I used to discuss with friends, but recently I've been writing on Zhihu to discuss together.
For the exchange's pin insertion, I thought of a method. Is it feasible?
It’s like this: no positions, haha, and I keep placing buy orders at x1 times below the market price. Note that it cannot be x2, because 2 times might also get blown out and not executed. We have no losses; as long as the orders are executed, the return should be considerable. All players’ orders are hanging on the exchange, and at any given moment, the exchange knows the operations of any orders placed. Scary... If this truly is such a shameless operation, blowing up all contracts, they might let our low-probability orders go.
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