float math instead

dex/calc/parcels.go

@@ -6,12 +6,8 @@ package calc
 // Parcels calculates the number of parcels associated with the given order
 // quantities, lot size and parcel size. Any quantity currently settling
 // should be summed in with the makerQty.
-func Parcels(makerQty, takerQty, lotSize uint64, parcelSize uint32) uint32 {
+func Parcels(makerQty, takerQty, lotSize uint64, parcelSize uint32) float64 {
 	parcelWeight := makerQty + takerQty*2
 	parcelQty := lotSize * uint64(parcelSize)
-	parcels := parcelWeight / parcelQty
-	if parcelWeight%parcelQty != 0 {
-		parcels++
-	}
-	return uint32(parcels)
+	return float64(parcelWeight) / float64(parcelQty)
 }

server/market/market.go

@@ -1737,11 +1737,11 @@ func (m *Market) ParcelSize() uint32 {
 // settling quantity. Parcels is used as part of order validation for global
 // parcel limits. Parcels is not called for the market for which the order is
 // for, which will use m.checkParcelLimit to validate in processOrder.
-func (m *Market) Parcels(user account.AccountID, settlingQty uint64) uint32 {
+func (m *Market) Parcels(user account.AccountID, settlingQty uint64) float64 {
 	return m.parcels(user, settlingQty)
 }
 
-func (m *Market) parcels(user account.AccountID, addParcelWeight uint64) uint32 {
+func (m *Market) parcels(user account.AccountID, addParcelWeight uint64) float64 {
 	likelyTaker, baseQty := m.analysisHelpers()
 	var takerQty, makerQty uint64
 	m.epochMtx.RLock()
@@ -1839,7 +1839,7 @@ func (m *Market) processOrder(rec *orderRecord, epoch *EpochQueue, notifyChan ch
 		if likelyTaker(ord) {
 			orderWeight *= 2
 		}
-		calcParcels := func(settlingWeight uint64) uint32 {
+		calcParcels := func(settlingWeight uint64) float64 {
 			return m.parcels(user, settlingWeight+orderWeight)
 		}
 		if !m.checkParcelLimit(user, calcParcels) {

server/market/market_test.go

@@ -270,7 +270,7 @@ const (
 	tUserTier, tUserScore, tMaxScore = int64(1), int32(30), int32(60)
 )
 
-var parcelLimit = calcParcelLimit(tUserTier, tUserScore, tMaxScore)
+var parcelLimit = float64(calcParcelLimit(tUserTier, tUserScore, tMaxScore))
 
 func newTestMarket(opts ...interface{}) (*Market, *TArchivist, *TAuth, func(), error) {
 	// The DEX will make MasterCoinLockers for each asset.

server/market/orderrouter.go

@@ -98,10 +98,10 @@ type MarketTunnel interface {
 	CheckUnfilled(assetID uint32, user account.AccountID) (unbooked []*order.LimitOrder)
 
 	// Parcels calculates the number of active parcels for the market.
-	Parcels(user account.AccountID, settlingQty uint64) uint32
+	Parcels(user account.AccountID, settlingQty uint64) float64
 }
 
-type MarketParcelCalculator func(settlingQty uint64) (parcels uint32)
+type MarketParcelCalculator func(settlingQty uint64) (parcels float64)
 
 // orderRecord contains the information necessary to respond to an order
 // request.
@@ -703,6 +703,16 @@ func (r *OrderRouter) CheckParcelLimit(user account.AccountID, targetMarketName
 	if tier <= 0 {
 		return false
 	}
+
+	roundParcels := func(parcels float64) uint32 {
+		// Rounding to 8 decimal places first should resolve any floating point
+		// error, then we take the floor. 1e8 is not completetly arbitrary. We
+		// need to choose a number of decimals of an order > the expected parcel
+		// size of a low-lot-size market, which I expect wouldn't be greater
+		// than 1e5.
+		return uint32(math.Round(parcels*1e8) / 1e8)
+	}
+
 	parcelLimit := calcParcelLimit(tier, score, maxScore)
 
 	settlingQuantities := make(map[string]uint64)
@@ -711,7 +721,7 @@ func (r *OrderRouter) CheckParcelLimit(user account.AccountID, targetMarketName
 		settlingQuantities[mktName] += qty
 	}
 
-	var otherMarketParcels uint32
+	var otherMarketParcels float64
 	var settlingQty uint64
 	for mktName, mkt := range r.tunnels {
 		if mktName == targetMarketName {
@@ -720,13 +730,13 @@ func (r *OrderRouter) CheckParcelLimit(user account.AccountID, targetMarketName
 		}
 
 		otherMarketParcels += mkt.Parcels(user, settlingQuantities[mktName])
-		if otherMarketParcels > parcelLimit {
+		if roundParcels(otherMarketParcels) > parcelLimit {
 			return false
 		}
 	}
 	targetMarketParcels := calcParcels(settlingQty)
 
-	return otherMarketParcels+targetMarketParcels <= parcelLimit
+	return roundParcels(otherMarketParcels+targetMarketParcels) <= parcelLimit
 }
 
 func (r *OrderRouter) submitOrderToMarket(tunnel MarketTunnel, oRecord *orderRecord) *msgjson.Error {

server/market/routers_test.go

@@ -282,7 +282,7 @@ type TMarketTunnel struct {
 	acctLots    uint64
 	acctRedeems int
 	base, quote uint32
-	parcels     uint32
+	parcels     float64
 }
 
 func tNewMarket(auth *TAuth) *TMarketTunnel {
@@ -383,7 +383,7 @@ func (m *TMarketTunnel) Quote() uint32 {
 	return m.quote
 }
 
-func (m *TMarketTunnel) Parcels(account.AccountID, uint64) uint32 {
+func (m *TMarketTunnel) Parcels(account.AccountID, uint64) float64 {
 	return m.parcels
 }
 
@@ -2230,7 +2230,7 @@ func TestParcelLimits(t *testing.T) {
 	oRecord := &orderRecord{order: lo}
 
 	lotSize := mkt0.LotSize()
-	calcParcels := func(settlingWeight uint64) uint32 {
+	calcParcels := func(settlingWeight uint64) float64 {
 		return calc.Parcels(settlingWeight+lo.Quantity, 0, lotSize, 1)
 	}