During block execution, is a batchModify sorted with cancels/post-onlys (i.e., its implicit cancel processed in the cancel phase), or is it executed in the GTC/IOC phase? Concretely: if a taker IOC and my modify of a resting ALO quote land in the same block, can the IOC fill my pre-modify quote?
During block execution, is a batchModify sorted with cancels/post-onlys (i.e., its implicit cancel processed in the cancel phase), or is it executed in the GTC/IOC phase? Concretely: if a taker IOC and my modify of a resting ALO quote land in the same block, can the IOC fill my pre-modify quote?