This test makes sure the basic spreader functionality works for 2 legged synthetic spreads with one quoting leg,
such that he hedging leg can use either direct or merged market data.

0. This test assumes recorded market data with the following sim md configuration

ExchangeSim {
  value {
    merge_with_md: true
    forward_implied: true
  }
}

1. Open up the market view and find a security with with both direct and implied markets, on the ask side.
Make sure those markets are stable and you can rely on them.

2. Create a synthetic with the security in 1. being the hedge leg (buy) and choose a quoting
leg (sell) of your choice. Make sure there is only one quoting leg. For market data type
use "Merged"

3. Disable all spreader params.

4. Now enter a spreader order so that it doesn't get filled immediately. Note the quoting order.
quoting leg price = hedge_price - spreader_price.
hedge_price is where it can buy the hedge order (which since its a buy will be on the ask side of
the hedging market).
Make sure that its correct and its using the merged book in the hedging market.

5. Cancel the order and change the spreader so its using Direct prices.
Repeat 4, and make sure its using direct price on the hedging market.