For investors and exchanges

One strategy. Profitable alone. Built for volume.

Attune Trade runs a single high-frequency market-making strategy on crypto spot and perpetual markets. On its own it earns the spread and maker rebates while keeping inventory close to flat. Pointed at a volume mandate, the same engine maximises turnover under a strict cost cap and can move 1B+ a month per deployment. This page explains how it behaves. It does not disclose the models.

Mode one: standalone.

It posts a bid and an ask on each pair it trades and keeps them there, re-pricing many times a second as the market moves. When both sides fill, it has bought slightly below and sold slightly above the mid. That difference, plus the maker rebate the venue pays for resting orders, is the gross return.

  • Market-neutral by design: no view on where price is going
  • Holding periods of seconds to minutes, not days
  • Diversified across pairs and venues, each with its own limits
RETURN DRIVERS, ILLUSTRATIVESpreadcapturedMakerrebatesAdverseselectionFeesand fundingNetGross spread and rebates, less what the market takes back when it moves againstresting quotes, less exchange fees and funding. Inventory is kept close to flat.

Mode two: volume.

Same quotes, different objective. For an exchange mandate the strategy maximises filled turnover subject to a hard cap on cost per $10k traded, funded by the venue’s maker tier. The levers are size, levels, queue position and re-quote speed; the limits are identical. That is how one deployment reaches 1B+ a month without becoming a directional bet.

  • Objective switches, risk system does not
  • Cost per $10k traded reported against the cap every month
  • Real fill rate calibrated at small size before the ramp
TURNOVER RAMP, ILLUSTRATIVECOST PER $10K TRADED100MM1180MM2300MM3450MM4700MM51B+M6cost cap, never crossedBars: monthly turnover as size, levels and pairs are stepped up. Line: realised cost per $10k traded,kept under the cap by the risk system. Volume is only useful if the cost of producing it is bounded.

Inventory is the risk. We manage it first.

The danger in market making is being filled on one side while price keeps moving. Our quotes skew against any position we hold, so inventory mean-reverts instead of building into a directional bet, and hard limits stop the strategy before a position can grow.

  • Per-pair inventory limits enforced before an order is sent
  • Quotes widen and shrink automatically in fast markets
  • Daily loss limits that halt trading, not just warn
INVENTORY VS LIMITS, ILLUSTRATIVEupper inventory limitlower inventory limitflatQuotes skew against the position, so inventory mean-reverts to flat instead of building a directional bet.Limits are enforced before an order is sent, not after.

Where the edge is.

High-frequency market making is a crowded business. We compete on the things that compound: execution quality, risk discipline and the speed at which we can research and deploy.

Execution

Direct exchange feeds, a compiled decoder and an event-driven engine, so quotes reflect the book as it is, not as it was.

Risk system

Twelve pre-trade checks, seven live rules, a fixed escalation ladder and a circuit breaker. Limits are code, not policy.

Research loop

A backtester that shares the live code path and models queue position, latency and slippage, so what we test is what we run.

Risk profile.

Plain statements about what the strategy is exposed to.

What can hurt it

  • Sharp one-way moves that fill one side repeatedly (adverse selection)
  • Venue outages, API changes and connectivity failures
  • Fee, rebate or funding changes at the exchange
  • Spread compression when more makers arrive

How it is contained

  • Inventory, per-order, daily-loss and leverage caps enforced by the system
  • Automatic reduce-only and halt actions, kill switch for the whole book
  • Conservative leverage on perpetuals, none on spot
  • Staged deployment: backtest, simulation, small size, then scale

Capacity and scaling.

Capacity is bounded by the tape of the pairs we trade, not by appetite. A small share of a pair that turns over hundreds of millions a day already clears 1B a month, and we scale by adding pairs and venues, each with its own limits, rather than by pushing size on one market.

1B+Monthly turnover capacity per deployment
3Venues live
2Product families: spot, perpetuals
0Manual order entry

What you can see.

We report the way we would want to be reported to.

Monthly statements

Turnover and P&L by venue and pair, fill quality, cost per $10k traded, inventory usage and every limit breach, with the venue records to check it against.

Risk parameters

The limits the system enforces, in writing, and any change to them notified before it takes effect.

Operational log

Incidents, outages and recoveries, with what happened and what changed as a result.

This page is for information only. It is not an offer to sell or a solicitation to buy any security or interest in any fund or account, and it does not constitute investment advice. Any investment would be made only through definitive documents and only to eligible investors. Trading digital assets involves substantial risk, including the loss of capital.

Ask for the overview.

We share a strategy overview, the risk parameters and a reporting sample with qualified investors and exchange partners on request.