easy · Order Flow Analysis market-mechanics-execution

A participant repeatedly layers large non-bona-fide bids and cancels them as an opposite-side sale fills.

What is the legally careful beginner conclusion for surveillance example 4?

  1. Opposite-side fills make the layered non-bona-fide bids legitimate
  2. Repeated deceptive bids are harmless if they are canceled quickly
  3. The facts support a potential spoofing review because they include evidence of pre-entry intent to cancel before execution
  4. Every large, multi-level, or canceled order is automatically unlawful and predictive without examining pre-entry intent, fills, messages, or surrounding conduct

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