Hello All!

Just a quick update; we've merged a foundational change to the engine to support crypto-currencies in LEAN. This required allowing fractional orders. In traditional markets units are whole; you buy 1 share of AAPL, you have 1 futures contract. Crypto-currencies allow you to hold fractions of the token.

This new change should impact roughly 5% of people who refer to or save their order quantities directly. Previously you may have code which looks like this:

int quantity = Portfolio["SPY"].Quantity;

Which will no longer work as Quantity is now a decimal. If your code depends on the int type you can continue using it safely with Equity, Forex, Futures, Options etc as they all have round lots:

int quantity = (int)Portfolio["SPY"].Quantity;

However we recommend updating your code to the new generic form as its better in the long term:

var quantity = Portfolio["SPY"].Quantity;