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by arcticbull 1661 days ago
Just remember all this? It's completely legal in the crypto markets. It's bad here, and its so much worse there.
1 comments

On the other hand, it will always happen given the incentive. JPM got caught, but how many do not get caught or arrange the spoofing in such a away that they have (more) plausible deniability.

This law is unworkable and not sure if there's anything benefit in the end... as in crypto anyone who spoofs can have their bluff called anytime, so perhaps transparent free-for-all market is better for price discovery than pretending "spoof do not exist and are illegal".

I can imagine ways that order spoofing would look significantly different from legitimate (if possibly high frequency) trading activity. For example, if I'm constantly sending and cancelling a single order, that might look a bit like spoofing. Or it could be a glitch in a trading algorithm, or possibly even a legitimate reaction to some other periodic, high frequency pattern in the market data.

OTOH, if I send 100 orders and then immediately cancel all of them, and especially if I do that repeatedly, I can't think of a legitimate reason for that; why not just use a single order? This matters because when those orders show up in the market data, I'll know that all (or most anyway) of them came from me, but other market participants will not know that those orders all came from the same participant.

This kind of behavior would not be difficult to look for in the market data, especially after the fact, so I don't buy the argument that laws which forbid such behavior are 'unworkable'.

Source: have been doing algorithmic trading for many years

> On the other hand, it will always happen given the incentive.

A big negative incentive is law enforcement.

Otherwise you could make the same argument for literally every single other kind of crime. Someone does you wrong? Well there's a big incentive to straight up take their kneecaps. But you know, the law and whatnot seriously disincentivizes that kind of behavior.

> This law is unworkable and not sure if there's anything benefit in the end...

So surely you must be mad that JP Morgan got fined for this right? Supportive of Mr Dimon?

Good for them getting one over on ol' Joe Sixpack, right?

[edit] > as in crypto anyone who spoofs can have their bluff called anytime

Not at all, the overwhelming majority of crypto trading happens on centralized, trusted, opaque exchanges. Off-chain.

If I understand correctly, the people harmed by the practice of spoofing are day traders who naively believe they can do technical analysis on an order book to determine the short-term direction of prices. Nope, I don't really feel sorry for either of them.
It disrupts price discovery and allows the market markers to move the market at will. It's not really relevant whether you personally love day traders. There's nothing illegal or immoral about day trading - but there is something illegal about market manipulation, and specifically, spoofing. At least in traditional markets.
Day traders mostly don't even have access to real-time L2 market data, so they mostly can't be harmed by spoofing.

The harmed parties are algorithmic traders that use L2 market data to adjust their theoretical value.

I assume L2 in this context means level 2 and not layer 2?
yes, full depth (or at least multiple price levels), as opposed to L1, i.e. just top of book. L3 would be order-by-order.
There are proprietary trading firms making hundreds of millions a year doing technical signal analysis.
Well, more reason not to feel sorry for them.
That's not how crime works.