We present a detailed investigation of the magnetic properties of the spin-$frac{3}{2}$ system Li$_2$Co(WO$_4$)$_2$ by means of magnetic susceptibility and specific heat. Our experimental results show that in Li$_2$Co(WO$_4$)$_2$ a short-range antiferromagnetic (AFM) correlations appear near $chi$$_{max}$ $sim$ 11 K and two successive long-range AFM phase transitions are observed at T$_{N1}$$sim$ 9 K and T$_{N2}$$sim$ 7 K. The frustration factor, $mid$$Theta$$mid$/T$_{N1}$$sim$3, indicates that the system is moderately frustrated, which is identifiable by the broken triangular symmetry within both $ab$- and $bc$-planes for the triclinic crystal structure. The magnetic isotherm at temperatures below T$_{N2}$ shows a field-induced spin-flop transition, and a complete H-T phase diagram for the two-step AFM system is mapped. $Ab$~$initio$ band structure calculations suggest that the strongest exchange coupling does not correspond to the shortest Co-Co distance along the $a$-axis, but rather along the diagonal direction through a Co-O-W-O-Co super-superexchange path within the $bc$-plane
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