Skip to content

Order Serialization Order Value Multiplier #8447

Open
@AlexCatarino

Description

Expected Behavior

The "value" field has the value from Order.GetValue method.

Actual Behavior

The multiplier is not taken into account for option:

Time,Symbol,Price,Quantity,Type,Status,Value,Tag
2021-01-08T20:30:00Z,SPXW 210115C03870000,9.1,-5,Market,Filled,-45.5,"CreateIronCondor: Short Call Order placed with strike 3870 at the current SPX of 3816.93."

"orders": {
    "1": {
        ...
        "symbol": {
            "value": "SPXW  210115C03870000",
            "id": "SPXW XL80P536WOB2|SPX 31",
            "permtick": "SPXW  210115C03870000",
            "underlying": {
                "value": "SPX",
                "id": "SPX 31",
                "permtick": "SPX"
            }
        },
        "price": 9.1,
        ...
        "quantity": -5.0,
        ...
        "value": -45.5,

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Metadata

Assignees

No one assigned

    Labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions