How does the HFT know the size of the buy order? Alter the scenario here: 1. Buyer wants 25 shares, buys all available shares at his limit price on exchange A

How does the HFT know the size of the buy order? Alter the scenario here: 1. Buyer wants 25 shares, buys all available shares at his limit price on exchange A. 2. HFTs 1-n see the entire quote taken at Exchange A and rush to buy all available shares at that price on Exchanges B-K 3. HFTs now own a few hundred shares of Acme corp that they need to unwind.