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Target spread is not reached, sides imbalanced, several sell orders filled at once and need to place closer buy order.
Currently one closer buy order is placed full-sized using fallback logic to cancel furthest buy. Probably it should not work this way.
The text was updated successfully, but these errors were encountered:
Add test to repruduce Codaone#601
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Target spread is not reached, sides imbalanced, several sell orders filled at once and need to place closer buy order.
Currently one closer buy order is placed full-sized using fallback logic to cancel furthest buy. Probably it should not work this way.
The text was updated successfully, but these errors were encountered: