Price, Then Arrival, and Nothing Else
Orders rank on price, then on the time they arrived, and no participant class reaches the matching decision. There is nothing to buy your way into and nothing anyone else can buy that moves ahead of you — queue position is your price and your latency, both of which you own and can measure.
Use Cases
Queue Position You Can Verify
Bids rank high to low, asks low to high, and an arriving order joins the back of its own price level. The comparator that decides this reads no account identifier, so the ranking is checkable rather than promised.
Filled At Your Own Price
When your quote is the resting side the trade prints at your price, not the taker's. Post-only is rejected outright rather than crossing, so a quoting loop cannot be tricked into paying the spread.
L1/L2 Market Data
Depth snapshots, trade prints, and imbalances over WebSocket, with SSE fallback. Per-venue attribution for aggregated books.
Post-Trade Surveillance
Built-in wash-trade, layering, and spoofing detection. Stay ahead of FINRA CAT findings with automated self-surveillance.
Features
Integrations
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Talk to our team about how Lux can power your market makers infrastructure.