المدربA liquidity aggregator collects the streaming quotes of several liquidity providers into one book and routes each request to the best price. A request for stream asks providers to start streaming executable prices for a stated size to one client. Firm liquidity is liquidity whose quotes fill when hit, with no last-look window in which the provider may reject.
Quantitative Finance · المسرد
ما معنى Liquidity aggregator, request for stream, firm liquidity؟
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