This update improves limit order execution in Now Trading.
Changes:
- Limit orders are no longer rejected just because they cross the current order book.
- Limit buy orders can execute against available asks, even when the limit price is above the best ask.
- Limit sell orders can execute against available bids, even when the limit price is below the best bid.
- Trades execute at the matched book price while still respecting both buyer and seller limit prices.
- Historical crossed resting orders now resolve through normal matching instead of being cancelled.
This fixes cases where valid limit orders could fail to fill even when they should reasonably execute against the
current book.