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Fix option strike price value #22

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Merged
Martin-Molinero merged 1 commit into from
Jan 30, 2026
Merged

Fix option strike price value #22

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2 changes: 1 addition & 1 deletion QuantConnect.Wolverine/WolverineOrderRoutingSessionHandler.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -96,7 +96,7 @@ public bool PlaceOrder(Order order)

if (order.Symbol.SecurityType.IsOption())
{
wexOrder.StrikePrice = new StrikePrice(decimal.Round(order.Price, Utility.LIMIT_DECIMAL_PLACE));
wexOrder.SetField(new StrikePrice(order.Symbol.ID.StrikePrice));

var expirationDate = order.Symbol.ID.Date;
wexOrder.SetField(new MaturityMonthYear(expirationDate.ToString("yyyyMM", CultureInfo.InvariantCulture)));
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4 changes: 3 additions & 1 deletion QuantConnect.Wolverine/WolverineSymbolMapper.cs
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Expand Up @@ -27,7 +27,9 @@ public class WolverineSymbolMapper : ISymbolMapper
{
{ QuickFix.Fields.SecurityType.COMMON_STOCK, SecurityType.Equity },
{ QuickFix.Fields.SecurityType.FUTURE, SecurityType.Future },
{ QuickFix.Fields.SecurityType.OPTION, SecurityType.Option }
{ QuickFix.Fields.SecurityType.OPTION, SecurityType.Option },
{ QuickFix.Fields.SecurityType.OPTION, SecurityType.IndexOption },
{ QuickFix.Fields.SecurityType.OPTION, SecurityType.FutureOption }
};

// LEAN security type -> WEX Security TYpe
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