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so a hack to get faster order processing is to have a high chance of being liquidated
Why? Not sure from where you deducted that. Users get liquidated only when they should. The system is just more scalable.
"Each LE sorts users by risk (probability of getting liquidated)." I interpreted 'sorts' to mean 'decides which orders to process first' - if that's accurate then one could ensure their orders are processed fast by engineering a high probability of being liquidated.
LE and normal order insertion use 2 different queues. LE has a priority queue, to not use the same one of general order insertion.
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