In this talk, we present a trading game involving strategic liquidity providers under different inventory risks aversion. The liquidity providers compete to supply liquidity to a risk-averse agent who is privately informed about the final value of asset and her own initial endowment. We show that there exists a unique asymmetric Nash equilibrium with convex schedules, and it can be characterized by the solution of the system of quasimonotone ODEs. This is based on joint work with Ibrahim Ekren.