Patent ID: 8249977

Claim:
A method for aggressively trading a strategy in an electronic trading environment, comprising: receiving a spread trading strategy via a computing device, wherein the spread trading strategy comprises buying or selling a first tradeable object and buying or selling a second tradeable object, and wherein the first tradeable object and the second tradeable object are listed at an electronic exchange; selecting a level of aggressiveness for the spread trading strategy via the computing device, where the level of aggressiveness is selected from a plurality of levels of aggressiveness and is selected from at least one level of aggressiveness representing a certain level of risk that a trader is willing to accept; receiving a desired spread price and quantity to buy or sell the spread trading strategy via the computing device; determining, via the computing device, a leaned on price being within a market gap including at least one price level without an available bid quantity or an available offer quantity between a best ask and a best bid in the second tradeable object, wherein the leaned on price is determined based on the level of aggressiveness, and wherein the leaned on price comprises one price level above the best bid in the second tradeable object according to the spread trading strategy being a buy and one price level below the best ask in the second tradeable object according to the spread trading strategy being a sell; calculating a quote order price for the first tradeable object via the computing device, wherein the quote order price is calculated based on the leaned on price and the desired spread price; and submitting a quote order at the calculated quote order price via the computing device.