Attaching an algo means you give control of a working order (or algo) to another algo
(which is launched when attaching)

0. This needs sim market data **not** to be merged with replay (or cert), so we can create our own markets.
Also make sure you have limits to trade SI Future

1. Bring up a ladder, lets say in SIN1 (does not matter which security). Create an ask side market
of 100 at 20.055.

2. Enter 10 5 lot limit buy orders at 20.025.

3. Select these buy orders in the orderbook and attach Lean with
Cross Threshold = Absolute:5
Max Chase Ticks = 2
Trade Toward Toward = No Change

4. Verify that these limit orders appear as Child orders of Lean. Verify (randomly for some)
that the Parents Key show up correctly.

5. Verify that the lean parameters are what we attached them as

6. Now filter orders in the OB for limit, and detach from these orders entered in 2.
All the leans should go away and the limit orders should appear by themselves.

7. Repeat 3, but for Cross Threshold enter 1000. This should immediately fill the leans