Merge pull request #73 from Overmuse/SR/round_amounts

SR/round amounts

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "order-manager"
-version = "11.1.0"
+version = "11.1.1"
 authors = ["Sebastian Rollen <seb@overmu.se>"]
 edition = "2018"
 

src/order_manager/intents.rs

@@ -158,7 +158,7 @@ impl OrderManager {
                     .flatten()
                     .or(limit_price);
                 match price {
-                    Some(price) => dollars / price,
+                    Some(price) => (dollars / price).round_dp(8),
                     None => {
                         warn!("Missing price");
                         return Ok(None);

src/order_manager/order_updates.rs

@@ -165,7 +165,7 @@ fn aggregate_previous_lots(lots: &[Lot]) -> (Decimal, Decimal) {
     lots.iter().fold((Decimal::ZERO, Decimal::ONE), |(shares, price), lot| {
         (
             shares + lot.shares,
-            (price * shares + lot.price * lot.shares) / (shares + lot.shares),
+            ((price * shares + lot.price * lot.shares) / (shares + lot.shares)).round_dp(8),
         )
     })
 }
@@ -179,7 +179,7 @@ fn calculate_lot_quantity_and_price(
     new_price: Decimal,
 ) -> (Decimal, Decimal) {
     let quantity = new_quantity - old_quantity;
-    let price = (new_price * new_quantity - old_price * old_quantity) / quantity;
+    let price = ((new_price * new_quantity - old_price * old_quantity) / quantity).round_dp(8);
     (quantity, price)
 }
 

src/types/allocation.rs

@@ -102,7 +102,7 @@ pub fn split_lot(claims: &[Claim], lot: &Lot) -> Vec<Allocation> {
                 if dollars.is_sign_negative() {
                     allocated_dollars.set_sign_negative(true)
                 }
-                (allocated_dollars, allocated_dollars / lot.price)
+                (allocated_dollars, (allocated_dollars / lot.price).round_dp(8))
             }
             Amount::Shares(shares) => {
                 let mut allocated_shares = shares.abs().min(remaining_shares.abs());