Hi all, In high frequency trading, suppose you want to buy and sell certain amounts to maintain market neutrality. Lets say you have to buy $100 worth of contract A and sell $100 worth of contract B, and you post market order (in order to for guarantee fills), then because the two sides can have different slippage, you end up not owning $100 long vs. $100 short. How to solve this problem? On the other hand, if you post limit orders, one side can get partial fills while the other side gets complete fills, again market-neutrality gets broken, how to solve this problem? Thank you!