In traditional block execution, the first printed tranche often changes the market’s perception of remaining risk. Once participants see that a meaningful trade has occurred, they may infer that additional residual size still needs to be executed. That inference can cause prices to adjust against the requester before the full block is completed. The problem is not only liquidity scarcity; it is the signaling effect created when partial execution becomes visible before the trader has fully transferred the intended risk.
OMeT’s discrete upsize window addresses that problem by creating a private continuation step immediately after a match. Internal platform materials describe this as a private upsize phase triggered between the two trading counterparties after a match in the Open Market Phase, where both sides can confidentially declare additional willingness to transact at the executed price. The system then matches those declared amounts without exposing the full depth of either party’s intent to the broader market.
For the requester, this matters because the proven price point becomes operationally reusable before the market has time to reprice the remaining block. Instead of printing an initial amount, returning to the visible market, and inviting adverse adjustment, the requester can attempt to pass residual risk directly to the qualified market maker that has already demonstrated executable interest. The upsize window therefore acts as a controlled bridge between public price formation and private risk transfer.
The result is a more disciplined block-trading workflow. OMeT does not need to make the residual order visible to external participants in order to test whether the matched counterparty is willing to absorb more size. That reduces information leakage, protects the requester from avoidable post-print slippage, and gives the market maker a defined opportunity to scale the trade at the already established level. In practical terms, the upsize window converts a single execution print into a governed, confidential expansion mechanism for larger institutional risk.
