Add utils module with quantity quantization helper

RELEASE_NOTES.md

@@ -10,12 +10,10 @@
 
 ## New Features
 
-* Use decorator for `from_pb` methods to ensure an error message with protobuf data is logged in case there are conversion problems.
+* Add helper function to support creating quantities that conform to the API expectations.
 
 <!-- Here goes the main new features and examples or instructions on how to use them -->
 
 ## Bug Fixes
 
-* Deal correctly with cancelled orders with no price or quantity
-
 <!-- Here goes notable bug fixes that are worth a special mention or explanation -->

src/frequenz/client/electricity_trading/__init__.py

@@ -212,6 +212,7 @@ async def stream_trades():
     TradeState,
     UpdateOrder,
 )
+from ._utils import quantize_quantity
 
 __all__ = [
     "Client",
@@ -243,4 +244,5 @@ async def stream_trades():
     "MIN_QUANTITY_MW",
     "PRECISION_DECIMAL_QUANTITY",
     "PRECISION_DECIMAL_PRICE",
+    "quantize_quantity",
 ]

src/frequenz/client/electricity_trading/_utils.py

@@ -0,0 +1,25 @@
+# License: MIT
+# Copyright © 2025 Frequenz Energy-as-a-Service GmbH
+
+"""Utility functions for the electricity trading API client."""
+
+from decimal import Decimal
+
+from ._client import PRECISION_DECIMAL_QUANTITY
+
+
+def quantize_quantity(value: Decimal | float) -> Decimal:
+    """Convert a decimal to a quantity with the correct precision for the API.
+
+    Simply rounds the value to the correct precision using HALF_EVEN rounding.
+
+    Args:
+        value: The value to convert in float or Decimal.
+
+    Returns:
+        The quantity with the correct precision as a Decimal.
+    """
+    dec = Decimal(str(value)) if isinstance(value, float) else value
+    quantity_step = Decimal(f"1e-{PRECISION_DECIMAL_QUANTITY}")
+    quantized = Decimal(dec).quantize(quantity_step, rounding="ROUND_HALF_EVEN")
+    return quantized

tests/test_utils.py

@@ -0,0 +1,40 @@
+# License: MIT
+# Copyright © 2023 Frequenz Energy-as-a-Service GmbH
+
+"""Tests for helper utilities module."""
+
+from decimal import Decimal
+
+from frequenz.client.electricity_trading import quantize_quantity
+
+
+def test_quantize_quantity() -> None:
+    """Test the quantize_quantity function."""
+
+    def test(inp: str, out: str) -> None:
+        # check for float
+        resf = quantize_quantity(float(inp))
+        # ... and decimal
+        resd = quantize_quantity(Decimal(inp))
+
+        # check correct type
+        assert isinstance(resf, Decimal)
+        assert isinstance(resd, Decimal)
+
+        # check correct value
+        assert resf == resd == Decimal(out)
+
+        # check negative
+        resn = quantize_quantity(-float(inp))
+        assert isinstance(resn, Decimal)
+        assert resn == Decimal(out) * -1
+
+    test("0.0", "0")
+    test("0.01", "0")
+    test("0.05", "0")  # round down in ROUND_HALF_EVEN mode
+    test("0.051", "0.1")
+    test("0.1", "0.1")
+    test("0.15", "0.2")  # round up in ROUND_HALF_EVEN mode
+    test("0.5", "0.5")
+    test("1", "1")
+    test("99.89", "99.9")