WIP

Signed-off-by: Herklos <herklos@drakkar.software>

Author: Herklos

ts/src/polymarket.ts

@@ -363,6 +363,9 @@ export default class polymarket extends Exchange {
                 'defaultExpirationDays': 30, // Default expiration in days (default: 30 days from now)
                 'defaultFeeRateBps': 200, // Default fee rate fallback in basis points (default: 200 bps = 2%)
                 'defaultTickSize': '0.01', // Default tick size for rounding config (default: 0.01 = 2 decimal places for price, 2 for size, 4 for amount)
+                'marketOrderQuoteDecimals': 2, // Max decimal places for quote currency (USDC) in market orders (default: 2)
+                'marketOrderBaseDecimals': 4, // Max decimal places for base currency (tokens) in market orders (default: 4)
+                'roundingBufferDecimals': 4, // Additional decimal places buffer for rounding up before final rounding down (default: 4)
                 // Constants matching clob-client
                 // See https://github.com/Polymarket/clob-client/blob/main/src/signing/constants.ts
                 // See https://github.com/Polymarket/clob-client/blob/main/src/constants.ts
@@ -1950,34 +1953,62 @@ export default class polymarket extends Exchange {
         }
         // Round price and size first, then calculate amounts (same logic for limit and market orders)
         const rawPrice = this.roundNormal (orderPrice, priceDecimals);
+        // Check if this is a market order for special decimal handling
+        const orderType = this.safeString (params, 'orderType', 'limit');
+        const isMarketOrder = (orderType === 'market');
+        // Get rounding buffer constant
+        const roundingBuffer = this.safeInteger (this.options, 'roundingBufferDecimals', 4);
+        // Determine decimal precision based on order type and side
+        let makerDecimals = 0;
+        let takerDecimals = 0;
+        if (isMarketOrder) {
+            // Get market order decimal limits for quote (USDC) and base (tokens)
+            const marketOrderQuoteDecimals = this.safeInteger (this.options, 'marketOrderQuoteDecimals', 2);
+            const marketOrderBaseDecimals = this.safeInteger (this.options, 'marketOrderBaseDecimals', 4);
+            if (isBuy) {
+                // Market buy orders: maker gives USDC (quote), taker gives tokens (base)
+                makerDecimals = marketOrderQuoteDecimals;
+                takerDecimals = marketOrderBaseDecimals;
+            } else {
+                // Market sell orders: maker gives tokens (base), taker gives USDC (quote)
+                makerDecimals = marketOrderBaseDecimals;
+                takerDecimals = marketOrderQuoteDecimals;
+            }
+        } else {
+            // Limit orders: use amountDecimals for both
+            makerDecimals = amountDecimals;
+            takerDecimals = amountDecimals;
+        }
         if (isBuy) {
             // BUY: maker gives USDC, wants tokens
             // Round down size first
-            const rawTakerAmt = this.roundDown (size, sizeDecimals);
+            let rawTakerAmt = this.roundDown (size, sizeDecimals);
+            // Round taker amount to max decimals
+            if (this.decimalPlaces (rawTakerAmt) > takerDecimals) {
+                rawTakerAmt = this.roundDown (rawTakerAmt, takerDecimals);
+            }
             // Calculate maker amount: raw_maker_amt = raw_taker_amt * raw_price
             let rawMakerAmt = Precise.stringMul (rawTakerAmt, rawPrice);
-            // Apply rounding logic if too many decimal places
-            if (this.decimalPlaces (rawMakerAmt) > amountDecimals) {
-                rawMakerAmt = this.roundUp (rawMakerAmt, amountDecimals + 4);
-                if (this.decimalPlaces (rawMakerAmt) > amountDecimals) {
-                    rawMakerAmt = this.roundDown (rawMakerAmt, amountDecimals);
-                }
+            // Apply rounding logic for maker amount if too many decimal places
+            if (this.decimalPlaces (rawMakerAmt) > makerDecimals) {
+                rawMakerAmt = this.roundDown (rawMakerAmt, makerDecimals);
             }
             // Convert to smallest units: maker gives USDC (quoteDecimals), taker gives tokens (baseDecimals)
             makerAmount = this.toTokenDecimals (rawMakerAmt, quoteDecimals);
             takerAmount = this.toTokenDecimals (rawTakerAmt, baseDecimals);
         } else {
             // SELL: maker gives tokens, wants USDC
             // Round down size first
-            const rawMakerAmt = this.roundDown (size, sizeDecimals);
+            let rawMakerAmt = this.roundDown (size, sizeDecimals);
+            // Round maker amount to max decimals
+            if (this.decimalPlaces (rawMakerAmt) > makerDecimals) {
+                rawMakerAmt = this.roundDown (rawMakerAmt, makerDecimals);
+            }
             // Calculate taker amount: raw_taker_amt = raw_maker_amt * raw_price
             let rawTakerAmt = Precise.stringMul (rawMakerAmt, rawPrice);
-            // Apply rounding logic if too many decimal places
-            if (this.decimalPlaces (rawTakerAmt) > amountDecimals) {
-                rawTakerAmt = this.roundUp (rawTakerAmt, amountDecimals + 4);
-                if (this.decimalPlaces (rawTakerAmt) > amountDecimals) {
-                    rawTakerAmt = this.roundDown (rawTakerAmt, amountDecimals);
-                }
+            // Apply rounding logic for taker amount if too many decimal places
+            if (this.decimalPlaces (rawTakerAmt) > takerDecimals) {
+                rawTakerAmt = this.roundDown (rawTakerAmt, takerDecimals);
             }
             // Convert to smallest units: maker gives tokens (baseDecimals), taker gives USDC (quoteDecimals)
             makerAmount = this.toTokenDecimals (rawMakerAmt, baseDecimals);
@@ -2119,6 +2150,8 @@ export default class polymarket extends Exchange {
             // For non-GTD orders, expiration must be 0 (will be converted to "0" string in signing)
             orderParams['expiration'] = 0;
         }
+        // Pass order type to buildAndSignOrder for market order special handling
+        orderParams['orderType'] = type;
         // Build and sign the order with EIP-712 (pass market to use fees from market)
         const signedOrder = await this.buildAndSignOrder (tokenId, polymarketSide, size, priceStr, market, orderParams);
         // override signedOrder types