Case 2

In the second case, the bid id “7507277560898710” HIJ_order of volume 16,000 at the price of 422.0 can be filled and therefore generating the following three trades:

• Bid id “657291406094408” at the whole volume of 2,000
• Bid id “242062359407230” at the whole volume of 10,000
• Bid id “1127193705767590” at partial volume of 4,000

The orderbook after this case looks like:

Ask[5050], 426.0, vol:800.0, [160695464670030]

Ask[5051], 425.0, vol:8000.0, [1207277960876310]

Ask[5049], 425.0, vol:6000.0, [1265162355224700]

Ask[5052], 423.0, vol:1000.0, [1207277960879500]

<--spread=1.0-->

Bid[5047], 422.0, vol:1000.0, [1127193705767590]

Bid[5044], 421.0, vol:400.0, [889024888125048]

Bid[5048], 420.0, vol:5000.0, [253803710837903]