Matthew
Would you consider making MIT orders available for Vendors on C2? This might solve many of the issues with limit orders and I for one would rather use a MIT order instead of a limit order.
I am not sure the technical implications for you, but maybe if you implement MIT orders it can work as follows:
When the price “touch” the MIT order price, then C2 look at the price of the next tick and possibly size of bid/ask and fill the order at that price.
Regards
- Fanus
