Piranha.Extend.Fields.StringField

Liquidity Aggregation

Offer bespoke execution and tight spreads by creating custom liquidity pools and price streams.

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About the Product

Your Bourse's liquidity aggregation features are designed to aggregate various liquidity streams into an unlimited number of liquidity pools without performance degradation. Each new pool allows for unique pricing and flexible mark-up and spread profiles which can then be mapped to an individual account, groups of accounts, trade platforms or FIX API sessions.

Product Features

Unlimited liquidity pools and market depth without performance degradation

Dynamic routing based on margin utilisation with each liquidity provider

Min/Max, dynamic and incremental spread and mark-up profiles

Configurable quote throttling, liquidity regeneration algorithms, speed bumps and safety breaks and risk warehousing features

How it Works

Step #1

Add Liquidity Providers

Choose the Matching Engine to add the Liquidity Providers to. Choose the connector type from the extensive list of technological and venue integrations and input the FIX credentials. If needed add first level mark-up already on the FIX connector level.

Step #2

Create Liquidity Pools

Create a Liquidity Pool and choose which Liquidity Provider to aggregate in the Liquidity Pool. Reuse existing Liquidity Provider connectors to create more pools with different aggregation settings and rules.

Step #3

Configure Sanity Feeds and Quote Filtering and Throttling

Create custom filtering rules for the Liquidity Provider pricing, such as benchmarking to other Liquidity Pools and providers. Choose to throttle incoming quotes as well as configure quote throttling only for individual platforms and of Taker FIX Sessions.

Step #4

Setup Margin Monitoring

Monitor available margin and current position and exposure per connector and automatically change the LP pricing and aggregation rules within the central order book based on the preconfigured margin utilisation rules. Dynamically increase or decrease marks ups based on the available margin influencing the top of the book pricing.

Step #5

View Execution Statistics

View LP’s execution statistics such as fill and rejection rates, tick and benchmark reports. Visualise the performance of various liquidity providers using charts and graphs.

Featured Articles

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Explore key insights and highlights from the Dealers Connect 4.0 event hosted by Your Bourse and Yourfintech, covering 'Trading Trends and Challenges 2024' and 'Trading Platforms for the Future'.

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FX Rooftop Rendezvous: Recapping the Exclusive ATFX Connect & Your Bourse Event in Dubai

ATFX Connect and Your Bourse hosted an exclusive networking event at the stunning Clap rooftop in Dubai, bringing together some of the brightest minds in fintech.

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Your Bourse has introduced the Delayed Hedging functionality, designed to help brokers manage exposure with precision and counteract market volatility.

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Dealers Connect 4.0: A Memorable Evening in the FX Dealer Community

On December 5th, 2024, Your Bourse and Yourfintech proudly hosted Dealers Connect 4.0

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