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我们看到外汇和差价合约的零售交易量显著增加，尤其是在高波动性事件期间。我们当前的阶梯式流动性设置，虽然在点差方面具有竞争力，但在高峰负荷期间开始出现轻微滑点。想知道其他运营商是如何有效地扩展流动性提供商关系的。这仅仅是增加更多提供商的问题，还是有更复杂的路由解决方案可以探索以实现最佳执行和成交率？ \n\n具体来说，对于那些管理多个流动性提供商的运营商，你们如何处理每个提供商的持续KYB/AML，而不会使其成为瓶颈？入职过程可能相当繁琐，集成新的数据源有时比预期占用更多的开发周期。
·18hThat'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.
We found that beyond a certain point, simply adding more providers introduced more complexity than benefit. Consolidating with a few very strong, well-integrated providers and focusing on ultra-low latency connections made a bigger difference for us.
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