What is a leg gap
The quantity difference between the two legs. Any gap is directional exposure: the extra part has no opposite leg hedging it.
In the product
ZML Trade orders the both legs as one combo and keeps the leg gap within one order. When one leg fills first, the lagging leg closes the gap. A Market leg or a Post-only, catch up at market leg uses an IOC order. A Post-only leg waits for its resting order to fill, and the leading leg pauses in the meantime.
How to read it
A leg gap should appear only briefly while orders are working. If a Post-only leg does not fill, the gap stays. Switching that leg to Post-only, catch up at market lets it close the gap at market, at the cost of the taker fee and slippage. See The main risks of arbitrage.