Ok here's the scenario...
The current price is 9.10. There is a bid wall at 9.05 of 10k BTC and a bid wall at 9.00 of 10k BTC. The total bid volume from the current price to 9.00 is less than 22k BTC.
I issue a sell order for 22k BTC at the market price.
Is there any way that the entirety of both walls isn't sold into by my sell order?
You are asking for the specific behavior of Mt. Gox's trading engine. If it were to process your entire market order at once, then of course, the bid wall will fall.
If Mt. Gox didn't operate this way, I would be surprised.
Yes that is what I am asking. Is it reasonable to expect a response to this question?
I would also be surprised, and shocked, yet some have told me this may be the case...