Added support of fractional lastSize

Author: pchavanne

contract.go

@@ -270,6 +270,8 @@ type ContractDetails struct {
 	SizeIncrement          Decimal
 	SuggestedSizeIncrement Decimal
 	MinAlgoSize            Decimal
+	LastPricePrecision     Decimal
+	LastSizePrecision      Decimal
 
 	SecIDList []TagValue
 
@@ -321,11 +323,13 @@ func NewContractDetails() *ContractDetails {
 	cd.SizeIncrement = UNSET_DECIMAL
 	cd.SuggestedSizeIncrement = UNSET_DECIMAL
 	cd.MinAlgoSize = UNSET_DECIMAL
+	cd.LastPricePrecision = UNSET_DECIMAL
+	cd.LastSizePrecision = UNSET_DECIMAL
 	return cd
 }
 
 func (c ContractDetails) String() string {
-	return fmt.Sprintf("%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %t, %t, %f, %t, %s, %s, %s, %s, %t, %s, %s, %s, %s, %s, %s, %s, %s, %s",
+	return fmt.Sprintf("%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %t, %t, %f, %t, %s, %s, %s, %s, %t, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s",
 		c.Contract,
 		c.MarketName,
 		FloatMaxString(c.MinTick),
@@ -370,6 +374,8 @@ func (c ContractDetails) String() string {
 		DecimalMaxString(c.SizeIncrement),
 		DecimalMaxString(c.SuggestedSizeIncrement),
 		DecimalMaxString(c.MinAlgoSize),
+		DecimalMaxString(c.LastPricePrecision),
+		DecimalMaxString(c.LastSizePrecision),
 		c.IneligibilityReasonList,
 		c.EventContract1,
 		c.EventContractDescription1,

decoder_utils.go

@@ -1024,6 +1024,12 @@ func decodeContractDetails(contractProto *protobuf.Contract, contractDetailsProt
 	if contractDetailsProto.MinAlgoSize != nil {
 		contractDetails.MinAlgoSize = StringToDecimal(contractDetailsProto.GetMinAlgoSize())
 	}
+	if contractDetailsProto.LastPricePrecision != nil {
+		contractDetails.LastPricePrecision = StringToDecimal(contractDetailsProto.GetLastPricePrecision())
+	}
+	if contractDetailsProto.LastSizePrecision != nil {
+		contractDetails.LastSizePrecision = StringToDecimal(contractDetailsProto.GetLastSizePrecision())
+	}
 
 	setLastTradeDate(contractDetails.Contract.LastTradeDateOrContractMonth, contractDetails, isBond)
 

proto/ContractDetails.proto

@@ -77,4 +77,6 @@ message ContractDetails {
     optional string eventContractDescription2 = 61;
 
     optional string minAlgoSize = 62;
+    optional string lastPricePrecision = 63;
+    optional string lastSizePrecision = 64;
 }

proto/TickReqParams.proto

@@ -9,4 +9,6 @@ message TickReqParams {
 	optional string minTick = 2;
 	optional string bboExchange = 3;
     optional int32 snapshotPermissions = 4;
+    optional string lastPricePrecision = 5;
+	optional string lastSizePrecision = 6;
 }

protobuf/ContractDetails.pb.go

@@ -169,10 +169,11 @@ const (
 	MIN_SERVER_VER_CONFIG                             Version = 219
 	MIN_SERVER_VER_MARKET_DATA_VOLUMES_IN_SHARES      Version = 220
 	MIN_SERVER_VER_UPDATE_CONFIG                      Version = 221
+	MIN_SERVER_VER_FRACTIONAL_LAST_SIZE               Version = 222
 
 	// 100+ messaging
 	// 100 = enhanced handshake, msg length prefixes
 
 	MIN_CLIENT_VER = 100
-	MAX_CLIENT_VER = MIN_SERVER_VER_UPDATE_CONFIG
+	MAX_CLIENT_VER = MIN_SERVER_VER_FRACTIONAL_LAST_SIZE
 )