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prystupa/MatchingEngine.ReferencePrice.feature

Created January 1, 2013 15:18
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MatchingEngine.ReferencePrice.feature
Feature: Maintaining reference price as trades occur
Scenario: Updating reference price as it is set at the opening and trades occur
Given the reference price is set to "10"
When the following orders are submitted in this order:
| Broker | Side | Qty | Price |
| A | Buy | 100 | 11 |
| B | Sell | 100 | 11 |
Then the following trades are generated:
| Buying broker | Selling broker | Qty | Price |
| A | B | 100 | 11 |
And the reference price is reported as "11"
When the following orders are submitted in this order:
| Broker | Side | Qty | Price |
| A | Buy | 100 | 12 |
| B | Sell | 100 | MO |
Then the following trades are generated:
| Buying broker | Selling broker | Qty | Price |
| A | B | 100 | 12 |
And the reference price is reported as "12"
When 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 | 12 |
And the reference price is reported as "12"
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