Front-running is trading any asset based on insider knowledge of a future transaction that will affect its price. We will never front-run a flow of our trading partners. This is also prohibited by our internal policies.
Our algorithms enable opportunities which otherwise will not be seen or reachable. They aggregate best offers from multiple sources, so the market inefficiencies are filtered out.
No cross-venue arbitrage pocketing, better price is selected based on algorithms.
Most industries would agree that between 70 to 80 percent of incidents occur due to human error. Our systems are designed to work 24/7 with no human intervention to gain maximum contingency and provide clients with maximum uptime.
While our algorithms safeguard the flows, our developers and engineers get enough rest to create and improve.
We have established a thorough selection process of our tech providers.
Automated monitoring and system alerts intervene prior to any malfunction.
The quotes you will see are based on several liquidity sources and automatically distributed: if one source is down, the flow is automatically redirected to other sources.
Our testing and release model are fully automated and barely require any human intervention.
Order entry and execution, all crypto settlements (FOPs) are fully automated.
Hourly verification of trades load from venues is automated.
Real-time monitoring of balances and performance.
EOD full reconciliation of all platforms (balances and trades) happens automatically.
We analyse, monitor and proactively manage our risks in order to be well-equipped for such disastrous events as market turmoil, hacker attacks, defaults of trading partners.
Risk exposure to price fluctuations of bitcoin and other assets is controlled and limited: our algorithms are tuned in a way to take only very short-term market exposure up to a certain threshold while remaining market neutral most of the time.
We control and constantly improve system latency to avoid any market risk due to delayed execution.
We react to market conditions swiftly by reviewing our risk limits.
The algorithms have a system of various trading limits, that are dynamic and reactive to market and liquidity change.
We keep diversifying our liquidity sources and establish direct connectivity to them to improve robustness and decrease round-trip delays.
Each counterparty undergoes credit risk assessment to establish an appropriate limit.
Limits are monitored and updated regularly.
To maintain the limit the counterparty is required to keep the positive equity with us.
Latency is the estimated time between the two points: from the time a request is sent to the time when the response is received. Latency is a direct measure of the system's performance to provide for better execution and less price slippage. How do we achieve that?
Thanks to the direct and in some cases dedicated connections to trading venues we are able to receive market data faster and decrease the round-trip time (RTT) when sending an trading order. Better RTT means less price slippage and better execution, which results in our ability to quote narrower spreads.
Our trading system is designed and built in a way to sustain high load and process large amounts of data within milliseconds even during times of high market volatility.
We continuously monitor the latency of both our trading system and connectivity to trading venues measuring delays of getting market data and RTT of order execution.
We implemented measures to maintain and to work on the secured infrastructure.
Fully automated market-making solution, tailored to your needs