System and method for processing a trade order

A system for trading financial instruments, the system comprising:

• an electronic exchange server comprising at least on processor and at least one non-transitory computer-readable storage medium having computer-readable program code portions stored therein, wherein the computer-readable program code portions, when executed, cause the electronic exchange server to:
• receive market data for the at least one type of asset traded on at least one electronic exchange;
• receive at least one pricing parameter;
• receive at least one proposed order quantity;
• receive at least one proposed order price;
• construct one or more proposed trades based on the at least one proposed order quantity and the at least one proposed order price;
• calculate a theoretical price based on the received market data, the at least one pricing parameter, and the proposed order price;
• compare the one or more proposed trades with the theoretical price to determine whether any of the one or more proposed trades are profitable;
• and
• display based on said comparison, one or more market data indicators associated with said one or more proposed trades relative to a theoretical price indicator associated with said theoretical price.