How does taker matching actually work under the hood for crypto markets? The docs say "Taker delay: used on selected crypto and finance up/down markets. The order is held for 250 ms, then validation runs again and the order is matched or placed on the book." I am starring at dozens of examples where the liquidity is still available after 500ms according to the BBA stream but my orders simply do not match until 2 seconds later (if at all).
How does taker matching actually work under the hood for crypto markets? The docs say "Taker delay: used on selected crypto and finance up/down markets. The order is held for 250 ms, then validation runs again and the order is matched or placed on the book." I am starring at dozens of examples where the liquidity is still available after 500ms according to the BBA stream but my orders simply do not match until 2 seconds later (if at all).