Quote streams are continuous, real-time data feeds transmitting current bid and ask prices for financial instruments from market participants or exchanges. In crypto trading, these streams deliver constantly updating price information for digital assets, forming the basis for price discovery, trading decisions, and Request for Quote (RFQ) processes.
Mechanism
Data sources, such as crypto exchanges or over-the-counter desks, publish their prevailing bid and ask prices through dedicated APIs or data protocols. Trading systems subscribe to these streams, receiving updates as market conditions change. The mechanism typically involves low-latency network connections and efficient data serialization to ensure minimal delay in information propagation.
Methodology
Utilizing quote streams is fundamental for any smart trading system or institutional options platform requiring up-to-the-second market insights. The methodology focuses on aggregating and normalizing multiple streams to construct a coherent view of global liquidity and best executable prices. This enables rapid response to market movements, accurate pricing for RFQ responses, and effective management of inventory risk.
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