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My question is about forming market data which is received from the LPs. Some tools work with these parameters: min spread, max spread, bid spread, ask spread.
If current spread < min spread or current spread > max spread then it changes the bid/ask values. Bid and Ask spread parameters work similar also.
Is there another way to form the market data?

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closed as unclear what you're asking by zuiqo, olaker Feb 14 '15 at 17:08

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