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A market maker on OCX is an ordinary account that continuously rests both sides of one or more markets — bids and offers around a fair value — while managing the inventory its fills create. You do not need a special account type. What distinguishes a market maker is the workflow: sign in once, keep a fresh view of fair value, refresh a ladder of two-sided orders on each market, and react to fills.

Quoting API

Replace an option ladder in one call; rest and refresh post-only futures orders.

Fill stream

React to futures fills in real time; reconcile option fills.

Best practices

Inventory skew, kill switch, reconnect and heartbeat handling.

Fees

Per-contract fees, tiered by 30-day volume. Query the live schedule.

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Where you can quote

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The market-making loop

1

Authenticate

Sign in with SIWE using a dedicated wallet for the bot, and send the session token as Authorization: Bearer on every request. See Authentication.
2

Discover markets and reference data

Pull the option board, the futures market list, contract terms (/markets/products), and the fee schedules. Compute fair value from your own pricing.
3

Post a two-sided ladder

Build bid/ask levels around fair value and submit them — one bulk call per option market, or individual post-only orders per futures market.
4

React to fills

Consume the futures account stream and reconcile option fills; feed inventory back into your next quoting cycle (skew or shrink as inventory builds).
5

Re-quote and manage risk

Re-run the ladder on your own cadence as fair value moves. On feed loss, error, or shutdown, cancel everything.

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Requirements

Quotes and orders are subject to portfolio margin server-side. Deposit USDC; collateral is moved to the venue you quote on automatically when an order needs it. Orders that fail the margin check are rejected — see Best practices.
Sign in once with Sign-In With Ethereum and re-authenticate before the 7-day session expires. API keys created in the app are not yet accepted by the public API.
OCX publishes reference marks, IV, and forwards, but your quoting decisions and prices are yours.
SSE streams are long-lived. A well-behaved client applies the initial snapshot, folds in updates, reconnects on drop, and wires a cancel-all kill switch.
Fees are a fixed amount per contract, tiered by your combined 30-day futures and options volume. Maker and taker rates are currently equal and there are no maker rebates. Query /fut/fees and /markets/options/fees rather than hardcoding rates.