Alternative orderings for a order books

[davidrpugh]

@bherd-rb At present the FourHeapOrderBook class stores orders sorted according to price. However, in real double auctions there are at least three commonly used orderings: price-time priority, pro-rata, and price-size.

With price-time ordering, orders are first sorted according to price; orders with the same price are then sorted ascending according to some timestamp (orders would be timestamped on receipt by the auction). If the limit price is a Double then ties are unlikely to occur. If limit price is a Long, then ties will occur fairly frequently.

Price-size ordering is similar to price-time ordering except that the secondary ordering is descending according to quantity (i.e., priority is given to larger orders).

Pro-rata ordering is a bit more complicated in that orders with the same price are filled in proportion to their respective quantities. Actually whilst pro-rata is usually discussed as an ordering, it seems like it couples price ordering with a matching algorithm.

Obviously, price-size and pro-rate only make sense in the context of multi-unit auctions.