Hacker News new | ask | show | jobs
by drexlspivey 1123 days ago
If the ask is at $8.03 and you are first in queue at $8.01 all the orders in $8.03 and $8.02 have to be filled before you get filled so you have plenty of time to cancel your order.
1 comments

Assuming you mean bid. If the the size is only 10 @ 8.03 and 1 @ 8.02 and 8.01, then if someone is looking to sell 100 at market price it will be a problem. The sell order will go through many levels after filling yours and it will all happen at the same time.
Apparently that doesn’t happen often enough to make the strategy unprofitable
The point is that you can’t assume you can pull your order