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fix: use book diff px as the resting price for new orders#5

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felix5572 wants to merge 1 commit into
imperator-co:mainfrom
felix5572:pr/resting-px-from-diff
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fix: use book diff px as the resting price for new orders#5
felix5572 wants to merge 1 commit into
imperator-co:mainfrom
felix5572:pr/resting-px-from-diff

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PR A(resting px):
Also: official repo PR#9
▎ The resting price of a new order is taken from the order status, but trigger/converted orders can carry a different px on the status than the price they actually rest at. The book diff's px is the true resting price. Using the status px leaves wrong prices on the book and makes subsequent diffs unmatchable. This PR stores the diff px
▎ in pending_new_diffs (diff-first arrival) and applies it on pairing (status-first arrival), failing fast on an unparseable px instead of silently keeping the status px. Covers both arrival orders with tests.

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