Список проголосовавших за комментарий "Активный Инвестор, это ваши личные фантазии. Открываем доки CME и читаем:<br/> <blockquote><p>A matching algorithm is a technique to allocate matched quantities, used when an <a href="/r.php?u=https%3A%2F%2Fwww.cmegroup.com%2Fconfluence%2Fdisplay%2FEPICSANDBOX%2FOrder%2BFunctionalities%23OrderFunctionalities-OrderAggressorIndicator&s=2283318140">aggressor order</a> matches with one or multiple resting orders. Algorithms apply to both outright and <a href="/r.php?u=https%3A%2F%2Fwww.cmegroup.com%2Fconfluence%2Fdisplay%2FEPICSANDBOX%2FImplied%2BOrders&s=533499023">implied matching</a>.</p><p>Order matching follows three steps:</p></blockquote><ol><li><blockquote>Determine the current prices opposite the aggressor order, outright and implied prices.</blockquote></li><li><blockquote>Determine quantity at best price opposite the aggressor order, based on business rule priorities.</blockquote></li><li><blockquote>Allocate resting quantity at best price to trade with aggressor order using the market algorithm.</blockquote></li></ol>"