Fix exchange minimum sizing for buys

tests/test_execution.py

@@ -129,6 +129,35 @@ def test_paper_broker_raises_small_signal_to_exchange_min_notional(make_settings
     assert position.notional_usdt <= settings.max_position_usdt
 
 
+def test_paper_broker_rounds_small_order_up_to_exchange_qty_step(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        min_position_usdt=1,
+        max_position_usdt=20,
+        max_symbol_exposure_usdt=20,
+        max_total_exposure_usdt=80,
+        max_open_positions=20,
+        max_positions_per_symbol=20,
+        max_entries_per_minute=0,
+    )
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("HYPEUSDT", 39.6, 39.59, 39.61, 10_000_000, 100, 0)
+    instrument = Instrument("HYPEUSDT", "HYPE", "USDT", "Trading", 0.001, 0.01, 0.01, 1)
+
+    position = broker.buy(
+        Signal("HYPEUSDT", "BUY", 0.8, "small torch edge", {"position_notional_usdt": 1.05}),
+        ticker,
+        instrument,
+        {"HYPEUSDT": 39.6},
+    )
+
+    assert position is not None
+    assert position.qty == 0.03
+    assert position.notional_usdt >= instrument.min_notional_value
+    assert position.notional_usdt <= settings.max_position_usdt
+
+
 def test_paper_broker_respects_adaptive_exposure_target(make_settings, tmp_path) -> None:
     settings = make_settings(
         tmp_path,