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Fixing incorrect iterating order through sell price levels. #2294

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merged 2 commits into from
Sep 24, 2020

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peterbarrow
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The order in which we were iterating through the sell side of the order book was incorrect when extracting orders at auction uncrossing time.

I have fixed this and added a unit test to make sure it works now.

Closes #2292

@peterbarrow peterbarrow added this to the 2020Q3S6 milestone Sep 24, 2020
@peterbarrow peterbarrow self-assigned this Sep 24, 2020
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@peterbarrow peterbarrow merged commit 1758596 into develop Sep 24, 2020
@peterbarrow peterbarrow deleted the 2292-fix-issue-with-uncrossing-book branch September 24, 2020 12:01
@edd edd mentioned this pull request Sep 24, 2020
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Fix issue with uncrossing book after auction
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