Where to keep the coin
The wallets that keep your money yours between orders.
The market wallet is a checkout buffer, not a vault. Between orders your coin belongs in a wallet you control. This plate covers where.
Monero
Feather Wallet is a light, actively maintained desktop wallet that needs no full node. Cake Wallet is the mobile-friendly choice and carries a built-in swap that converts Bitcoin to Monero without an exchange in the middle. Either keeps your keys in your hands.
Bitcoin
Sparrow is the privacy-aware desktop wallet, with coin control and hardware wallet support. Electrum is the lighter, simpler option. Both let you hold your own keys, which is the whole point of moving coin off the market.
Non-custodial routing
The privacy of a market deposit is only as good as the coin that funded it. Do not send straight from an identity-checked exchange to a market. Route through a fresh wallet you control first, or swap Bitcoin to Monero inside Cake before depositing, which breaks the chain trail between your name and the market address.
What to avoid
Custodial exchange wallets, browser-extension wallets, and any wallet that will not export a seed phrase or that syncs to a cloud account by default. The rule is simple. If you cannot hold the keys, it is not where your coin should rest between crossings.