Since the futures liquidation directly hedges the previous orders, why is there liquidation? What does it have to do with the opponent's hand?
For example, buy a batch of soybean meal, the price is 3000 yuan | ton, each batch is 10 ton, and the deposit is 3000 yuan according to10%. The price has risen to 30 10 yuan | ton, and I want to sell and close my position. At this time, you will close your position by buying short positions and open positions by buying long positions. Only these two kinds of opponents can make a deal with you. Sometimes, if no one buys your sales list for the time being, you can't close the deal, even though you earn 100 yuan. The same is true for shorting, so I won't go into details here.