System and method for aggressively trading a strategy in an electronic trading environment

A non-transitory computer storage medium having instructions stored thereon, which when executed by a processor cause the processor to carry out acts comprising:

• receiving, via a computing device, a desired spread price to buy or sell a spread trading strategy where the spread trading strategy includes trading a first tradeable object and a second tradeable object;
• determining, via the computing device, a leaned on price based on a selected level of quoting aggressiveness where the leaned on price comprises a price level within a market gap between a best ask and a best bid in the second tradeable object without an available bid quantity or an available offer quantity and includes at least one of:
• at least one price level above the best bid in the second tradeable object according to the spread trading strategy being a buy and at least one price level below the best ask in the second tradeable object according to the spread trading strategy being a sell, and
• one price level below the best ask in the second tradeable object according to the spread trading strategy being a buy and one price level above the best bid in the second tradeable object according to the spread trading strategy being a sell;
• calculating, via the computing device, a quote order price for the first tradeable object where the quote order price is calculated based on the leaned on price and the desired spread price;
• and
• submitting, via the computing device, a quote order at the calculated quote order price.