Let's presume that I go long 4 contracts and that the order gets filled in two phases (e.g. first 3 and then 1).
In OnOrderUpdate(), I would expect the Quantity to be first 3 (OrderState == OrderState.PartFilled), right? But when the order gets competely filled (OrderState == OrderState.Filled), should the Quantity be 1 or 4?
JP
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