4 ms·
Nothing too complicated — connecting to various FX liquidity providers (LMAX, Currenex, CFH etc.) via FIX protocol and merging their individual offers using VWA
by atemerev 11y ago
Nothing too complicated — connecting to various FX liquidity providers (LMAX, Currenex, CFH etc.) via FIX protocol and merging their individual offers using VWAP (Volume weighted average price).