What's described in the doc seems to be an algo for snapping up everything that's available across the various markets at one instant in time (rarely that much).
If you try to grab $100M when there isn't that much around, you'll have to wait until someone puts in more orders so you can trade with them. Any market maker (including human ones) will not let you trade again at the same price if someone's just taken out the whole market, so your next tranche will be executed at a worse price.
Dripping the orders into the market is very common, but of course you leak the information by doing it. For the HFT however it isn't as obvious as seeing that an order must trigger an order on another venue (NBBO requirements) and just rushing to pull your orders from there or trading ahead of that order.
Execution is atomic: if there is a $1m 'sell' posted and you issue a $1m 'buy' against it, then either that completes or is rejected (e.g. if someone else has matched it in the meantime).
The point of this system is to send N orders to N exchanges in a simultaneous enough way that an HFT trader can't spot an order executing on exchange A and then issue their own order against exchange B.
Usually the orders are split much more fine-grained than that. This type of patent is around executing the very small slices specifically designed to scrape off what's available at the top of the market across all the various venues at once. Once that liquidity is scraped, there's a delay to let liquidity replenish and then more is scraped.
Say you send out $100mil orders broken down into 100 $1mil orders, they are going to take some time to execute completely.
Won't the HFT's detect them long before they are executed completely ?