Market Making Agent
Maintains two sided quotes and adjusts spread, size, and depth within the limits defined by the operator.
Explore agents and reusable patterns for trading, settlement, treasury, risk, data, proving, and operations. Start with an available agent, then configure or extend it for your mandate.
Ready to run. Built to configure. Open to extend.
These agents represent the first production workflows on Silvana. Every one operates within defined permissions, risk parameters, verification rules, and signing boundaries.
Maintains two sided quotes and adjusts spread, size, and depth within the limits defined by the operator.
Places a structured ladder of buy and sell orders, then updates each level as the market moves.
Requests private quotes and works toward a target amount without crossing the price limits set by the operator.
Tracks matched trades, confirms readiness, coordinates allocations, and carries each workflow through Canton DvP.
Creates selective evidence of activity and outcomes without revealing the underlying private order data.
The status of every available agent comes from one maintained source of truth. An agent should only be marked available when visitors can reach a working product, documented configuration path, or supported deployment flow.
The catalog extends beyond the agents available today. It maps the specialist roles that can be built on the same execution, signing, settlement, and reporting infrastructure.
Maintains two sided quotes and adjusts spread, size, and depth as market conditions and inventory change.
Places a ladder of orders across a configured range and updates the grid as the market moves.
Requests private quotes and works toward a target amount without crossing the price limits set by the operator.
Tracks matched trades, confirms readiness, coordinates allocations, and carries each workflow through Canton DvP.
Creates selective evidence of activity and outcomes without revealing the underlying private order data.
Prices and responds to private quote requests within defined size, spread, and counterparty rules.
Captures small, short lived price movements through rapid execution and tightly controlled exposure.
Follows sustained directional movement and exits when the signal or risk conditions weaken.
Trades temporary dislocations when price moves away from a defined measure of fair value.
Acts when price clears a confirmed level and the market moves beyond its prior range.
Responds to strengthening price movement while the rate of change remains inside the strategy mandate.
Quotes both sides of the market to earn spread while keeping inventory within approved limits.
Divides a larger order into timed slices to reduce concentration and limit market impact.
Reveals small portions of a larger order while keeping the remaining size private.
Opens or closes positions when strategy conditions, execution quality, and risk rules align.
Reduces unwanted exposure through offsetting trades while preserving the primary portfolio mandate.
Restores target weights when holdings move beyond the allocation ranges defined by the operator.
Moves a portfolio toward a desired allocation over time while respecting execution and risk limits.
Keeps trading inventory aligned with demand, settlement needs, and exposure constraints.
Tracks every order through its lifecycle and identifies stale, inconsistent, or exceptional states.
Confirms that the required assets, accounts, and permissions are ready before settlement proceeds.
Performs approved cryptographic signing inside a controlled environment without exposing private key material.
Detects failed or incomplete workflows and applies the permitted retry, cancel, or rollback path.
Cancels, refreshes, or escalates orders and workflows when their defined time limits are reached.
Stops new activity immediately when risk, connectivity, or operational conditions breach a critical threshold.
Pauses selected activity when volatility, volume, price movement, or system conditions cross a defined level.
Calculates technical reference levels that can support entries, exits, and market monitoring.
Estimates a reference value from approved inputs to support pricing, quoting, and risk decisions.
Measures and forecasts changes in volatility for sizing, pricing, hedging, and risk control.
Calculates realized and unrealized profit and loss across positions, strategies, and time periods.
Explains results by strategy, asset, decision, execution path, and other approved dimensions.
Demonstrates that required funds are available without revealing the full balance or account state.
Proves that qualifying trading activity occurred without exposing every underlying order.
Proves totals or calculations such as volume and average price while keeping source trades private.
Builds a verifiable history of decisions, approvals, transactions, and settlement outcomes.
Runs a defined sequence of operational steps and records the result of each stage.
Coordinates specialist agents so that data, risk, execution, settlement, and reporting remain aligned.
Pauses a sensitive workflow and requests explicit human authorization before execution continues.
Runs a strategy against simulated conditions so behavior can be inspected before live deployment.
Detects price differences across supported markets and acts while the opportunity remains valid.
Coordinates private execution for larger trades that require controlled disclosure and negotiated terms.
Searches available liquidity and selects the execution path that best fits price, size, and depth requirements.
Balances exposure across connected venues as positions, prices, and available liquidity change.
Coordinates reserves, cash needs, transfers, and recurring treasury operations within an approved policy.
Maintains sufficient liquid assets for fees, settlement, withdrawals, and unexpected operational requirements.
Moves eligible idle assets toward approved opportunities when return and risk conditions improve.
Coordinates eligible lending or financing workflows against approved assets and collateral conditions.
Compares internal records with settled Canton activity and surfaces differences for review.
Moves approved collateral to the location required by an obligation, mandate, or settlement event.
Coordinates settlement workflows for corporate treasury activity, transfers, and operational obligations.
Applies the operating risk policy across positions, orders, counterparties, and workflow state.
Stops an order before execution when size, price, leverage, or notional exceeds an approved limit.
Tracks aggregate exposure and prevents activity that would move the portfolio outside its boundaries.
Monitors position concentration and adjusts or pauses activity when inventory risk becomes excessive.
Evaluates counterparties and transactions against the policy rules configured for the workflow.
Prevents interaction with parties that appear on an approved internal or external block list.
Checks parties against the sanctions data and review process selected by the operator.
Surfaces transaction patterns that require review under the operator's anti money laundering policy.
Detects behavior that may indicate manipulation, abusive trading, or prohibited coordination.
Evaluates available execution paths against the quality criteria defined by the operator.
Collects approved onchain and external data, then makes it available to dependent workflows in a consistent form.
Streams and normalizes market information for pricing, execution, monitoring, and strategy decisions.
Turns selected news and event sources into structured signals for review or strategy input.
Evaluates depth, spread, concentration, and available liquidity across supported markets or venues.
Aggregates current exposure across assets, strategies, accounts, and connected execution environments.
Attests to an approved event or state so another system can verify that it occurred.
Sends approved alerts when events, thresholds, exceptions, or workflow states require attention.
Replays historical inputs to evaluate how a strategy would have behaved under defined assumptions.
Casts approved proxy votes according to a documented policy and authorization process.
Monitors proposals and executes approved governance actions within the operator's mandate.
Monitors supported networks for differences in price, liquidity, settlement, and execution conditions.
Allocates capital across approved structured products according to mandate, liquidity, and risk criteria.
Uses an approved model and data context to produce decisions that remain subject to explicit controls.
Coordinates participation in eligible rights offerings according to ownership, deadlines, and instructions.
Supports approved issuance workflows, participant coordination, and associated operational records.
Coordinates reporting, notices, disclosures, and stakeholder communications across approved channels.
Every agent card carries one status label so the catalog stays useful without presenting the entire pattern library as production ready.
The agent can be configured and used through a working Silvana product or documented deployment path.
The workflow has a defined design and reusable components, but it requires configuration or custom implementation.
The workflow depends on external data, policy, providers, permissions, or systems before it can operate.
The pattern represents a future area of development and is not currently available for use.
Status is operational information, not marketing decoration. It should be maintained by product owners and updated whenever availability changes.
The structure keeps agent patterns comparable even when their category, maturity, and implementation path differ.
What job does the agent perform?
What data, events, or instructions does it use?
What can it do inside the workflow?
Which permissions, limits, approvals, and signing rules constrain it?
What status, transactions, records, or proofs does it return?
Can the visitor try it, configure it, read the docs, or start building?
Market data, settlement events, balances, approved APIs, operator instructions, or model output.
Rules, strategy code, models, or human instructions that determine the next permitted action.
The markets, assets, accounts, operations, and services the agent is allowed to access.
The size, exposure, price, frequency, inventory, and timing boundaries applied to the workflow.
The verification and signing process required before a sensitive state change can execute.
Orders, quotes, transactions, settlement events, status records, alerts, analytics, or proofs.
A complete operation can be divided across focused agents. Each one performs a defined role and passes structured information to the next stage.
Silvana lets a signal agent, risk agent, execution agent, settlement agent, and proving agent work as one system while each remains bound to its own authority.
Identifies a relevant market or operational condition from approved inputs.
Checks the proposed action against exposure, counterparty, size, and policy limits.
Places an order or requests a quote when the opportunity remains valid.
Coordinates readiness, allocation, and Canton DvP after a match.
Creates the evidence required for reporting, audit, or downstream verification.
Every organization has its own data, policies, systems, and operating logic. Use the SDK and Agentic API to build around that mandate.
Explore what is available, test a strategy in the Playground, or create a custom agent around your own mandate.