@senpi/runtime 1.0.95-dev.20260408174401

package/examples/strategies/fox-minimal-loosened.yaml

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+name: fox-minimal-loosened
+version: 1.0.0
+description: >
+  FOX v1.6 — loosened configuration for functional evaluation.
+  Scanner thresholds relaxed, LLM gauntlet simplified, and slots increased
+  to maximize signal volume. NOT for live trading.
+
+notifications:
+  telegram_chat_id: "${TELEGRAM_CHAT_ID}"
+
+strategy:
+  wallet: "${FOX_WALLET}"
+  budget: "100"
+  slots: 3
+  margin_per_slot: 30
+  trading_risk: aggressive
+  enabled: true
+
+scanners:
+  # References in depends_on/actions use these scanner names, not the built-in types.
+  # ── Primary signal: emerging movers (every 60s, faster for eval) ──
+  - name: emerging_movers
+    type: emerging_movers
+    interval: 60s
+    depends_on:
+      - scanner: market_regime
+        required: false
+        max_age: 2h
+        on_missing: degrade
+        on_stale: degrade
+    blocked_assets: []
+    config:
+      topN: 100
+      minRankJump: 2
+      minTopTradersGain: 0.02
+      minScansBeforeSignals: 1
+      historyLimit: 60
+      immediateJumpThreshold: 5
+      deepClimbRankThreshold: 40
+      contribExplosionMultiplier: 1.5
+      contribAccelThreshold: 0.001
+      minVelocityForDeepClimber: 0.0001
+      erraticReversalThreshold: 10
+      climbStreakScans: 2
+      rankClimbThreshold: 2
+      firstJumpMinPrevRank: 15
+      minLeverage: 2
+      blacklist: []
+
+  # ── Macro context: BTC+ETH regime classification (every 4h) ──
+  - name: market_regime
+    type: market_regime
+    interval: 14400s
+    config:
+      btcWeight: 0.6
+      ethWeight: 0.4
+      emaFast: 9
+      emaSlow: 21
+      neutralThreshold: 0.3
+
+  # ── SM conviction reversal detection (every 5 min) ──
+  - name: sm_flip
+    type: sm_flip
+    interval: 300s
+    config:
+      minConviction: 4
+
+  # ── Margin safety net (every 5 min) ──
+  - name: watchdog
+    type: liquidation_watchdog
+    interval: 300s
+    config:
+      bufferWarningPct: 50
+      bufferCriticalPct: 30
+      liqDistanceWarningPct: 30
+      roeDangerPct: -15
+
+  # ── Infrastructure: prescreener for opportunity scanner (every 60s) ──
+  - name: prescreener
+    type: prescreener
+    interval: 60s
+    config:
+      topN: 50
+      minDayVolume: 200000
+      minLeverage: 2
+      minOpenInterest: 0
+
+  # ── Secondary deep scan: 4-pillar opportunity scoring (every 10 min) ──
+  - name: opportunity
+    type: opportunity
+    interval: 600s
+    depends_on:
+      - scanner: prescreener
+        required: true
+        max_age: 5m
+      - scanner: market_regime
+        required: false
+        max_age: 4h
+        on_missing: degrade
+        on_stale: degrade
+    config:
+      minCompositeScore: 30
+      maxCandidates: 30
+      minDayVolume: 200000
+
+actions:
+  # ── Entry: LLM relaxed filter on emerging mover signals ──
+  - name: fox_entry
+    action_type: OPEN_POSITION
+    decision_mode: llm
+    decision_model: ${DECISION_MODEL}
+    scanners: [emerging_movers]
+    min_confidence: 4
+    context:
+      - type: signal
+        scanner: emerging_movers
+      - type: context
+        scanner: market_regime
+    decision_prompt: |
+      You are the FOX v1.6 entry filter in EVALUATION MODE. Evaluate emerging mover
+      signals with relaxed thresholds to maximize signal throughput for functional testing.
+
+      SIGNAL DATA:
+      {{emerging_movers}}
+
+      MARKET REGIME:
+      {{regime}}
+
+      ═══ LAYER 1: SIGNAL DETECTION (relaxed) ═══
+      - Must have at least one of: FIRST_JUMP, IMMEDIATE_MOVER, DEEP_CLIMBER, CONTRIB_EXPLOSION
+      - rankJumpThisScan ≥ 5 OR contribVelocity > 5
+      - Asset at #1-5 for 3+ scans → SKIP (move is over)
+
+      ═══ LAYER 2: SCORING (minimum 4 points) ═══
+      FIRST_JUMP:           +3
+      IMMEDIATE_MOVER:      +2
+      contribVelocity > 5:  +2
+      CONTRIB_EXPLOSION:    +2
+      DEEP_CLIMBER:         +1
+      RANK_UP:              +1
+      CLIMBING:             +1
+      ACCEL:                +1
+      STREAK:               +1
+      BTC 1h bias aligned:  +1
+
+      Minimum requirements: score ≥ 4, reasons ≥ 2, contribVelocity > 2
+
+      ═══ LAYER 3: VELOCITY & PRICE ACTION (relaxed) ═══
+      - Negative velocity without any jump reason → SKIP
+      - Any positive velocity is sufficient for all signal types
+      - Erratic rank history → SKIP only if no strong reason (FIRST_JUMP/CONTRIB_EXPLOSION)
+
+      ═══ LAYER 4: LEVERAGE & ASSET CHECKS (relaxed) ═══
+      - Max leverage for asset must be ≥ 2x
+      - XYZ equities: ignore trader count, use leverageType "ISOLATED" and dex "xyz"
+      - ≥ 5 SM traders required (crypto only, waived for XYZ)
+
+      ═══ LAYER 5: MARKET REGIME (relaxed) ═══
+      - BEARISH: prefer SHORT, but LONG allowed if score ≥ 6
+      - BULLISH: prefer LONG, but SHORT allowed if score ≥ 6
+      - NEUTRAL or stale: both directions allowed
+
+      ═══ ROTATION (slots full + new signal) ═══
+      - Weakest position has negative ROE → CUT and ENTER new
+      - Weakest has positive ROE or SM conviction 3+ → HOLD
+      - Never rotate positions younger than 5 minutes
+
+      ═══ ANTI-PATTERNS (hard blocks) ═══
+      - Rank #1-5 for 3+ scans → move is over
+      - Burned/blacklisted asset → SKIP
+
+      Respond:
+      {
+        "execute": true/false,
+        "actionType": "OPEN_POSITION",
+        "confidence": 1-10,
+        "reasoning": "one sentence",
+        "payload": {
+          "signals": [
+            { "asset": "<ticker>", "direction": "LONG" or "SHORT", "reason": "one sentence", "rotate_out": "<asset_to_cut>" }
+          ]
+        }
+      }
+
+  # ── SM flip: immediate close on conviction reversal ──
+  - name: sm_flip_close
+    action_type: CLOSE_POSITION
+    decision_mode: rule
+    scanners: [sm_flip]
+    min_confidence: 1
+
+  # ── Watchdog: emergency close on margin danger ──
+  - name: watchdog_close
+    action_type: CLOSE_POSITION
+    decision_mode: rule
+    scanners: [watchdog]
+    min_confidence: 1
+
+# ── DSL — trailing exit
+exit:
+  engine: dsl
+  interval_seconds: 30
+  dsl_preset:
+    hard_timeout:
+      enabled: false
+      interval_in_minutes: 360
+    weak_peak_cut:
+      enabled: false
+      interval_in_minutes: 120
+      min_value: 5
+    dead_weight_cut:
+      enabled: false
+      interval_in_minutes: 60
+    phase1:
+      enabled: true
+      max_loss_pct: 4.0
+      retrace_threshold: 3.0
+      consecutive_breaches_required: 1
+    phase2:
+      enabled: true
+      tiers:
+        - { trigger_pct: 7,  lock_hw_pct: 40 }
+        - { trigger_pct: 12, lock_hw_pct: 55 }
+        - { trigger_pct: 15, lock_hw_pct: 75 }
+        - { trigger_pct: 20, lock_hw_pct: 85 }

package/examples/strategies/fox-minimal.yaml

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+name: fox-minimal
+version: 1.0.0
+description: >
+  FOX v1.6 — autonomous momentum trading via @senpi-ai/runtime.
+  Emerging movers detect first jumps, LLM entry filter applies the five-layer
+  gauntlet, DSL v5.3.1 manages trailing exits, watchdog guards margin health,
+  market-regime provides macro context, sm-flip detects conviction reversals.
+
+strategy:
+  wallet: "${FOX_WALLET}"
+  budget: "500"
+  slots: 1
+  margin_per_slot: 100
+  trading_risk: aggressive
+  enabled: true
+
+scanners:
+  # References in depends_on/actions use these scanner names, not the built-in types.
+  # ── Primary signal: emerging movers (every 90s, matching Fox 3-min cron) ──
+  - name: emerging_movers
+    type: emerging_movers
+    interval: 90s
+    depends_on:
+      - scanner: market_regime
+        required: false
+        max_age: 2h
+        on_missing: degrade
+        on_stale: degrade
+    blocked_assets: []
+    config:
+      topN: 50
+      minRankJump: 5
+      minTopTradersGain: 0.1
+      minScansBeforeSignals: 2
+      historyLimit: 60
+      immediateJumpThreshold: 10
+      deepClimbRankThreshold: 25
+      contribExplosionMultiplier: 3
+      contribAccelThreshold: 0.003
+      minVelocityForDeepClimber: 0.0003
+      erraticReversalThreshold: 5
+      climbStreakScans: 3
+      rankClimbThreshold: 3
+      firstJumpMinPrevRank: 30
+      minLeverage: 7
+      blacklist: ["XPL", "kPEPE"]
+
+  # ── Macro context: BTC+ETH regime classification (every 4h) ──
+  - name: market_regime
+    type: market_regime
+    interval: 14400s
+    config:
+      btcWeight: 0.6
+      ethWeight: 0.4
+      emaFast: 9
+      emaSlow: 21
+      neutralThreshold: 0.3
+
+  # ── SM conviction reversal detection (every 5 min) ──
+  - name: sm_flip
+    type: sm_flip
+    interval: 300s
+    config:
+      minConviction: 4
+
+  # ── Margin safety net (every 5 min) ──
+  - name: watchdog
+    type: liquidation_watchdog
+    interval: 300s
+    config:
+      bufferWarningPct: 50
+      bufferCriticalPct: 30
+      liqDistanceWarningPct: 30
+      roeDangerPct: -15
+
+  # ── Infrastructure: prescreener for opportunity scanner (every 60s) ──
+  - name: prescreener
+    type: prescreener
+    interval: 60s
+    config:
+      topN: 30
+      minDayVolume: 500000
+      minLeverage: 2
+      minOpenInterest: 0
+
+  # ── Secondary deep scan: 4-pillar opportunity scoring (every 15 min) ──
+  - name: opportunity
+    type: opportunity
+    interval: 900s
+    depends_on:
+      - scanner: prescreener
+        required: true
+        max_age: 5m
+      - scanner: market_regime
+        required: false
+        max_age: 4h
+        on_missing: degrade
+        on_stale: degrade
+    config:
+      minCompositeScore: 60
+      maxCandidates: 15
+      minDayVolume: 500000
+
+actions:
+  # ── Entry: LLM five-layer gauntlet on emerging mover signals ──
+  - name: fox_entry
+    action_type: OPEN_POSITION
+    decision_mode: llm
+    decision_model: claude-sonnet-4-6
+    scanners: [emerging_movers]
+    min_confidence: 7
+    context:
+      - type: signal
+        scanner: emerging_movers
+      - type: context
+        scanner: market_regime
+    decision_prompt: |
+      You are the FOX v1.6 entry filter. Evaluate emerging mover signals through
+      a strict five-layer gauntlet. Speed is edge — enter on FIRST signal or skip.
+
+      SIGNAL DATA:
+      {{emerging_movers}}
+
+      MARKET REGIME:
+      {{regime}}
+
+      ═══ LAYER 1: FIRST JUMP DETECTION (mandatory) ═══
+      - Must have FIRST_JUMP reason (jumped 10+ ranks from #25+ in one scan)
+      - Previous rank must be ≥ 20 (outside top 20)
+      - rankJumpThisScan ≥ 15 OR contribVelocity > 15 (small jumps eliminated)
+      - Asset already at #1-10 for 2+ scans → SKIP (move is over)
+
+      ═══ LAYER 2: SCORING (minimum 7 points, 8 for NEUTRAL regime) ═══
+      FIRST_JUMP:           +3 (mandatory)
+      IMMEDIATE_MOVER:      +2
+      contribVelocity > 10: +2
+      CONTRIB_EXPLOSION:    +2
+      DEEP_CLIMBER:         +1
+      RANK_UP:              +1
+      CLIMBING:             +1
+      ACCEL:                +1
+      STREAK:               +1
+      BTC 1h bias aligned:  +1
+      UTC 04:00-13:59:      +1 (time-of-day bonus)
+      UTC 18:00-02:00:      -2 (evening penalty — needs score 9+ effective)
+
+      Minimum requirements: score ≥ 7, reasons ≥ 3, contribVelocity > 7 (hard gate)
+
+      ═══ LAYER 3: VELOCITY & PRICE ACTION ═══
+      - Negative velocity without big jump → SKIP
+      - IMMEDIATE_MOVER/FIRST_JUMP: vel > 0 sufficient
+      - DEEP_CLIMBER: vel ≥ 0.03% (0.0003 decimal)
+      - Erratic rank history (zigzag) → SKIP unless CONTRIB_EXPLOSION
+
+      ═══ LAYER 4: LEVERAGE & ASSET CHECKS ═══
+      - Max leverage for asset must be ≥ 7x — skip if capped at 3-5x
+      - XYZ equities: ignore trader count, require score ≥ 10,
+        use leverageType "ISOLATED" and dex "xyz"
+      - ≥ 10 SM traders required (crypto only, waived for XYZ)
+
+      ═══ LAYER 5: MARKET REGIME ═══
+      - BEARISH (bear ≥ 60, conf ≥ 50): SHORT only
+      - BULLISH (bull ≥ 60, conf ≥ 50): LONG only
+      - NEUTRAL or stale (> 1h): both directions if score ≥ 8
+
+      ═══ ROTATION (slots full + explosive FIRST_JUMP) ═══
+      - Weakest position has negative ROE → CUT and ENTER new
+      - Weakest has positive ROE or SM conviction 3+ → HOLD
+      - Never rotate positions younger than 10 minutes
+
+      ═══ ANTI-PATTERNS (hard blocks) ═══
+      - Rank #1-10 for 2+ scans → move is over
+      - 4+ reasons at rank #5 → already peaked
+      - Counter to BTC hourly trend → hard block
+      - Burned/blacklisted asset → SKIP
+
+      Respond:
+      {
+        "execute": true/false,
+        "actionType": "OPEN_POSITION",
+        "confidence": 1-10,
+        "reasoning": "one sentence",
+        "payload": {
+          "signals": [
+            { "asset": "<ticker>", "direction": "LONG" or "SHORT", "reason": "one sentence", "rotate_out": "<asset_to_cut>" }
+          ]
+        }
+      }
+
+  # ── SM flip: immediate close on conviction reversal ──
+  - name: sm_flip_close
+    action_type: CLOSE_POSITION
+    decision_mode: rule
+    scanners: [sm_flip]
+    min_confidence: 1
+
+  # ── Watchdog: emergency close on margin danger ──
+  - name: watchdog_close
+    action_type: CLOSE_POSITION
+    decision_mode: rule
+    scanners: [watchdog]
+    min_confidence: 1
+
+# ── DSL — trailing exit 
+exit:
+  engine: dsl
+  interval_seconds: 30
+  dsl_preset:
+    phase1:
+      enabled: true
+      max_loss_pct: 2.0
+      retrace_threshold: 7
+      consecutive_breaches_required: 3
+    phase2:
+      enabled: true
+      tiers:
+        - { trigger_pct: 7,  lock_hw_pct: 40 }
+        - { trigger_pct: 12, lock_hw_pct: 55 }
+        - { trigger_pct: 15, lock_hw_pct: 75 }
+        - { trigger_pct: 20, lock_hw_pct: 85 }

package/examples/strategies/minimal.yaml

@@ -0,0 +1,44 @@
+name: minimal
+version: 1.0.0
+description: Watch-only strategy — logs signals, opens no positions.
+
+strategy:
+  wallet: "${WALLET_ADDRESS}"
+  budget: "0"
+  slots: 1
+  margin_per_slot: 0
+  trading_risk: conservative
+  enabled: true
+
+scanners:
+  - name: emerging_movers
+    type: emerging_movers
+    interval: 60s
+    config:
+      topN: 20
+      minRankJump: 5
+      minScansBeforeSignals: 2
+
+actions:
+  - name: log_signals
+    action_type: OPEN_POSITION
+    decision_mode: no_decision
+    scanners: [emerging_movers]
+    min_confidence: 0
+
+exit:
+  engine: dsl
+  interval_seconds: 60
+  dsl_preset:
+    phase1:
+      enabled: true
+      max_loss_pct: 5.0
+      retrace_threshold: 7
+      consecutive_breaches_required: 1
+    phase2:
+      enabled: true
+      tiers:
+        - { trigger_pct: 7,  lock_hw_pct: 40 }
+        - { trigger_pct: 12, lock_hw_pct: 55 }
+        - { trigger_pct: 15, lock_hw_pct: 75 }
+        - { trigger_pct: 20, lock_hw_pct: 85 }

package/examples/strategies/viper.yaml

@@ -0,0 +1,59 @@
+name: viper
+version: 1.0.0
+description: Moderate — candle-based breakouts via prescreener + momentum.
+
+strategy:
+  wallet: "${WALLET_ADDRESS}"
+  budget: 2000
+  slots: 4
+  margin_per_slot: 400
+  trading_risk: moderate
+  enabled: true
+
+scanners:
+  - name: prescreener
+    type: prescreener
+    interval: 5m
+    config:
+      topN: 30
+      minDayVolume: 1000000
+      minLeverage: 2
+      minOpenInterest: 0
+  - name: momentum
+    type: momentum
+    interval: 1m
+    config:
+      timeframe: "1h"
+      minMovePct: 1.5
+      maxCandidates: 20
+      minDayVolume: 1000000
+      minSignalScore: 0.2
+      requirePrescreened: true
+
+actions:
+  - name: open_breakout
+    action_type: OPEN_POSITION
+    decision_mode: llm
+    decision_model: claude-sonnet-4-20250514
+    scanners: [momentum]
+    min_confidence: 6
+    context: [signal]
+    decision_prompt: |
+      Evaluate the momentum breakout signal. Reply with JSON: {"execute": true|false, "actionType": "OPEN_POSITION", "confidence": 1-10, "reasoning": "...", "payload": {"signals": [{"asset": "SYMBOL", "direction": "LONG"|"SHORT", "reason": "..."}]}}.
+
+exit:
+  engine: dsl
+  interval_seconds: 30
+  dsl_preset:
+    phase1:
+      enabled: true
+      max_loss_pct: 4.0
+      retrace_threshold: 10
+      consecutive_breaches_required: 3
+    phase2:
+      enabled: true
+      tiers:
+        - { trigger_pct: 10, lock_hw_pct: 50 }
+        - { trigger_pct: 20, lock_hw_pct: 60 }
+        - { trigger_pct: 35, lock_hw_pct: 63 }
+        - { trigger_pct: 50, lock_hw_pct: 70 }

package/examples/strategies/wolf.yaml

@@ -0,0 +1,64 @@
+name: wolf
+version: 1.0.0
+description: Aggressive — early entry on FIRST_JUMP from emerging_movers.
+
+strategy:
+  wallet: "${WALLET_ADDRESS}"
+  budget: 1000
+  slots: 3
+  margin_per_slot: 300
+  trading_risk: aggressive
+  enabled: true
+
+scanners:
+  - name: emerging_movers
+    type: emerging_movers
+    interval: 20s
+    config:
+      topN: 25
+      minRankJump: 5
+      minTopTradersGain: 0.1
+      minScansBeforeSignals: 2
+      historyLimit: 60
+      immediateJumpThreshold: 10
+      deepClimbRankThreshold: 25
+      contribExplosionMultiplier: 3.0
+      firstJumpMinPrevRank: 30
+
+actions:
+  - name: open_on_jump
+    action_type: OPEN_POSITION
+    decision_mode: llm
+    decision_model: claude-sonnet-4-20250514
+    scanners: [emerging_movers]
+    min_confidence: 6
+    context: [signal]
+    decision_prompt: |
+      Evaluate the signal. Reply with JSON: {"execute": true|false, "actionType": "OPEN_POSITION", "confidence": 1-10, "reasoning": "...", "payload": {"signals": [{"asset": "SYMBOL", "direction": "LONG"|"SHORT", "reason": "..."}]}}.
+
+exit:
+  engine: dsl
+  interval_seconds: 30
+  dsl_preset:
+    hard_timeout:
+      enabled: true
+      interval_in_minutes: 90
+    weak_peak_cut:
+      enabled: true
+      interval_in_minutes: 45
+      min_value: 3
+    dead_weight_cut:
+      enabled: true
+      interval_in_minutes: 30
+    phase1:
+      enabled: true
+      max_loss_pct: 3.0
+      retrace_threshold: 7
+      consecutive_breaches_required: 3
+    phase2:
+      enabled: true
+      tiers:
+        - { trigger_pct: 7,  lock_hw_pct: 40 }
+        - { trigger_pct: 12, lock_hw_pct: 55 }
+        - { trigger_pct: 15, lock_hw_pct: 75 }
+        - { trigger_pct: 20, lock_hw_pct: 85 }