Small Dust Orders at the Spread Cause Incorrect Lowest Bid and Highest Ask Prices

When a "fractional dust order" is sitting a the edge of the spread and you click on it to auto-fill its price into your order, it places another price in there, supposedly the actual price that dust order came from.

This can cause mistake trades to be executed which can fill large orders down the order book and lose someone a lot of money.

This might be a core issue and not possible to fix in the UI.

Start by reproducing a fractional dust order at the edge of the spread and click it to auto-fill the price. Trace whether the UI uses the displayed lowest bid or highest ask versus the dust order's actual source price, then establish whether the correction belongs in the UI or core. Done means the selected price cannot cause an unintended trade or fill down the order book.

Written by the indexing model from the issue text.