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Note that matching is logarithmic but settlement is still linear, as the removed subtree will still need to be processed during the claiming process
https://www.youtube.com/watch?v=E4YkppHQZgw
Intro 1:20:22 Start 1:28:00
The text was updated successfully, but these errors were encountered:
Note that this model does not address self-matching prevention during execution of a removed subtree
However, self match behavior could be instituted as CANCEL_MAKER, such that self matching would not halt the claim process
CANCEL_MAKER
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Note that this model might not appear order price/size change algorithms as needed
e.g. if size increases the order should go to the back of the queue for the price level
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Note that matching is logarithmic but settlement is still linear, as the removed subtree will still need to be processed during the claiming process
https://www.youtube.com/watch?v=E4YkppHQZgw
Intro 1:20:22
Start 1:28:00
The text was updated successfully, but these errors were encountered: