FA-12714 / Auction allocation rules / Member archive
Pay-as-bid settlement treats every fill as one unit · case 04
Pay-as-bid settlement treats every fill as one unit.
Case contract
Given [bid-price, filled-units] rows of nonnegative integers, return each order charge price*filled-units; zero fill pays zero.
Why this case matters
Deterministic teaching model for reviewing auction allocation software; not a representation of any venue or financial advice.
One recorded failure
Sample boundary fixtureThis sample comes from the broken implementation of a controlled reproducer.
| Boundary fixture | Actual | Expected | Outcome |
|---|---|---|---|
| multi-unit fill | [14, 5] | [42, 0] | Failed |
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