發送到空賬簿的市價單的正確/預期行為是什麼？

它是否應該一直存在直到流動性出現？(GTC)

它是否應該取消任何沒有流動性的規模？(國際奧委會)

是否存在諸如 Market GTC 或 Market Orders must always be IOC 這樣的事情？

這因交易所而異，但在多倫多 (TSX) 的規則是，未成交的金額將成為最後銷售價格的限價單。

A market priced order is an instruction to trade the order at prices currently 
established by the opposite side of the market.

Such orders have no trader defined limit on the potential trade price but these 
orders are subject to TMX bid/ask price limits and TMX freeze price limits to prevent 
unintentional trade-to-trade price gaps which may otherwise occur if the opposite side of
the market is thinner than the trader submitting the market order had expected. 

If there is not enough volume in the book to fill the order, the unfilled quantity of
the Market order is booked at the Last Sale Price. 

從這裡

話雖如此，如果您有一個案例

1. 發出市價單和
2. 清理訂單簿

讓我知道，這樣我就可以和你交易，或者別管你了：）

引用自：https://quant.stackexchange.com/questions/11583