Why don't auto trades occur in order of size from smallest to largest?

I know auto trades are currently executed in random order, but wouldn’t it be fair to most auto traders (and to the viability of the strategies) for auto trades to be executed in order of smallest to largest size? That way the one whale trader doesn’t gobble up all the liquidity before small traders get a chance to auto trade and it would implicitly discourage whales from overcommitting capital to a strategy that cannot support them.

Whales may complain but why should one person get a better price than many others because they happen to eat up the liquidity first with their massive order size? They’re already earning more return in absolute terms so it doesn’t seem like an unfair trade off to me. For many strategies, the effect on whale traders will be minimal to non-existent; for other strategies, they may receive a worse price, but that just proves other traders (usually many more) would have received that same bad price if they got unlucky and traded after the whale trader.

I also know it’s a common complaint for developers to have auto trader whales screwing their strategies up for other subs so I’m sure they’d be on board. And of course I’m sure C2 prefers to implement policies that benefit as many subs as possible so not sure why it wouldn’t be implemented.

I think this is a valid topic for discussion RobertFisher…

My take on it is that the developer of a strategy has to make sure he trades underlyings that have good liquidity. It´s a copy trading platform after all so if a strategy can´t handle at least 500k-1mio it´s really not for this site.

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Order submission must be randomized to be fair. It’s a CFTC rule, we don’t have a say in the matter.