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Stupid question, since I know next to nothing about exchanges and regulations... but couldn't you just process serially by security? E.G. if user A wants to bu
by perlgeek 1y ago
Stupid question, since I know next to nothing about exchanges and regulations... but couldn't you just process serially by security?
E.G. if user A wants to buy Apple stock and user B wants to buy Facebook stock, does it matter which order came first? And if yes, why?
- mike_hearn 1y agoI think that's allowed but this is where my meagre expertise runs out. You normally have to process orders serially or at least using algorithms that yield the exact same outcome that serial execution would give, but only within a single order book.