Post
Topic
Board Development & Technical Discussion
Re: what can Bitcoin learn from high frequency trading regarding the block size?
by
markm
on 11/09/2013, 08:38:48 UTC
Yes, that is what I meant by batches. Thanks for the code.

But, after clearing all the orders possible using that approach, the residue, the trades that cannot happen at that "fair price", do still exhibit a bid/ask spread presumably.

-MarkM-