Twas the night before Bitcoin Futures, when all through the bourse
Every laptop was stirring, even the old ones, run with a mouse;
The piping and collateral agreements were checked with care,
In hopes that Bitcoin Futures soon would be there;
The traders were ready, no thought of seeing their beds,
While visions of ICO’s danced in their heads;
Millennials in hoodies, and I in my cap,
Wondering how they will spoof VWAP.
When out on twitter there arose such a clatter,
I ran to my desk to see what was the matter.
The screens had come alive in a big bright flash,
Was there a way for this to end, without a big crash?
Traders in New York were hampered by snow,
It didn’t matter as algos knew they were too slow,
When, what to my wondering eyes should appear,
But an e-mini contract, with no margin to fear,
With a little old desktop, but still lively and quick,
I knew in a moment it to buy or sell, I must click.
More rapid than eagles, the algo’s trades they came,
And spivved and they spoofed, knowing humans were lame;
"Now, DASHER! now, DANCER! now, PRANCER and VIXEN!”
Strange names for algos, but they were ablitzen?
“To the top of the stack! to the top of the wall!
Now trade away! trade away! trade away all!"
At speeds so far, the orders did fly,
No-one to sell, so they all must buy,
So up to the limits the contract they flew,
With a wallet full of coins, a Winklevoss too.
And then, in a twinkling, I saw a seller spoof,
The offer gone in a poof.
As I drew in my hand, and was turning around,
My bid got hit, letting me play another round.
In my basement, freezing from head to foot,
Trading to paper profits before they became ashes and soot;
A bundle of sells suddenly at the top of the stack,
All my buys at the mercy of the pack.
Algo servers -- how they twinkled! Their owners how merry!
Bitcoin millionaires, drinking mahnattan’s with a cherry!
Their droll little apps strung out in a row,
From app one to another, their fingers did flow
The stump of a pipe he held tight in his teeth,
And the smoke it encircled his head like a wreath;
He had a broad face and a six pack belly,
To fit into those skinny jeans, he never ate jelly.
He was coifed and well-groomed and full of himself,
And I laughed when I saw him, in spite of myself;
A wink of his eye and a twist of his head,
Soon gave me to know I had everything to dread;
He spoke not a word, but went straight to his work,
And filled all my order, then turned the market with a jerk,
And laying his finger aside of his nose,
He warned me not to mess with the bitcoin bros
He turned off the algos, to his team gave a whistle,
With enough profits to make a regulator bristle
But I heard him exclaim, ere he drove out of sight,
HAPPY BITCOIN FUTURES TO ALL, AND TO ALL A GOOD-NIGHT!
@miguel @JoelKatz @Hodlezerper @nikb @cmbartley @Hodor