Adds Mapping to ETH Futures (#107)

* Adds Mapping to ETH Futures CME ETH is represented by ETHUSDRR: https://www.interactivebrokers.com/en/trading/margin-futures-fops.php * Fixes GetContractMultiplier GetContractMultiplier was rounding contract multiplier incorrectly, leading to an unsuccessful contract details request. E.g. LBR multiplier is 27.5 and was converted to "28" instead of "27.5". Instead of rounding all multipliers above 1, we will only round them if the decimal part is zero.
QuantConnect · Apr 25, 2024 · 3d2118f · 3d2118f
1 parent 8a48a29
commit 3d2118f
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diff --git a/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokers/IB-symbol-map.json b/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokers/IB-symbol-map.json
@@ -16,6 +16,7 @@
   "RUR": "6R",
   "ZAR": "6Z",
   "BRR": "BTC",
+  "ETHUSDRR": "ETH",
   "DA": "DC",
   "BQX": "BIO"
 }
diff --git a/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs b/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
@@ -4119,7 +4119,7 @@ public IEnumerable<Symbol> LookupSymbols(Symbol symbol, bool includeExpired, str
 
         private static string GetContractMultiplier(decimal contractMultiplier)
         {
-            if (contractMultiplier >= 1)
+            if (contractMultiplier % 1 == 0)
             {
                 // IB doesn't like 5000.0
                 return Convert.ToInt32(contractMultiplier).ToStringInvariant();