MinaraBlog

Market Microstructure

Intro

Knowing how markets trade (order book, liquidity, market makers) helps you choose order types and anticipate slippage.

Key concepts

  1. Limit vs market liquidity and how large orders move price.
  2. Time-of-day liquidity patterns for XAU/USD.

GOLD example

Placing large market orders into thin pre-market sessions can cause large adverse fills on XAU/USD.

Author: Rahul Mehra