ECN, order execution, aggregators, liquidity. - page 6
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That way, any fair limit can, by definition, be partially executed
I think so too.
In short, we need to keep that in mind, and not be rude with volumes )
I wonder if there are 100 limiters at one price, and all at 0.2 lots. And the market for 10 lots. How pouring will happen? All at half, or those who got up earlier will have priority?
I think so too.
In short, we need to keep that in mind, and not be rude with volumes )
I wonder if there are 100 limiters at one price, and all at 0.2 lots. And the market for 10 lots. How pouring will happen? All at half, or those who got up earlier will have priority?
I think so too.
In short, we need to keep that in mind, and not be rude with volumes )
I wonder if there are 100 limiters at one price, and all at 0.2 lots. And the market for 10 lots. How pouring will happen? All at half, or those who got up earlier will have priority?
line up sons of bitches, line up
Get in line, you sons of bitches, get in line.
Take Profit orders can be partially executed, there will be a partial closure of the Take Profit position.
If there are many orders at the same level, the first ones to close will be the ones that were in the cup earlier.
I think so too.
In short, we need to keep that in mind, and not be rude with volumes )
I wonder if there are 100 limiters at one price, and all at 0.2 lots. And the market for 10 lots. How pouring will happen? All at half, or those who got up earlier will have priority?
That's if there are no priorities. Otherwise it's a total mess.
https://www.mql5.com/ru/forum/12342/page3#comment_543724
It's interesting from the point of view of TC logic to handle such situations:
There was a Limit with a Take:
- The Limit was partially executed several times, generating several open positions with a take. At the same time the remaining volume remained in the form of the Limit.
- Each of the positions was partially closed by a take.
How do I write the TS so that this kind of thing doesn't break the logic?
How do you write a TC so this sort of thing doesn't break the logic?
Well... think of holistic states. Imho, not a problem at all. Well, that is, the problem is either very simple to solve, or extremely crunchy.
By the way, to make a bot for an exchange is more difficult, in terms of logic, than an owl.
Well... think of holistic states. Imho, not really a problem.
By the way, it is more logically difficult to make a bot for an exchange than an owl.
What's the difference?
I'm not implying denial, I'm honestly asking, because I'm not aware of it. // I don't know about it.