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These four properties are: {\\begin{itemize}\\item[1.] Markets are highly endogenous -- the most of the orders have no real economic motivation. \\item[2.] Mechanisms preventing statistical arbitrage take place on high frequency markets -- at the high frequency scale, building strategies which are on average profitable is hardly possible. \\item[3.] There is some asymmetry in the liquidity on the bid and ask sides of the order book -- buying and selling are not symmetric actions. \\item[4.] A significant percentage of transactions is due to large orders, which are not executed at once but split in time by trading algorithms. \\end{itemize}}  The work is organized as follows. First, the Hawkes-based microscopic price model is parametrized so that properties (1), (2), and (3) are satisfied. Then it is shown that after a suitable rescaling, this price converges in the long run to a Heston stochastic volatility model where a leverage effect is observed. 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