Inter-commodity spreads will only be allowed to imply as long as both outrights are included within a single Product Group and the spread type is eligible for implied options.

Feature: Implied trading for SG spread

  #Description:
    # Verify Implied Trading for a Buy-Buy spread with spread code SG

  #Steps:
   #1 Ensure Groups are available for trading and Set Implied Delay = 0, Implied Duration = 20 Sec
   #2 Create a UDS of type SG -> With Implied Delay set to 0 , this turns on Implieds for that contract immediately
   #3 Enter Ask Orders on the Outrights using which the SG is created -> This creates Implied Bid on SG
   #4 Enter a Ask Order on the SG UDS
   #5 Enter an Bid Order on the SG UDS -> This trades with Implied Bid 1st and then Regular SG UDS spread order.

  Background:
    * Instrument Group Configurations:
      | groupName |
      | NR        |
      | ON        |

    * Contracts:
      | symbol      |
      | ONF2 C10150 |
      | ONF2 P10100 |

    * the following attributes are updated for contract(s) in real time:
      | settlementPrice | lowLimit | highLimit | securityDescription | bandSwitch |
      | 50              | 0        | 999990000 | ONF2 P10100         | false      |
      | 50              | 0        | 999990000 | ONF2 C10150         | false      |

  Scenario: Implied Trade on SG spread
    Given the following:

    * realtime update following implied Units states:
      | impliedUnitName | state |
      | Implied NR ON   | true  |

   #1 Ensure Groups are available for trading and Set Implied Delay = 0, Implied Duration = 20 Sec
    * realtime update for implied Group delay and duration:
      | startTime | productGroup | impliedDuration |
      | 0         | NR           | 20              |

    When the following events occur:

   #2 Create a UDS of type SG -> With Implied Delay set to 0 , this turns on Implieds for that contract immediately
    * these "uds" message(s) are sent to Globex:
      | identifier   | SenderCompID | TraderID | SecurityReqID | NoLegs | securitySubType |
      | my-uds-order | C11691N      | TC11     | C11977981     | 2      | COMBO           |

    * with legs for "uds": "my-uds-order"
      | LegSymbol | LegSecurityDesc | LegRatioQty | LegSide |
      | ON        | ONF2 P10100     | 1           | bid     |
      | ON        | ONF2 C10150     | 1           | bid     |

    #3 Enter Ask Orders on the Outrights using which the SG is created -> This creates Implied Bid on SG
    * these "new order" message(s) are sent to Globex:
      | SecurityDescription | Side | Price  | TimeInForce | OrderQty | OrdType | TraderID | SenderCompID |
      | ONF2 P10100         | ask  | settle | session     | 5        | limit   | TC11     | C11691N      |
      | ONF2 C10150         | ask  | settle | session     | 15       | limit   | TC11     | C11691N      |

    #4 Enter a Ask Order on the SG UDS
    #5 Enter an Bid Order on the SG UDS -> This trades with Implied Bid 1st and then Regular SG UDS spread order.
    * these "new order" message(s) are sent to Globex:
      | SecurityDescription | Side | Price  | TimeInForce | OrderQty | OrdType | TraderID | SenderCompID |
      | my-uds-order        | ask  | 100    | session     | 8        | limit   | TC11     | C11691N      |
      | my-uds-order        | bid  | 100    | session     | 10       | limit   | TC11     | C11691N      |

    Then the following should happen:
    * expect execution message(s) with values:
      | messageType  | SecurityResponseType | securitySubType | identifier      |
      | sde response | 2                    | COMBO           | my-uds-ack      |

    * with legs for UDS Ack: "my-uds-ack"
      | LegSymbol | LegSecurityIDSource | LegMaturityMonthYear | LegStrikePrice | LegSecurityDesc | LegRatioQty | LegSide |
      | ON        | 4                   | 201201               | 10100.0        | ONF2 P10100     | 1           | bid     |
      | ON        | 4                   | 201201               | 10150.0        | ONF2 C10150     | 1           | bid     |

    * expect execution message(s) with values:
      | messageType  | LastPx | LastQty | OrderQty | OrdStatus | Side | SecurityDescription | LeavesQty | AggressorIndicator |
      | partial fill | 100    | 5       | 10       | 1         | bid  | my-uds-order        |  5        | Y                  |
      | fill         | 50     | 5       | 5        | 2         | ask  | ONF2 P10100         |  0        | N                  |
      | partial fill | 50     | 5       | 15       | 1         | ask  | ONF2 C10150         | 10        | N                  |
      | fill         | 100    | 5       | 10       | 2         | bid  | my-uds-order        | 0         | Y                  |
      | partial fill | 100    | 5       | 8        | 1         | ask  | my-uds-order        | 3         | N                  |