Trading
Matching Rules
The MVP matching model: compatible limit prices, fill-or-none quantity, and Sell Price execution.
Compatibility
A Buy Limit can match a Sell Limit when the Buy Price is greater than or equal to the Sell Price.
Fill-or-none
In the MVP, an Order either matches for its full Quantity or does not match. Partial fills are deliberately outside the first path.
Execution price
if buy.price >= sell.price:
executionPrice = sell.price
quantity = buy.quantity = sell.quantity