Can a spot market order return as PARTIALLY_FILLED (i.e. with that status field in the response) when there is not enough liquidity in the order book for the whole execution of the order?
Yes, a market order can be only partially filled if there is not enough liquidity on the book.
However, in this case the order status will be EXPIRED, not PARTIALLY_FILLED. The PARTIALLY_FILLED status is used for orders that still remain on the book.
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