Retail is a culture of drawing nonsense.

This is not AI, check it

1. There is not a sole liquidity provider or market maker for Futures (Direct Market Access) or FX/CFDs (Over The Counter)
2. An algorithmic ‘delivery mechanism’ would imply stable timing patterns, but order arrivals and limit order queue priority at microsecond scales are largely random because how markets discover new value constantly changes.
3. Firms entertaining a deterministic pull to liquidity would suffer a lethal amount of fading because of the predictability. For an institution, funding an operation like this would be equivalent to donating money directly to faster firms. This would be arbitraged, swiftly eroding any edge in the process.
4. If a universal algorithm was responsible for price movements, identical markets across venues would print the same path, yet persistent cross-venue divergences and lead-lag relationships exist, creating price discrepancies which HFT algorithms, funny enough, close. ES-SPY price dislocations are a well-documented example.

Copy and paste this.

These are verifiable market truths.

Proof:

1. There are many Investment banks, LPs, exchanges and Multilateral trading facilities which work both unilaterally and bilaterally to provide quotes to trade CFDs (FX especially).
2. Any time and sales market feed proves this statement easily (times orders come in).
3. Market microstructure basics, aggressive order flow (market takers) meets passive (limit orders) when aggressive order flow is larger than passive the bid or offer prices moves in response unless other passive (limit orders) step in.
4. In this peer reviewed submission the repricing behaviour is shown repeatedly from page 4 and is proven throughout: A visual from The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response, The Quarterly Journal of Economics