SLVCE Labs · Perpetual DEX Liquidity
Order booksthat hold.
For perp venues and protocols. Launch-day depth, spreads that stay honest through funding cycles, and inventory that survives the weeks nobody tweets about.
For perp venues and protocols. Launch-day depth, spreads that stay honest through funding cycles, and inventory that survives the weeks nobody tweets about.
Two-sided quotes tuned per venue: spread targets, depth ladders and refresh logic that respect the microstructure.
The funding leg is hedged, not hoped away. Inventory carries through rate flips without forced unwinds.
Staged depth from the first block: conservative caps that widen as real flow proves out.
Warehouse limits, drift controls and recycle logic per asset. The book earns from spread, not direction.
LP and incentive design that pays for depth you actually receive, with wash-quote detection.
Engines run with hard risk gates. Uptime and quote presence are reported, not asserted.
We read your product, venue set and token mechanics, then define what the market needs to do.
Market structure, quoting architecture, risk gates and the accounting layer, specified before anything trades.
Engines go live under conservative caps and widen as the market proves out. Reported from the books.
Published quality metrics with an exit path defined up front.
Bring the venue. We bring the book, the funding discipline and the reporting that keeps both honest.
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