Figure 5: The market maker’s revenue from the j th order as a function of the quantity filled x$_{j}$ and the market-clearing price of the j th order ( ¯ A $^{T}$ξ ) j Figure 6: The market maker’s revenue from the j th order as a function of the quantity filled x$_{j}$ and the market-clearing price of the j th order ( A $^{T}$ξ ) j 41