Hi,
I’d like to get the “momentany” best ask/bid price to place a buy/sell market order of some amount, trying to fill it immediately at some desidered limits.
What’s the API to do it?
And in your opinion, how risky is this? (i.e. the speed between refresh bid/ask prices and the actual moment when can place the order is so different?).
My problem is that if I place LIMIT order sometimes they really take hours to fill it completely, and I don’t know how to filter instruments that will at least guarantee a fast filling (maybe the volume? don’t know…).
Thanks for any tips.