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prystupa/OrderBook.Market.feature

Created December 25, 2012 21:43
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Price and time priority for market orders
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OrderBook.Market.feature
Feature: Core Market Order Functionality for Price and Time Priority
Scenario Outline: Price and time priority of market orders over limit orders
When the following orders are added to the "<Side>" book:
| Broker | Qty | Price |
| A | 100 | 10.5 |
Then the "<Side>" order book looks like:
| Broker | Qty | Price |
| A | 100 | 10.5 |
When the following orders are added to the "<Side>" book:
| Broker | Qty | Price |
| B | 100 | MO |
Then the "<Side>" order book looks like:
| Broker | Qty | Price |
| B | 100 | MO |
| A | 100 | 10.5 |
When the following orders are added to the "<Side>" book:
| Broker | Qty | Price |
| C | 100 | 10.5 |
Then the "<Side>" order book looks like:
| Broker | Qty | Price |
| B | 100 | MO |
| A | 100 | 10.5 |
| C | 100 | 10.5 |
When the following orders are added to the "<Side>" book:
| Broker | Qty | Price |
| D | 100 | MO |
Then the "<Side>" order book looks like:
| Broker | Qty | Price |
| B | 100 | MO |
| D | 100 | MO |
| A | 100 | 10.5 |
| C | 100 | 10.5 |
Examples:
| Side |
| Buy |
| Sell |
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