Custom filling maker order behavior

[stastnypremysl]

Feature Request

Problem Statement

I would like to have filling behavior of maker orders against a custom fill model - see this comment for an example of such model, which is probably too much complicated, to be implemented directly in NT.

Since the volume filled in maker orders may make a large difference in strategy outcomes, I consider such a feature important to be implemented.

Proposed Solution

Allow custom fill models to be implemented, so fill models such as in this comment can be implemented.