Market order - #21
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philippe-ftx wants to merge 6 commits into
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NOTE: 100 * tickSize might not be enough for large orders. |
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Not just that, it also relies on markets having relatively big tick sizes. If someone launches a BTC/USDT modeled after binance ($0.01 ticksize) odds are decent this is going to miss. How to properly solve this probably depends on other factors like price bands and MM presense (state of liq). |
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