Just throwing my support for this in the mix, which should be obvious based on my recent activity grin

I don't know how "deep" of an overhaul is planned, but the existence of crypto exchanges with their 0% maker fees (or even credit) make light market making realistic even for retailers. Being able to directly control orders is essential for that, as well as instant and consistent feedback to Zorro from the plugin about fills, so that the script can determine easily how many lots are open at any given time to compare that to how many *should* be open, to then manage the orders accordingly.

I've had some success trying a very "hacky" approach in the broker plugin that ended up placing 74 trades/day and still was profitable, at least for the ~9 days it ran, which is why I think this is worth pursuing in the first place.

Last edited by MegaTanker; 07/14/22 21:05.