Re:Jane Street: How to Build an Exchange
by vgatherps on Friday January 06, 2023 @09:09PM
(#34284301)
FTX wouldn’t just ack your cancel request and then give you a fill - you would get cancel successful messages, order status updates that cancelled your order with no filled quantity, and then ten seconds later get a fill for that order.
Occasionally sending out zero balances was another FTX special.
Occasionally sending out zero balances was another FTX special.