Mode 4: Aggressive
What It Does
Aggressive mode is designed for fast, active markets. It uses the same direction-aware and asymmetric-depth features as Mode 3, but with tighter requote thresholds and faster execution. Orders are refreshed more frequently to stay close to the action.
How It Works
- 3 tiers with tight thresholds (2/5/8 bps) for rapid requoting
- Direction-aware: only requotes the stale side, keeps favorable side in place
- Fast minimum requote interval (0.5s) allows rapid adaptation
- Asymmetric depth for inventory management
- Best combined with tight spreads for maximum volume
When to Use
- Active, liquid markets — High volume with frequent price updates
- Volume farming — Maximize trade count for rewards/points
- Tight spread environments — Competitive markets where speed matters
Key Settings
| Setting | Description | Example |
|---|---|---|
| Inner spread | Very tight for aggressive capture | 2-4 bps |
| Level spacing | Close together for density | 1-2 bps |
| Order size | USD notional per order | $50-$300 |
| Number of levels | More levels for coverage | 6-12 |
Potential Drawbacks
- Higher API call rate — may approach rate limits on some markets
- Tight spreads mean less profit per trade — relies on volume
- Fast requoting can lead to more adverse selection in toxic flow environments
- Not recommended for illiquid or low-volume markets
Tips
- Best for BTCUSD and ETHUSD where liquidity supports tight spreads
- Watch your fill quality — if adverse selection increases, switch to Mode 3
- Ideal for points/rewards farming during high-activity periods