This needs sim market data **not** to be merged with replay (or
cert), so we can create our own markets. Use the following key to set
market data up:

ExchangeSim {
  value {
    merge_with_md: false 
    forward_implied: false 
  }
}

Algo Studio lets you combine algos together and save it as an order type:

To test this, we will create a common algo combination and test to make sure it's working as desired.


Let's start by creating the Algo:

Launch Algo Studio
Click on top left icon to "add algo"
Give it a name, call it T_C and give the abbrev a title of T_C as well.
Create a Top with Cover, so the very top algos with be a "top" (top thresh 10) and it's child will be a cover (Hedge Ticks 2)
Leave both Hedge and Child as limits of the child


On the ladder, go to settings, then algo favorites and click add and choose your T_C algo.

This will display it on the ladder for quick deployment

1.) Create a 20 lot bid/ask market 1 tick apart.
2.) Place a 5 lot T_C (top cover algo) buy order on the best bid market.
3.) Place another 5 lot buy limit order on the best bid
4.) Place a 25 lot sell limit order on the best bid, filling the orders placed in 1 and 2
5.) Verify that the cover order was deployed. 

Repeat steps 1 through 5 with a sell order.

Additionally, we will add a "lean" into the mix as the child of the cover.

Go back to your algo studio, and change the hedge of the cover to be that of lean.

What will happen is once the cover order is submitted, it will include the lean logic on that cover order.  

Set the parameters to a cross thresh of 10, max chase ticks 0 and on toward no change.

Save the algo, and repeat steps 1 through 5 again.

This time the hedge should get filled immediately, as it will lean into the market that we just reduced below it's threshold size. 