@senpi/runtime 1.0.95-dev.feat-dsl-backend-int.20260416023008 → 1.0.95-dev.runtime-phase-2.20260416194608

package/dist/utils/logger.js

@@ -7,12 +7,30 @@ const levelOrder = {
     warn: 2,
     error: 3,
 };
-let minLevel = "info";
+const DEFAULT_LEVEL = "info";
+function resolveInitialLevel() {
+    const raw = process.env.SENPI_LOG_LEVEL;
+    if (raw == null || raw === "")
+        return DEFAULT_LEVEL;
+    const normalized = raw.toLowerCase();
+    if (normalized === "debug" ||
+        normalized === "info" ||
+        normalized === "warn" ||
+        normalized === "error") {
+        return normalized;
+    }
+    console.warn(`[logger] Unknown SENPI_LOG_LEVEL="${raw}"; falling back to "${DEFAULT_LEVEL}"`);
+    return DEFAULT_LEVEL;
+}
+let minLevel = resolveInitialLevel();
 let errorNotifier = null;
 let notifyingError = false;
 export function setLogLevel(level) {
     minLevel = level;
 }
+export function getLogLevel() {
+    return minLevel;
+}
 export function setErrorNotifier(notifier) {
     errorNotifier = notifier;
 }

package/dist/utils/logger.js.map

@@ -1 +1 @@
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+{"version":3,"file":"logger.js","sourceRoot":"","sources":["../../src/utils/logger.ts"],"names":[],"mappings":"AAAA;;GAEG;AAIH,MAAM,UAAU,GAA6B;IAC3C,KAAK,EAAE,CAAC;IACR,IAAI,EAAE,CAAC;IACP,IAAI,EAAE,CAAC;IACP,KAAK,EAAE,CAAC;CACT,CAAC;AAEF,MAAM,aAAa,GAAa,MAAM,CAAC;AAEvC,SAAS,mBAAmB;IAC1B,MAAM,GAAG,GAAG,OAAO,CAAC,GAAG,CAAC,eAAe,CAAC;IACxC,IAAI,GAAG,IAAI,IAAI,IAAI,GAAG,KAAK,EAAE;QAAE,OAAO,aAAa,CAAC;IACpD,MAAM,UAAU,GAAG,GAAG,CAAC,WAAW,EAAE,CAAC;IACrC,IACE,UAAU,KAAK,OAAO;QACtB,UAAU,KAAK,MAAM;QACrB,UAAU,KAAK,MAAM;QACrB,UAAU,KAAK,OAAO,EACtB,CAAC;QACD,OAAO,UAAU,CAAC;IACpB,CAAC;IACD,OAAO,CAAC,IAAI,CACV,qCAAqC,GAAG,uBAAuB,aAAa,GAAG,CAChF,CAAC;IACF,OAAO,aAAa,CAAC;AACvB,CAAC;AAED,IAAI,QAAQ,GAAa,mBAAmB,EAAE,CAAC;AAC/C,IAAI,aAAa,GAAyB,IAAI,CAAC;AAC/C,IAAI,cAAc,GAAG,KAAK,CAAC;AAE3B,MAAM,UAAU,WAAW,CAAC,KAAe;IACzC,QAAQ,GAAG,KAAK,CAAC;AACnB,CAAC;AAED,MAAM,UAAU,WAAW;IACzB,OAAO,QAAQ,CAAC;AAClB,CAAC;AAcD,MAAM,UAAU,gBAAgB,CAAC,QAA8B;IAC7D,aAAa,GAAG,QAAQ,CAAC;AAC3B,CAAC;AAED,MAAM,UAAU,kBAAkB;IAChC,aAAa,GAAG,IAAI,CAAC;AACvB,CAAC;AAED,SAAS,SAAS,CAAC,KAAe;IAChC,OAAO,UAAU,CAAC,KAAK,CAAC,IAAI,UAAU,CAAC,QAAQ,CAAC,CAAC;AACnD,CAAC;AASD,SAAS,yBAAyB,CAAC,OAAiC;IAClE,MAAM,QAAQ,GAAG,aAAa,CAAC;IAC/B,IAAI,QAAQ,IAAI,IAAI,IAAI,cAAc;QAAE,OAAO;IAE/C,KAAK,CAAC,KAAK,IAAI,EAAE;QACf,cAAc,GAAG,IAAI,CAAC;QACtB,IAAI,CAAC;YACH,MAAM,QAAQ,CAAC,OAAO,CAAC,CAAC;QAC1B,CAAC;QAAC,MAAM,CAAC;YACP,sEAAsE;QACxE,CAAC;gBAAS,CAAC;YACT,cAAc,GAAG,KAAK,CAAC;QACzB,CAAC;IACH,CAAC,CAAC,EAAE,CAAC;AACP,CAAC;AAED,MAAM,UAAU,YAAY,CAAC,SAAiB;IAC5C,OAAO;QACL,KAAK,CAAC,OAAe,EAAE,IAAc;YACnC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC;gBAAE,OAAO;YAChC,MAAM,MAAM,GAAG,GAAG,SAAS,UAAU,CAAC;YACtC,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;gBACvB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,OAAO,EAAE,IAAI,CAAC,CAAC;YACrC,CAAC;iBAAM,CAAC;gBACN,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;YAC/B,CAAC;QACH,CAAC;QACD,IAAI,CAAC,OAAe,EAAE,IAAc;YAClC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC;gBAAE,OAAO;YAC/B,MAAM,MAAM,GAAG,GAAG,SAAS,SAAS,CAAC;YACrC,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;gBACvB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,OAAO,EAAE,IAAI,CAAC,CAAC;YACrC,CAAC;iBAAM,CAAC;gBACN,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;YAC/B,CAAC;QACH,CAAC;QACD,IAAI,CAAC,OAAe,EAAE,IAAc;YAClC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC;gBAAE,OAAO;YAC/B,MAAM,MAAM,GAAG,GAAG,SAAS,SAAS,CAAC;YACrC,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;gBACvB,OAAO,CAAC,IAAI,CAAC,MAAM,EAAE,OAAO,EAAE,IAAI,CAAC,CAAC;YACtC,CAAC;iBAAM,CAAC;gBACN,OAAO,CAAC,IAAI,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;YAChC,CAAC;QACH,CAAC;QACD,KAAK,CAAC,OAAe,EAAE,IAAc;YACnC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC;gBAAE,OAAO;YAChC,MAAM,MAAM,GAAG,GAAG,SAAS,UAAU,CAAC;YACtC,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;gBACvB,OAAO,CAAC,KAAK,CAAC,MAAM,EAAE,OAAO,EAAE,IAAI,CAAC,CAAC;YACvC,CAAC;iBAAM,CAAC;gBACN,OAAO,CAAC,KAAK,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;YACjC,CAAC;YACD,yBAAyB,CAAC;gBACxB,SAAS;gBACT,KAAK,EAAE,OAAO;gBACd,OAAO;gBACP,IAAI;gBACJ,SAAS,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE;aACpC,CAAC,CAAC;QACL,CAAC;KACF,CAAC;AACJ,CAAC"}

package/dist/utils/resolve-order-type.d.ts

@@ -0,0 +1,5 @@
+import type { OrderType, CloseOrderType, FeeOptimizedLimitOptions } from '../senpi/types.js';
+export declare function resolveOpenOrderType(raw: unknown): OrderType;
+export declare function resolveCloseOrderType(raw: unknown): CloseOrderType;
+export declare function resolveFeeOptimizedLimitOptions(raw: unknown): FeeOptimizedLimitOptions | undefined;
+//# sourceMappingURL=resolve-order-type.d.ts.map

package/dist/utils/resolve-order-type.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"resolve-order-type.d.ts","sourceRoot":"","sources":["../../src/utils/resolve-order-type.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,cAAc,EAAE,wBAAwB,EAAE,MAAM,mBAAmB,CAAC;AAM7F,wBAAgB,oBAAoB,CAAC,GAAG,EAAE,OAAO,GAAG,SAAS,CAI5D;AAED,wBAAgB,qBAAqB,CAAC,GAAG,EAAE,OAAO,GAAG,cAAc,CAIlE;AAED,wBAAgB,+BAA+B,CAAC,GAAG,EAAE,OAAO,GAAG,wBAAwB,GAAG,SAAS,CAOlG"}

package/dist/utils/resolve-order-type.js

@@ -0,0 +1,29 @@
+import { createLogger } from './logger.js';
+import { VALID_OPEN_ORDER_TYPES, VALID_CLOSE_ORDER_TYPES } from '../constants/order-types.js';
+const logger = createLogger('[order-type]');
+export function resolveOpenOrderType(raw) {
+    if (typeof raw === 'string' && VALID_OPEN_ORDER_TYPES.has(raw))
+        return raw;
+    if (raw != null)
+        logger.warn('invalid order_type for open, falling back to MARKET', { value: raw });
+    return 'MARKET';
+}
+export function resolveCloseOrderType(raw) {
+    if (typeof raw === 'string' && VALID_CLOSE_ORDER_TYPES.has(raw))
+        return raw;
+    if (raw != null)
+        logger.warn('invalid order_type for close, falling back to MARKET', { value: raw });
+    return 'MARKET';
+}
+export function resolveFeeOptimizedLimitOptions(raw) {
+    if (raw == null || typeof raw !== 'object' || Array.isArray(raw))
+        return undefined;
+    const obj = raw;
+    const result = {};
+    if (typeof obj.ensure_execution_as_taker === 'boolean')
+        result.ensureExecutionAsTaker = obj.ensure_execution_as_taker;
+    if (typeof obj.execution_timeout_seconds === 'number')
+        result.executionTimeoutSeconds = obj.execution_timeout_seconds;
+    return Object.keys(result).length > 0 ? result : undefined;
+}
+//# sourceMappingURL=resolve-order-type.js.map

package/dist/utils/resolve-order-type.js.map

@@ -0,0 +1 @@
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package/examples/strategies/dsl-showcase.yaml

@@ -14,9 +14,8 @@ notifications:
 
 strategy:
   wallet: "${WALLET_ADDRESS}"
-  budget: 500
   slots: 2
-  margin_per_slot: 200
+  margin_pct: 15
   trading_risk: conservative
   enabled: true
 
@@ -37,6 +36,12 @@ exit:
   engine: dsl
   # interval_seconds — how often the price monitor runs
   interval_seconds: 30
+  # order_type — execution method for DSL exit closes: MARKET (default) or FEE_OPTIMIZED_LIMIT
+  order_type: FEE_OPTIMIZED_LIMIT
+  # fee_optimized_limit_options — only used when order_type is FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true       # fall back to market if maker doesn't fill
+    execution_timeout_seconds: 15         # seconds to wait for maker fill (default 45)
   # dsl_preset — single exit profile (required for DslPlugin).
   dsl_preset:
     hard_timeout:

package/examples/strategies/dsl.yaml

@@ -6,7 +6,7 @@ description: >
   into the DSL exit engine for automated trailing stop-loss management.
 
 # ── STRATEGY ──
-# Minimal: only wallet address + optional fields (no budget/slots/margin needed)
+# Minimal: only wallet address + optional fields (no slots/margin needed for watch-only)
 strategy:
   wallet: "${WALLET_ADDRESS}"
   enabled: true
@@ -28,6 +28,10 @@ actions:
 exit:
   engine: dsl
   interval_seconds: 30
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 15
   dsl_preset:
     phase1:
       enabled: true

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

@@ -10,9 +10,8 @@ notifications:
 
 strategy:
   wallet: "${FOX_WALLET}"
-  budget: "100"
   slots: 3
-  margin_per_slot: 30
+  margin_pct: 10
   trading_risk: aggressive
   enabled: true
 
@@ -111,6 +110,11 @@ actions:
     decision_model: ${DECISION_MODEL}
     scanners: [emerging_movers]
     min_confidence: 4
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 15
     context:
       - type: signal
         scanner: emerging_movers
@@ -177,7 +181,7 @@ actions:
         "reasoning": "one sentence",
         "payload": {
           "signals": [
-            { "asset": "<ticker>", "direction": "LONG" or "SHORT", "reason": "one sentence", "rotate_out": "<asset_to_cut>" }
+            { "asset": "<ticker>", "direction": "LONG" or "SHORT", "reason": "one sentence", "rotate_out": "<asset_to_cut>", "leverage": "<optional number>", "margin": "<optional $ amount>" }
           ]
         }
       }
@@ -188,6 +192,11 @@ actions:
     decision_mode: rule
     scanners: [sm_flip]
     min_confidence: 1
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 10
 
   # ── Watchdog: emergency close on margin danger ──
   - name: watchdog_close
@@ -195,11 +204,17 @@ actions:
     decision_mode: rule
     scanners: [watchdog]
     min_confidence: 1
+    params:
+      order_type: MARKET
 
 # ── DSL — trailing exit
 exit:
   engine: dsl
   interval_seconds: 30
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 15
   dsl_preset:
     hard_timeout:
       enabled: false

package/examples/strategies/fox-minimal.yaml

@@ -8,7 +8,6 @@ description: >
 
 strategy:
   wallet: "${FOX_WALLET}"
-  budget: "500"
   slots: 1
   margin_per_slot: 100
   trading_risk: aggressive
@@ -109,6 +108,11 @@ actions:
     decision_model: claude-sonnet-4-6
     scanners: [emerging_movers]
     min_confidence: 7
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 15
     context:
       - type: signal
         scanner: emerging_movers
@@ -182,7 +186,14 @@ actions:
         "reasoning": "one sentence",
         "payload": {
           "signals": [
-            { "asset": "<ticker>", "direction": "LONG" or "SHORT", "reason": "one sentence", "rotate_out": "<asset_to_cut>" }
+            {
+              "asset": "<ticker>",
+              "direction": "LONG" or "SHORT",
+              "reason": "one sentence",
+              "rotate_out": "<asset_to_cut>",
+              "leverage": <number, optional — your recommended leverage>,
+              "margin": <number, optional — $ margin amount>
+            }
           ]
         }
       }
@@ -193,6 +204,11 @@ actions:
     decision_mode: rule
     scanners: [sm_flip]
     min_confidence: 1
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 10
 
   # ── Watchdog: emergency close on margin danger ──
   - name: watchdog_close
@@ -200,11 +216,17 @@ actions:
     decision_mode: rule
     scanners: [watchdog]
     min_confidence: 1
+    params:
+      order_type: MARKET
 
-# ── DSL — trailing exit 
+# ── DSL — trailing exit
 exit:
   engine: dsl
   interval_seconds: 30
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 15
   dsl_preset:
     phase1:
       enabled: true

package/examples/strategies/minimal.yaml

@@ -4,9 +4,7 @@ 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
 
@@ -29,6 +27,10 @@ actions:
 exit:
   engine: dsl
   interval_seconds: 60
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 30
   dsl_preset:
     phase1:
       enabled: true

package/examples/strategies/momentum/how-it-works.md

@@ -0,0 +1,47 @@
+# `momentum-guarded` — How it works
+
+Companion notes for [`examples/strategies/momentum-guarded.yaml`](../momentum-guarded.yaml).
+
+## The trading thesis
+
+Catch **short-horizon directional breakouts** on liquid Hyperliquid perps the moment a 1h candle prints an outsized move vs. the prior close — but only when the move passes both an LLM sanity check and a real-time risk gauntlet, and only with a trailing-exit playbook strict enough to survive momentum reversals.
+
+## Signal flow (entry side)
+
+1. **External producer** ([`src/scanners/external/momentum/producer.mjs`](../../../src/scanners/external/momentum/producer.mjs)) runs out-of-process — pulls instruments + 1h candles from Senpi MCP, computes last-vs-prev close % move, and ingests `MOMENTUM_BREAKOUT` signals via `senpi.ingestExternalScannerData`. Re-run on a cron / `watch`.
+2. The runtime's `external_momentum` scanner of type `external_scanner` accepts the push, validates the payload schema (`sourceMeta`, `sourceFactors`, …), and emits a `scanner:run:complete` event carrying the signals.
+3. `momentum_entry` (an `OPEN_POSITION` action with `decision_mode: llm`) consumes the signals, runs each through a 6-step gauntlet (move magnitude ≥1.5%, direction matches sign, day notional ≥1M, max leverage ≥5, producer score ≥0.4, pick highest-score), and returns at most one trade. `min_confidence: 7` blocks lukewarm LLM verdicts.
+4. **Risk gates** fire before the position opens. With `slots: 3` and `margin_per_slot: 300` (~$900 deployed of a $5k budget), the gauntlet of guardrails is:
+   - `daily_loss_limit_pct: 4` — closes the gate if today's PnL drops 4% of day-open account value.
+   - `drawdown_halt_pct: 20` — closes the gate at 20% PnL drawdown from peak (peak carries ~24h, not reset at midnight).
+   - `max_entries_per_day: 6` — caps churn on noisy breakout days.
+   - `max_consecutive_losses: 3` + `cooldown_minutes: 90` — three losers in a row pauses entries for 90 min so the strategy doesn't tilt.
+   - `per_asset_cooldown_minutes: 45` — no re-entry on the same ticker for 45 min after a close (avoids whipsaw fills).
+
+   Order matters: **CLOSED beats COOLDOWN beats OPEN**; the first non-OPEN gate short-circuits.
+5. If everything passes, `FEE_OPTIMIZED_LIMIT` posts the order with a 15s execution timeout (taker fallback guaranteed).
+
+## Position management (exit side)
+
+Once filled, the **DSL exit engine** owns the position (`position_tracker` keeps it in sync even for manually-opened positions on the same wallet):
+
+- **Phase 1** — fixed stop at `-2.5%` plus a `7%` retrace floor; needs `3` consecutive breaches before firing (debounce against single-tick spikes).
+- **Phase 2** — once price advances, trailing floors lock in profit on a four-tier ladder:
+  - +6% → lock 35% of high-water
+  - +10% → lock 55%
+  - +15% → lock 70%
+  - +20% → lock 85%
+- **Time-based cuts** — momentum that fails to develop is the silent killer:
+  - `dead_weight_cut` after 30 min flat → close.
+  - `weak_peak_cut` after 45 min if peak < +2% → close.
+  - `hard_timeout` at 2 hours → close regardless.
+
+## What this looks like in practice
+
+- A trader runs the producer every minute via cron.
+- 90% of producer ticks emit zero signals; the runtime stays idle.
+- When BTC prints a +2% 1h candle on healthy volume, the LLM accepts, the risk gauntlet checks daily PnL/drawdown/entries/cooldowns, and one slot fires a long.
+- DSL trails the move. If BTC stalls, time-cuts close it within ~30–45 min instead of bleeding margin. If BTC runs to +12%, the +10% tier locks in 55% of the high-water, so a retrace to +5% still books profit.
+- A bad day (3 stop-outs) trips the consecutive-loss cooldown — the runtime stops trying for 90 min and resumes fresh.
+
+Net effect: **a small, slot-bounded, risk-gated breakout sniper** with strict trailing protection — appropriate for a $5k moderate-risk wallet that wants asymmetric upside without unsupervised drawdown.

package/examples/strategies/momentum/momentum-guarded.yaml

@@ -0,0 +1,161 @@
+name: momentum-guarded
+version: 1.0.0
+description: >
+  Risk-managed external momentum strategy. An out-of-process producer
+  (src/scanners/external/momentum/producer.mjs) pushes MOMENTUM_BREAKOUT
+  signals into the runtime; an LLM gauntlet decides which breakouts deserve
+  capital; the risk component gates every entry against daily loss, drawdown,
+  per-day entry count, consecutive-loss cooldown, and per-asset cooldown;
+  the DSL exit engine manages trailing exits on accepted fills.
+
+notifications:
+  telegram_chat_id: "${TELEGRAM_CHAT_ID}"
+
+strategy:
+  wallet: "${WALLET_ADDRESS}"
+  budget: 5000
+  slots: 3
+  margin_per_slot: 300
+  trading_risk: moderate
+  enabled: true
+
+# ── RISK ──
+# Real-time gates enforced on every OPEN_POSITION attempt. Any non-OPEN gate
+# short-circuits and skips the entry. See docs/risk-component.md.
+risk:
+  data_retention_hours: 72
+
+  guard_rails:
+    # Daily loss halt — stop trading if daily PnL drops > 4% of day-open account value.
+    daily_loss_limit_pct: 4
+
+    # Cap entries per UTC day so a noisy producer day can't churn the wallet.
+    max_entries_per_day: 6
+    bypass_max_entries_per_day_on_profit: false
+
+    # Consecutive-loss cooldown — three losers in a row pauses entries for 90 min.
+    max_consecutive_losses: 3
+    cooldown_minutes: 90
+
+    # Drawdown halt — 20% PnL drawdown from peak halts entries; peak carries ~24h.
+    drawdown_halt_pct: 20
+    drawdown_reset_on_day_rollover: false
+
+    # Per-asset cooldown — no re-entry on the same asset for 45 min after a close.
+    per_asset_cooldown_minutes: 45
+
+# ── SCANNERS ──
+scanners:
+  # Onchain position tracker — emits position lifecycle events into the DSL exit engine.
+  - name: position_tracker
+    type: position_tracker
+    interval: 10s
+
+  # External producer feed — schema for inbound MOMENTUM_BREAKOUT signals
+  # delivered via senpi.ingestExternalScannerData.
+  - name: external_momentum
+    type: external_scanner
+    outputs:
+      signals: true
+      context: false
+    config:
+      fields:
+        sourceScannerId: { type: string, required: true }
+        sourceSignalType: { type: string, required: true }
+        sourceTimestamp: { type: number, required: true }
+        sourceFactors: { type: object, required: true }
+        sourceMeta: { type: object, required: true }
+
+# ── ACTIONS ──
+actions:
+  # Position lifecycle tracking — feeds the DSL exit engine.
+  - name: position_tracker_action
+    action_type: POSITION_TRACKER
+    decision_mode: rule
+    scanners: [position_tracker]
+
+  # Entry: LLM gauntlet on momentum breakout signals.
+  - name: momentum_entry
+    action_type: OPEN_POSITION
+    decision_mode: llm
+    decision_model: claude-sonnet-4-20250514
+    scanners: [external_momentum]
+    min_confidence: 7
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 15
+    context:
+      - type: signal
+        scanner: external_momentum
+    decision_prompt: |
+      You are a trade-decisioning evaluator. Given a MOMENTUM_BREAKOUT
+      signal pushed by the external momentum producer, decide whether to
+      open a position on it or skip.
+
+      A MOMENTUM_BREAKOUT fires when an asset's latest closed candle moves
+      by at least the producer's threshold vs. the previous close on the
+      signal's timeframe — i.e. a short-term directional breakout in price.
+      `meta.movePct` carries the signed % change (positive = LONG bias,
+      negative = SHORT bias); `score` (0..1) scales with the move's
+      magnitude; `meta.dayNtlVlm` and `meta.maxLeverage` describe the
+      instrument's liquidity and leverage headroom.
+
+      SIGNAL DATA:
+      {{signal_external_momentum}}
+
+      ═══ GAUNTLET ═══
+      1. movePct magnitude — require |movePct| >= 1.5; reject sub-threshold noise.
+      2. Direction sanity — LONG only if movePct > 0, SHORT only if movePct < 0.
+      3. Liquidity — meta.dayNtlVlm must be >= 1_000_000.
+      4. Leverage — meta.maxLeverage must be >= 5; skip otherwise.
+      5. Score — use the producer score (0..1) as a proxy for strength; require >= 0.4.
+      6. One signal at a time — pick the highest-score eligible signal; skip the rest.
+
+      Respond with a single JSON object:
+      {
+        "execute": true|false,
+        "actionType": "OPEN_POSITION",
+        "confidence": 1-10,
+        "reasoning": "one sentence",
+        "payload": {
+          "signals": [
+            { "asset": "<ticker>", "direction": "LONG"|"SHORT", "reason": "one sentence" }
+          ]
+        }
+      }
+
+# ── EXIT (DSL) ──
+# Trailing stop-loss tuned for short-horizon momentum entries.
+# Time-based cuts catch stalled trades that never deliver follow-through.
+exit:
+  engine: dsl
+  interval_seconds: 30
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 15
+  dsl_preset:
+    hard_timeout:
+      enabled: true
+      interval_in_minutes: 120
+    weak_peak_cut:
+      enabled: true
+      interval_in_minutes: 45
+      min_value: 2
+    dead_weight_cut:
+      enabled: true
+      interval_in_minutes: 30
+    phase1:
+      enabled: true
+      max_loss_pct: 2.5
+      retrace_threshold: 7
+      consecutive_breaches_required: 3
+    phase2:
+      enabled: true
+      tiers:
+        - { trigger_pct: 6,  lock_hw_pct: 35 }
+        - { trigger_pct: 10, lock_hw_pct: 55 }
+        - { trigger_pct: 15, lock_hw_pct: 70 }
+        - { trigger_pct: 20, lock_hw_pct: 85 }

package/examples/strategies/risk-showcase.yaml

@@ -0,0 +1,93 @@
+# Risk showcase — every risk guardrail field annotated for reference.
+# Use as a copy-paste reference when configuring risk management.
+name: risk-showcase
+version: 1.0.0
+description: >
+  Annotated risk guardrails config reference.
+  Uses position_tracker scanner with DSL exit engine.
+  Lists explicit example values for each field (not implicit runtime defaults).
+
+notifications:
+  telegram_chat_id: "${TELEGRAM_CHAT_ID}"
+
+strategy:
+  wallet: "${WALLET_ADDRESS}"
+  budget: 10000
+  slots: 3
+  margin_per_slot: 250
+  trading_risk: moderate
+  enabled: true
+
+# ── RISK ──
+# Optional. Without this block, all gates are OPEN (no risk management).
+risk:
+  # How long to keep audit log files (JSONL + daily snapshots), in hours.
+  # Range: 1–168 (1 hour to 7 days). Default: 48.
+  data_retention_hours: 48
+
+  guard_rails:
+    # ── Daily Loss Halt ──
+    # Gate CLOSED when daily trading PnL drop exceeds this % of account value at day open.
+    # Uses Hyperliquid portfolio PnL (realized + unrealized + funding, excludes deposits/withdrawals).
+    # Resets at UTC midnight.
+    daily_loss_limit_pct: 5          # 5% of account value at day open
+
+    # ── Max Entries Per Day ──
+    # Gate CLOSED when position entries today >= max_entries_per_day.
+    # Counts open positions opened today (startTime) + closed trades opened today (openTime).
+    # Resets at UTC midnight.
+    max_entries_per_day: 8
+    # When true, max_entries_per_day limit is bypassed if daily realized PnL > 0.
+    # Default: false (limit enforced strictly unless explicitly opted in).
+    # Not yet evaluated — reserved for future use.
+    bypass_max_entries_per_day_on_profit: false
+
+    # ── Consecutive Loss Cooldown ──
+    # Gate COOLDOWN when the last N closed trades all have negative realizedPnl.
+    # Stateless: derived from trade history API on every tick, no persisted streak.
+    # Streak carries across days. Cooldown window starts from the most recent
+    # loss's close time and expires cooldown_minutes later.
+    max_consecutive_losses: 3
+    cooldown_minutes: 60
+
+    # ── Drawdown Halt ──
+    # Gate CLOSED when PnL drawdown from peak >= drawdown_halt_pct %.
+    # PnL-based: immune to deposits and withdrawals.
+    # Drawdown = (peak_pnl - current_pnl) / account_value_at_day_open * 100.
+    drawdown_halt_pct: 30            # 30% PnL drawdown from peak triggers halt
+    # When true, PnL peak resets at UTC midnight (intraday drawdown only).
+    # When false (default), PnL peak carries from prior ~24h (perpDay window).
+    drawdown_reset_on_day_rollover: false
+
+    # ── Per-Asset Cooldown ──
+    # Gate COOLDOWN for a specific asset when it was closed within the last N minutes.
+    # Checked on each entry attempt. Only evaluated when all other gates are OPEN.
+    # Minimum: 5 minutes (backend latency floor).
+    per_asset_cooldown_minutes: 30    # 30 min cooldown after closing any asset
+
+# ── SCANNERS ──
+scanners:
+  - name: position_tracker
+    type: position_tracker
+    interval: 10s
+
+# ── ACTIONS ──
+actions:
+  - name: position_tracker_action
+    action_type: POSITION_TRACKER
+    decision_mode: rule
+    scanners: [position_tracker]
+
+# ── EXIT ──
+exit:
+  engine: dsl
+  interval_seconds: 30
+  dsl_preset:
+    phase1:
+      max_loss_pct: 5.0
+      retrace_threshold: 10
+      consecutive_breaches_required: 2
+    phase2:
+      tiers:
+        - { trigger_pct: 10, lock_hw_pct: 50 }
+        - { trigger_pct: 20, lock_hw_pct: 70 }

package/examples/strategies/viper.yaml

@@ -4,9 +4,8 @@ description: Moderate — candle-based breakouts via prescreener + momentum.
 
 strategy:
   wallet: "${WALLET_ADDRESS}"
-  budget: 2000
   slots: 4
-  margin_per_slot: 400
+  margin_pct: 10
   trading_risk: moderate
   enabled: true
 
@@ -37,13 +36,22 @@ actions:
     decision_model: claude-sonnet-4-20250514
     scanners: [momentum]
     min_confidence: 6
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 15
     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": "..."}]}}.
+      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": "...", "leverage": <optional number>, "margin": <optional $ amount>}]}}.
 
 exit:
   engine: dsl
   interval_seconds: 30
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 15
   dsl_preset:
     phase1:
       enabled: true

package/examples/strategies/wolf.yaml

@@ -4,9 +4,8 @@ description: Aggressive — early entry on FIRST_JUMP from emerging_movers.
 
 strategy:
   wallet: "${WALLET_ADDRESS}"
-  budget: 1000
   slots: 3
-  margin_per_slot: 300
+  margin_pct: 15
   trading_risk: aggressive
   enabled: true
 
@@ -32,13 +31,22 @@ actions:
     decision_model: claude-sonnet-4-20250514
     scanners: [emerging_movers]
     min_confidence: 6
+    params:
+      order_type: FEE_OPTIMIZED_LIMIT
+      fee_optimized_limit_options:
+        ensure_execution_as_taker: true
+        execution_timeout_seconds: 10
     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": "..."}]}}.
+      Evaluate the signal. Reply with JSON: {"execute": true|false, "actionType": "OPEN_POSITION", "confidence": 1-10, "reasoning": "...", "payload": {"signals": [{"asset": "SYMBOL", "direction": "LONG"|"SHORT", "reason": "...", "leverage": <optional number>, "margin": <optional $ amount>}]}}.
 
 exit:
   engine: dsl
   interval_seconds: 30
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 10
   dsl_preset:
     hard_timeout:
       enabled: true