I’m not sure what you mean, but you may be describing a concept similar to this paper which created a lot of buzz: https://faculty.chicagobooth.edu/eric.budish/

I’m not sure what you mean, but you may be describing a concept similar to this paper which created a lot of buzz: https://faculty.chicagobooth.edu/eric.budish/research/HFT-FrequentBatchAuctions.pdf https://faculty.chicagobooth.edu/eric.budish/research/HFT-Fr....