All filled limit orders
When the pending order price is outside the price range of LP (buy limit price > LP price, sell limit price < LP price), first swap the LP price to the order closest to the LP price in the opposite direction, eat the order, and then continue the swap go to the next order closest to the LP price, and eat the order until all the input is consumed. At this time, no limit order will be generated on the order book.
Last modified 11mo ago