Orders that would have a price impact of 25% or larger can't be sent through opposite side of the order book.
Orders too far through the order book get their prices capped at the limit price
Market orders have the same price cap applied -- this means that it's possible to get partially filled on a market order if liquidity is low relative to the size of the order.
Sum of open order sizes per side can’t be greater than max($1m, 1% of an ADV of the coin)
