Generally, I like to price make, and I mostly do since someone will hit my order somewhere between the best bid and offer.
But when my positions are too imbalanced, I'll start hitting others' orders if I have to.
What are your heuristics for making the choice to take others' limit orders rather than waiting for others to hit yours?
But when my positions are too imbalanced, I'll start hitting others' orders if I have to.
What are your heuristics for making the choice to take others' limit orders rather than waiting for others to hit yours?