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Market making on Intention is not a special program you join. You quote, your resting orders earn the maker rate, and above a threshold you are paid to provide liquidity. What is worth understanding before you build against it are three structural properties of this venue that differ from most, and then the specific mechanisms that follow from them. Every mechanism below is documented in full elsewhere; this page is the path through them.

Three things that are different

Latency does not decide outcomes inside a block. Priority at a price level is price first, then position in the committed block sequence — not when your packet reached a node. Two orders in the same block have a precedence every validator computes identically. Between blocks arrival still matters; within one, colocation buys nothing. Your cancel beats an aggressive order in the same block. Cancellations execute in an earlier phase than orders that can take liquidity. When price moves and you pull a stale quote, an order arriving alongside your cancel cannot pick it off. On most venues this is a race won with infrastructure; here it is a protocol guarantee. Post-only orders are placed before anything can trade against them. They are processed in the non-matching phase, ahead of all aggressive flow, because by definition they cannot take liquidity. Together these mean the usual reason for spending heavily on latency — defending quotes against same-block adverse selection — does not apply. See Transaction sequencing.

Quoting

Use post-only. It guarantees maker status: an order that would cross is rejected rather than filled as a taker. This is the difference between reliably earning the maker rate and occasionally paying the taker rate by accident. See Order types. Priority within a level is positional. Orders at the same price fill in the order they were sequenced. Front of the queue fills; back of the queue watches. See Order book. Conform to tick and lot size. Non-conforming prices are rejected, not rounded. Free collateral rounds down and margin rounds up, so quoting sized to exactly your available balance will intermittently reject. See Precision.

Managing quotes

This is where the largest practical difference lives. Shrinking a quote to manage risk does not cost you your place in the queue. That is not how most venues behave, and it changes what inventory management costs — you can reduce exposure at a level without re-queueing behind everyone who arrived while you were deciding. See Modify orders. Attach a client order ID to everything. When a submission times out you do not know whether it landed. With an identifier you generated, you cancel by that identifier and end in a known state either way. Without one, you are querying and guessing by market, side, price, and size. Generate them randomly rather than from a counter — a restart that loses the counter collides with live orders. See Client order ID. Self-trade prevention is always on, within an account. If your incoming order would take your own resting quote, the resting order is cancelled and marked with a distinct status. Surface that status: a quote disappearing for this reason means two of your own strategies collided. Sub-accounts are protected against each other. Self-trade prevention is keyed on the wallet address, and every sub-account under one wallet shares it — so two strategies you run in separate sub-accounts will still cancel against one another when they cross. If two strategies may legitimately take opposite sides, separating them into sub-accounts does not achieve it — they need separate wallets. See Self-trade prevention.

What it pays

Maker fees fall with your rolling volume, and above a share threshold they go negative — you are paid per maker fill.
Note the basis. Fee tiers are measured against your own absolute volume; rebates are measured as a share of the entire venue’s maker volume. They are different qualifications, and being a large trader does not by itself earn a rebate — being a meaningful fraction of the book does.
Two other flows affect a market-making book. Funding is charged on inventory held through settlement, which for a book carrying overnight skew is a real cost or a real income. And liquidations close against the order book first — resting depth is what absorbs them, and being the counterparty at the bankruptcy price is part of what quoting into a stressed market means. See Fees and Liquidations.

Constraints on size

Margin is reserved by resting orders, not only by positions. A wide book across many levels reserves against every level that could open a position. See Margin modes. Position limits scale with the market. Your cap on one side is the larger of a share of market open interest and a fixed floor, aggregated across sub-accounts. See Position limits. Inventory affects your deleveraging rank. The score is unrealized profit multiplied by effective leverage, so a profitable skewed book running high leverage sits near the front of the queue. See Auto-deleveraging.

Getting set up

Integration is the same surface everyone uses: REST and WebSocket, SDKs in four languages, and testnet tooling. Start at Developers. For commercial arrangements — dedicated rates, formal maker agreements, or listing support — the channel is contact@intention.xyz. See Builder and integration questions.

Where to go next

Transaction sequencing

The priority order that makes quotes defensible without latency.

Modify orders

Why shrinking a quote keeps its place in the queue.

Fees

Tiers, rebates, and how volume is counted.

Developers

APIs, SDKs, and testnet tools.