To me the strategy seems really simple - your client places a trade at 30890 - you immmediately place a trade on the JSE at say - 30874 (the other end of a 10pt spread). Since the live price is actually 30884. Now let's say that you don't actually get your position on the JSE - well if your software is quick enough - you can zero out your position at 30890 - leaving you with 0 risk. If you by some unfortunate event picked up two trades - well you will be in the money so no harm done. And you could easily build in some rules - like there has to be a certain volume of asking prices below your breakeven point. In some cases, you might actually pick up a full blown reversal - where the client's trade pulled back immediately - and you make a whopping margin.
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