Suppose, there is a Limit sell order with
Limit Price : 21,
Qty : 21000
then another new Limit sell order placed as below
Limit Price : 20,
Qty : 200
Now if a new limit buy order placed as below,
Limit price : 21,
Qty : 400
I agree, buy Limit order should match with Lowest sell order available. But If buy limit order has exact match available with Limit sell order, then with whom buy order should match? i.e Which order should get high profit buy order or sell order in case there is a exact match order?
