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Round combo order prices

Open jhonabreul opened this issue 1 year ago • 0 comments

Description

Round combo order prices to the security minimum price variation, just as it is done for other order types.

Regression algorithms order list hash changes: limit prices are rounded now. e.g. some changed from 12.3 -> 12.30 if the minimum price variation is 0.01

Related Issue

Close #7996

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit tests

Types of changes

  • [x] Bug fix (non-breaking change which fixes an issue)
  • [ ] Refactor (non-breaking change which improves implementation)
  • [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • [ ] New feature (non-breaking change which adds functionality)
  • [ ] Breaking change (fix or feature that would cause existing functionality to change)
  • [ ] Non-functional change (xml comments/documentation/etc)

Checklist:

  • [x] My code follows the code style of this project.
  • [x] I have read the CONTRIBUTING document.
  • [x] I have added tests to cover my changes.
  • [x] All new and existing tests passed.
  • [x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

jhonabreul avatar May 14 '24 21:05 jhonabreul