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Order Serialization Order Value Multiplier
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
- [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
The order Value property is currently deprecated because of this issue, please use Order.GetValue(security) or security.Holdings.HoldingsValue. We could potentially serialize it instead of Value