Why not divide time into discrete blocks, e.g. one each minute or so? All bids placed in the current time block are then traded simultaneously at the end of the current block. If traders can only look at data form previous time blocks, I think all this BS could be avoided.
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Why not divide time into discrete blocks, e.g. one each minute or so? All bids placed in the current time block are then traded simultaneously at the end of the current block. If traders can only look at data form previous time blocks, I think all this BS could be avoided.