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Simulating Last Look: The Broker's Hold Window in 50 Lines of Python

Last look is a short window where the other side can accept or reject your order after seeing it. Here is a tiny simulation that shows how symmetric and asymmetric versions differ.

  • Simulates broker's last look hold window in Python
  • Compares symmetric and asymmetric last look scenarios
  • Reveals hidden asymmetries in execution process

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