Test Author: Kevin
If it breaks: Kevin 

When the scratch order is placed, it takes a snapshot of the opposite inside market; if that level gets
worse, it will cross the market chase_ticks through.  

It also continually monitors the size on the same side of the market if the quantity at that (same side) level falls below the "Scratch Threshold" AND the order's price is equal to the best bid or offer. It will cross by chase_ticks.

0. 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 
  }
}

1. Bring up a ladder, lets say in SIM:ESU9  (does not matter which security)

2. Create the ask side of the market by sending 50 lot sell limit orders at 2833.25 through 2832.25
(if there are no markets use the M View and the ticket to enter, if you already had left over
orders cancel them)

2. Create the bid side of the market by sending 50 lot buy limit orders at 2830.50 through 2831.50.  
You should have no orders at 2831.75 and 2832.

Basics:
3. Enter a 20 lot buy scratch order at 2831.50 with the following parameters
 Scratch Threshold = Absolute:21
 Max Chase Ticks = 2
 Child = Limit
 
 Verify that the Scratch order along with the Child order shows up

4) Now cancel the 50 lot sell at 2832.25, you should see the 20 lot scratch pay 2832.50 on 20 
(here you'll be filled at 2832.5 but the child limit order will have a price of 2832.75)

5) Repeat 3, now cancel the 50 lot buy at 2831.50, you should again see scratch pay 2832.50 on 20.
Put the 50 lot buy at 2831.50 back in (make sure it's a limit, not a Scratch).

6) Repeat 3, put an offer in at 2832.25, cancel it; nothing should happen.  Cancel the Scratch Algo

7) This time repeat 3 but enter the algo with Max Chase = 0, cancel the 50 lot offer at 2832.75 and 2833.  Nothing should happen. Now cancel the 2832.5 offer, you should see the algo pay up to 2832.5, but not fill.  

8) Cancel the last offer at 2833.25.  Nothing should happen.

9) Repeat all of this on the sell side


