I heard that working with one liquidity provider is a risk, because in the event of a failure or a sharp decrease in trading volume, the entire platform will suffer. Therefore, I am considering the idea of ​​connecting to several LPs at once, possibly through aggregators or internal order distribution algorithms. But it is difficult for me to understand how to implement this in practice: do I need to have my own Matching Engine, use ready-made solutions from providers like B2Broker, or write the architecture from scratch? I am also interested in how to distribute the load between LPs depending on the quality of execution and commission conditions. I would like to receive recommendations on how to build it all correctly and what mistakes beginners most often make.

A very important topic was raised - dependence on one liquidity provider can become critical, especially during periods of high volatility or technical failures. I myself encountered this problem: everything worked fine until one LP suddenly started giving delays and narrow spreads, and then complaints from users began. As a result, we had to implement a system with several providers, which required not only technical improvements, but also a revision of internal processes.



I found a very sensible article on this topic: <span style="text-decoration-line: underline; font-size: 10pt; font-family: Roboto, Arial; text-decoration-skip-ink: none; color: #434343;" data-sheets-root="1">merehead.com</span>. It explains in detail why liquidity diversification is not just a plus, but a necessity. It also provides recommendations for implementing a multi-LP architecture, including through aggregators and smart order routers. You should definitely read it if you want to build a stable and scalable platform.