[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"project-93597":3},{"id":4,"name":5,"fullName":6,"owner":7,"repo":5,"description":8,"homepage":9,"htmlUrl":9,"language":10,"languages":9,"totalLinesOfCode":9,"stars":11,"forks":12,"watchers":13,"openIssues":14,"contributorsCount":14,"subscribersCount":14,"size":14,"stars1d":15,"stars7d":15,"stars30d":15,"stars90d":14,"forks30d":14,"starsTrendScore":16,"compositeScore":17,"rankGlobal":9,"rankLanguage":9,"license":18,"archived":19,"fork":19,"defaultBranch":20,"hasWiki":21,"hasPages":19,"topics":22,"createdAt":9,"pushedAt":9,"updatedAt":23,"readmeContent":24,"aiSummary":9,"trendingCount":14,"starSnapshotCount":14,"syncStatus":25,"lastSyncTime":26,"discoverSource":27},93597,"circuit-framework","EthanXiang777\u002Fcircuit-framework","EthanXiang777","Circuit Framework — multi-agent LLM trading research system",null,"Python",487,19,486,0,1,3,46.5,"Apache License 2.0",false,"main",true,[],"2026-07-22 04:02:09","# Circuit Framework\n\nA **crypto-native** multi-agent research and paper-trading framework where specialized agents analyze market structure, derivatives, sentiment, catalysts and market regime before a **deterministic risk engine** approves or rejects each trade.\n\nCircuit Framework is a fork of [TradingAgents](https:\u002F\u002Fgithub.com\u002FTauricResearch\u002FTradingAgents) (Apache 2.0). The internal Python package remains `tradingagents` for compatibility; user-facing branding, CLI help and crypto workflows are Circuit Framework.\n\n> **Research only — not financial advice.** LLM output can be incorrect. Paper results do not represent live execution. **No real trades are placed.** This software never calls the Hyperliquid Exchange endpoint and never requests wallet credentials.\n\n## Architecture\n\n```mermaid\nflowchart TD\n  Start([crypto analyze SYMBOL]) --> Snap[Snapshot Builder]\n  Snap --> MS[Market Structure]\n  MS --> Der[Derivatives]\n  Der --> Sent[Sentiment]\n  Sent --> Cat[Catalyst]\n  Cat --> Reg[Regime]\n  Reg --> Bull[Bull Researcher]\n  Bull --> Bear[Bear Researcher]\n  Bear --> RM[Research Manager]\n  RM --> Trader[Trader \u002F Trade Proposal]\n  Trader --> RiskDebate[Risk Debate]\n  RiskDebate --> PM[Portfolio Manager]\n  PM --> Gate[Deterministic Risk Gate]\n  Gate -->|approved + --paper| Paper[Paper Execution SQLite]\n  Gate --> Reports[Crypto Report Bundle]\n```\n\nAll crypto analysts share one immutable `CryptoMarketSnapshot` built at the start of the run. Strategies differ by YAML profile (prompts + risk knobs), not by separate data paths.\n\n## Crypto analyst roles\n\n| Analyst | Focus |\n| --- | --- |\n| Market Structure | OHLC, indicators, order book imbalance \u002F spread |\n| Derivatives | Funding, OI, premium (public Info API) |\n| Sentiment | Social \u002F news signals when available |\n| Catalyst | Event \u002F narrative catalysts |\n| Regime | Trend, volatility, liquidity, risk-on\u002Foff |\n\nAfter debate, the Trader emits a structured `CryptoTradeProposal` (`LONG` \u002F `SHORT` \u002F `NO_TRADE`). The Deterministic Risk Gate sizes, clamps, and may reject.\n\n## Hyperliquid public data\n\nMarket data uses only `POST https:\u002F\u002Fapi.hyperliquid.xyz\u002Finfo` (candles, L2 book, meta\u002Fasset contexts, funding history). No authentication. Unit tests load fixtures from `tests\u002Ffixtures\u002Fhyperliquid\u002F` and must not hit the network.\n\n## Supported symbols\n\nNormalize inputs such as `BTC`, `BTC-USD`, `BTC-USDT`, `BTC\u002FUSDC`, `BTC-PERP`, `ETH`, `SOL-PERP`, `HYPE`. Hyperliquid perps use the base as `venue_symbol` (e.g. `BTC`).\n\n## Strategy profiles\n\nShip-in YAML under `tradingagents\u002Fstrategies\u002F`:\n\n`balanced`, `momentum`, `mean_reversion`, `derivatives`, `narrative`, `macro_regime`, `quant_systematic`\n\nSame snapshot, fees, risk engine and paper executor — only weights, overlays and risk limits differ.\n\n## Structured proposals & risk\n\nProposals include entry band, stop, take-profits, requested size\u002Fleverage, confidence, thesis and `snapshot_id`. Risk rules include stale-data rejection, stop \u002F R:R checks, spread limits, leverage and position clamps, volatility and confidence scalars. `NO_TRADE` is preserved, never converted into a fill.\n\n## Paper trading CLI\n\n```bash\npip install -e \".[dev]\"\n\ntradingagents crypto analyze BTC\ntradingagents crypto analyze ETH --strategy momentum\ntradingagents crypto analyze SOL --interval 1h\ntradingagents crypto analyze HYPE --strategy derivatives --paper\ntradingagents crypto portfolio\ntradingagents crypto positions\ntradingagents crypto leaderboard\n```\n\nPaper DB default: `~\u002F.tradingagents\u002Fcircuit\u002Fpaper.db` (`TRADINGAGENTS_PAPER_DATABASE_PATH`).\n\nProgrammatic crypto run:\n\n```python\nfrom tradingagents.graph.trading_graph import TradingAgentsGraph\nfrom tradingagents.default_config import DEFAULT_CONFIG\nfrom tradingagents.graph.setup import CRYPTO_DEFAULT_ANALYSTS\n\nconfig = DEFAULT_CONFIG.copy()\nta = TradingAgentsGraph(\n    selected_analysts=list(CRYPTO_DEFAULT_ANALYSTS),\n    config=config,\n    asset_type=\"crypto\",\n    strategy_profile=\"balanced\",\n)\nstate, decision = ta.propagate(\n    \"BTC\",\n    \"2026-07-14\",\n    asset_type=\"crypto\",\n    strategy_profile=\"balanced\",\n)\n```\n\n## Environment variables\n\nCommon overrides (see `.env.example`):\n\n- LLM: `TRADINGAGENTS_LLM_PROVIDER`, `TRADINGAGENTS_DEEP_THINK_LLM`, `TRADINGAGENTS_QUICK_THINK_LLM`, provider API keys\n- Crypto: `TRADINGAGENTS_CRYPTO_VENUE`, `TRADINGAGENTS_CRYPTO_DEFAULT_INTERVAL`, `TRADINGAGENTS_DEFAULT_CRYPTO_STRATEGY`\n- Paper: `TRADINGAGENTS_PAPER_STARTING_BALANCE`, `TRADINGAGENTS_PAPER_FEE_BPS`, `TRADINGAGENTS_PAPER_SLIPPAGE_BPS`, `TRADINGAGENTS_PAPER_MAX_LEVERAGE`, `TRADINGAGENTS_PAPER_DATABASE_PATH`\n\n## Testing\n\n```bash\npython3 -m pip install -e \".[dev]\"\npython3 -m pytest -q\npython3 scripts\u002Fcrypto_smoke.py\n```\n\nCrypto tests are offline (fixtures \u002F mocks). No LLM API key required for the unit suite.\n\n## Known limitations\n\n- On-chain data is not included until a verified provider is configured.\n- Liquidation fields may be unavailable from public Info coverage.\n- LLM analysts can be wrong; the risk gate is deterministic but cannot invent edge.\n- Paper fills use mid ± slippage and configured fees — not exchange matching.\n\n## Upstream attribution\n\nBuilt on **TradingAgents** by Tauric Research ([arXiv:2412.20138](https:\u002F\u002Farxiv.org\u002Fabs\u002F2412.20138)), licensed under **Apache License 2.0**. See `LICENSE` and the [upstream repository](https:\u002F\u002Fgithub.com\u002FTauricResearch\u002FTradingAgents).\n\n---\n\n## Stock research mode (upstream)\n\nThe original stock multi-agent pipeline remains available (`asset_type=\"stock\"`, interactive `tradingagents analyze`). Analysts: Fundamentals, Sentiment, News, Technical. Data vendors include Yahoo Finance \u002F Alpha Vantage; optional FRED and Polymarket.\n\n```bash\ntradingagents          # interactive stock CLI\npython -m cli.main analyze\n```\n\n```python\nfrom tradingagents.graph.trading_graph import TradingAgentsGraph\nfrom tradingagents.default_config import DEFAULT_CONFIG\n\nta = TradingAgentsGraph(config=DEFAULT_CONFIG.copy())\nstate, decision = ta.propagate(\"AAPL\", \"2026-01-15\")\n```\n\n### Installation\n\n```bash\ngit clone \u003Cthis-repo>\ncd circuit-framework\npython3 -m pip install -e \".[dev]\"\ncp .env.example .env   # add LLM API keys for live analysis\n```\n\nDocker: `docker compose run --rm tradingagents` (see upstream compose file).\n\n### LLM providers\n\nOpenAI, Google, Anthropic, xAI, DeepSeek, Qwen, GLM, MiniMax, OpenRouter, Ollama, Azure, Bedrock (`pip install \".[bedrock]\"`), and any OpenAI-compatible endpoint via `openai_compatible`.\n\n### Persistence\n\n- Decision log: `~\u002F.tradingagents\u002Fmemory\u002Ftrading_memory.md` (crypto entries can include a `CRYPTO_META` block for structured evaluation).\n- Optional LangGraph checkpoints: `--checkpoint` \u002F `TRADINGAGENTS_CHECKPOINT_ENABLED`.\n\n### Citation (upstream)\n\n```\n@misc{xiao2025tradingagentsmultiagentsllmfinancial,\n      title={TradingAgents: Multi-Agents LLM Financial Trading Framework},\n      author={Yijia Xiao and Edward Sun and Di Luo and Wei Wang},\n      year={2025},\n      eprint={2412.20138},\n      archivePrefix={arXiv},\n      primaryClass={q-fin.TR},\n      url={https:\u002F\u002Farxiv.org\u002Fabs\u002F2412.20138},\n}\n```\n",2,"2026-07-21 02:30:08","CREATED_QUERY"]