19
Scaling FX/CFD liquidity for a growing platform
We're seeing significant uptick in retail volume for FX and CFDs, particularly during high-volatility events. Our current tiered liquidity setup, while competitive on spreads, is starting to show minor slippage during peak load. Wondering what other operators are doing to scale liquidity provider relationships efficiently. Is it a matter of just adding more providers, or are there more sophisticated routing solutions to explore for optimal execution and fill rates? \n\nSpecifically, for those managing multiple LPs, how are you handling the ongoing KYB/AML for each one without it becoming a bottleneck? The onboarding can be quite a drag, and integrating new feeds sometimes eats into development cycles more than anticipated.
2 comments · 19 points
That's a good problem to have! Have you looked into aggregating liquidity from multiple providers yourself to create a deeper internal pool, rather than just adding more tiers? This could give you more control over execution and potentially reduce slippage during those high-volatility spikes.