What Are the Alternatives to Midpoint Matching in Dark Pools? ⎊ Path

What Are the Alternatives to Midpoint Matching in Dark Pools?

Alternatives to midpoint matching include pegging orders to the bid or offer price, or using a "VWAP" (Volume-Weighted Average Price) order type. Some dark pools use internal crossing networks that execute at a price determined by a pre-negotiated or pre-agreed formula, often related to a time-weighted average price.

Others may use a mechanism that executes at a price that is a small increment inside the NBBO.

What Is the Difference between a Spot Price Oracle and a Volume-Weighted Average Price (VWAP) Oracle?

What Is a Volume-Weighted Average Price (VWAP) and How Does It Differ from TWAP?

Are There Alternatives to the Gas Model for Mitigating the Halting Problem on Blockchains?

What Are the Primary Alternatives to Quadratic Voting for Fair DAO Governance?

What Is a ‘Volume-Weighted Average Price’ (VWAP)?

What Is the Difference between a TWAP and a Volume-Weighted Average Price (VWAP)?

How Can Time-Stamping Be Compromised by an Internal Actor on a CEX?

How Does an exchange’S’matching Engine’ Process Different Types of Orders?

Glossar

Dark Pools

Venue ⎊ Dark Pools in the cryptocurrency derivatives context are private trading systems that allow institutional participants to execute large orders anonymously, shielded from the public visibility of order books.