What does orderBook return when order is fulfilled in multiple splits?
-
If I send a MARKET order to buy 10,000 units, and the order fulfills at multiple prices, then what does "orderBook" and "tradeBook" function call return?
Would it return a "single" entry with average fill price, or would it return multiple entries each with their own fill price.
Also, what will be the order id when the order fulfills in multiple orders?