Since you are supporting EFX which lot size is flexible and can be a double value in live trading, can the declaration of EnterLong() and other order function's quantity change from int to double value so that it can handle fractional lot size such as 10.4321? (or make it accpet the original contract size such as 104,321)
I am not sure whether the fractional order size has been implemented (or can be done in other way), please do let me know is this type of order size is possible when trading with real live.
Thanks.
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