{"abstract":"Valid sell limits are moved one tick higher.","category":"Options payoff and settlement","checks":8,"contract":"Inputs a limit price (up to 3 decimals), side and penny-program flag. Work in mills. Below 3.000 the tick is 0.01 for penny classes and 0.05 otherwise; at or above 3.000 it is 0.05 for penny classes and 0.10 otherwise. Buy orders round down to a tick, sell orders round up; prices already on a tick are unchanged. Return the price as a float.","contract_signature":"price, side, penny","evaluation_group":"w2-options_payoff_and_settlement-premium-tick-rounding","failed_approach":"Rounding m/tick + 0.5 uses banker's rounding and bumps some on-tick prices.","family":"w2-options_payoff_and_settlement-premium-tick-rounding-on-tick-sell-prices","id":"FA-61836","implementations":{"attempt":{"sha256":"e7bbd3f52d114877c3129bd279584ee57052408c8810c54e0bf4d10670eade3b","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(price, side, penny):\n    m = round(price * 1000)\n    small = m < 3000\n    tick = (10 if penny else 50) if small else (50 if penny else 100)\n    if side == 'buy':\n        out = m // tick * tick\n    else:\n        out = round(m / tick + 0.5) * tick\n    return out / 1000\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression on-tick sell prices 1', [0.53, 'sell', True], 0.53], ['regression on-tick sell prices 2', [3.0, 'sell', True], 3.0], ['partial repair probe 1', [2.95, 'sell', False], 2.95], ['partial repair probe 2', [3.05, 'sell', True], 3.05], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [3.001, 'sell', True], 3.05], ['normal control 1', [3.12, 'buy', True], 3.1], ['normal control 2', [2.951, 'buy', False], 2.95]], [['regression on-tick sell prices 1', [3.0, 'sell', True], 3.0], ['regression on-tick sell prices 2', [2.95, 'sell', True], 2.95], ['partial repair probe 1', [4.15, 'sell', True], 4.15], ['partial repair probe 2', [0.55, 'sell', False], 0.55], ['boundary control 1', [3.001, 'sell', True], 3.05], ['boundary control 2', [3.0, 'buy', False], 3.0], ['normal control 1', [4.13, 'sell', True], 4.15], ['normal control 2', [1.242, 'sell', False], 1.25]], [['regression on-tick sell prices 1', [2.95, 'sell', False], 2.95], ['regression on-tick sell prices 2', [0.55, 'sell', False], 0.55], ['partial repair probe 1', [0.53, 'sell', True], 0.53], ['partial repair probe 2', [0.55, 'sell', True], 0.55], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [3.001, 'sell', True], 3.05], ['normal control 1', [3.07, 'sell', True], 3.1], ['normal control 2', [12.365, 'buy', False], 12.3]], [['regression on-tick sell prices 1', [2.99, 'sell', True], 2.99], ['regression on-tick sell prices 2', [3.0, 'sell', True], 3.0], ['partial repair probe 1', [0.55, 'sell', True], 0.55], ['partial repair probe 2', [4.15, 'sell', True], 4.15], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [3.001, 'sell', True], 3.05], ['normal control 1', [4.17, 'sell', False], 4.2], ['normal control 2', [3.071, 'sell', False], 3.1]], [['regression on-tick sell prices 1', [2.95, 'sell', True], 2.95], ['regression on-tick sell prices 2', [0.55, 'sell', True], 0.55], ['partial repair probe 1', [2.95, 'sell', False], 2.95], ['partial repair probe 2', [4.1, 'sell', False], 4.1], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [3.001, 'sell', True], 3.05], ['normal control 1', [3.005, 'buy', True], 3.0], ['normal control 2', [1.279, 'buy', False], 1.25]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"},"broken":{"sha256":"6f5c994cbd583ceaac1581189e2e7c746754dc513bd4fd571f9fe4fa491fc7ec","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(price, side, penny):\n    m = round(price * 1000)\n    small = m < 3000\n    tick = (10 if penny else 50) if small else (50 if penny else 100)\n    if side == 'buy':\n        out = m // tick * tick\n    else:\n        out = (m // tick + 1) * tick\n    return out / 1000\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression on-tick sell prices 1', [0.53, 'sell', True], 0.53], ['regression on-tick sell prices 2', [3.0, 'sell', True], 3.0], ['partial repair probe 1', [2.95, 'sell', False], 2.95], ['partial repair probe 2', [3.05, 'sell', True], 3.05], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [3.001, 'sell', True], 3.05], ['normal control 1', [3.12, 'buy', True], 3.1], ['normal control 2', [2.951, 'buy', False], 2.95]], [['regression on-tick sell prices 1', [3.0, 'sell', True], 3.0], ['regression on-tick sell prices 2', [2.95, 'sell', True], 2.95], ['partial repair probe 1', [4.15, 'sell', True], 4.15], ['partial repair probe 2', [0.55, 'sell', False], 0.55], ['boundary control 1', [3.001, 'sell', True], 3.05], ['boundary control 2', [3.0, 'buy', False], 3.0], ['normal control 1', [4.13, 'sell', True], 4.15], ['normal control 2', [1.242, 'sell', False], 1.25]], [['regression on-tick sell prices 1', [2.95, 'sell', False], 2.95], ['regression on-tick sell prices 2', [0.55, 'sell', False], 0.55], ['partial repair probe 1', [0.53, 'sell', True], 0.53], ['partial repair probe 2', [0.55, 'sell', True], 0.55], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [3.001, 'sell', True], 3.05], ['normal control 1', [3.07, 'sell', True], 3.1], ['normal control 2', [12.365, 'buy', False], 12.3]], [['regression on-tick sell prices 1', [2.99, 'sell', True], 2.99], ['regression on-tick sell prices 2', [3.0, 'sell', True], 3.0], ['partial repair probe 1', [0.55, 'sell', True], 0.55], ['partial repair probe 2', [4.15, 'sell', True], 4.15], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [3.001, 'sell', True], 3.05], ['normal control 1', [4.17, 'sell', False], 4.2], ['normal control 2', [3.071, 'sell', False], 3.1]], [['regression on-tick sell prices 1', [2.95, 'sell', True], 2.95], ['regression on-tick sell prices 2', [0.55, 'sell', True], 0.55], ['partial repair probe 1', [2.95, 'sell', False], 2.95], ['partial repair probe 2', [4.1, 'sell', False], 4.1], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [3.001, 'sell', True], 3.05], ['normal control 1', [3.005, 'buy', True], 3.0], ['normal control 2', [1.279, 'buy', False], 1.25]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"}},"limitations":"A deterministic toy contract stated explicitly in the contract field; no claim of conformance to any exchange or clearing rulebook. This reproducer isolates one failure mechanism. Results cover the supplied fixtures. Variants within a family share a test contract and should remain grouped when constructing evaluation splits. Related mechanisms with a shared evaluation_group must also remain together; these controlled models are not independent production incidents.","method":"Deterministic executable model with adversarial boundary fixtures.","provenance":{"created_by":"Failure Map","dependencies":"Python standard library","family":"w2-options_payoff_and_settlement-premium-tick-rounding-on-tick-sell-prices","generated_at":"2026-09-29T14:46:59.027448+00:00","license":"CC0-1.0","python":"3.12.14","seed":1,"split":"open-access"},"relevance":"Option expiry, exercise and settlement engines move cash and shares; a wrong branch misstates obligations.","root_cause":"The ceiling is implemented as floor + one tick.","sha256":"657a52992c77d6815af592178fef317309c85e12a22bd83e726b35b473264e86","title":"Option order price tick rounding: sell prices already on a tick are bumped up · case 01","variant":1,"variant_policy":"Five numbered records share a model and may reuse boundary fixtures.","verified":true,"visibility":"public","verification":{"attempt":{"elapsed_ms":38.042,"exit_code":1,"observations":[{"actual":0.54,"check":"regression on-tick sell prices 1","expected":0.53,"passed":false},{"actual":3.0,"check":"regression on-tick sell prices 2","expected":3.0,"passed":true},{"actual":3.0,"check":"partial repair probe 1","expected":2.95,"passed":false},{"actual":3.1,"check":"partial repair probe 2","expected":3.05,"passed":false},{"actual":3.0,"check":"boundary control 1","expected":3.0,"passed":true},{"actual":3.05,"check":"boundary control 2","expected":3.05,"passed":true},{"actual":3.1,"check":"normal control 1","expected":3.1,"passed":true},{"actual":2.95,"check":"normal control 2","expected":2.95,"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression on-tick sell prices 1\", \"actual\": 0.54, \"expected\": 0.53, \"passed\": false}, {\"check\": \"regression on-tick sell prices 2\", \"actual\": 3.0, \"expected\": 3.0, \"passed\": true}, {\"check\": \"partial repair probe 1\", \"actual\": 3.0, \"expected\": 2.95, \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": 3.1, \"expected\": 3.05, \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": 3.0, \"expected\": 3.0, \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": 3.05, \"expected\": 3.05, \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": 3.1, \"expected\": 3.1, \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": 2.95, \"expected\": 2.95, \"passed\": true}], \"passed\": false}\n"},"broken":{"elapsed_ms":38.126,"exit_code":1,"observations":[{"actual":0.54,"check":"regression on-tick sell prices 1","expected":0.53,"passed":false},{"actual":3.05,"check":"regression on-tick sell prices 2","expected":3.0,"passed":false},{"actual":3.0,"check":"partial repair probe 1","expected":2.95,"passed":false},{"actual":3.1,"check":"partial repair probe 2","expected":3.05,"passed":false},{"actual":3.0,"check":"boundary control 1","expected":3.0,"passed":true},{"actual":3.05,"check":"boundary control 2","expected":3.05,"passed":true},{"actual":3.1,"check":"normal control 1","expected":3.1,"passed":true},{"actual":2.95,"check":"normal control 2","expected":2.95,"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression on-tick sell prices 1\", \"actual\": 0.54, \"expected\": 0.53, \"passed\": false}, {\"check\": \"regression on-tick sell prices 2\", \"actual\": 3.05, \"expected\": 3.0, \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": 3.0, \"expected\": 2.95, \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": 3.1, \"expected\": 3.05, \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": 3.0, \"expected\": 3.0, \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": 3.05, \"expected\": 3.05, \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": 3.1, \"expected\": 3.1, \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": 2.95, \"expected\": 2.95, \"passed\": true}], \"passed\": false}\n"}},"member_only":{"stages":["fixed"],"fields":["implementations.fixed","verification.fixed","harness","repair"],"note":"The verified repair, its recorded checks, the repair description, and the scoring harness are available to members."}}