zlacker

In your example, after the market maker posts the BUY 10 @ 100.0, your book is:

    SELLING 100 shares @ $10.02 
    SELLING 200 shares @ $10.01
    SELLING 100 shares @ $10.00 <--
    BUYING 100 shares @ $10.00  <--
    BUYING 100 shares @ $9.99 
    BUYING 200 shares @ $9.98 
    BUYING 100 shares @ $9.97

Wouldn't the SELL and the BUY @ 10.00 get matched immediately in this case?