[midnight adapter] round net rate computations once

src/adapters/MidnightAdapter.sol

@@ -507,9 +507,14 @@ contract MidnightAdapter is IMidnightAdapterStaticTyping {
             (inProgressBuyMarketId, inProgressBuyBoughtNetCredit) = (bytes32(0), 0);
 
             if (newNetCredit > 0) {
-                uint256 amortizedValue =
-                    (newNetCredit - boughtNetCredit).mulDivUp(WAD, WAD + _marketData.netRate * ttm) + buyerAssets;
-                _marketData.netRate = (newNetCredit - amortizedValue).mulDivDown(WAD, amortizedValue * ttm).toUint72();
+                // netRate = (newNetCredit - amortizedValue) / (amortizedValue * ttm), with
+                // amortizedValue the carried net credit's discounted value plus buyerAssets.
+                // Both terms are multiplied by discount to round only once.
+                uint256 discount = WAD + _marketData.netRate * ttm;
+                uint256 amortizedValueTimesDiscount = (newNetCredit - boughtNetCredit) * WAD + buyerAssets * discount;
+                _marketData.netRate = (newNetCredit * discount - amortizedValueTimesDiscount)
+                    .mulDivDown(WAD, amortizedValueTimesDiscount * ttm)
+                    .toUint72();
             }
 
             if (newNetCredit > 0 && oldNetCredit == 0) {
@@ -591,12 +596,16 @@ contract MidnightAdapter is IMidnightAdapterStaticTyping {
         } else {
             uint256 ttm = market.maturity.zeroFloorSub(block.timestamp);
             require(sellerAssets >= soldNetCredit.mulDivUp(WAD, WAD + maxNetSellRate * ttm), NetSellRateTooHigh());
-            uint256 shortfall = soldNetCredit.mulDivUp(WAD, WAD + _marketData.netRate * ttm).zeroFloorSub(sellerAssets);
-            if (shortfall > 0) {
+            // Same as in onBuy, with amortizedValue the remaining net credit's discounted value plus the shortfall (the
+            // sold net credit's discounted value minus sellerAssets).
+            uint256 discount = WAD + _marketData.netRate * ttm;
+            if (soldNetCredit * WAD > sellerAssets * discount) {
                 require(!noSalesWithShortfall, SalesWithShortfallDisabled());
-                uint256 amortizedValue = newNetCredit.mulDivUp(WAD, WAD + _marketData.netRate * ttm) + shortfall;
-                require(amortizedValue <= newNetCredit, ShortfallTooHigh());
-                _marketData.netRate = (newNetCredit - amortizedValue).mulDivDown(WAD, amortizedValue * ttm).toUint72();
+                uint256 amortizedValueTimesDiscount = (newNetCredit + soldNetCredit) * WAD - sellerAssets * discount;
+                require(amortizedValueTimesDiscount <= newNetCredit * discount, ShortfallTooHigh());
+                _marketData.netRate = (newNetCredit * discount - amortizedValueTimesDiscount)
+                    .mulDivDown(WAD, amortizedValueTimesDiscount * ttm)
+                    .toUint72();
             }
         }