Aggressive Maker

The Aggressive Maker strategy is designed for traders who want to maintain a strong order book presence while ensuring a high execution rate. This strategy follows a VWAP (Volume Weighted Average Price) trajectory and targets a 25% volume participation rate, placing only passive limit orders to optimize execution costs.

How It Works

The engine places passive-only limit orders dynamically, ensuring 25% market volume participation.
The passiveness configuration controls how far orders are placed from the market price, while active limit mode allows for more flexible limit order placement.
Execution follows a VWAP trajectory, balancing participation and cost efficiency.

When to Use This Strategy

Markets with High Taker Fees – Best for traders looking to avoid costly taker fees while ensuring steady execution.
Active Market Participation – Suitable for those who want consistent market presence without incurring high costs.
Moderate Execution Urgency – A good balance between execution speed and cost-efficiency, leveraging strategic passive order placement.

Potential Drawbacks

Potential Execution Delays – Passive orders may take longer to fill, depending on market conditions.
Market Impact Risks – A high participation rate may signal trading intentions, potentially influencing price behavior.

This strategy is ideal for traders seeking cost-effective execution with steady market participation, while avoiding taker fees and maintaining a controlled execution footprint.