Multi-venue
Drives Uniswap V2/V3, PancakeSwap, Raydium and major CEX spot accounts at once, running one strategy across every venue.
ON-CHAIN TOOLS
Market Making System
Automated Market Making Suite
Automated market making and liquidity management for DEXs and CEXs. A strategy engine takes over quoting, cancelling, hedging and inventory control, so a newly listed token holds a controlled depth, spread and volatility profile instead of relying on someone watching the book by hand.
12+Venues supported
<80msStrategy latency
200+Concurrent wallets
7×24Unattended uptime
What You Get
Strategy engine
Grid, range-making, TWAP, iceberg orders and dynamic spreads built in, with hot-reloaded parameters — no restart to retune.
Inventory & risk
Position caps, per-order limits and intraday drawdown rules throttle or halt the bot before a one-way market drains inventory.
Gas & slippage
Dynamic gas bidding, batched transactions and private mempool submission cut sandwich risk and failed fills.
Wallet pool
The wallet pool rotates automatically, sweeping and redistributing balances while keeping order patterns uncorrelated.
Live dashboard
Fills, spread, inventory, PnL and slippage visualised live, with anomalies pushed to Telegram.
How It Works
Scope the book
Fix the pairs, target depth, spread band and budget ceiling.
Backtest
Replay historical data across parameter sets to project slippage, cost and inventory drift.
Staged rollout
Go live with small size first, then raise limits once behaviour matches the model.
Handover
Ship the source, tune the parameters, and stand by for alerts through the first month.
Specifications
- Deployment
- Self-hosted, or run by us
- Networks
- Ethereum, BSC, TRON, Solana, Arbitrum, Base
- Stack
- Go + Redis + PostgreSQL + WebSocket
- Order path
- Public RPC, private node, or private mempool
- Risk scope
- Per order, per wallet, and global
- Deliverables
- Source code, deployment docs, 3 months of support
When to Use It
Launch bootstrap
Hold a baseline depth and sane spread through launch week so a single large order cannot blow through the price.
Ongoing liquidity
Continuous two-sided quoting keeps the spread tight and the trading experience predictable.
Cross-pool rebalancing
Arbitrage price gaps between pools and rebalance inventory in the same pass.
FAQ
QIs this market manipulation?
The system provides quoting, cancellation and inventory tooling. The strategy itself, and its compliance in your jurisdiction, is the project owner's call — we can add parameter-level limits to match your requirements.
QCan we self-host?
Yes. You get the full source and run it on your own servers or cloud account — API keys and private keys never leave your environment.
QHow much capital is needed?
It depends on target depth and spread. As a rule of thumb, budget two-sided inventory covering roughly three times your target depth per pair.
QHow long to launch?
Two to three weeks for the standard build; four to six with custom strategies.
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Tell us what you need — scoping and quotes are free
Describe the use case and the outcome you want. You get an architecture, a timeline and a fixed quote — with no obligation to proceed.