Common in short-term interest rate futures and some options markets, where spreads are one tick wide and there is no room to compete on price. Because size gets you fill share, participants post far more than they want, which inflates displayed depth.
Many venues run hybrids: a top-of-book or first-in allocation slice, then pro-rata on the rest, sometimes with a minimum allocation so small orders are not rounded to zero.
Example: 100 contracts trade against 1,000 resting at the price, made up of a 600-lot, a 300-lot and a 100-lot. They receive 60, 30 and 10 respectively regardless of arrival order. Under price-time-priority the 600-lot might have taken all 100 if it arrived first — or nothing if it arrived last.
Related: price-time-priority, queue-position, phantom-liquidity, depth-of-market