Why have subscriptions been banned on the grounds of "too high a yield" ? - page 86

[Avals]

Although it may be different on ECN and the liquidity providers themselves consume it (execute limit orders). Limit orders are liquidity

[Alexandr Bryzgalov]

Avals:
Although it may be different on ECN and the liquidity providers themselves consume it (execute limit orders). Limit orders are liquidity

and latent liquidity is market orders)

[Avals]

sanyooooook:
and how is the market executed, just like the limiter? )

A market is executed at the best price at the time of execution, while a limit is executed at the price that is in the order when it comes to it (if it comes to it).

[TheXpert]

Avals:
how is it that limits are covered by limits? Limits are covered by markets. At least on the exchange))

MetaDriver:
If a new limit is placed below the market.

This is what gives us positive slippage when executing limits and TP.

Mischek:

Why do you think that's when they are executed?

How? This isn't an exchange, sending all LPs a limit? That's dumb. Unless there is only one provider, like in Btc-e, but then there is also MT4 limitation. In MT5 it seems possible to do it the Orthodox way :)

[Alexandr Bryzgalov]

Avals:
Market is executed at the best price at the time of execution, while the Limit is executed at the price that is in the order when it reaches the limit (if it reaches the limit).

here's a look:

1. top sell bottom buy

2. put a buy limit above the best sale

3. he will execute all the bids up to the mentioned price if there is enough volume in the bid to be sent.

is this a limit or a market?

)

[Vladimir Gomonov]

Avals:
it will execute like a market

there is a difference. a market (if large) will sweep away all liquidity, gang after gang, until it is saturated. the limit will only sweep up to its own price. the remaining volume will hang in the form of a smaller limit.

[Avals]

sanyooooook:

here's a look:

1. top sell bottom buy

2. put a buy limit above the best sale

3. will this be a limit or a market?

)

) It will be a market, even though you called it a limit.) have you ever seen a buy limit above the best selling price in a cup?)

[Avals]

MetaDriver:
there is a difference. the market (if large) will sweep away all liquidity until it is saturated. the limit will only sweep up to its own price. the remaining volume will hang in the form of a smaller limit.

this is a different type of order. It is essentially conditional and is split into 2 parts.

[Alexandr Bryzgalov]

Avals:
You've ever seen a buy limit higher than the best ask price in the market?)

I don't, but very fast bots see them, make a hole to the right price my limit is fulfilled they quickly bury this hole with their bids

[Alexandr Bryzgalov]

MetaDriver:
there is a difference. the market (if large) will sweep away all liquidity until it is saturated. the limit will only sweep up to its own price. the remaining volume will hang in the form of a smaller limit.

and a given slippage won't stop it?