OrderBook.Peg.feature

Feature: Core Pegged Order Functionality

  Scenario Outline: Adding pegged order to a book with no best limit to peg
  If a book is empty than no best limit is available to peg, so we expect the order to be rejected
  If a book only has market orders then best limit is also undefined, so we also expect the order to be rejected
    Given the "<Side>" order book looks like:
      | Broker | Qty | Price |

    When the following orders are added to the "<Side>" book:
      | Broker | Qty | Price |
      | A      | 100 | Peg   |
    Then the following "<Side>" orders are rejected:
      | Broker | Qty | Price |
      | A      | 100 | Peg   |
    And the "<Side>" order book looks like:
      | Broker | Qty | Price |

    When the following orders are added to the "<Side>" book:
      | Broker | Qty | Price |
      | B      | 100 | MO    |
      | C      | 100 | Peg   |
    Then the following "<Side>" orders are rejected:
      | Broker | Qty | Price |
      | C      | 100 | Peg   |
    And the "<Side>" order book looks like:
      | Broker | Qty | Price |
      | B      | 100 | MO    |

  Examples:
    | Side |
    | Buy  |
    | Sell |