def METHOD_NAME(self):
    # Arrange
    # Prepare market
    quote1 = QuoteTick(
        instrument_id=XBTUSD_BITMEX.id,
        bid_price=Price.from_str("11493.0"),
        ask_price=Price.from_str("11493.5"),
        bid_size=Quantity.from_int(1_500_000),
        ask_size=Quantity.from_int(1_500_000),
        ts_event=0,
        ts_init=0,
    )
    self.data_engine.process(quote1)
    self.exchange.process_quote_tick(quote1)
    order_market = self.strategy.order_factory.market(
        XBTUSD_BITMEX.id,
        OrderSide.BUY,
        Quantity.from_int(100_000),
    )
    order_limit = self.strategy.order_factory.limit(
        XBTUSD_BITMEX.id,
        OrderSide.BUY,
        Quantity.from_int(100_000),
        Price.from_str("11492.5"),
    )
    # Act
    self.strategy.submit_order(order_market)
    self.exchange.process(0)
    self.strategy.submit_order(order_limit)
    self.exchange.process(0)
    quote2 = QuoteTick(
        instrument_id=XBTUSD_BITMEX.id,
        bid_price=Price.from_str("11491.0"),
        ask_price=Price.from_str("11491.5"),
        bid_size=Quantity.from_int(1_500_000),
        ask_size=Quantity.from_int(1_500_000),
        ts_event=0,
        ts_init=0,
    )
    self.exchange.process_quote_tick(quote2)  # Fill the limit order
    self.portfolio.update_quote_tick(quote2)
    # Assert
    assert order_limit.avg_px == 11492.5
    assert self.strategy.store[2].liquidity_side == LiquiditySide.TAKER
    assert self.strategy.store[7].liquidity_side == LiquiditySide.MAKER
    assert self.strategy.store[2].commission == Money(0.00652543, BTC)
    assert self.strategy.store[7].commission == Money(-0.00217533, BTC)