Looking at the dynamics of the Cryptsy and BTC-E trading engines you aren't able to place market orders. The orders just seem to be limit orders at the best market rate. For example, I want to buy 20 bitcoins at $700 and the best offer is $700 with 15 coin volume. The offer should get knocked out and the remainder of 5 should be subtracted from the next best offer.
My question is why this doesn't seem to be the case with BTC-E and Cryptsy? If your order volume at market is greater than available volume at set rate it sets up a limit order until the order is filled.
Can anyone confirm this and explain why they do it?