set default asset delta to 1

mautomic · Feb 25, 2021 · d96d1be · d96d1be
1 parent 3bdc6ca
commit d96d1be
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/sleet-api-service/src/main/java/com/sleet/api/model/Asset.kt b/sleet-api-service/src/main/java/com/sleet/api/model/Asset.kt
@@ -28,7 +28,7 @@ open class Asset(
     open val volatility: Double = 0.0,
     open val netChange: Double = 0.0,
     open val putCall: String? = null,
-    open val delta: Double = 0.0,
+    open val delta: Double = 1.0,
     open val gamma: Double = 0.0,
     open val theta: Double = 0.0,
     open val vega: Double = 0.0,