By name: badger-strategy description: >- BADGER v1.0.0 — OI-Divergence Breakout Anticipator. Open interest is the fuel of a breakout: a price push beyond the prior 24h range that is confirmed by RISING open interest = new money committing = real follow-through; a breakout on flat/declining OI is a fakeout. LONG on an up-breakout + rising OI + SM net long; SHORT on the mirror. Universe: BTC, ETH, SOL, HYPE. Wide "let winners run" DSL — Phase 1 max_loss 20%, Phase 2 T0 +10% / lock 0 → T5 +100% / lock 85, time-cuts disabled. license: MIT metadata: author: jason-goldberg version: "1.0.0" platform: senpi exchange: hyperliquid requires: - senpi-trading-runtime>=1.1.0 - senpi_runtime_helpers
🦡 BADGER v1.0.0 — OI-Divergence Breakout Anticipator
Only take the breakout the order flow confirms. Badger waits for price to break its prior 24h range AND for open interest to be rising into that break — proof that new money is committing, not just stops getting run. A breakout on flat or declining OI is a fakeout; Badger skips it.
Why this strategy exists
Pure price-breakout strategies (like Hawk) fire on every range break — and most range breaks fail. The single best filter for "will this breakout follow through?" is open interest:
- Price breaks out + OI rising → new positions are being opened in the breakout direction. Real conviction, real follow-through.
- Price breaks out + OI flat/falling → no new money; the move is shorts covering or stops triggering. Fakeout. Skip.
Badger is the OI-confirmed version of a breakout buyer. The rising-OI gate is what separates it from Hawk.
CRITICAL RULES
RULE 1: OI-rising is a hard gate
Open interest must be rising at least oiRisingMinPct (default 2%) over the 1h window. Below that, no entry — regardless of how clean the price breakout looks. This is the whole edge.
RULE 2: OI velocity has a fallback
The runtime's market_get_asset_data exposes an oi_velocity object, but it can be null. When it is, Badger falls back to a self-computed OI delta from a persisted last-OI cache (state/oi-state.json). The cache warms up after one tick per asset, so a freshly-started Badger may output WAITING for the first tick on each asset until it has a prior OI reading to compare against.
RULE 3: Producer enters. DSL exits.
No close_position call site. DSL Phase 1 max_loss + Phase 2 wide ladder + (disabled) time-cuts own all exits. A confirmed breakout can run far — the wide ladder lets it.
RULE 4: Universe is BTC, ETH, SOL, HYPE
Operators can override via universe in config. Low-liquidity coins produce noisy OI readings; keep the universe liquid.
How Badger scores a trade
Gates (all required):
- Price breaks the prior 24h high (LONG) or low (SHORT)
- OI rising >=
oiRisingMinPct(default 2%) - SM direction agrees with the breakout direction
- SM tilt >=
smTiltMinPct(default 55%)
Score components (max ~10):
| Signal | Points |
|---|---|
| Breakout magnitude ≥ 1.0% | +3 |
| Breakout magnitude 0.3–1.0% | +2 |
| Breakout magnitude < 0.3% | +1 |
| OI rising (gate-confirmed) | +2 |
OI strongly building (≥ oiStrongPct, default 5%) |
+1 |
| SM aligned (gate-confirmed) | +2 |
| SM strongly tilted (≥ 70%) | +1 |
| 4h structure confirms breakout direction | +1 |
| Volume rising (> 10%) | +1 |
Floor: minScore: 5. Typical entry clears 6–8.
DSL preset (wide — let winners run)
| Phase | Component | Setting |
|---|---|---|
| Phase 1 | max_loss_pct | 20% (cuts a failed breakout) |
| Phase 1 | retrace_threshold | 8 |
| Phase 1 | consecutive_breaches | 1 |
| Time cuts | hard_timeout | DISABLED |
| Time cuts | weak_peak_cut | DISABLED |
| Time cuts | dead_weight_cut | DISABLED |
| Phase 2 | T0 | +10% / lock 0 (let it breathe) |
| Phase 2 | T1 | +20% / lock 25% |
| Phase 2 | T2 | +30% / lock 40% |
| Phase 2 | T3 | +50% / lock 60% |
| Phase 2 | T4 | +75% / lock 75% |
| Phase 2 | T5 | +100% / lock 85% |
Scanner pattern
This strategy uses the Multi-asset whitelist scanner with OI-confirmed breakout scoring — see senpi-trading-runtime/references/producer-patterns.md. Primary MCP calls: market_get_asset_data (candles + asset_context.openInterest + oi_velocity), leaderboard_get_markets (SM direction).
Operator install
See README.md.
Changelog
v1.0.0 (2026-05-21) — initial release
Gap-filler in the multi-signal whitelist family. First fleet agent to gate breakouts on open-interest velocity. Built with the 2026-05-21 HYPE post-mortem guidelines baked in: wide "let winners run" Phase 2 ladder (a confirmed breakout can run far), taker-fallback entries (a breakout entry must fill — maker-only risks CREATE_ORDER_RESTING), exit timeout 30s, and no null numeric signal fields.
License
MIT — Copyright 2026 Senpi (https://senpi.ai).
Skill Attribution
When creating a strategy, include skill_name and skill_version. See references/skill-attribution.md.