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prystupa/MatchingEngine.MarketOrders.feature

Last active November 26, 2017 03:49
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Matching using a reference price
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MatchingEngine.MarketOrders.feature
# Matching using a reference price
Scenario: Matching incoming Buy market order against Sell market order when no best limit price is available
Given the reference price is set to "10"
Given the following orders are submitted in this order:
| Broker | Side | Qty | Price |
| A | Sell | 100 | MO |
| B | Buy | 100 | MO |
Then the following trades are generated:
| Buying broker | Selling broker | Qty | Price |
| B | A | 100 | 10 |
And market order book looks like:
| Broker | Qty | Price | Price | Qty | Broker |
Scenario: Matching incoming Sell market order against Sell market order when no best limit price is available
Given the reference price is set to "10"
Given the following orders are submitted in this order:
| Broker | Side | Qty | Price |
| A | Buy | 100 | MO |
| B | Sell | 100 | MO |
Then the following trades are generated:
| Buying broker | Selling broker | Qty | Price |
| A | B | 100 | 10 |
And market order book looks like:
| Broker | Qty | Price | Price | Qty | Broker |
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