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[Orderbook]: Add market filling logic to place_limit #42

Closed
Tracked by #16
AlpinYukseloglu opened this issue Feb 24, 2024 · 0 comments · Fixed by #47
Closed
Tracked by #16

[Orderbook]: Add market filling logic to place_limit #42

AlpinYukseloglu opened this issue Feb 24, 2024 · 0 comments · Fixed by #47
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@AlpinYukseloglu
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Background

Ref: #40 (comment)

Market filling logic needs to be added into place_limit and tests need to be updated to include the commented out ones from #40

Suggested Design

  • Should run the removed logic in the linked discussion in a conditional (e.g. when bid limit tick > next ask or ask limit tick < next bid)

Acceptance Criteria

  • New and existing tests pass
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