I'm curious as to how the MtGox exchange works. I'm looking for some comprehensive information. Below are specific questions, phrased in the terminology common for stock exchanges.
- Is MtGox based on a limit order book? Is it an open order book?
- Can I get order-by-order full feeds?
- What type of orders can be sent? Only market and limit orders?
- Does the matching engine proceed on a price-time priority basis?
- Are there official or nominated market makers?
- Does MtGox offer colocation services?