Conversation

You’re unable to view this Tweet because this account owner limits who can view their Tweets. Learn more

Replying to

We're pretty surprised by it--I guess maybe someone just market order sold a LOT?

2

You’re unable to view this Tweet because this account owner limits who can view their Tweets. Learn more

Replying to

2% is tough because it also happens for real a lot! But we do prevent larger wicks with our price bands:

Order Limits and Price Bands

Order Limits Users can’t send orders that would move the price more than 2% (for futures markets) or 25% (for spot markets) through opposite side of the book. Orders too far through the book get ...

5:48 AM · Dec 19, 2019Twitter Web App