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AGENTS.md

AGENTS.md 2.8 KB
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Strategies AGENTS

Purpose

This folder holds strategy modules and their adjacent contract notes.

The code in strategies/*.py should stay focused on strategy behavior. Shared mechanics belong in src/trader_mcp/.

Shared Rules

  • Keep strategy modules narrow: strategy logic, state transitions, and placement decisions.
  • Put shared sizing, balance, fee, and venue-awareness logic in src/trader_mcp/strategy_context.py and src/trader_mcp/strategy_sizing.py.
  • Treat StrategyContext as the authoritative place for venue/account-aware order sizing and balance access.
  • Do not duplicate dust handling, minimum-order checks, or fee math inside a strategy unless there is a strategy-specific reason that cannot live in shared helpers.
  • Keep adjacent strategies/*.md files aligned with what the code actually does.
  • Preserve uncertainty in docs when behavior is still provisional. Use TODO instead of guessing.

Shared Helper Map

  • StrategyContext.suggest_order_amount() is the venue/account-aware sizing primitive.
  • src/trader_mcp/strategy_sizing.py is the policy layer for quote-sized helpers and balance-target helpers.
  • StrategyContext.get_account_info() and StrategyContext.get_open_orders() are the primary live inputs for balance and order-shape decisions.
  • StrategyContext.cancel_all_orders_confirmed() is the preferred cancel contract when a strategy needs authoritative cleanup semantics.

Grid Trader

Grid Shape

  • grid_trader must compare the active order shape against the best possible funded grid.
  • The best possible grid includes both free balances and funds already locked in active orders.
  • The shape check must use the same side-aware funded capacity that seeding uses.
  • A mismatch between the best possible shape and the actual active orders should trigger a full rebuild.
  • Do not treat the grid as paired buy/sell levels. Each side is filled independently.

Seeding And Rebuilds

  • Seeding should place as many levels as are actually fundable on each side.
  • Rebuilds should remain full-grid rebuilds, not partial top-ups.
  • Restart should not suppress mismatch-driven reseed checks.
  • Track and log rebuild reasons clearly in the strategy debug log.

Sizing Boundary

  • grid_trader should not implement its own dust or fee policy.
  • If sizing behavior changes, update the shared helpers first and keep the strategy thin.
  • The strategy may ask for a size and may compare funded capacity, but it should not re-encode venue rules.

Live Trace

  • state["debug_log"] is the live trace for the strategy.
  • The DB snapshot stores the current state, not a separate event log table.

Future Strategy Sections

  • dumb_trader: TODO
  • trend_follower: TODO
  • exposure_protector: TODO
  • any new strategy: document its own shape, sizing, and restart invariants here