name: trading-agent
description: Especialista no agente de trading autónomo do CYPHER V3 — Hyperliquid, CCXT, risk management, estratégias
version: "2.0"
tags: [trading, hyperliquid, ccxt, autonomous, risk, strategies]
SKILL: Trading Agent — CYPHER V3
Arquitetura do Agente (src/agent/)
agent/
├── connectors/ # Exchange connectors
│ ├── hyperliquid.ts # Spot + Perps
│ ├── jupiter.ts # Solana DEX
│ ├── uniswap.ts # Ethereum DEX
│ └── ccxt.ts # 130+ CEX via CCXT
├── consensus/ # Multi-agent voting system
│ ├── TechnicalAnalyst.ts # TA indicators
│ ├── SentimentAnalyst.ts # Social/news sentiment
│ ├── RiskManager.ts # Drawdown, position limits
│ └── LLMAdvisor.ts # AI reasoning layer
├── core/
│ ├── AgentOrchestrator.ts # Main loop (5s interval)
│ └── AutoCompound.ts # Yield optimization
├── risk/
│ ├── MaxDrawdown.ts # Stop-loss automático
│ ├── LiquidationGuard.ts # Prevent liquidação
│ └── MEVProtection.ts # Front-run protection
└── strategies/
├── Scalping.ts # SMC-based scalping
├── MarketMaker.ts # Spread capture
└── LP.ts # Liquidity provision
AgentOrchestrator — Padrão Correto
// src/agent/core/AgentOrchestrator.ts
export class AgentOrchestrator {
private intervalId: NodeJS.Timeout | null = null
private isRunning = false
private readonly INTERVAL_MS = 5000 // 5 segundos
start() {
if (this.isRunning) return
this.isRunning = true
// CRÍTICO: cleanup no React useEffect
this.intervalId = setInterval(async () => {
try {
await this.runCycle()
} catch (err) {
console.error('[AgentOrchestrator] Cycle failed:', err)
// NÃO re-throw — manter o agente vivo
}
}, this.INTERVAL_MS)
}
stop() {
if (this.intervalId) {
clearInterval(this.intervalId)
this.intervalId = null
}
this.isRunning = false
}
private async runCycle() {
// 1. Fetch market data
// 2. Run consensus (Technical + Sentiment + Risk + LLM)
// 3. Generate signals
// 4. Apply risk filters
// 5. Execute if consensus >= threshold
}
}
// Em React component:
useEffect(() => {
const orchestrator = new AgentOrchestrator()
orchestrator.start()
return () => orchestrator.stop() // CRÍTICO: cleanup
}, [])
Hyperliquid Connector
// src/agent/connectors/hyperliquid.ts
import { Hyperliquid } from 'hyperliquid'
const hl = new Hyperliquid({
privateKey: process.env.AGENT_PRIVATE_KEY!,
testnet: process.env.NODE_ENV !== 'production',
})
// Spot order
async function placeSpotOrder(coin: string, size: number, side: 'B' | 'A') {
return hl.exchange.order({
coin,
is_buy: side === 'B',
sz: size,
limit_px: await getMidPrice(coin),
order_type: { limit: { tif: 'Gtc' } },
reduce_only: false,
})
}
// Perp order com risk check
async function placePerpOrder(params: PerpOrderParams) {
const { coin, size, leverage, side } = params
// Risk check SEMPRE antes de executar
const risk = await RiskManager.check({ coin, size, leverage })
if (!risk.approved) throw new Error(`Risk rejected: ${risk.reason}`)
return hl.exchange.order({
coin,
is_buy: side === 'long',
sz: size,
limit_px: risk.entryPrice,
order_type: { limit: { tif: 'Gtc' } },
reduce_only: false,
})
}
Risk Management — Regras Invioláveis
// src/agent/risk/MaxDrawdown.ts
const RISK_RULES = {
MAX_POSITION_SIZE_PCT: 5, // máx 5% portfolio por trade
MAX_DAILY_DRAWDOWN_PCT: 3, // stop trading se perder 3% num dia
MAX_OPEN_POSITIONS: 5, // máx 5 posições abertas
MIN_RISK_REWARD: 1.5, // mínimo 1.5:1 R:R
MAX_LEVERAGE: 10, // máx 10x leverage
STOP_LOSS_PCT: 2, // stop loss automático em -2%
}
async function checkRisk(params: TradeParams): Promise<RiskDecision> {
const portfolio = await getPortfolioValue()
const maxSize = portfolio.totalValue * (RISK_RULES.MAX_POSITION_SIZE_PCT / 100)
if (params.notionalValue > maxSize) {
return { approved: false, reason: `Size ${params.notionalValue} exceeds max ${maxSize}` }
}
const dailyPnL = await getDailyPnL()
if (dailyPnL < -(portfolio.totalValue * RISK_RULES.MAX_DAILY_DRAWDOWN_PCT / 100)) {
return { approved: false, reason: 'Daily drawdown limit reached — trading halted' }
}
return { approved: true, entryPrice: params.price }
}
Consensus System
// Decisão por votação ponderada
interface AgentVote {
agent: 'technical' | 'sentiment' | 'risk' | 'llm'
signal: 'BUY' | 'SELL' | 'HOLD'
confidence: number // 0-100
weight: number
}
const AGENT_WEIGHTS = {
technical: 0.35, // 35% — TA indicators
sentiment: 0.20, // 20% — social/news
risk: 0.30, // 30% — risk analysis (mais conservador)
llm: 0.15, // 15% — LLM reasoning
}
function resolveConsensus(votes: AgentVote[]): ConsensusDecision {
const weightedScore = votes.reduce((acc, vote) => {
const signal = vote.signal === 'BUY' ? 1 : vote.signal === 'SELL' ? -1 : 0
return acc + signal * vote.confidence * vote.weight
}, 0)
if (weightedScore > 60) return { action: 'BUY', confidence: weightedScore }
if (weightedScore < -60) return { action: 'SELL', confidence: Math.abs(weightedScore) }
return { action: 'HOLD', confidence: 100 - Math.abs(weightedScore) }
}
CCXT — Multi-Exchange
import ccxt from 'ccxt'
// Exchange factory com configuração padronizada
function createExchange(exchangeId: string) {
const ExchangeClass = ccxt[exchangeId as keyof typeof ccxt]
return new ExchangeClass({
apiKey: process.env[`${exchangeId.toUpperCase()}_API_KEY`],
secret: process.env[`${exchangeId.toUpperCase()}_SECRET`],
timeout: 10000,
enableRateLimit: true, // SEMPRE activado
})
}
// Arbitragem multi-exchange
async function detectArbitrage(symbol: string): Promise<ArbitrageOpportunity[]> {
const exchanges = ['binance', 'okx', 'bybit'].map(createExchange)
const prices = await Promise.allSettled(
exchanges.map(ex => ex.fetchTicker(symbol))
)
// Calcular spreads entre exchanges
// Considerar fees (maker/taker) em cada exchange
// Mínimo 0.3% spread líquido para ser viável
}
⚠️ AVISOS CRÍTICOS
- NUNCA executar ordens reais em
NODE_ENV !== 'production'
- SEMPRE testar em Hyperliquid testnet primeiro
- NUNCA armazenar private keys sem
AGENT_ENCRYPTION_KEY
- SEMPRE MEVProtection ativa em DEX trades
- NUNCA desativar risk checks — mesmo em "modo de teste"
- AgentOrchestrator DEVE ter cleanup no React — memory leak P0
By