What We Do

API Liquidity

Cogwheel

API-Native Infrastructure

Seamless integration built for automated trading desks via REST and WebSocket APIs. Stream low-latency quotes, confirm trades, and settle instantly over battle-tested infrastructure – in hours.

Deep Liquidity Pools

Tap directly into our curated network of counterparties, market makers, and institutional LPs across centralized and decentralized venues, with competitive spreads and reliable fills.

Customizable & Fast RFQs

Submit tailored two-way quote requests with control over size, pair, expiry, and counterparty preferences. Instant execution, without manual chat or laggy ticket-based systems.

Flexible Asset & Settlement Support

Trade major crypto pairs including BTC, ETH, stablecoins, altcoins, and select DeFi tokens. Settle in stablecoins, fiat, or crypto across integrated custodians.

24/7 Global Market Access

Quote, trade, and settle around the clock. Our infrastructure supports continuous execution across time zones and market conditions.

Full Auditability

Access detailed quote-level logs and exportable trade history for compliance, risk oversight, or internal review.

At Caladan, we believe that accessing digital asset liquidity should be seamless, fast, and tailored. Our Linear RFQ (Request-for-Quote) protocol is built for funds, HFTs, OTC desks, and institutional traders who demand tight spreads, predictable execution, and transparent pricing—all via a robust crypto trading API.

Caladan’s Linear RFQ gives you access to top-tier liquidity across spot, perp, and alt markets, delivered through our high-performance infrastructure and deep market integrations.

Content

Powering Institutional Crypto Trading

Whether you’re executing directional strategies, arbitraging across venues, or managing balance sheet risk, Caladan Linear RFQ delivers execution quality at scale. Our API-based system removes manual friction and gives you a trading edge across volatile or illiquid markets.

Use cases include:

  • Algorithmic market-making
  • Arbitrage and latency-sensitive strategies
  • OTC deal automation
  • NAV hedging and fund rebalancing
  • Pre-trade price discovery

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