How are BTC-e orders filled?
Its exactly as you state in the third paragraph.

If you (limit) sell 1 BTC for $1000, you would expect to get $1000. But if someone just placed an order to buy 0.5 BTC for $1050, you will sell to that guy first (so only half of your order) and will receive $525 for that. The other 0.5 BTC you want to sell, sells for $500 (so $1000 / BTC) if someone has that order. So you receive $1025 in total (but fees need to be subtracted), more then you expected. 

The same happens when you buy 1 BTC at $1050. If someone just placed an order to sell 0.5 BTC at $1000, you buy that half coin first for $500. The other 0.5 BTC you ordered is bought for $525. So in total you spent $1025 instead of $1050, but you will receive a whole BTC.