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Is it illegal to start a company to do futures reverse documentary?
Not illegal.

From the point of view of legal compliance, reverse documentary provides pure information service, and all firm accounts and funds are opened independently by customers in futures companies, without contacting customers' funds.

Doing anti-orders is not the same as doing black platforms. The profit of the black platform comes from the loss of customers, while the profit of making a counter-order comes from the market, which is essentially different from killing sheep.