4 ms·

So the solution to this problem is to break up large trades then? Isn't this decreasing liquidity and if so, how big of a problem is that? Seems like trading a

by webXL 11y ago

So the solution to this problem is to break up large trades then? Isn't this decreasing liquidity and if so, how big of a problem is that? Seems like trading a large amount of anything has always been challenging.

fleitz 11y ago
The market is already illiquid at this demand / timescale which is why the order is being partially filled, if you spread it out over 5 minutes there'd be no problem finding that much liquidity.