turns out to hold
+only there. On 2026-07-04 a 0.001-tick market rejected every market buy
+with `invalid amounts ... taker amount a max of 4 decimals`: the client's
+ROUNDING_CONFIG allows amount decimals = price decimals + 2 (5 for tick
+0.001, 6 for 0.0025 and 0.0001). That is right for LIMIT orders, whose
+amounts are exact price×size products, but MARKET-order takers are capped
+by the server at a flat 4 decimals whatever the tick, so on fine ticks the
+maker/price division leaves a 5th decimal and the order can never be
+accepted. Normalization still happens client-side; it just normalizes to a
+precision the server refuses.
+
+pmq 0.4.3 clamps the market path to 4 decimals (round-down: the budget
+contract is intact, the dust given up is under 0.0001 share). pmq 0.4.5
+also refuses at startup any client build that would still sign such a
+pair, so this class of failure stops at deploy time, not at trade time.

{pmquant-0.4.4 → pmquant-0.4.5}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "pmquant"
-version = "0.4.4"
+version = "0.4.5"
 description = "Fail-closed execution and market-data layer for Polymarket CLOB V2: local signing, confirmed fills only, fee-correct math, working deposit-wallet (POLY_1271) support."
 readme = "README.md"
 license = { text = "MIT" }

{pmquant-0.4.4 → pmquant-0.4.5}/src/pmq/__init__.py

@@ -25,7 +25,7 @@ from .data import (
 )
 from .exceptions import IntrospectionMismatch, OrderUncertain, PmqError
 
-__version__ = "0.4.4"
+__version__ = "0.4.5"
 __all__ = [
     "FEE_RATES", "band_ask_depth_usd", "best_bid_ask", "book_inferred_winner",
     "book_meta", "event_markets", "fee", "get_book", "get_market", "get_tape",

{pmquant-0.4.4 → pmquant-0.4.5}/src/pmq/executor.py

@@ -218,8 +218,40 @@ class PolymarketExecutor:
             drifts += [f"{label} lost field {p}" for p in expected if p not in have]
         if not hasattr(self._t["OrderType"], "FAK"):
             drifts.append("OrderType.FAK missing")
+        drifts += self._amount_precision_drifts()
         return drifts
 
+    def _amount_precision_drifts(self) -> list[str]:
+        """Behavioral guard: the exchange caps signed MARKET-order amounts at
+        2 decimals (maker) and 4 (taker) whatever the tick size. Exercise the
+        installed builder's arithmetic on awkward pairs across every rounding
+        config; a client build that would sign a rejectable pair is refused
+        here, at startup, instead of failing on the first fine-tick order."""
+        try:
+            from py_clob_client_v2.order_builder.builder import (
+                ROUNDING_CONFIG,
+                OrderBuilder,
+            )
+            from py_clob_client_v2.order_builder.constants import BUY, SELL
+        except ImportError:
+            return []
+        out: set[str] = set()
+        probe = object.__new__(OrderBuilder)
+        cases = ((BUY, 9.98, 0.985), (BUY, 4.97, 0.983),
+                 (SELL, 10.13, 0.985), (SELL, 5.35, 0.933))
+        for tick, rc in ROUNDING_CONFIG.items():
+            for side, amount, price in cases:
+                try:
+                    _, mk, tk = OrderBuilder.get_market_order_amounts(
+                        probe, side, amount, price, rc)
+                except Exception as e:
+                    out.add(f"market amounts builder failed at tick {tick}: {e}")
+                    continue
+                if int(mk) % 10_000 or int(tk) % 100:
+                    out.add(f"market order would sign >2dp maker or >4dp taker "
+                            f"at tick {tick}")
+        return sorted(out)
+
     def _verify_client_surface(self) -> None:
         drifts = self._surface_drifts()
         if drifts:

{pmquant-0.4.4 → pmquant-0.4.5}/tests/test_executor.py

@@ -362,3 +362,17 @@ def test_market_taker_amounts_clamped_to_4dp_on_fine_ticks():
         assert int(tk) % 10**2 == 0, f"taker >4dp at tick {tick}"
         _, mk_s, tk_s = fn(b, SELL, 10.13, 0.985, ROUNDING_CONFIG[tick])
         assert int(mk_s) % 10**4 == 0 and int(tk_s) % 10**2 == 0
+
+
+def test_startup_refuses_client_signing_dirty_market_amounts(monkeypatch):
+    """If a client build slips past the 4dp clamp (new code path, future
+    regression), the startup introspection must refuse to trade at all."""
+    from py_clob_client_v2.order_builder import builder as b
+
+    def dirty(self, side, amount, price, round_config):
+        return side, 9980000, 10131970          # taker 10.13197: 5 decimals
+
+    dirty._pmq_taker4 = True                    # defeat the pmq wrapper
+    monkeypatch.setattr(b.OrderBuilder, "get_market_order_amounts", dirty)
+    with pytest.raises(IntrospectionMismatch):
+        make(FakeClient())

pmquant-0.4.4/.hypothesis/constants/07a2a0eac57d1dd0

@@ -1,4 +0,0 @@
-# file: /home/runner/work/pmq/pmq/src/pmq/executor.py
-# hypothesis_version: 6.156.1
-
-[0.0, 1000000.0, 137, 300, 400, 500, '0', '0.01', '0x[0-9a-fA-F]{64}', '; ', 'AssetType', 'BUY', 'FAILED', 'FAK', 'MAKER', 'MarketOrderArgs', 'MarketOrderArgsV2', 'OpenOrderParams', 'OrderArgs', 'OrderArgsV2', 'OrderType', 'POLY_BUILDER_CODE', 'POLY_FUNDER', 'POLY_PRIVATE_KEY', 'POLY_SIG_TYPE', 'SELL', 'TradeParams', '_pmq_taker4', 'amount', 'balance', 'builder_code', 'cancel_market_orders', 'crypto', 'error_msg', 'fd', 'get_open_orders', 'get_trades', 'makingAmount', 'off', 'on', 'orderID', 'order_args', 'order_type', 'params', 'payload', 'pmq', 'price', 'r', 'side', 'size', 'status', 'status_code', 'success', 'takingAmount', 'token_id', 'trader_side']