Join current ask for 500 lots
then sequentially sell into the current bid volume whilst reducing my offer size on the getcurrentask so that i cannot exceed a 500 lot short position if that gets lifted?
For example:
join current ask for 500 lots @2555
sell into bid sizes at 2554 short 100, 150, 100, 150
which reduces my ask volume so:
sell@getcurrentaskorder volume to 400, 250, 150, 0
Regards and thanks for feedback to this brain teaser...
F Everington
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