fix market orders by accounting for fees

packages/serum/src/market.ts

@@ -751,7 +751,7 @@ export class Market {
         maxBaseQuantity: this.baseSizeNumberToLots(size),
         maxQuoteQuantity: new BN(this._decoded.quoteLotSize.toNumber()).mul(
           this.baseSizeNumberToLots(size).mul(
-            this.priceNumberToLots(price * (1 + feeRate)),
+            this.priceNumberToLotsRoundUp(price * (1 + feeRate)),
           ),
         ),
         orderType,
@@ -1106,6 +1106,18 @@ export class Market {
     );
   }
 
+  priceNumberToLotsRoundUp(price: number): BN {
+    return new BN(
+      Math.ceil(
+        (price *
+          Math.pow(10, this._quoteSplTokenDecimals) *
+          this._decoded.baseLotSize.toNumber()) /
+          (Math.pow(10, this._baseSplTokenDecimals) *
+            this._decoded.quoteLotSize.toNumber()),
+      ),
+    );
+  }
+
   baseSplSizeToNumber(size: BN) {
     return divideBnToNumber(size, this._baseSplTokenMultiplier);
   }

yarn.lock

@@ -3550,25 +3550,6 @@
     tweetnacl "^1.0.0"
     ws "^7.0.0"
 
-"@solana/web3.js@^1.1.0", "@solana/web3.js@^1.2.6":
-  version "1.2.6"
-  resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.2.6.tgz#ee57c28d2639d95cc5de1179babe695870041c94"
-  integrity sha512-TAAC5+zq7BHn3+mz6jpJlKFvcTqy0Fj/a+Fq3T5MVvsidlVTmIh18qiGPpe3Ve4eMZquF7JcytS8JanEyvgO6g==
-  dependencies:
-    "@babel/runtime" "^7.12.5"
-    bn.js "^5.0.0"
-    bs58 "^4.0.1"
-    buffer "6.0.1"
-    buffer-layout "^1.2.0"
-    crypto-hash "^1.2.2"
-    jayson "^3.4.4"
-    js-sha3 "^0.8.0"
-    node-fetch "^2.6.1"
-    rpc-websockets "^7.4.2"
-    secp256k1 "^4.0.2"
-    superstruct "^0.14.2"
-    tweetnacl "^1.0.0"
-
 "@surma/rollup-plugin-off-main-thread@^1.1.1":
   version "1.4.2"
   resolved "https://registry.yarnpkg.com/@surma/rollup-plugin-off-main-thread/-/rollup-plugin-off-main-thread-1.4.2.tgz#e6786b6af5799f82f7ab3a82e53f6182d2b91a58"
@@ -9255,7 +9236,7 @@ [email protected]:
   dependencies:
     harmony-reflect "^1.4.6"
 
-ieee754@^1.1.13, ieee754@^1.1.4, ieee754@^1.2.1:
+ieee754@^1.1.4, ieee754@^1.2.1:
   version "1.2.1"
   resolved "https://registry.yarnpkg.com/ieee754/-/ieee754-1.2.1.tgz#8eb7a10a63fff25d15a57b001586d177d1b0d352"
   integrity sha512-dcyqhDvX1C46lXZcVqCpK+FtMRQVdIMN6/Df5js2zouUsqG7I6sFxitIC+7KYK29KdXOLHdu9zL4sFnoVQnqaA==
@@ -9965,23 +9946,6 @@ jayson@^3.0.1:
     lodash "^4.17.20"
     uuid "^3.4.0"
 
-jayson@^3.4.4:
-  version "3.4.4"
-  resolved "https://registry.yarnpkg.com/jayson/-/jayson-3.4.4.tgz#dcedffba0c02785c4aa22dbff8c28966cae59773"
-  integrity sha512-fgQflh+Qnhdv9fjxTnpTsa2WUG/dgyeKQzIh5MJ77Qv2sqFyyAZn7mTUYgPjJMFjsKfb4HNsSBh6ktJeeQiAGQ==
-  dependencies:
-    "@types/connect" "^3.4.33"
-    "@types/express-serve-static-core" "^4.17.9"
-    "@types/lodash" "^4.14.159"
-    "@types/node" "^12.12.54"
-    JSONStream "^1.3.5"
-    commander "^2.20.3"
-    es6-promisify "^5.0.0"
-    eyes "^0.1.8"
-    json-stringify-safe "^5.0.1"
-    lodash "^4.17.20"
-    uuid "^3.4.0"
-
 jest-changed-files@^26.6.2:
   version "26.6.2"
   resolved "https://registry.yarnpkg.com/jest-changed-files/-/jest-changed-files-26.6.2.tgz#f6198479e1cc66f22f9ae1e22acaa0b429c042d0"
@@ -10480,11 +10444,6 @@ js-sha256@^0.9.0:
   resolved "https://registry.yarnpkg.com/js-sha256/-/js-sha256-0.9.0.tgz#0b89ac166583e91ef9123644bd3c5334ce9d0966"
   integrity sha512-sga3MHh9sgQN2+pJ9VYZ+1LPwXOxuBJBA5nrR5/ofPfuiJBE2hnjsaN8se8JznOmGLN2p49Pe5U/ttafcs/apA==
 
-js-sha3@^0.8.0:
-  version "0.8.0"
-  resolved "https://registry.yarnpkg.com/js-sha3/-/js-sha3-0.8.0.tgz#b9b7a5da73afad7dedd0f8c463954cbde6818840"
-  integrity sha512-gF1cRrHhIzNfToc802P800N8PpXS+evLLXfsVpowqmAFR9uwbi89WvXg2QspOmXL8QL86J4T1EpFu+yUkwJY3Q==
-
 "js-tokens@^3.0.0 || ^4.0.0", js-tokens@^4.0.0:
   version "4.0.0"
   resolved "https://registry.yarnpkg.com/js-tokens/-/js-tokens-4.0.0.tgz#19203fb59991df98e3a287050d4647cdeaf32499"
@@ -15751,11 +15710,6 @@ [email protected]:
     kind-of "^6.0.2"
     tiny-invariant "^1.0.6"
 
-superstruct@^0.14.2:
-  version "0.14.2"
-  resolved "https://registry.yarnpkg.com/superstruct/-/superstruct-0.14.2.tgz#0dbcdf3d83676588828f1cf5ed35cda02f59025b"
-  integrity sha512-nPewA6m9mR3d6k7WkZ8N8zpTWfenFH3q9pA2PkuiZxINr9DKB2+40wEQf0ixn8VaGuJ78AB6iWOtStI+/4FKZQ==
-
 superstruct@^0.8.3:
   version "0.8.4"
   resolved "https://registry.yarnpkg.com/superstruct/-/superstruct-0.8.4.tgz#478a19649f6b02c6319c02044db6a1f5863c391f"