crossing-liquidity-access

What problem does it solve?

This Skill addresses the challenge of accessing crossing liquidity efficiently while minimizing information leakage and opportunity costs in trading workflows.

Core Features & Use Cases

• Leakage-Aware Routing: Optimizes order flow between crossing and lit venues to reduce market impact.
• Diagnostic Tools: Provides scripts to analyze fill quality, wait times, and toxicity.
• Risk Controls: Implements safeguards like max wait times and toxicity thresholds.
• Use Case: Traders can use this skill to ensure their large orders are executed at the midpoint price on dark pools without signaling their intentions to the broader market.

Quick Start

Run the diagnostics script using python scripts/crossing_liquidity_access_diagnostics.py input.csv --output diagnostics.json.