market-sentiment

name: market_sentiment description: Synthesize whale activity + derivatives data into a unified market sentiment signal.

Market Sentiment

Combines on-chain whale data with derivatives market signals for a composite view.

Data Sources (fetch all in parallel)

GET http://localhost:3000/api/v1/whales/current — whale features
GET http://localhost:3000/api/v1/derivatives/current — derivatives features
GET http://localhost:3000/api/v1/dashboard/snapshot — current market prices
GET http://localhost:3000/api/v1/dashboard/pipeline — latest agent decision
GET http://localhost:3000/api/v1/whales/blockchain — blockchain mempool, fee tiers, exchange flows, and trend deltas

Sentiment Framework

Score each dimension -1 (bearish) to +1 (bullish):

Dimension	Source	Weight
Exchange flow	`exchangeFlowPressure` (inverted: outflow=bullish)	25%
Funding pressure	`fundingPressure` (inverted: high funding=bearish)	25%
Liquidation bias	`liquidationImbalance` (inverted: long liqs=bearish)	20%
OI trend	`oiTrend` × price direction	15%
Whale abnormality	`abnormalActivityScore` × flow direction	15%

Composite = weighted average → -1 (strong bearish) to +1 (strong bullish)

Blockchain On-Chain Confirmation (from `/api/v1/whales/blockchain`)

Use blockchain data as a confirming layer on top of the composite score — it does not carry its own weight but can strengthen or temper the signal:

Fee trend (trend.feeChange): a sharp fee spike alongside bearish whale/derivatives signals confirms urgency (panic selling); stable or falling fees during bullish signals confirm calm accumulation.
Mempool activity (trend.txCountChange, mempool.vsize): surging unconfirmed tx volume corroborates elevated on-chain pressure; low mempool congestion confirms a quiet, range-bound environment.
Exchange flows (notableTransactions.exchangeInflows, notableTransactions.exchangeOutflows): cross-validate against exchangeFlowPressure from the whale tracker — agreement raises confidence; divergence warrants caution.

Note any on-chain confirmation or divergence in the report narrative.

Report Format

🧭 Market Sentiment — Composite

Score: +0.34 (MILDLY BULLISH)

Breakdown:
  Exchange Flow:    +0.62 (net outflow — accumulation)
  Funding:          -0.15 (slightly crowded long)
  Liquidations:     +0.20 (shorts getting squeezed)
  OI Trend:         +0.45 (rising OI + rising price)
  Whale Activity:   +0.10 (normal activity, slight outflow)

Current Strategy: btc-5m-momentum
Pipeline: regime=trending_up, edge=up 0.06
Alignment: ✅ Sentiment CONFIRMS current agent bias

Recommendation: Current strategy aligned with sentiment. No action needed.

When sentiment CONTRADICTS agent decisions:

⚠️ Sentiment DIVERGES from agent
Sentiment: -0.45 (bearish) but agent says: buy_up
Consider: monitoring closely, reducing position size, or switching to vol-fade