fix(client): use exact fixed-point order arithmetic - #302
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August 24, 2026 09:46
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Summary
bigintarithmeticImplementation plan
Verification
pnpm test:client -- --runpnpm lintpnpm typecheckFee calculation and
maxSpendresizing are intentionally deferred to stacked draft PR #306.Fixes #297
Linear: DEV-576
Note
Medium Risk
Changes how order prices and maker/taker amounts are computed before submission; incorrect rounding could cause rejections or wrong fills, though behavior is heavily regression-tested.
Overview
Replaces float-based order price validation and amount encoding with six-decimal fixed-point
bigintmath so limit and market orders match the exchange tick grid without IEEE-754 rounding surprises.Price handling:
validatePriceOnTickGridnow normalizes viatoScaledPrice/toScaledAmount, tolerates insignificant drift withinMAX_PRICE_DRIFT, rejects excess precision with unsupported precision, and checks grid membership with integer modulo. It returns aScaledPriceinstead of a rawnumber. Limit/market prep keep scaled prices internally and only convert back tonumberwhere fee helpers still expect floats.Amount encoding: Limit and market offered/requested amounts move into shared
computeLimitOrderAmounts/computeMarketOrderAmountsinamounts.ts, usingmulDivandquantizewith explicit round-down vs round-up (includingprotectPriceon market buys). Public size/amount inputs are still quantized to two decimals before calculation. The oldmath.tshelpers (parseAmount,roundDown,decimalPlaces, etc.) are removed.Tests: New coverage for fixed-point primitives, all supported tick sizes, both sides, protection modes, and arithmetic-noise prices (e.g.
0.4 + 0.2).Reviewed by Cursor Bugbot for commit 75a0c6d. Bugbot is set up for automated code reviews on this repo. Configure here.