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A comment on The 0+ HFT Strategy. Parent comment

Re:The 0+ HFT Strategy by 1retep on Saturday May 20, 2023 @10:29PM (#36017481)
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.
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Re:The 0+ HFT Strategy by drexlspivey on Saturday May 20, 2023 @10:37PM (#36017535)
Apparently that doesn’t happen often enough to make the strategy unprofitable
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Re:The 0+ HFT Strategy by 1retep on Sunday May 21, 2023 @10:48AM (#36021489)
The point is that you can’t assume you can pull your order
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