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Liquidity Bridge

Aggregate liquidity. Route intelligently. Prove execution quality.

A low-latency bridge sitting between your platform and your liquidity providers — building the book, applying your pricing, and routing every order by rules you control.

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Internal processing
LD4 / NY4 / TY3
Colocated presence
FIX 4.2 / 4.4
LP connectivity
A / B / Hybrid
Routing models
Order path

Where every ticket goes, and why.

The bridge decides four things on each order: which prices form the book, what you charge on top, whether the order is internalised or hedged, and which venue fills it. All four are rules you set.

01Liquidity providers
  • Prime broker A
  • Prime-of-prime B
  • Crypto venue C
  • ECN D
02Aggregation & pricing
  • Synthetic book
  • Stale-quote filter
  • Markup & spread rules
  • Failover set
03Routing decision
  • Client / group rules
  • Volume bands
  • A-book · B-book · hybrid
  • Best-execution logic
04Platforms
  • Our own terminal
  • MT4 / MT5
  • cTrader
  • Your OMS via FIX
Capabilities

The controls a dealing desk actually reaches for.

Price aggregation

  • Multiple LPs aggregated into a single synthetic order book
  • Depth-aware best bid/offer with configurable tier sizes
  • Per-LP weighting, filtering and stale-quote rejection
  • Failover LP sets that engage automatically on session loss
  • Synthetic and derived symbols built from underlying feeds

Pricing & spread engine

  • Markup by pips, percentage or dynamic volatility-linked rules
  • Spread profiles per account group, symbol and trading session
  • Session-aware widening around rollover and scheduled news
  • Commission and swap schedules applied per group
  • Price smoothing and tick filtering to suppress feed noise

Smart order routing

  • A-book, B-book and hybrid routing decided per client, group or symbol
  • Volume-banded rules — internalise small tickets, hedge the rest
  • Best-execution routing with VWAP and sweep-to-fill strategies
  • Partial fills, order slicing and iceberg support
  • Last-look and rejection monitoring by LP, with automatic demotion

Platform connectivity

  • Native bridge to our own terminal, MT4, MT5 and cTrader
  • FIX gateway into your own OMS or in-house matching engine
  • REST and WebSocket administration and monitoring APIs
  • Session health dashboard with alerting on drop or latency drift
  • Run in our cloud, your cloud, or your own colocation cage
Execution quality

Prove your execution instead of asserting it.

Slippage, fill ratios, rejection rates and last-look behaviour are measured per LP and per symbol continuously. When a provider starts widening or rejecting, you see it in the report before you feel it in the P&L — and the routing can demote them automatically.

  • Per-LP slippage and price-improvement distribution
  • Fill ratio, reject reason and last-look hold-time tracking
  • Automatic LP demotion on breach of your quality thresholds
  • Best-execution reports formatted for your regulator
  • Full tick-level history for dispute and audit resolution
LP scorecard — illustrative
LPFill %SlipStatus
Prime A99.4−0.02PRIMARY
PoP B98.1+0.11ACTIVE
Venue C96.8+0.24ACTIVE
ECN D88.2+0.71DEMOTED
Thresholds and demotion rules configured per symbol group
Liquidity Bridge

Bring your routing rules. We will model them live.

Tell us how you want flow split today and we will configure it in a session — including the awkward cases your current bridge cannot express.

No obligation · NDA on request · Response within one business day