Liquidity Bridge

A liquidity bridge is the middleware that connects a retail trading platform such as MetaTrader to external liquidity providers. It translates client orders into the FIX messages a bank or prime-of-prime venue expects, aggregates incoming quotes into a single price stream with the broker's markup applied, routes fills back into the platform and records the resulting positions in the broker's books. Bridges also carry the routing logic that decides which flow is passed to the market and which is kept internally, the practical mechanics behind A-book and B-book models. For the trader the bridge is invisible, yet its quality shows up directly as quote stability, latency, rejection rates and slippage, because every order passes through it.