Include contract multiplier in serialized option order value#9405
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sqsge wants to merge 1 commit intoQuantConnect:masterfrom
Open
Include contract multiplier in serialized option order value#9405sqsge wants to merge 1 commit intoQuantConnect:masterfrom
sqsge wants to merge 1 commit intoQuantConnect:masterfrom
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What
valuefor option orders inReadOrdersResponseJsonConverterWhy
Issue #8447 reports that exported order
valueomits the option contract multiplier, so option orders are serialized withquantity * priceinstead ofquantity * price * contract multiplier.How
valueasorder.Value * contractMultiplierTesting
dotnet build Tests/QuantConnect.Tests.csproj --no-restore -v minimaldotnet test Tests/QuantConnect.Tests.csproj --no-build --no-restore --filter FullyQualifiedName=QuantConnect.Tests.Common.Orders.ReadOrdersResponseJsonConverterTests.SerializesOptionOrderValueUsingContractMultiplier -v minimal