The market-design tag has no wiki summary.
4
votes
2answers
190 views
Market order quantity greater than quantity of the inside quote at the exchange
If I send a market order to an exchange with quantity greater than the quantity of the inside quote at this exchange, and if another exchange has quantity to fill the residual portion at NBBO, will my ...
7
votes
2answers
220 views
How to generalize the Vickrey auction for two-sided trading?
I want to try out the Vickrey auction for a project of mine, but I'm not sure that I understand it completely. The thing is that I have several consumers and several providers trading one resource ...
