[Orderbook]: Implement Fill Limit Order #47
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AlpinYukseloglu
approved these changes
Feb 27, 2024
Co-authored-by: Alpo <[email protected]>
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Closes: #42
What is the purpose of the change
When a limit order is placed that passes the next tick of the oppossing order direction we can fill that order with any previously placed limit orders for every tick leading up to the placed order's tick. Once an order has been filled as much as possible, if there is a remainder we can store the order with the remainder on the given tick.
This process makes use of the previously created market order filling logic by converting the limit order to a market order when conditions are met. The generated fulfillments from this logic are resolved to bank messages and sent accordingly.
Testing and Verifying
This change added tests and can be verified as follows:
These tests are a replication of various tests from #40 that have been adapted for the order placement logic. These are contained in
contracts/orderbook/src/tests/test_order.rs.