Drovix.
Market Making

Principal market-makingfor institutional counterparties.

Drovix provides streaming and request-based pricing to approved institutional counterparties. Drovix may act as principal in transactions and manage resulting exposures under defined market-risk, counterparty-credit-risk, liquidity-risk and concentration-risk frameworks.

Risk-first market making.

Drovix uses automated pricing and risk controls designed to maintain orderly quoting, manage inventory, reduce adverse selection and keep exposures within approved risk parameters. All counterparties are subject to onboarding, KYB, suitability, credit and jurisdictional review.

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Streaming & request-based pricing

Drovix provides streaming quotes and RFQ-style pricing to approved institutional counterparties across FX, indices, energies, metals, single-name equities and derivatives.

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Inventory & risk management

Drovix may act as principal in transactions and manage resulting exposures through internal risk controls, external hedging relationships and inventory limits — within market-risk, credit-risk, liquidity-risk and concentration-risk frameworks.

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Pre-trade & post-trade controls

Automated pre-trade limit checks, real-time exposure monitoring, kill-switch controls, post-trade reconciliation and supervisory review designed to keep activity within approved risk parameters.

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Orderly quoting controls

Pricing engines are designed to maintain orderly quoting, manage inventory, reduce adverse selection and remain within approved risk parameters. Quote validation and model governance apply.

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Model risk management

Quoting and risk-transfer models are subject to documented model risk management — independent validation, performance monitoring, escalation procedures and governance review.

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Reporting to counterparties

Counterparties receive execution reporting, post-trade TCA and exposure summaries on agreed schedules — suitable for internal best-execution committees and prime-broker review.

Capability
Quoting framework
6
Asset classes priced
2-way
Streaming + RFQ
Real-time
Exposure monitoring
24/5
FX market coverage

Operational parameters describe the Drovix quoting and risk framework. They are not guarantees of pricing, fill rates or trading outcomes.

How risk transfer works

Principal, not agency.

When an approved counterparty trades with Drovix, Drovix takes the other side of the transaction as principal. Resulting exposure is managed inside defined risk limits — through internal netting, inventory management and external hedging relationships — rather than passed straight through to a third party. This is what lets Drovix maintain firm, continuous two-way pricing at institutional clip sizes.

  • Quote requested via FIX 4.4, REST, WebSocket or approved MT5 bridge.
  • Pre-trade checks validate counterparty limits, price collar and margin.
  • Drovix prices as principal and books the resulting position.
  • Exposure is netted, managed and hedged within market-risk limits.
  • Fills are reconciled and benchmarked into post-trade TCA.

Lifecycle of a quote

  1. 1
    Request

    Counterparty streams or requests a price on an approved instrument and size.

  2. 2
    Validate

    Automated pre-trade controls check limits, collateral and quote validity in real time.

  3. 3
    Price as principal

    The pricing engine returns a firm two-way quote within approved risk parameters.

  4. 4
    Manage exposure

    Resulting inventory is netted internally and hedged through external liquidity relationships.

  5. 5
    Report

    Fills are reconciled, exposure summaries and TCA delivered on agreed schedules.

Counterparty deliverables

Built for best-execution review

Every Drovix relationship is supported by reporting and controls designed for institutional risk, compliance and best-execution committees.

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Post-trade TCA

Fill-level transaction cost analysis with slippage attribution and benchmark comparison, delivered in machine-readable form.

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Exposure summaries

Position and exposure reporting on agreed schedules, suitable for prime-broker and internal risk review.

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Best-execution evidence

Documented quoting logic and execution data that supports your firm's own best-execution obligations.

Capability

Price with a principal counterparty.

Eligible institutional and professional counterparties can begin the counterparty review process via the portal, or speak with the desk first.

Leveraged OTC products, including Forex and CFDs, carry a high level of risk and a counterparty may lose more than its initial margin. The Drovix offering is directed exclusively at Eligible Counterparties and Professional Clients; Drovix does not provide services to retail clients.

Scope. Drovix is not a public exchange, multilateral trading facility (MTF), organised trading facility (OTF) or ECN. Drovix does not match third-party orders on a multilateral venue. Pricing and risk transfer occur bilaterally between Drovix and approved institutional counterparties under written agreements.

No retail. Drovix does not provide market-making, execution or any related services to retail clients. Services are not offered in jurisdictions where Drovix is not authorised or permitted to provide them.