@senpi/runtime 2.0.2-dev.openclaw-upgrade-mai.20260622175851 → 3.0.0-dev.runtime-phase-2.20260623210537

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}"
+  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
+    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
+      - 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>",
+              "leverage": <number, optional — your recommended leverage>,
+              "margin": <number, optional — $ margin amount>
+            }
+          ]
+        }
+      }
+
+  # ── SM flip: immediate close on conviction reversal ──
+  - name: sm_flip_close
+    action_type: CLOSE_POSITION
+    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
+    action_type: CLOSE_POSITION
+    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:
+    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

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+name: minimal
+version: 1.0.0
+description: Watch-only strategy — logs signals, opens no positions.
+
+strategy:
+  wallet: "${WALLET_ADDRESS}"
+  slots: 1
+  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
+  order_type: FEE_OPTIMIZED_LIMIT
+  fee_optimized_limit_options:
+    ensure_execution_as_taker: true
+    execution_timeout_seconds: 30
+  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/momentum/how-it-works.md

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+# `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.
+   - `bypass_max_entries_per_day_on_profit` (here `false`) — when `true`, at that daily cap the max-entries gate stays OPEN if intraday `today_snapshot.pnl.delta_since_open > 0` (reuses the same PnL snapshot as daily loss in this recipe).
+   - `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}"
+  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
+    # At cap: if true, gate stays OPEN when today_snapshot.pnl.delta_since_open > 0 (see docs/risk-component.md).
+    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, at the entry cap gate 5 stays OPEN if today_snapshot.pnl.delta_since_open > 0
+    # (intraday PnL delta vs UTC day open; same MCP snapshot as daily loss when gates 1–2 run).
+    # Default: false.
+    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

@@ -0,0 +1,67 @@
+name: viper
+version: 1.0.0
+description: Moderate — candle-based breakouts via prescreener + momentum.
+
+strategy:
+  wallet: "${WALLET_ADDRESS}"
+  slots: 4
+  margin_pct: 10
+  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
+    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": "...", "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
+      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 }