This test verifies the peculiarities of the spreader with > 1 quoting leg.

0. This needs sim with replay turned off (see step 0 in common_setup_1), so we can create our own markets.

1. Construct a 2 legged spreader, buy GCM2 sell GCZ2. Set the Price Multipliers to 1 and -1 respectively as
well. Disable all Quote, Pre-Hedge and Post-Hedge parameters.

2. Enter a 20 lot sell order for GCM2 at 20.50 and a 20 lot buy order for GCZ2 at 19.50. A synthetic sell side
market of 20 at 1.00 should show up.

3. Now enter a 5 lot synthetic buy order at 0.70. Since both legs are quoting GCM2 uses GCZ2 (19.50 bid)
to quote its bid at 19.50+0.7=20.2, and GCZ2 uses GCM2 (20.05) to quote its offer at 20.5-0.70=19.8. Verify
these quoting prices
(remember, for quoting prices:
leg_1=leg_2_bid_market+spreader_price
leg_2=leg_2_bid_market-spreader_price
)

4. Move the markets a few times (without crossing and causing any fills) and make sure the quoting prices
are correct, and bring them back to where they were in 2.

5. Now force a 1 lot fill on the GCZ2 quoting order, by sending a 1 lot buy against it. This should send
out a buy hedge on GCM2 at 20.50 and the quote order for GCM2 should be reduced by 1.

6. Now lets fill the other quote order with a 2 lot, ie send a sell order of 2 against the GCM2 bid.
Verify that this send a GCZ2 sell hedge at 19.50 and the GCZ2 quote order is now a 1/3 order.

7. Now we have the spreader 3/5 at 0.70. Verify that.

8. Now lets remove the GCM2 market (ie the 1/20 at 20.50). This will cause the GCZ2 quoting order to be
pulled. Put the GCM2 market back and the 2 lot GCZ2 quoting order should come back.

9. Drag the spreader order to 1.0. This should cause the whole spreader order to fill. There will be
2 overfills and an Avg filled price of 0.90.
