FA-12740 / Auction allocation rules / Member archive
A minimum-fill order is rejected despite sufficient aggregate counterparties · case 05
A minimum-fill order is rejected despite sufficient aggregate counterparties.
Case contract
For a buy size, minimum fill and already-price-compatible opposing sizes, aggregate available size; execute min(size,total) only if it is at least minimum, otherwise zero. Size >= minimum >=1; opposing sizes positive.
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 |
|---|---|---|---|
| aggregate meets minimum | 0 | 5 | Failed |
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