Case 4

In this case, this AON is filled in whole since its volume matches the first 3 orders in the ask list. This AON order generates three different trades that match with:

§ Bid id “1207277960879500” at the whole volume of 1,000

§ trader “1265162355224700” at the whole volume of 6,000

§ trader “7507277560898710” at the whole volume of 8,000

The orderbook after this case looks like:

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

<--spread=4.0-->

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

Bid[5048], 421.0, vol:400.0, [889024888125048]

Bid[5044], 420.0, vol:5000.0, [253803710837903]