2023R0

The Phantom Trades: Investigating Unexplained Order Execution Anomalies

After reaching 6,000+ in the tutorial round, I hit a wall – none of my attempted improvements made progress. While stuck, I stumbled upon a deeply puzzling phenomenon while reviewing log files.

When trading bananas, I noticed something bizarre: despite having standing orders in the market, other bots kept executing trades at worse prices while bypassing mine. For example:

⦁ At time n, I placed an ask order (10@4987)

⦁ At time n+1, the trade logs (state.mkt_trades) showed two bananas traded at 4988

⦁ Yet my 10@4987 order remained completely unfilled

This defies logic: per the wiki’s rules, my orders should have infinite execution speed, meaning no trades should occur at worse prices (4988) while my better-priced order (4987) remains unexecuted.

This anomaly raises critical questions:

1. Are there hidden priority rules beyond price-time?

2. Could there be latency or batch processing effects?

3. Is there a “hidden order book” not reflected in the public data?

The discovery suggests either:

⦁ A fundamental misunderstanding of the matching engine

⦁ Undocumented market mechanics

⦁ Potential bugs in the simulation

While frustrating, this mystery might hold the key to breaking through the 6,000 barrier – if I can decode why “phantom trades” bypass my orders.

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