It would be helpful if you were more specific about your experiment. Any attempt to answer an unspecific question is only a shot in the dark.
In the example I cited, the actual trade price as calculated from paid/received amounts was off from the price of the offers on the market. The point here is that the paid/received amounts are calculated by applying the price of the market offer to the amount available for paying, and rounding the result. The rounding is necessary due to lack of precision in the target asset.
If that is not the problem that you verified in your experiment, again, please be more specific about what you perceive as the problem.
RE: OpenLedger trade engine bug or ..?