I got several questions here:
1.
let's look at the current order book,it's in this way :
ask:
...
1.3456 50lots
1.3455 40lots
1.3454 50lots
bid:
1.3452 70lots
1.3451 50lots
1.3450 30lots
...
and the current price should be: bid: 1.3452 ask: 1.3454,
am I right?
----
2.
then, you enter the market, buy 50lots at 1.3454,
then the order book changes to:
ask:
...
1.3456 50lots
1.3455 40lots
bid:
1.3452 70lots
1.3451 50lots
1.3450 30lots
...
and the current price should be: bid: 1.3452 ask: 1.3455?
-------------------
3.
then, the sell sides notice the price is going up, it's hard for them to fulfill their orders, then they change their orders:
ask:
...
1.3456 50lots
1.3455 40lots
bid:
1.3453 50lots
1.3452 70lots
1.3451 50lots
1.3450 30lots
...
and the current price should be: bid: 1.3453 ask: 1.3455?
---------------------------
4.
then, if a guy enters the market to buy 40lots at 1.3465(he wants to push the price up.), the final price for him should be 1.3460 ? (the average of his price and the lowest price of ask order.) and the current price change to :bid: 1.3453 ask: 1.3456?
any comment? I am really confused.
1.
let's look at the current order book,it's in this way :
ask:
...
1.3456 50lots
1.3455 40lots
1.3454 50lots
bid:
1.3452 70lots
1.3451 50lots
1.3450 30lots
...
and the current price should be: bid: 1.3452 ask: 1.3454,
am I right?
----
2.
then, you enter the market, buy 50lots at 1.3454,
then the order book changes to:
ask:
...
1.3456 50lots
1.3455 40lots
bid:
1.3452 70lots
1.3451 50lots
1.3450 30lots
...
and the current price should be: bid: 1.3452 ask: 1.3455?
-------------------
3.
then, the sell sides notice the price is going up, it's hard for them to fulfill their orders, then they change their orders:
ask:
...
1.3456 50lots
1.3455 40lots
bid:
1.3453 50lots
1.3452 70lots
1.3451 50lots
1.3450 30lots
...
and the current price should be: bid: 1.3453 ask: 1.3455?
---------------------------
4.
then, if a guy enters the market to buy 40lots at 1.3465(he wants to push the price up.), the final price for him should be 1.3460 ? (the average of his price and the lowest price of ask order.) and the current price change to :bid: 1.3453 ask: 1.3456?
any comment? I am really confused.