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Order Limits and Price Bands
- Orders more than 25% 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)