Matching incoming limit orders against outstanding market orders

MarketOrdersMatching.feature

  Scenario: Matching incoming Buy limit order against a single outstanding Sell market order
    When the following orders are submitted in this order:
      | Broker | Side | Qty | Price |
      | A      | Sell | 100 | MO    |
      | B      | Buy  | 120 | 10.5  |
    Then the following trades are generated:
      | Buying broker | Selling broker | Qty | Price |
      | B             | A              | 100 | 10.5  |
    And market order book looks like:
      | Broker | Qty | Price | Price | Qty | Broker |
      | B      | 20  | 10.5  |       |     |        |

  Scenario: Matching incoming Sell limit order against a single outstanding Buy market order
    When the following orders are submitted in this order:
      | Broker | Side | Qty | Price |
      | A      | Buy  | 100 | MO    |
      | B      | Sell | 120 | 10.5  |
    Then the following trades are generated:
      | Buying broker | Selling broker | Qty | Price |
      | A             | B              | 100 | 10.5  |
    And market order book looks like:
      | Broker | Qty | Price | Price | Qty | Broker |
      |        |     |       | 10.5  | 20  | B      |

  Scenario: Matching incoming Buy limit order against Sell market order while another NON-CROSSING Sell limit order is outstanding
    When the following orders are submitted in this order:
      | Broker | Side | Qty | Price |
      | A      | Sell | 100 | MO    |
      | B      | Sell | 100 | 10.6  |
      | C      | Buy  | 120 | 10.5  |
    Then the following trades are generated:
      | Buying broker | Selling broker | Qty | Price |
      | C             | A              | 100 | 10.5  |
    And market order book looks like:
      | Broker | Qty | Price | Price | Qty | Broker |
      | C      | 20  | 10.5  | 10.6  | 100 | B      |

  Scenario: Matching incoming Sell limit order against Buy market order while another NON-CROSSING Buy limit order is outstanding
    When the following orders are submitted in this order:
      | Broker | Side | Qty | Price |
      | A      | Buy  | 100 | MO    |
      | B      | Buy  | 100 | 10.4  |
      | C      | Sell | 120 | 10.5  |
    Then the following trades are generated:
      | Buying broker | Selling broker | Qty | Price |
      | A             | C              | 100 | 10.5  |
    And market order book looks like:
      | Broker | Qty | Price | Price | Qty | Broker |
      | B      | 100 | 10.4  | 10.5  | 20  | C      |

  Scenario: Matching incoming Buy limit order against Sell market order while another CROSSING Sell limit order is outstanding
    When the following orders are submitted in this order:
      | Broker | Side | Qty | Price |
      | A      | Sell | 100 | MO    |
      | B      | Sell | 100 | 10.4  |
      | C      | Buy  | 120 | 10.5  |
    Then the following trades are generated:
      | Buying broker | Selling broker | Qty | Price |
      | C             | A              | 100 | 10.4  |
      | C             | B              | 20  | 10.4  |
    And market order book looks like:
      | Broker | Qty | Price | Price | Qty | Broker |
      |        |     |       | 10.4  | 80  | B      |

  Scenario: Matching incoming Sell limit order against Buy market order while another CROSSING Buy limit order is outstanding
    When the following orders are submitted in this order:
      | Broker | Side | Qty | Price |
      | A      | Buy  | 100 | MO    |
      | B      | Buy  | 100 | 10.6  |
      | C      | Sell | 120 | 10.5  |
    Then the following trades are generated:
      | Buying broker | Selling broker | Qty | Price |
      | A             | C              | 100 | 10.6  |
      | B             | C              | 20  | 10.6  |
    And market order book looks like:
      | Broker | Qty | Price | Price | Qty | Broker |
      | B      | 80  | 10.6  |       |     |        |