If you do a limit order e.g. @4.231, to buy 100 BTC, you would get all BTC below. Right?
ASK price / volume
4.231 / 20 <- limit order
4.2 / 10
4.156 / 50
4.044 / 20
= 100 BTC
I think the point of the sweep is that is computes the right amount to purchase / sell to take the book to that point.
I think now I got the idea!
But this could be "dangerous", because, if a big order will come to the book, you didnt expect (while clicking the mouse button), it could "sweep " your account...
PS: If other user disturbing this thread with advertisement end senseless off topic discussion, I will "Report to moderator"
your postings next time!