平仓单有没有可能会Reject？

onetrader

我自己还没有，但我认识有一个朋友在交易四个月后遇到过你同样的一次遭遇。当时他下了一个5K的小单。改用了一次十万的大单之后，立刻成交。
个人认为，虽然这类情况比较罕见，但这很可能与dukas的成交机制有关。
1，dukas官方工作人员告知过我，提供流动性的银行只接受一定额度以上的单子，不会给1K的小单直接成交。因此小单是dukas进行打包之后捆绑成交。如果当时没有打包，估计被reject,相反，正如外汇工厂上反映的，如果是大单，则即时成交。2，另据非官方的资深dukas汇友普及，dukas把小单的成交是直接递交给fxopen平台，这和盈透的成交机制一致，盈透对于小单是直接递交给自己的MM平台，而dukas则递交给非直营的MM平台。差别是：盈透会拉大点差，同时有最低佣金限制，即高佣金。dukas是点差一致，同时佣金无最低限制。因此，我揣测，如果扔给fxopen的小单被reject是有可能的。
综上，我个人根据一些信息总结为dukas的成交机制很可能是这样的：1，先在自己平台上把小单打包成大单，交给银行成交。2，如果无法打包，则直接递交给MM平台成交。
至于具体的原因是什么，期待直接和你的帐户经理沟通反映一下。再给大家说说情况。谢谢。

[ 本帖最后由 onetrader 于 2010-11-5 16:53 编辑 ]

onetrader

Execution Process
The unconditional close order is sent to the marketplace server and routed to the liquidity source having the best available price at that time. The order at this point may be executed in full, executed partially, or rejected. The reason for rejection would be that the price at this time was no longer satisfying the embedded conditions when the market order was sent. Remember that unconditional does not mean that the close order will be executed at any price condition. Indeed, if it was the case, orders would run the risk of being executed even if the market would be far away from the market the trader saw or traded when he sent the order. Again, there is a delay between the time the order is sent, and the time the order reaches the marketplace. This delay is understood to be the shortest possible one, but cannot be zero, and the market has no memory of the situation when the order was sent. As a result, the system embeds a maximum value of negative slippage even on unconditional market orders, where the slippage control is disabled on the trader side. This value is fixed and always the same for every client and every market order when the slippage control is disabled on the client application side. This is obviously to prevent executions at prices either far away from the price the trader acted on, or at prices away of the general market level. To avoid risk of multiple executions of a unique order amount, each order is routed on one liquidity source having the best price, but one at once. The order cannot be treated simultaneously by several liquidity sources, or counterparties. By opposition with the market order however, the close order will be resubmitted as long as the original position is not entirely closed. The trader must however follow closely the closing order process, especially when large positions are involved. It is likely that large positions will be closed after several partial executions, and it is wise for the trader to monitor this process.