Smart-Money Playbook (Directional Perps, any venue)
The agent's edge is capital-flow positioning, not price patterns. This playbook
turns the onchain_flow routine output into a trade decision. Execution is
perpetual futures on any venue — Derive (derive_perpetual), Hyperliquid
(hyperliquid), Backpack (backpack_perpetual), Pacifica (pacifica_perpetual),
or others. (Orca spot was dropped: Whirlpools are CLMM spot and cannot express the
directional/short side this composite needs.)
The composite (from onchain_flow)
| Signal | Source | What it tells you |
|---|---|---|
| Risk regime | CoinGecko /global (mcap 24h, top-asset dominance) |
RISK-ON / RISK-OFF / NEUTRAL |
| Per-asset flow score | /coins/markets volume-to-mcap + 24h change |
How hard capital moves in/out of an asset |
| Trending momentum | /search/trending |
What is heating up across the market |
| Solana on-chain pulse | GeckoTerminal SOL top pools | Crypto-native DeFi flow (vol, momentum, TVL) — the default signal. Solana carries materially deeper liquidity than XRPL. |
| XRPL pulse (optional) | XRPL JSON-RPC AMM/wallets | Legacy cross-check, off by default |
Flow score scale: normalized −1 (strong outflow/down) … +1 (strong inflow/up).
Entry threshold (DEMO MODE): |flow_score| >= 0.05, ANY regime — direction is
the sign of the flow. If no asset clears 0.05, open the largest-|flow| asset anyway
(unless all |flow| < 0.02).
Decision matrix (Derive perps)
| Regime | Flow score | Action |
|---|---|---|
| any | asset ≥ +0.05 | LONG that asset (top flow first) |
| any | asset ≤ −0.05 | SHORT that asset |
| any | no asset clears |flow| ≥ 0.05 | open the largest-|flow| asset (sign of flow); HOLD only if all |flow| < 0.02 |
Why this lane is open
Botcamp (110 strategies) is saturated with MM, funding arb, trend-following, and pairs trading. None trade capital-flow as the primary signal. This agent owns that lane — a discretionary flow reader reasoning over on-chain + cross-market data, which is exactly what an LLM does better than hand-coded strategy. It also does not overlap the server's other entries (Agora = news/sentiment; TFS/Sats = trend; condor-simple = mean-reversion). Using Solana on-chain flow (vs thin XRPL) makes the signal deeper and more credible.
Risk rules (hard)
- Max 2 concurrent positions. Max leverage 3x (5x only at flow conviction ≥ 0.7).
- Respect
max_drawdown_pct— Risk Engine enforces it. - No forced trades on ambiguous reads. Macro-print windows (≤30 min): halve size.
Journaling
Always record the flow thesis, not just the fill:
"RISK-ON; SOL flow +0.52; Solana pulse +0.44 → LONG SOL-USDC."