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Tuesday, July 11, 2017 12:23:55 PM
Not only keeping spread apart, but having some orders not execute on ask by keep lot size at fixed rate.
Solution:
Remove "all or none" (AON) on orders at ask then they are forced to execute and show them on level 2. If you keep AON in place they can play with ordrs by not showing bids, and not executing orders on ask. This way they discourage buyers who will just move on.
Wanna burn them? Then remove AON on orders on ask and watch them scramble
Not much left on ask (bid growing)
http://quotes.freerealtime.com/dl/frt/M?IM=quotes&type=Quote&symbol=rlbd
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