Perhaps my question will seem silly to someone, but nevertheless I want to know answer. For example, we have two exchanges Binance and BitMex. Take the trading pair BTCUSDT. On binance, bid is approximately equal to ask, but on bimex someone abruptly sells large volumes in the market, thereby destroying prices. But the price falls not only on bitmex, but also on binance. How does such a correlation occur? Perhaps here trading algorithms and (or) market makers are connected, but can someone explain this in detail? I would really appreciate it.