Adds Futures Fill Model
Expected Behavior
Futures' orders should fill with prices that respect the minimum price variation.
Actual Behavior
Futures' orders should fill with the available price data.
Potential Solution
Add FuturesFillModel that ensures that orders are filled with realistic prices.
Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [x] I have provided detailed steps to reproduce the issue
Hello, I hope this message finds you well. My name is Sabrina, and I am currently a student at the University of Paris-Saclay. As part of a university project, we have been tasked with contributing to an open source project, and I am particularly interested in your project.
In addition to my studies, I am an apprentice at Société Générale, where I work as a C# developer. While I am still a beginner, I am eager to learn and grow through this contribution. I see this as a valuable opportunity to develop my skills and gain experience in open source collaboration.
If possible, could you kindly suggest any issues or tasks that would be suitable for someone at my level? I would greatly appreciate your guidance and look forward to contributing meaningfully to your project.
Thank you for your time and consideration, and I hope to hear from you soon.
Best regards, Sabrina