Capabilities

Structured cross-asset analysis across everything Senpi trades — crypto on the main DEX, plus equities, metals, and indices on the XYZ DEX. Movers, momentum, funding regime, and macro context computed in a single pass, not "BTC is up."

Streaming data pipeline from Hyperliquid's top-trader leaderboard. Rank changes, position-level delta PnL, momentum events, per-market concentration — all from real trader behavior, not synthetic signals.

Builds cohorts of the most-profitable Hyperliquid wallets and finds where they diverge from the crowd — per-asset positioning, near-term flow, smart-money-vs-crowd splits. Strategies use the cohort's net direction as an entry gate; you can query it directly.

Ranks the best Hyperliquid track records and vets any individual trader before copying — historical PnL from days to all-time, current open positions, and 4-hour momentum in one profile. Due diligence, not vibes.

Each strategy declares its own gate stack — price structure, trend, smart-money direction, funding. A trade only fires when every required gate clears, and an optional LLM decision layer can gate the final open. Strict-gate strategies (Cheetah, Condor) trade rarely but high-conviction; relaxed gates (Vulture) trade more often.

Runtime 3.0 reads risk.guard_rails from every runtime.yaml. Position size limits, max leverage, concurrent position slots, asset exclusions — all enforced at the runtime layer before any order is placed.

Strategies ship as packages — a runtime.yaml plus a Python scan(inputs, ctx) the runtime spawns and supervises every interval. The runtime validates and de-duplicates signals, sizes and executes via FEE_OPTIMIZED_LIMIT, enforces guard rails, and runs the two-phase DSL exits. Crash-safe by design: durable dedup and full position reconcile on every restart.

Decides per-trade whether to use FEE_OPTIMIZED_LIMIT (maker rebate, passive fill) versus MARKET orders, based on urgency, spread, and position context. Maker rebates on Hyperliquid can flip the P&L on marginal trades. Compounds at volume.

Full chronological record of every decision a strategy makes — signals fired, gates passed or blocked, orders placed, exits triggered with reason codes (dsl_breach, exchange_sl_hit, weak_peak_cut…). One command stitches an asset's entire trade lifecycle into a narrative.

Every capability is exposed as a typed MCP tool. Structured API surface covering the full lifecycle — discovery through execution through exit. Browse the surface below or use it in the Dojo.