I have built a alpha to get signals buy/sell. Because I trade with a large number of future, I need a good strategy to execute. I want to split my target 2 parts: limit and market order book. But I don't know when I should do. I spent a lot of time reading papers on this topic, but everything is not good for me. So, I need your help. Please introduce me some papers or methods to do this. I will try it. Thank you!