Fix multiplier and lot_size for pyo3 instrument conversion

nautechsystems · Nov 29, 2024 · 2b5c285 · 2b5c285
1 parent 48c4da8
commit 2b5c285
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Showing 4 changed files with 8 additions and 8 deletions.
diff --git a/nautilus_trader/model/instruments/futures_contract.pyx b/nautilus_trader/model/instruments/futures_contract.pyx
@@ -247,8 +247,8 @@ cdef class FuturesContract(Instrument):
             currency=Currency.from_str_c(pyo3_instrument.currency.code),
             price_precision=pyo3_instrument.price_precision,
             price_increment=Price.from_raw_c(pyo3_instrument.price_increment.raw, pyo3_instrument.price_precision),
-            multiplier=Quantity.from_raw_c(pyo3_instrument.multiplier.raw, 0),
-            lot_size=Quantity.from_raw_c(pyo3_instrument.lot_size.raw, 0),
+            multiplier=Quantity.from_raw_c(pyo3_instrument.multiplier.raw, pyo3_instrument.multiplier.precision),
+            lot_size=Quantity.from_raw_c(pyo3_instrument.lot_size.raw, pyo3_instrument.lot_size.precision),
             underlying=pyo3_instrument.underlying,
             activation_ns=pyo3_instrument.activation_ns,
             expiration_ns=pyo3_instrument.expiration_ns,

diff --git a/nautilus_trader/model/instruments/futures_spread.pyx b/nautilus_trader/model/instruments/futures_spread.pyx
@@ -256,8 +256,8 @@ cdef class FuturesSpread(Instrument):
             currency=Currency.from_str_c(pyo3_instrument.currency.code),
             price_precision=pyo3_instrument.price_precision,
             price_increment=Price.from_raw_c(pyo3_instrument.price_increment.raw, pyo3_instrument.price_precision),
-            multiplier=Quantity.from_raw_c(pyo3_instrument.multiplier.raw, 0),
-            lot_size=Quantity.from_raw_c(pyo3_instrument.lot_size.raw, 0),
+            multiplier=Quantity.from_raw_c(pyo3_instrument.multiplier.raw, pyo3_instrument.multiplier.precision),
+            lot_size=Quantity.from_raw_c(pyo3_instrument.lot_size.raw, pyo3_instrument.lot_size.precision),
             underlying=pyo3_instrument.underlying,
             strategy_type=pyo3_instrument.strategy_type,
             activation_ns=pyo3_instrument.activation_ns,

diff --git a/nautilus_trader/model/instruments/options_contract.pyx b/nautilus_trader/model/instruments/options_contract.pyx
@@ -265,8 +265,8 @@ cdef class OptionsContract(Instrument):
             currency=Currency.from_str_c(pyo3_instrument.currency.code),
             price_precision=pyo3_instrument.price_precision,
             price_increment=Price.from_raw_c(pyo3_instrument.price_increment.raw, pyo3_instrument.price_precision),
-            multiplier=Quantity.from_raw_c(pyo3_instrument.multiplier.raw, 0),
-            lot_size=Quantity.from_raw_c(pyo3_instrument.lot_size.raw, 0),
+            multiplier=Quantity.from_raw_c(pyo3_instrument.multiplier.raw, pyo3_instrument.multiplier.precision),
+            lot_size=Quantity.from_raw_c(pyo3_instrument.lot_size.raw, pyo3_instrument.lot_size.precision),
             underlying=pyo3_instrument.underlying,
             option_kind=option_kind_from_str(str(pyo3_instrument.option_kind)),
             activation_ns=pyo3_instrument.activation_ns,

diff --git a/nautilus_trader/model/instruments/options_spread.pyx b/nautilus_trader/model/instruments/options_spread.pyx
@@ -261,8 +261,8 @@ cdef class OptionsSpread(Instrument):
             currency=Currency.from_str_c(pyo3_instrument.currency.code),
             price_precision=pyo3_instrument.price_precision,
             price_increment=Price.from_raw_c(pyo3_instrument.price_increment.raw, pyo3_instrument.price_precision),
-            multiplier=Quantity.from_raw_c(pyo3_instrument.multiplier.raw, 0),
-            lot_size=Quantity.from_raw_c(pyo3_instrument.lot_size.raw, 0),
+            multiplier=Quantity.from_raw_c(pyo3_instrument.multiplier.raw, pyo3_instrument.multiplier.precision),
+            lot_size=Quantity.from_raw_c(pyo3_instrument.lot_size.raw, pyo3_instrument.lot_size.precision),
             underlying=pyo3_instrument.underlying,
             strategy_type=pyo3_instrument.strategy_type,
             activation_ns=pyo3_instrument.activation_ns,