> depending on which rounding mode was used (round-ties-to-even, round-ties-to-away), the interval may be half-open, open or closed.

I think we will get the majority of the use cases if we pick one rounding strategy and stick with it.  In later version we could support more if we found the demand: in addition to assume_rounded=True we could allow assume_rounded="round_towards_zero", etc.