There are sell orders (1) for 1 BTC @ 150 USD, and another (2) for 1 BTC @ 160 USD... Now someone wants to buy both of them. So he figures that it's a good idea to put in a buy order (3) for 2 BTC @ 155 USD. What happens?
The guy cannot buy both for 155.
His order will go through on the 150 USD order and sit there with an buy @155 while the other guy has a sell at @160.
I would be pissed if I put on an exchange that I am willing to sell my bitcoin for $160 and the exchange sold it to some guy for $155.