STARPRIME has completed beta testing of its market-maker model with a select group of retail-broker clients, positioning the offering as a way to improve liquidity provision, execution quality and risk management. The company said the model uses liquidity aggregation and a pricing engine to help brokers offer tighter spreads and more efficient execution while managing the economics of externalizing non-risk flow. During testing across high-volatility and low-liquidity conditions, STARPRIME reported improved fill rates and reduced slippage compared with traditional A-book, B-book and STP-style arrangements, although it has not released specific performance metrics or a full list of participating brokers. The model is designed to internalize order flow, use aggregated flow and internal netting, and manage exposure while reducing reliance on external liquidity providers. STARPRIME has not announced a launch date, pricing or rollout schedule, but said further details are expected in the coming months.