FA-84531 / Betting odds conversion / Open access

Commission charged per winning bet instead of per market · case 01

A hedged market pays commission on the winning leg despite a small net profit.

Verified by executionVariant 1 · 7 checks per implementationDownload source bundle ↓JSON ↗

ROOT CAUSE

The net ledger is keyed per bet, so every winning bet is commissioned separately.

VERIFIED REPAIR

Aggregate profit and loss per market before charging commission.

Unsuccessful approach: Aggregating only the winning bets per market still charges commission on gross winnings.

Case contract

Betting exchange settlement. bets rows are [market, side, stake_cents, price, won] where won says whether the bet won. Back: win profit floor(stake * (price - 1)), loss -stake. Lay: win +stake, loss -ceil(stake * (price - 1)) (the liability). Commission is charged per market on the market net profit only when that net is positive, at rate_pct percent rounded half up to a cent. Return [total net after commission, total commission] in cents.

Why this case matters

Exchanges charge commission on net market winnings, not per winning bet.

1 / The failure

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json
from fractions import Fraction
import math
N = 1
observations = []
def solve(bets, rate_pct):
    nets = {}
    for market, side, stake, price, won in bets:
        p = Fraction(price)
        if side == 'back':
            pl = math.floor(stake * (p - 1)) if won else -stake
        else:
            pl = stake if won else -math.ceil(stake * (p - 1))
        nets[(market, len(nets))] = pl
    comm = 0
    for m, net in nets.items():
        if net > 0:
            comm += math.floor(net * Fraction(rate_pct) / 100 + Fraction(1, 2))
    return [sum(nets.values()) - comm, comm]
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
def run(args):
    try:
        return solve(*args)
    except Exception as exc:
        return 'raised ' + type(exc).__name__
cases = [[('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m1', 'back', 100, '5.20', False],
     ['m2', 'lay', 2000, '6.81', True],
     ['m3', 'back', 100, '6.84', False],
     ['m1', 'back', 777, '1.71', True],
     ['m2', 'lay', 2000, '4.81', False]],
    '6.5'),
   [-5298, 29]),
  ('variant scenario 1',
   ([['m3', 'back', 1000, '2.37', False],
     ['m3', 'lay', 1000, '5.47', True],
     ['m3', 'lay', 1000, '2.53', True],
     ['m3', 'back', 2000, '5.43', False]],
    '2'),
   [-1000, 0]),
  ('variant scenario 2',
   ([['m1', 'lay', 100, '6.53', True],
     ['m1', 'lay', 250, '1.42', False],
     ['m3', 'back', 100, '5.84', True],
     ['m1', 'back', 250, '4.21', False]],
    '6.5'),
   [198, 31])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission', ([['m3', 'back', 100, '3.97', False]], '5'), [-100, 0]),
  ('regression: per bet commission',
   ([['m3', 'lay', 100, '2.39', True],
     ['m1', 'lay', 2000, '5.94', False],
     ['m3', 'back', 777, '3.75', True]],
    '6.5'),
   [-7789, 145]),
  ('variant scenario 1',
   ([['m1', 'back', 777, '1.23', False],
     ['m2', 'lay', 250, '7.80', True],
     ['m2', 'back', 100, '4.41', True]],
    '5'),
   [-216, 30]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '4.01', False],
     ['m1', 'lay', 100, '3.22', False],
     ['m3', 'lay', 777, '7.56', False],
     ['m1', 'back', 2000, '1.35', False]],
    '6.5'),
   [-9320, 0])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m1', 'lay', 1000, '2.47', True],
     ['m3', 'back', 777, '7.09', False],
     ['m3', 'lay', 2000, '2.84', True]],
    '5'),
   [2112, 111]),
  ('variant scenario 1', ([['m3', 'lay', 250, '4.16', False]], '5'), [-790, 0]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '1.81', False],
     ['m2', 'lay', 2000, '7.12', False],
     ['m1', 'lay', 250, '4.83', False]],
    '6.5'),
   [-15198, 0])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m3', 'lay', 100, '6.30', True],
     ['m1', 'back', 250, '7.35', False],
     ['m3', 'lay', 2000, '7.86', True]],
    '6.5'),
   [1713, 137]),
  ('regression: per bet commission',
   ([['m3', 'back', 250, '6.32', True],
     ['m3', 'back', 1000, '4.82', False],
     ['m3', 'lay', 250, '5.41', False],
     ['m1', 'lay', 100, '6.23', True],
     ['m2', 'lay', 777, '7.89', False]],
    '5'),
   [-6032, 5]),
  ('variant scenario 1',
   ([['m2', 'back', 1000, '5.07', True], ['m1', 'back', 250, '6.46', True]], '6.5'),
   [5081, 354]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '2.17', True],
     ['m2', 'back', 2000, '5.63', True],
     ['m1', 'back', 250, '2.32', False],
     ['m2', 'lay', 2000, '6.97', True]],
    '5'),
   [12670, 680])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m3', 'back', 2000, '4.23', False],
     ['m3', 'lay', 100, '4.06', False],
     ['m3', 'lay', 2000, '2.15', False],
     ['m2', 'lay', 250, '4.89', True],
     ['m3', 'back', 250, '5.27', False]],
    '5'),
   [-4619, 13]),
  ('regression: per bet commission',
   ([['m2', 'back', 100, '4.06', False],
     ['m2', 'lay', 1000, '3.28', True],
     ['m2', 'back', 1000, '3.20', False],
     ['m1', 'back', 2000, '2.10', False],
     ['m1', 'lay', 250, '4.14', False]],
    '2'),
   [-2885, 0]),
  ('variant scenario 1',
   ([['m1', 'lay', 2000, '2.07', False], ['m1', 'lay', 1000, '6.85', False]], '5'),
   [-7990, 0]),
  ('variant scenario 2',
   ([['m2', 'lay', 777, '1.87', True], ['m3', 'back', 100, '2.04', False]], '5'),
   [638, 39])]]
for label, args, expected in cases[N - 1]:
    check(label, run(args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
control single back winner	`[1900, 100]`	`[1900, 100]`	Passed
boundary hedged market nets out	`[400, 100]`	`[475, 25]`	Failed
control lay winner	`[950, 50]`	`[950, 50]`	Passed
boundary losing market no commission	`[-525, 25]`	`[-500, 0]`	Failed
regression: per bet commission	`[-5435, 166]`	`[-5298, 29]`	Failed
variant scenario 1	`[-1040, 40]`	`[-1000, 0]`	Failed
variant scenario 2	`[191, 38]`	`[198, 31]`	Failed

SHA-256 / ff92e4ab1d9d008a20a4389d080f22085c22cc6d62965f42b1258e5205dbc9ab

2 / The unsuccessful fix

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json
from fractions import Fraction
import math
N = 1
observations = []
def solve(bets, rate_pct):
    nets = {}
    for market, side, stake, price, won in bets:
        p = Fraction(price)
        if side == 'back':
            pl = math.floor(stake * (p - 1)) if won else -stake
        else:
            pl = stake if won else -math.ceil(stake * (p - 1))
        nets[market] = nets.get(market, 0) + max(pl, 0)
    comm = 0
    for m, net in nets.items():
        if net > 0:
            comm += math.floor(net * Fraction(rate_pct) / 100 + Fraction(1, 2))
    return [sum(nets.values()) - comm, comm]
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
def run(args):
    try:
        return solve(*args)
    except Exception as exc:
        return 'raised ' + type(exc).__name__
cases = [[('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m1', 'back', 100, '5.20', False],
     ['m2', 'lay', 2000, '6.81', True],
     ['m3', 'back', 100, '6.84', False],
     ['m1', 'back', 777, '1.71', True],
     ['m2', 'lay', 2000, '4.81', False]],
    '6.5'),
   [-5298, 29]),
  ('variant scenario 1',
   ([['m3', 'back', 1000, '2.37', False],
     ['m3', 'lay', 1000, '5.47', True],
     ['m3', 'lay', 1000, '2.53', True],
     ['m3', 'back', 2000, '5.43', False]],
    '2'),
   [-1000, 0]),
  ('variant scenario 2',
   ([['m1', 'lay', 100, '6.53', True],
     ['m1', 'lay', 250, '1.42', False],
     ['m3', 'back', 100, '5.84', True],
     ['m1', 'back', 250, '4.21', False]],
    '6.5'),
   [198, 31])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission', ([['m3', 'back', 100, '3.97', False]], '5'), [-100, 0]),
  ('regression: per bet commission',
   ([['m3', 'lay', 100, '2.39', True],
     ['m1', 'lay', 2000, '5.94', False],
     ['m3', 'back', 777, '3.75', True]],
    '6.5'),
   [-7789, 145]),
  ('variant scenario 1',
   ([['m1', 'back', 777, '1.23', False],
     ['m2', 'lay', 250, '7.80', True],
     ['m2', 'back', 100, '4.41', True]],
    '5'),
   [-216, 30]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '4.01', False],
     ['m1', 'lay', 100, '3.22', False],
     ['m3', 'lay', 777, '7.56', False],
     ['m1', 'back', 2000, '1.35', False]],
    '6.5'),
   [-9320, 0])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m1', 'lay', 1000, '2.47', True],
     ['m3', 'back', 777, '7.09', False],
     ['m3', 'lay', 2000, '2.84', True]],
    '5'),
   [2112, 111]),
  ('variant scenario 1', ([['m3', 'lay', 250, '4.16', False]], '5'), [-790, 0]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '1.81', False],
     ['m2', 'lay', 2000, '7.12', False],
     ['m1', 'lay', 250, '4.83', False]],
    '6.5'),
   [-15198, 0])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m3', 'lay', 100, '6.30', True],
     ['m1', 'back', 250, '7.35', False],
     ['m3', 'lay', 2000, '7.86', True]],
    '6.5'),
   [1713, 137]),
  ('regression: per bet commission',
   ([['m3', 'back', 250, '6.32', True],
     ['m3', 'back', 1000, '4.82', False],
     ['m3', 'lay', 250, '5.41', False],
     ['m1', 'lay', 100, '6.23', True],
     ['m2', 'lay', 777, '7.89', False]],
    '5'),
   [-6032, 5]),
  ('variant scenario 1',
   ([['m2', 'back', 1000, '5.07', True], ['m1', 'back', 250, '6.46', True]], '6.5'),
   [5081, 354]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '2.17', True],
     ['m2', 'back', 2000, '5.63', True],
     ['m1', 'back', 250, '2.32', False],
     ['m2', 'lay', 2000, '6.97', True]],
    '5'),
   [12670, 680])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m3', 'back', 2000, '4.23', False],
     ['m3', 'lay', 100, '4.06', False],
     ['m3', 'lay', 2000, '2.15', False],
     ['m2', 'lay', 250, '4.89', True],
     ['m3', 'back', 250, '5.27', False]],
    '5'),
   [-4619, 13]),
  ('regression: per bet commission',
   ([['m2', 'back', 100, '4.06', False],
     ['m2', 'lay', 1000, '3.28', True],
     ['m2', 'back', 1000, '3.20', False],
     ['m1', 'back', 2000, '2.10', False],
     ['m1', 'lay', 250, '4.14', False]],
    '2'),
   [-2885, 0]),
  ('variant scenario 1',
   ([['m1', 'lay', 2000, '2.07', False], ['m1', 'lay', 1000, '6.85', False]], '5'),
   [-7990, 0]),
  ('variant scenario 2',
   ([['m2', 'lay', 777, '1.87', True], ['m3', 'back', 100, '2.04', False]], '5'),
   [638, 39])]]
for label, args, expected in cases[N - 1]:
    check(label, run(args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
control single back winner	`[1900, 100]`	`[1900, 100]`	Passed
boundary hedged market nets out	`[1900, 100]`	`[475, 25]`	Failed
control lay winner	`[950, 50]`	`[950, 50]`	Passed
boundary losing market no commission	`[475, 25]`	`[-500, 0]`	Failed
regression: per bet commission	`[2385, 166]`	`[-5298, 29]`	Failed
variant scenario 1	`[1960, 40]`	`[-1000, 0]`	Failed
variant scenario 2	`[546, 38]`	`[198, 31]`	Failed

SHA-256 / 39973ae394463d7074e91a388b1644bc8ba6b2c531963256f6a85f084828c976

3 / The verified repair

Exit 0

"""Failure Map reference implementation. Python standard library only."""
import json
from fractions import Fraction
import math
N = 1
observations = []
def solve(bets, rate_pct):
    nets = {}
    for market, side, stake, price, won in bets:
        p = Fraction(price)
        if side == 'back':
            pl = math.floor(stake * (p - 1)) if won else -stake
        else:
            pl = stake if won else -math.ceil(stake * (p - 1))
        nets[market] = nets.get(market, 0) + pl
    comm = 0
    for m, net in nets.items():
        if net > 0:
            comm += math.floor(net * Fraction(rate_pct) / 100 + Fraction(1, 2))
    return [sum(nets.values()) - comm, comm]
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
def run(args):
    try:
        return solve(*args)
    except Exception as exc:
        return 'raised ' + type(exc).__name__
cases = [[('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m1', 'back', 100, '5.20', False],
     ['m2', 'lay', 2000, '6.81', True],
     ['m3', 'back', 100, '6.84', False],
     ['m1', 'back', 777, '1.71', True],
     ['m2', 'lay', 2000, '4.81', False]],
    '6.5'),
   [-5298, 29]),
  ('variant scenario 1',
   ([['m3', 'back', 1000, '2.37', False],
     ['m3', 'lay', 1000, '5.47', True],
     ['m3', 'lay', 1000, '2.53', True],
     ['m3', 'back', 2000, '5.43', False]],
    '2'),
   [-1000, 0]),
  ('variant scenario 2',
   ([['m1', 'lay', 100, '6.53', True],
     ['m1', 'lay', 250, '1.42', False],
     ['m3', 'back', 100, '5.84', True],
     ['m1', 'back', 250, '4.21', False]],
    '6.5'),
   [198, 31])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission', ([['m3', 'back', 100, '3.97', False]], '5'), [-100, 0]),
  ('regression: per bet commission',
   ([['m3', 'lay', 100, '2.39', True],
     ['m1', 'lay', 2000, '5.94', False],
     ['m3', 'back', 777, '3.75', True]],
    '6.5'),
   [-7789, 145]),
  ('variant scenario 1',
   ([['m1', 'back', 777, '1.23', False],
     ['m2', 'lay', 250, '7.80', True],
     ['m2', 'back', 100, '4.41', True]],
    '5'),
   [-216, 30]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '4.01', False],
     ['m1', 'lay', 100, '3.22', False],
     ['m3', 'lay', 777, '7.56', False],
     ['m1', 'back', 2000, '1.35', False]],
    '6.5'),
   [-9320, 0])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m1', 'lay', 1000, '2.47', True],
     ['m3', 'back', 777, '7.09', False],
     ['m3', 'lay', 2000, '2.84', True]],
    '5'),
   [2112, 111]),
  ('variant scenario 1', ([['m3', 'lay', 250, '4.16', False]], '5'), [-790, 0]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '1.81', False],
     ['m2', 'lay', 2000, '7.12', False],
     ['m1', 'lay', 250, '4.83', False]],
    '6.5'),
   [-15198, 0])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m3', 'lay', 100, '6.30', True],
     ['m1', 'back', 250, '7.35', False],
     ['m3', 'lay', 2000, '7.86', True]],
    '6.5'),
   [1713, 137]),
  ('regression: per bet commission',
   ([['m3', 'back', 250, '6.32', True],
     ['m3', 'back', 1000, '4.82', False],
     ['m3', 'lay', 250, '5.41', False],
     ['m1', 'lay', 100, '6.23', True],
     ['m2', 'lay', 777, '7.89', False]],
    '5'),
   [-6032, 5]),
  ('variant scenario 1',
   ([['m2', 'back', 1000, '5.07', True], ['m1', 'back', 250, '6.46', True]], '6.5'),
   [5081, 354]),
  ('variant scenario 2',
   ([['m3', 'back', 2000, '2.17', True],
     ['m2', 'back', 2000, '5.63', True],
     ['m1', 'back', 250, '2.32', False],
     ['m2', 'lay', 2000, '6.97', True]],
    '5'),
   [12670, 680])],
 [('control single back winner', ([['m1', 'back', 1000, '3.00', True]], '5'), [1900, 100]),
  ('boundary hedged market nets out',
   ([['m1', 'back', 1000, '3.00', True], ['m1', 'lay', 1000, '2.50', False]], '5'),
   [475, 25]),
  ('control lay winner', ([['m2', 'lay', 1000, '4.00', True]], '5'), [950, 50]),
  ('boundary losing market no commission',
   ([['m1', 'back', 1000, '3.00', False], ['m1', 'lay', 500, '2.00', True]], '5'),
   [-500, 0]),
  ('regression: per bet commission',
   ([['m3', 'back', 2000, '4.23', False],
     ['m3', 'lay', 100, '4.06', False],
     ['m3', 'lay', 2000, '2.15', False],
     ['m2', 'lay', 250, '4.89', True],
     ['m3', 'back', 250, '5.27', False]],
    '5'),
   [-4619, 13]),
  ('regression: per bet commission',
   ([['m2', 'back', 100, '4.06', False],
     ['m2', 'lay', 1000, '3.28', True],
     ['m2', 'back', 1000, '3.20', False],
     ['m1', 'back', 2000, '2.10', False],
     ['m1', 'lay', 250, '4.14', False]],
    '2'),
   [-2885, 0]),
  ('variant scenario 1',
   ([['m1', 'lay', 2000, '2.07', False], ['m1', 'lay', 1000, '6.85', False]], '5'),
   [-7990, 0]),
  ('variant scenario 2',
   ([['m2', 'lay', 777, '1.87', True], ['m3', 'back', 100, '2.04', False]], '5'),
   [638, 39])]]
for label, args, expected in cases[N - 1]:
    check(label, run(args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
control single back winner	`[1900, 100]`	`[1900, 100]`	Passed
boundary hedged market nets out	`[475, 25]`	`[475, 25]`	Passed
control lay winner	`[950, 50]`	`[950, 50]`	Passed
boundary losing market no commission	`[-500, 0]`	`[-500, 0]`	Passed
regression: per bet commission	`[-5298, 29]`	`[-5298, 29]`	Passed
variant scenario 1	`[-1000, 0]`	`[-1000, 0]`	Passed
variant scenario 2	`[198, 31]`	`[198, 31]`	Passed

SHA-256 / fd6541c6e99bf2539e74b2d2410eea6b9781a491f4f89de865eedaaab4990897

Verification & scope

Stipulated, bounded toy contract stated in the contract field; not a claim of conformance with any operator, exchange or regulator rule set. 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.

Observations recorded using Python 3.12.14 at 2026-09-29T14:50:31.782757+00:00.

Case digest / a32c7b860d532f12ea6f971a970886ec7af59d0980d678979d3687bdb0ccd45b