A limit-order is only "marketable" if its price already touches the opposite side of the book. A buy limit at or above the ask will trade straight away; a buy limit below the ask rests and waits.
Traders use it as a safer market-order. You get speed when liquidity is there, but you cannot be filled beyond your limit if the book is thin or a fast print moves the quote while your order is in flight.
Example: the quote is 20.10 bid / 20.12 ask, 300 shares offered. You send a buy limit for 1,000 at 20.15. You take the 300 at 20.12, then 400 at 20.13 and 300 at 20.14, average 20.131. Had the book been empty above 20.15, the remainder would simply rest there instead of chasing.
Related: immediate-or-cancel, sweep-to-fill