Fixed price conversion for spread leg fill.

release_notes.txt

@@ -1,3 +1,7 @@
+1.1.7
+- Fixed spread leg price fill
+- Fixed HO cash per point value
+
 1.1.6
 - Fixed occasional crash when filtering fills
 - Fixed several cash per point multipliers

src/lib/config/defaults/cpp_config.conf

@@ -666,7 +666,7 @@ CppConfig
 		cpp_entry { key: "HIB" value: 1000 }
 		cpp_entry { key: "HIL" value: 1000 }
 		cpp_entry { key: "HJC" value: 1000 }
-		cpp_entry { key: "HO" value: 420 }
+		cpp_entry { key: "HO" value: 42000 }
 		cpp_entry { key: "HO2" value: 42000 }
 		cpp_entry { key: "HO4" value: 42000 }
 		cpp_entry { key: "HOA" value: 5 }

src/server/sparkd/orderman/actors/ExecutionGateway.cpp

@@ -218,9 +218,14 @@ void ExecutionGateway::on_exe_report(
               : api::orderman::MANUAL_ORDER_INDICATOR_YES;
       str_to(msg.get<fix::OrderID>(), &data->exchange_order_id);
 
-      if (msg.has<fix::Price>())
-         data->price = securities::decode_exchange_price(
-             *sec, Price(msg.get<fix::Price>()));
+      if (msg.has<fix::Price>()) {
+         if (data->leg_security)
+            data->price = securities::decode_exchange_price(
+               *data->leg_security, Price(msg.get<fix::Price>()));
+         else
+            data->price = securities::decode_exchange_price(
+               *sec, Price(msg.get<fix::Price>()));
+      }
       else
          data->price = Price(os::nan());
 

tools/cpp_helper/Generate-Cpps-reqs.ps1

@@ -11,7 +11,7 @@ $known_good = @{
 	"GE" = 2500
 	"HE" = 400
 	"HG" = 5000
-	"HO" = 420
+	"HO" = 42000
 	"LE" = 400
 	"M6E" = 125
 	"NG" = 100