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OTM option excerise orders improvements (#6767)
frostbyte_neo 发布于
2022-12-06 17:30:40 +00:00 | 1680 次提交 在此版本后已推送到 master- Set fill price to zero in OTM exercise orders.
Improved the OTM exercise orders message.
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Update regression algorithms and unit tests
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Add IsInTheMoney property to OrderEvent
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Update SerializedOrderEvent
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Properly setting the option exercise order price to strike price or zero
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Minor changes
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Minor changes
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