Institutional Sub-Accounts for Separating Trading Strategies and API Workloads

Summary

This guide presents a master and sub-account structure for firms running multiple trading desks. It describes separating spot and futures market making, arbitrage, hedging, quantitative strategies, and longer-term portfolios into distinct account environments. This can clarify capital allocation, positions, activity reporting, team responsibilities, and API configuration. Sub-accounts may manage their own API credentials after the master account grants permission, while the master retains control over those credentials.

For automated trading, the article emphasizes assigning request-rate quotas by sub-account UID so that higher-traffic systems can receive more capacity than lower-frequency strategies. It also describes an institutional cluster available to eligible users and gives tier-specific capacity figures. These details are specific to the exchange’s services and eligibility rules. The article offers an operational design and illustrative allocation examples, but no empirical evidence that this setup improves fills, reduces risk, or increases profitability. The listed features and limits may change, so the guide is best read as a description of account organization rather than a performance study.

Key ideas

• Separate sub-accounts can help firms assign capital, positions, and activity to distinct strategies or desks.
• Dedicated API keys and permissions can isolate trading systems while allowing master-account oversight.
• API rate-limit quotas can be allocated by UID to reflect different desk workloads.
• Eligible institutions may receive access to dedicated infrastructure, subject to account status.
• The guide describes operational features and examples, not measured trading outcomes.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.