CLOB = Central limit order books.
Market makers want them, because they can apply for classical market making strategies by just copy-pasting the existing code. These strategies rely on the fact that 1) canceling orders is free 2) they can spam cancels and new orders in in mass.…
CLOB = Central limit order books.
Market makers want them, because they can apply for classical market making strategies by just copy-pasting the existing code. These strategies rely on the fact that 1) canceling orders is free 2) they can spam cancels and new orders in in mass.…
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