Crypto Market Making & Liquidity for Korea
A great listing into a thin order book is a failed listing. We architect your liquidity and broker vetted market-making desks so you open into real depth and a tight spread, never fake volume.
- Day 1 — Listing-Day Depth
- CEX+DEX — Venues Covered
- Vetted — MM Desk Partners
- 24/7 — Depth Monitoring
Venue coverage: Upbit · Bithumb · Global CEX · On-chain DEX
A great listing into a thin book is a failed listing.
Korean retail punishes a thin book harder than any market. A wide spread on listing day, exactly when Upbit and Bithumb attention peaks, breaks price discovery and tags your token as illiquid before the narrative even lands. Most teams over-invest in the launch campaign and under-invest in the depth that has to absorb it.
Liquidity is part of GTM, not an afterthought. We size the committed depth your float and price actually require, broker the right desks on aligned terms, and keep the book honest, genuine two-sided depth and tight spreads structured to clear exchange rules and the FSS's tightening market-manipulation enforcement. Never wash trading.
From thin float to exchange-grade depth.
- Phase I · Liquidity Assessment — Model depth, spread, and capital needs against your float, price, and target venues.
- Phase II · Desk Matching — Match and broker terms with vetted market-making partners, aligned incentives, retainer-default.
- Phase III · Listing Setup — Configure order-book depth and spread targets across CEX and DEX. Live and ready at T0.
- Phase IV · Monitor & Optimize — Track depth, spread, and volume quality. Tune monthly with transparent reporting.
Liquidity Strategy & Sizing
We model the order-book depth, spread targets, and capital your listing actually needs across Upbit, Bithumb, and global venues, sized to your float and price, not a generic template.
- Depth & spread modeling per venue
- Capital requirement sizing
- Float-aware launch planning
- CEX + on-chain DEX coverage
Vetted Market-Maker Matching
Access to reputable, compliance-forward market-making desks. We broker the terms and manage the relationship, real partners with aligned incentives, never anonymous bots.
- Vetted desk shortlist (retainer-default)
- Terms negotiation & KPI setting
- Spread, depth, uptime contracts
- Live dashboard & reporting required
Listing-Day Depth
Coordinated depth and spread management from the first candle, when Korean retail attention and volatility are highest. Ready at T0, not days later.
- T0 order-book readiness
- Spread management at peak volatility
- Cross-venue coordination
- Post-listing depth maintenance
Compliance-Aware Structuring
Liquidity programs structured to respect exchange rules and Korean regulation, coordinated with our compliance practice. Genuine depth and tight spreads, never fake volume or wash trading.
- Exchange-rule-aligned structuring
- FSS market-manipulation awareness
- Transparent volume-quality reporting
- Never wash trading, ever
What we do, and what we never do
- Architect a venue-by-venue liquidity and depth strategy
- Broker vetted, compliance-forward market-making desks
- Coordinate listing-day depth across CEX and DEX
- Report volume quality, spread, and depth transparently
- Make markets in-house with conflicting incentives
- Run wash trading, fake volume, or spoofing
- Use anonymous bots with no accountability
- Promise a price level, that's manipulation, not liquidity
THE DELIVERABLE
A venue-by-venue model of the depth, spread targets, and capital your listing needs, plus the shortlist of vetted desks and the terms to ask for. You walk into listing day knowing your book will hold.
The questions founders actually ask.
Straight answers on depth, desks, and what compliant market making really means.
Do you make markets in-house?
We start as a broker, architecting the strategy and connecting you with vetted, reputable desks, then managing the relationship and reporting. This keeps incentives aligned and avoids conflicts of interest. As our track record builds we internalize a desk, but transparency stays the rule.
How much liquidity does an Upbit or Bithumb listing need?
It depends on your float, price, and target spread. We model it per project, most serious KRW-pair listings require meaningful committed depth across both order books to hold a tight spread through launch volatility.
Is this compliant? Do you do volume or wash trading?
No. We structure liquidity to respect exchange rules and Korean market-manipulation enforcement (the FSS is tightening this hard). We deliver genuine order-book depth and tight spreads, never fake volume, wash trading, or spoofing.
Which market-making model should we use?
We default clients to the retainer / MMaaS model, you keep control and capital, pay a flat fee, and incentives stay aligned. The loan-plus-call-option model is cheaper up front but hands the desk your token's upside and has a history of abuse; we use it only for capital-constrained clients who accept the trade-offs.
Do you cover DEX liquidity too?
Yes. We coordinate centralized order-book liquidity and on-chain DEX pool liquidity under one strategy, so depth holds wherever your token actually trades.
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