This service provides liquidity to Lykke Margin Trading Exchange.

It collects orderbooks from external exchanges connectors (or the Lykke Spot prices sources) and produces a resulting orderbook for each instrument, which are transferred to the Lykke Margin Trading Backend apps (https://github.com/LykkeCity/MT) and used there to create market making limit orders.

Processing includes exchanges fault-tolerance, outlies and errors detection, applying markups, etc.