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Fix Bitfinex brokerage currency mapping #5011

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merged 1 commit into from
Dec 11, 2020

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StefanoRaggi
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Description

  • Fixed currency mapping from brokerage currency to LEAN currency

Related Issue

Closes #5008

Motivation and Context

  • The cashbook was updated with the incorrect currency when loading initial balances
  • Order fill events were emitted with the incorrect currency for the order fee

Requires Documentation Change

No.

How Has This Been Tested?

  • Tested locally with UST cash balance and USDTUSD market orders.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@Martin-Molinero Martin-Molinero merged commit ec74abd into master Dec 11, 2020
@StefanoRaggi StefanoRaggi deleted the bug-5008-bitfinex-currency-mapping branch December 11, 2020 20:53
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Successfully merging this pull request may close these issues.

Bitfinex Brokerage does not map currencies in GetCashBalance()
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