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?


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

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