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no price floor: min_price 0.01 → 0 (both books), cap stays 0.95

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User call 2026-07-13 after a big 0.001 longshot was floor-blocked (the
same band class that blocked the 16x Hive copy at 0.05). Executor's
protected prices now round to 4dp and scale with the price — the old 2dp
rounding zeroed the bound on sub-penny books (BUY never bounds below the
quoted cross; SELL never above the quoted bid; verified at 0.001/0.002).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-12 21:48:20 -04:00
parent 65923f17f2
commit c88618f220
3 changed files with 12 additions and 4 deletions
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config.live.example.json
+1 -1
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@@ -32,7 +32,7 @@
"max_total_exposure_usd": 1000000.0,
"max_open_positions": 1000,
"max_per_event": 0,
"min_price": 0.01,
"min_price": 0.0,
"max_price": 0.95,
"min_order_usd": 1.0
},