Mode 3: Advanced
What It Does
Advanced mode adds direction-aware requoting and asymmetric depth to the 3-tier structure. When price trends in one direction, the bot only requotes the side that price moved away from — leaving the side with potential fills untouched to capture the spread.
How It Works
- 3 tiers with slightly wider thresholds (3/8/15 bps) for more deliberate requoting
- When price moves up: only ask-side orders are refreshed (bids stay to potentially fill)
- When price moves down: only bid-side orders are refreshed (asks stay to potentially fill)
- Asymmetric depth places more liquidity on the side away from current position
- Measured requote interval prevents over-trading during fast moves
When to Use
- Trending markets — Price has a clear directional bias
- Medium-high volatility — Regular price swings with direction
- Experienced traders — Understand directional risk and inventory management
Key Settings
| Setting | Description | Example |
|---|---|---|
| Inner spread | Tightest orders near mid | 4-8 bps |
| Level spacing | Gap between each order level | 2-4 bps |
| Order size | USD notional per order | $100-$500 |
| Number of levels | Total orders per side | 4-8 |
Potential Drawbacks
- Slower requoting pace — may miss opportunities in very fast markets
- Direction-aware logic can accumulate position if the trend reverses suddenly
- More complex behavior — harder to predict what the bot will do in edge cases
Tips
- Pairs well with the signal engine for directional bias detection
- Use on markets where you observe consistent trending behavior
- Monitor position closely during major news events — direction can reverse quickly