kestrel.markets
Version:
A typed, token-efficient language + runtime for agentic trading: agents author bounded plans, the runtime fires them at the tick. CLI + typed library + MCP server.
1,709 lines (1,708 loc) • 214 kB
JSON
{
"catalogEntries": [
{
"id": "choppy-1101-strict",
"contentRoots": [
"sha256:7166b08f3438c8ed6ee23b5e86ae785736f94870207a63051893a00f08b462b1",
"sha256:6b523f157a0810ae97375e2a913906899e04f4f74f79157054d16829079f35d1"
],
"schema": "kestrel.session/0.4",
"corpusTier": "public-baseline",
"requirements": {
"engineVersion": "kestrel-engine/4",
"judgeVersion": "kestrel-judge/1"
},
"permittedFillModel": "strict-cross-v1",
"viewIdentity": "sha256:7024aa5d72f506078395a8ab8de60304db56dce9cd1a37926f2065f75142aec1",
"renderingIdentity": "sha256:e739bbc12e0d5b78979162ec681b363f23e320ac56656edaf8c5f92d209094f5",
"provenance": {
"source": "sha256:7166b08f3438c8ed6ee23b5e86ae785736f94870207a63051893a00f08b462b1",
"recordedAt": "2026-07-13T00:00:00.000Z"
},
"inputPin": {
"kind": "fixed-plan",
"planDoc": "sha256:b2f537d46f63616271a0dba07ea6ef81ccd9010184c76797127965f28dc4dcb7"
}
},
{
"id": "spike-1102-maker-fair",
"contentRoots": [
"sha256:5b50609e931959aa911b1c576a94d81c0947ff1e0193de8a40054de969baa583",
"sha256:20a1ac0ea1264b3f02449e81ee5d8d31afdd6439d6bc2629e7d56cbdf4bffb5b"
],
"schema": "kestrel.session/0.4",
"corpusTier": "public-baseline",
"requirements": {
"engineVersion": "kestrel-engine/4",
"judgeVersion": "kestrel-judge/1"
},
"permittedFillModel": "maker-fair-v1",
"viewIdentity": "sha256:7024aa5d72f506078395a8ab8de60304db56dce9cd1a37926f2065f75142aec1",
"renderingIdentity": "sha256:e739bbc12e0d5b78979162ec681b363f23e320ac56656edaf8c5f92d209094f5",
"provenance": {
"source": "sha256:5b50609e931959aa911b1c576a94d81c0947ff1e0193de8a40054de969baa583",
"recordedAt": "2026-07-13T00:00:00.000Z"
},
"inputPin": {
"kind": "fixed-plan",
"planDoc": "sha256:b2f537d46f63616271a0dba07ea6ef81ccd9010184c76797127965f28dc4dcb7"
}
},
{
"id": "trending-1103-maker-fair",
"contentRoots": [
"sha256:2528243e6a4b708bf169beffe6352b95e4db0e3374891e0ab78bfee8a7b871f2",
"sha256:fcd23dc97426d2c082e95fc1f86e0ff94fa0c601fd3836c000add10085f494bd"
],
"schema": "kestrel.session/0.4",
"corpusTier": "public-baseline",
"requirements": {
"engineVersion": "kestrel-engine/4",
"judgeVersion": "kestrel-judge/1"
},
"permittedFillModel": "maker-fair-v1",
"viewIdentity": "sha256:7024aa5d72f506078395a8ab8de60304db56dce9cd1a37926f2065f75142aec1",
"renderingIdentity": "sha256:e739bbc12e0d5b78979162ec681b363f23e320ac56656edaf8c5f92d209094f5",
"provenance": {
"source": "sha256:2528243e6a4b708bf169beffe6352b95e4db0e3374891e0ab78bfee8a7b871f2",
"recordedAt": "2026-07-13T00:00:00.000Z"
},
"inputPin": {
"kind": "fixed-plan",
"planDoc": "sha256:b2f537d46f63616271a0dba07ea6ef81ccd9010184c76797127965f28dc4dcb7"
}
}
],
"records": {
"choppy-1101-strict": {
"entryId": "choppy-1101-strict",
"sessionId": "fa4d371afafa771baa89aef0fce43086cc45b23537847fea3b4348c5bdb1949a",
"blotter": {
"sessionId": "fa4d371afafa771baa89aef0fce43086cc45b23537847fea3b4348c5bdb1949a",
"orders": [],
"fills": [],
"positions": [],
"settlement": {
"realized": -64,
"asset": "usd",
"settledAt": "2026-03-02T14:29:30.000Z"
},
"totals": {
"floor": -64,
"expected": -64,
"headline": {
"channel": "floor",
"usd": -64,
"gate": {
"qualified": false,
"reasons": [
"sampled channel off (no fillSeed) — nothing to qualify (fail-closed, ADR-0016 §5)",
"no sampled-channel qualification on record — calibration + causality + fidelity study not passed (kestrel-9gu.8.6; 9gu.8 AC#7, fail-closed)"
]
},
"tainted": false,
"reasons": []
},
"settle_mark": {
"stale": false,
"source": "market",
"mark_uncertain": false,
"note": null
}
},
"fill_claim": [
{
"support": "calibrated",
"expected": -64,
"gain": 0,
"loss": -64
},
{
"support": "extrapolated",
"expected": 0,
"gain": 0,
"loss": 0
}
]
},
"grade": {
"subjectSessionId": "fa4d371afafa771baa89aef0fce43086cc45b23537847fea3b4348c5bdb1949a",
"metrics": {
"realized_pnl": -64,
"fill_rate": 0,
"order_count": 0,
"fill_count": 0,
"position_count": 0,
"gross_traded_qty": 0,
"filled_notional": 0,
"realized_floor_usd": -64,
"expected_usd": -64,
"bankable_ev": -64
}
},
"tipHash": "6fc299ea0282833e2d9cc468c60bf3296d2bc0b557db8ae30113027cbd8c1bab",
"conformanceRoot": "6b523f157a0810ae97375e2a913906899e04f4f74f79157054d16829079f35d1",
"artifacts": [
"sha256:6b523f157a0810ae97375e2a913906899e04f4f74f79157054d16829079f35d1",
"blotter:fa4d371afafa771baa89aef0fce43086cc45b23537847fea3b4348c5bdb1949a"
],
"entries": [
{
"kind": "turn",
"sessionId": "fa4d371afafa771baa89aef0fce43086cc45b23537847fea3b4348c5bdb1949a",
"ordinal": -1,
"parentHash": "fa4d371afafa771baa89aef0fce43086cc45b23537847fea3b4348c5bdb1949a",
"frameRoot": "139efcfc67d42f084776dd00aa55510ecdfd17541833754e540391eb0efc146e",
"authoredSha256": "b2f537d46f63616271a0dba07ea6ef81ccd9010184c76797127965f28dc4dcb7",
"body": {
"kind": "authored",
"bytes": "PLAN atm-rider budget 0.5R ttl +60m\n WHEN phase open\n DO buy 1 atm C @ lean(bid, fair, 0.5)"
},
"entryHash": "9744b21f02eabf25b22da51306fa9d3356901fcfe34ba6b0221551ecd997ef1b"
},
{
"kind": "turn",
"sessionId": "fa4d371afafa771baa89aef0fce43086cc45b23537847fea3b4348c5bdb1949a",
"ordinal": 0,
"parentHash": "9744b21f02eabf25b22da51306fa9d3356901fcfe34ba6b0221551ecd997ef1b",
"frameRoot": "638b959e1b2785f7dafb4536652ac584feee54bc0f424cd83b0873c8feb211a1",
"authoredSha256": "e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855",
"body": {
"kind": "authored",
"bytes": ""
},
"entryHash": "5b8ae8b0420ee1e069245e1aa7a687f3ba0c5f4cf5ffd80841204462d897a9bf"
},
{
"kind": "turn",
"sessionId": "fa4d371afafa771baa89aef0fce43086cc45b23537847fea3b4348c5bdb1949a",
"ordinal": 1,
"parentHash": "5b8ae8b0420ee1e069245e1aa7a687f3ba0c5f4cf5ffd80841204462d897a9bf",
"frameRoot": "a489625546f2ddabaaab78ef3a25a6b7f3b0c0e7418c60a0943c5bfd1626a852",
"authoredSha256": "e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855",
"body": {
"kind": "authored",
"bytes": ""
},
"entryHash": "6fc299ea0282833e2d9cc468c60bf3296d2bc0b557db8ae30113027cbd8c1bab"
}
],
"frames": [
{
"timeToCloseMin": 60,
"phase": "pre",
"clockET": "08:30",
"instruments": [
{
"symbol": "QQQ",
"assetClass": "option-underlier",
"role": "signal"
}
],
"market": {
"instrument": "QQQ",
"levels": {
"spot": 100,
"spotStaleSeconds": 0,
"priorClose": null,
"hod": null,
"lod": null,
"vwap": null,
"orHigh": null,
"orLow": null
},
"tape": [],
"tapeBucketMin": 1,
"chain": [
{
"strike": 92,
"right": "C",
"bid": 8.4,
"ask": 8.65,
"fair": 8.51999108866734,
"fairNote": "b76 nLiq=17"
},
{
"strike": 92,
"right": "P",
"bid": 0.49,
"ask": 0.55,
"fair": 0.5249910886673383,
"fairNote": "b76 nLiq=17"
},
{
"strike": 93,
"right": "C",
"bid": 7.46,
"ask": 7.67,
"fair": 7.562498087306096,
"fairNote": "b76 nLiq=17"
},
{
"strike": 93,
"right": "P",
"bid": 0.54,
"ask": 0.59,
"fair": 0.5674980873060829,
"fairNote": "b76 nLiq=17"
},
{
"strike": 94,
"right": "C",
"bid": 6.51,
"ask": 6.69,
"fair": 6.597498343879366,
"fairNote": "b76 nLiq=17"
},
{
"strike": 94,
"right": "P",
"bid": 0.57,
"ask": 0.63,
"fair": 0.6024983438793754,
"fairNote": "b76 nLiq=17"
},
{
"strike": 95,
"right": "C",
"bid": 5.56,
"ask": 5.71,
"fair": 5.632498591568151,
"fairNote": "b76 nLiq=17"
},
{
"strike": 95,
"right": "P",
"bid": 0.61,
"ask": 0.66,
"fair": 0.637498591568157,
"fairNote": "b76 nLiq=17"
},
{
"strike": 96,
"right": "C",
"bid": 4.61,
"ask": 4.72,
"fair": 4.6624988254432225,
"fairNote": "b76 nLiq=17"
},
{
"strike": 96,
"right": "P",
"bid": 0.64,
"ask": 0.69,
"fair": 0.6674988254432357,
"fairNote": "b76 nLiq=17"
},
{
"strike": 97,
"right": "C",
"bid": 3.64,
"ask": 3.73,
"fair": 3.682499053027499,
"fairNote": "b76 nLiq=17"
},
{
"strike": 97,
"right": "P",
"bid": 0.66,
"ask": 0.71,
"fair": 0.6874990530275014,
"fairNote": "b76 nLiq=17"
},
{
"strike": 98,
"right": "C",
"bid": 2.68,
"ask": 2.74,
"fair": 2.7099999999992974,
"fairNote": "b76 nLiq=17"
},
{
"strike": 98,
"right": "P",
"bid": null,
"ask": null,
"fair": 0.7149999999992893,
"fairNote": "b76 nLiq=17"
},
{
"strike": 99,
"right": "C",
"bid": 1.69,
"ask": 1.74,
"fair": 1.7150000000007353,
"fairNote": "b76 nLiq=17"
},
{
"strike": 99,
"right": "P",
"bid": 0.7,
"ask": 0.74,
"fair": 0.7200000000007236,
"fairNote": "b76 nLiq=17"
},
{
"strike": 100,
"right": "C",
"bid": 0.7,
"ask": null,
"fair": 0.7150000000004013,
"fairNote": "b76 nLiq=17"
},
{
"strike": 100,
"right": "P",
"bid": 0.7,
"ask": 0.74,
"fair": 0.7200000000003968,
"fairNote": "b76 nLiq=17"
},
{
"strike": 101,
"right": "C",
"bid": 0.7,
"ask": 0.74,
"fair": 0.7174996504407005,
"fairNote": "b76 nLiq=17"
},
{
"strike": 101,
"right": "P",
"bid": 1.7,
"ask": 1.74,
"fair": 1.722499650440696,
"fairNote": "b76 nLiq=17"
},
{
"strike": 102,
"right": "C",
"bid": 0.68,
"ask": 0.73,
"fair": 0.7049999999992735,
"fairNote": "b76 nLiq=17"
},
{
"strike": 102,
"right": "P",
"bid": 2.68,
"ask": 2.74,
"fair": 2.709999999999269,
"fairNote": "b76 nLiq=17"
},
{
"strike": 103,
"right": "C",
"bid": 0.66,
"ask": 0.71,
"fair": 0.6850000000006382,
"fairNote": "b76 nLiq=17"
},
{
"strike": 103,
"right": "P",
"bid": 3.65,
"ask": 3.73,
"fair": 3.690000000000637,
"fairNote": "b76 nLiq=17"
},
{
"strike": 104,
"right": "C",
"bid": null,
"ask": null,
"fair": 0.6600000000004904,
"fairNote": "b76 nLiq=17"
},
{
"strike": 104,
"right": "P",
"bid": 4.61,
"ask": 4.72,
"fair": 4.665000000000489,
"fairNote": "b76 nLiq=17"
},
{
"strike": 105,
"right": "C",
"bid": 0.61,
"ask": 0.66,
"fair": 0.6324985736705351,
"fairNote": "b76 nLiq=17"
},
{
"strike": 105,
"right": "P",
"bid": 5.56,
"ask": 5.71,
"fair": 5.637498573670527,
"fairNote": "b76 nLiq=17"
},
{
"strike": 106,
"right": "C",
"bid": 0.57,
"ask": 0.63,
"fair": 0.5974983228318536,
"fairNote": "b76 nLiq=17"
},
{
"strike": 106,
"right": "P",
"bid": 6.51,
"ask": 6.69,
"fair": 6.602498322831849,
"fairNote": "b76 nLiq=17"
},
{
"strike": 107,
"right": "C",
"bid": 0.54,
"ask": 0.59,
"fair": 0.5624980625810458,
"fairNote": "b76 nLiq=17"
},
{
"strike": 107,
"right": "P",
"bid": 7.46,
"ask": 7.67,
"fair": 7.567498062581038,
"fairNote": "b76 nLiq=17"
},
{
"strike": 108,
"right": "C",
"bid": 0.49,
"ask": 0.55,
"fair": 0.520000000000767,
"fairNote": "b76 nLiq=17"
},
{
"strike": 108,
"right": "P",
"bid": 8.4,
"ask": 8.65,
"fair": 8.525000000000759,
"fairNote": "b76 nLiq=17"
}
],
"chainDte": 0
},
"kernel": {
"positions": [],
"resting": [],
"fillsSinceLast": [],
"budget": {
"used": 0,
"remaining": 10000,
"total": 10000
},
"plans": []
}
},
{
"wakeIndex": 0,
"minutesSinceLast": 20,
"timeToCloseMin": 40,
"phase": "regular",
"clockET": "08:50",
"wakeReason": "0850",
"market": {
"instrument": "QQQ",
"levels": {
"spot": 99.79,
"spotStaleSeconds": 30,
"priorClose": null,
"hod": 100.1,
"lod": 99.78,
"vwap": 99.96974358974359,
"orHigh": 100.1,
"orLow": 99.94
},
"tape": [
{
"clock": "08:30",
"open": 100,
"high": 100,
"low": 100,
"close": 100
},
{
"clock": "08:30",
"open": 100,
"high": 100,
"low": 100,
"close": 100
},
{
"clock": "08:30",
"open": 100,
"high": 100,
"low": 100,
"close": 100
},
{
"clock": "08:30",
"open": 100,
"high": 100,
"low": 100,
"close": 100
},
{
"clock": "08:31",
"open": 100.04,
"high": 100.04,
"low": 100.04,
"close": 100.04
},
{
"clock": "08:31",
"open": 100.04,
"high": 100.04,
"low": 100.04,
"close": 100.04
},
{
"clock": "08:31",
"open": 100,
"high": 100,
"low": 100,
"close": 100
},
{
"clock": "08:31",
"open": 100,
"high": 100,
"low": 100,
"close": 100
},
{
"clock": "08:32",
"open": 100.03,
"high": 100.03,
"low": 100.03,
"close": 100.03
},
{
"clock": "08:32",
"open": 100.03,
"high": 100.03,
"low": 100.03,
"close": 100.03
},
{
"clock": "08:32",
"open": 99.99,
"high": 99.99,
"low": 99.99,
"close": 99.99
},
{
"clock": "08:32",
"open": 99.99,
"high": 99.99,
"low": 99.99,
"close": 99.99
},
{
"clock": "08:33",
"open": 99.94,
"high": 99.94,
"low": 99.94,
"close": 99.94
},
{
"clock": "08:33",
"open": 99.94,
"high": 99.94,
"low": 99.94,
"close": 99.94
},
{
"clock": "08:33",
"open": 100.05,
"high": 100.05,
"low": 100.05,
"close": 100.05
},
{
"clock": "08:33",
"open": 100.05,
"high": 100.05,
"low": 100.05,
"close": 100.05
},
{
"clock": "08:34",
"open": 100.1,
"high": 100.1,
"low": 100.1,
"close": 100.1
},
{
"clock": "08:34",
"open": 100.1,
"high": 100.1,
"low": 100.1,
"close": 100.1
},
{
"clock": "08:34",
"open": 100.02,
"high": 100.02,
"low": 100.02,
"close": 100.02
},
{
"clock": "08:34",
"open": 100.02,
"high": 100.02,
"low": 100.02,
"close": 100.02
},
{
"clock": "08:35",
"open": 100.05,
"high": 100.05,
"low": 100.05,
"close": 100.05
},
{
"clock": "08:35",
"open": 100.05,
"high": 100.05,
"low": 100.05,
"close": 100.05
},
{
"clock": "08:35",
"open": 100.05,
"high": 100.05,
"low": 100.05,
"close": 100.05
},
{
"clock": "08:35",
"open": 100.05,
"high": 100.05,
"low": 100.05,
"close": 100.05
},
{
"clock": "08:36",
"open": 100.01,
"high": 100.01,
"low": 100.01,
"close": 100.01
},
{
"clock": "08:36",
"open": 100.01,
"high": 100.01,
"low": 100.01,
"close": 100.01
},
{
"clock": "08:36",
"open": 100.07,
"high": 100.07,
"low": 100.07,
"close": 100.07
},
{
"clock": "08:36",
"open": 100.07,
"high": 100.07,
"low": 100.07,
"close": 100.07
},
{
"clock": "08:37",
"open": 100.09,
"high": 100.09,
"low": 100.09,
"close": 100.09
},
{
"clock": "08:37",
"open": 100.09,
"high": 100.09,
"low": 100.09,
"close": 100.09
},
{
"clock": "08:37",
"open": 100.01,
"high": 100.01,
"low": 100.01,
"close": 100.01
},
{
"clock": "08:37",
"open": 100.01,
"high": 100.01,
"low": 100.01,
"close": 100.01
},
{
"clock": "08:38",
"open": 99.92,
"high": 99.92,
"low": 99.92,
"close": 99.92
},
{
"clock": "08:38",
"open": 99.92,
"high": 99.92,
"low": 99.92,
"close": 99.92
},
{
"clock": "08:38",
"open": 99.89,
"high": 99.89,
"low": 99.89,
"close": 99.89
},
{
"clock": "08:38",
"open": 99.89,
"high": 99.89,
"low": 99.89,
"close": 99.89
},
{
"clock": "08:39",
"open": 99.94,
"high": 99.94,
"low": 99.94,
"close": 99.94
},
{
"clock": "08:39",
"open": 99.94,
"high": 99.94,
"low": 99.94,
"close": 99.94
},
{
"clock": "08:39",
"open": 100,
"high": 100,
"low": 100,
"close": 100
},
{
"clock": "08:39",
"open": 100,
"high": 100,
"low": 100,
"close": 100
},
{
"clock": "08:40",
"open": 100.03,
"high": 100.03,
"low": 100.03,
"close": 100.03
},
{
"clock": "08:40",
"open": 100.03,
"high": 100.03,
"low": 100.03,
"close": 100.03
},
{
"clock": "08:40",
"open": 100.02,
"high": 100.02,
"low": 100.02,
"close": 100.02
},
{
"clock": "08:40",
"open": 100.02,
"high": 100.02,
"low": 100.02,
"close": 100.02
},
{
"clock": "08:41",
"open": 100.04,
"high": 100.04,
"low": 100.04,
"close": 100.04
},
{
"clock": "08:41",
"open": 100.04,
"high": 100.04,
"low": 100.04,
"close": 100.04
},
{
"clock": "08:41",
"open": 99.98,
"high": 99.98,
"low": 99.98,
"close": 99.98
},
{
"clock": "08:41",
"open": 99.98,
"high": 99.98,
"low": 99.98,
"close": 99.98
},
{
"clock": "08:42",
"open": 99.9,
"high": 99.9,
"low": 99.9,
"close": 99.9
},
{
"clock": "08:42",
"open": 99.9,
"high": 99.9,
"low": 99.9,
"close": 99.9
},
{
"clock": "08:42",
"open": 99.94,
"high": 99.94,
"low": 99.94,
"close": 99.94
},
{
"clock": "08:42",
"open": 99.94,
"high": 99.94,
"low": 99.94,
"close": 99.94
},
{
"clock": "08:43",
"open": 100.02,
"high": 100.02,
"low": 100.02,
"close": 100.02
},
{
"clock": "08:43",
"open": 100.02,
"high": 100.02,
"low": 100.02,
"close": 100.02
},
{
"clock": "08:43",
"open": 99.91,
"high": 99.91,
"low": 99.91,
"close": 99.91
},
{
"clock": "08:43",
"open": 99.91,
"high": 99.91,
"low": 99.91,
"close": 99.91
},
{
"clock": "08:44",
"open": 99.89,
"high": 99.89,
"low": 99.89,
"close": 99.89
},
{
"clock": "08:44",
"open": 99.89,
"high": 99.89,
"low": 99.89,
"close": 99.89
},
{
"clock": "08:44",
"open": 99.9,
"high": 99.9,
"low": 99.9,
"close": 99.9
},
{
"clock": "08:44",
"open": 99.9,
"high": 99.9,
"low": 99.9,
"close": 99.9
},
{
"clock": "08:45",
"open": 99.9,
"high": 99.9,
"low": 99.9,
"close": 99.9
},
{
"clock": "08:45",
"open": 99.9,
"high": 99.9,
"low": 99.9,
"close": 99.9
},
{
"clock": "08:45",
"open": 99.93,
"high": 99.93,
"low": 99.93,
"close": 99.93
},
{
"clock": "08:45",
"open": 99.93,
"high": 99.93,
"low": 99.93,
"close": 99.93
},
{
"clock": "08:46",
"open": 99.95,
"high": 99.95,
"low": 99.95,
"close": 99.95
},
{
"clock": "08:46",
"open": 99.95,
"high": 99.95,
"low": 99.95,
"close": 99.95
},
{
"clock": "08:46",
"open": 99.93,
"high": 99.93,
"low": 99.93,
"close": 99.93
},
{
"clock": "08:46",
"open": 99.93,
"high": 99.93,
"low": 99.93,
"close": 99.93
},
{
"clock": "08:47",
"open": 99.94,
"high": 99.94,
"low": 99.94,
"close": 99.94
},
{
"clock": "08:47",
"open": 99.94,
"high": 99.94,
"low": 99.94,
"close": 99.94
},
{
"clock": "08:47",
"open": 99.95,
"high": 99.95,
"low": 99.95,
"close": 99.95
},
{
"clock": "08:47",
"open": 99.95,
"high": 99.95,
"low": 99.95,
"close": 99.95
},
{
"clock": "08:48",
"open": 99.83,
"high": 99.83,
"low": 99.83,
"close": 99.83
},
{
"clock": "08:48",
"open": 99.83,
"high": 99.83,
"low": 99.83,
"close": 99.83
},
{
"clock": "08:48",
"open": 99.78,
"high": 99.78,
"low": 99.78,
"close": 99.78
},
{
"clock": "08:48",
"open": 99.78,
"high": 99.78,
"low": 99.78,
"close": 99.78
},
{
"clock": "08:49",
"open": 99.78,
"high": 99.78,
"low": 99.78,
"close": 99.78
},
{
"clock": "08:49",
"open": 99.78,
"high": 99.78,
"low": 99.78,
"close": 99.78
},
{
"clock": "08:49",
"open": 99.79,
"high": 99.79,
"low": 99.79,
"close": 99.79
},
{
"clock": "08:49",
"open": 99.79,
"high": 99.79,
"low": 99.79,
"close": 99.79
}
],
"tapeBucketMin": 1,
"chain": [
{
"strike": 92,
"right": "C",
"bid": 8.11,
"ask": 8.34,
"fair": 8.22500000000042,
"fairNote": "b76 nLiq=17"
},
{
"strike": 92,
"right": "P",
"bid": 0.41,
"ask": 0.46,
"fair": 0.4350000000004144,
"fairNote": "b76 nLiq=17"
},
{
"strike": 93,
"right": "C",
"bid": 7.16,
"ask": 7.36,
"fair": 7.260000000000517,
"fairNote": "b76 nLiq=17"
},
{
"strike": 93,
"right": "P",
"bid": 0.44,
"ask": 0.5,
"fair": 0.47000000000051934,
"fairNote": "b76 nLiq=17"
},
{
"strike": 94,
"right": "C",
"bid": 6.2,
"ask": 6.37,
"fair": 6.287497864268204,
"fairNote": "b76 nLiq=17"
},
{
"strike": 94,
"right": "P",
"bid": 0.47,
"ask": 0.53,
"fair": 0.49749786426819576,
"fairNote": "b76 nLiq=17"
},
{
"strike": 95,
"right": "C",
"bid": 5.25,
"ask": 5.38,
"fair": 5.314999999999301,
"fairNote": "b76 nLiq=17"
},
{
"strike": 95,
"right": "P",
"bid": 0.5,
"ask": 0.55,
"fair": 0.5249999999993058,
"fairNote": "b76 nLiq=17"
},
{
"strike": 96,
"right": "C",
"bid": 4.28,
"ask": 4.39,
"fair": 4.3350000000005195,
"fairNote": "b76 nLiq=17"
},
{
"strike": 96,
"right": "P",
"bid": 0.52,
"ask": 0.57,
"fair": 0.5450000000005097,
"fairNote": "b76 nLiq=17"
},
{
"strike": 97,
"right": "C",
"bid": 3.32,
"ask": 3.4,
"fair": 3.357498763822491,
"fairNote": "b76 nLiq=17"
},
{
"strike": 97,
"right": "P",
"bid": 0.54,
"ask": 0.59,
"fair": 0.5674987638224671,
"fairNote": "b76 nLiq=17"
},
{
"strike": 98,
"right": "C",
"bid": 2.34,
"ask": 2.4,
"fair": 2.3699999999997914,
"fairNote": "b76 nLiq=17"
},
{
"strike": 98,
"right": "P",
"bid": 0.56,
"ask": 0.6,
"fair": 0.5799999999997745,
"fairNote": "b76 nLiq=17"
},
{
"strike": 99,
"right": "C",
"bid": 1.36,
"ask": 1.4,
"fair": 1.3799999999990291,
"fairNote": "b76 nLiq=17"
},
{
"strike": 99,
"right": "P",
"bid": 0.57,
"ask": 0.61,
"fair": 0.5899999999990158,
"fairNote": "b76 nLiq=17"
},
{
"strike": 100,
"right": "C",
"bid": 0.57,
"ask": 0.61,
"fair": 0.5899999999999821,
"fairNote": "b76 nLiq=17"
},
{
"strike": 100,
"right": "P",
"bid": 0.78,
"ask": 0.82,
"fair": 0.799999999999983,
"fairNote": "b76 nLiq=17"
},
{
"strike": 101,
"right": "C",
"bid": 0.56,
"ask": 0.61,
"fair": 0.5874993750128112,
"fairNote": "b76 nLiq=17"
},
{
"strike": 101,
"right": "P",
"bid": 1.78,
"ask": 1.82,
"fair": 1.797499375012805,
"fairNote": "b76 nLiq=17"
},
{
"strike": 102,
"right": "C",
"bid": 0.55,
"ask": 0.6,
"fair": 0.577498963929532,
"fairNote": "b76 nLiq=17"
},
{
"strike": 102,
"right": "P",
"bid": 2.76,
"ask": 2.82,
"fair": 2.7874989639295222,
"fairNote": "b76 nLiq=17"
},
{
"strike": 103,
"right": "C",
"bid": 0.54,
"ask": 0.58,
"fair": 0.5624986413762265,
"fairNote": "b76 nLiq=17"
},
{
"strike": 103,
"right": "P",
"bid": 3.73,
"ask": 3.82,
"fair": 3.7724986413762167,
"fairNote": "b76 nLiq=17"
},
{
"strike": 104,
"right": "C",
"bid": 0.52,
"ask": null,
"fair": 0.5399999999995693,
"fairNote": "b76 nLiq=17"
},
{
"strike": 104,
"right": "P",
"bid": 4.69,
"ask": 4.81,
"fair": 4.7499999999995595,
"fairNote": "b76 nLiq=17"
},
{
"strike": 105,
"right": "C",
"bid": 0.49,
"ask": 0.54,
"fair": 0.515000000000466,
"fairNote": "b76 nLiq=17"
},
{
"strike": 105,
"right": "P",
"bid": 5.65,
"ask": 5.8,
"fair": 5.7250000000004775,
"fairNote": "b76 nLiq=17"
},
{
"strike": 106,
"right": "C",
"bid": 0.46,
"ask": 0.51,
"fair": 0.4874977452381959,
"fairNote": "b76 nLiq=17"
},
{
"strike": 106,
"right": "P",
"bid": 6.61,
"ask": 6.79,
"fair": 6.697497745238181,
"fairNote": "b76 nLiq=17"
},
{
"strike": 107,
"right": "C",
"bid": 0.43,
"ask": 0.48,
"fair": 0.45749741321631454,
"fairNote": "b76 nLiq=17"
},
{
"strike": 107,
"right": "P",
"bid": 7.56,
"ask": 7.78,
"fair": 7.66749741321631,
"fairNote": "b76 nLiq=17"
},
{
"strike": 108,
"right": "C",
"bid": 0.39,
"ask": 0.45,
"fair": 0.4199999999999342,
"fairNote": "b76 nLiq=17"
},
{
"strike": 108,
"right": "P",
"bid": 8.51,
"ask": null,
"fair": 8.629999999999939,
"fairNote": "b76 nLiq=17"
}
],
"chainDte": 0
},
"kernel": {
"positions": [
{
"instrument": "QQQ",
"strike": 100,
"right": "C",
"qty": 1,
"basis": 0.7,
"plan": "atm-rider",
"unrealUsd": -70
}
],
"resting": [],
"fillsSinceLast": [
{
"side": "buy",
"instrument": "QQQ",
"strike": 100,
"right": "C",
"qty": 1,
"px": 0.7,
"clock": "08:33",
"plan": "atm-rider"
}
],
"budget": {
"used": 70,
"remaining": 9930,
"total": 10000
},
"plans": [
{
"name": "atm-rider",
"state": "managing"
}
],
"wake": {
"reason": "0850",
"severity": "routine",
"deadline": 40
},
"dataHealth": [
{
"instrument": "QQQ",
"bidPresentRate": 1,
"twoSided": false,
"staleS": 30,
"dark": false
}
],
"unavailable": [
"macro calendar"
],
"budgetEnvelope": {
"remainingR": 0.993,
"planEnvelope": 1,
"bookEnvelope": 1,
"ownerEnvelope": 1,
"sizing": {
"instrument": "QQQ",
"unit": "contracts",
"basisPerUnit": null,
"maxUnits": null,
"remainingUsd": 9930,
"note": "option basis = premium × mult (ADR-0017); size ≤ remaining/(premium × mult)"
}
},
"ownerActs": [],
"engineLog": [
{
"id": "o1",
"kind": "fired",
"asofSeq": 4
}
],
"claims": []
},
"armedPlan": {
"plans": [
{
"name": "atm-rider",
"when": "phase open",
"entries": [
"DO buy 1 atm C @ lean(bid, fair, 0.5)"
],
"sizeEnvelope": "0.5R"
}
]
},
"wakeOrdinal": 0,
"wakeSource": "seed",
"wakeSourceOrdinal": 0,
"severity": "routine",
"deadline": {
"minutesToClose": 40,
"minutesToNextWake": 20
},
"dataHealth": {
"asOfClockET": "08:50",
"stale": [],
"unavailable": []
},
"attention": {
"wakesRemaining": null,
"coalesced": 0
}
},
{
"wakeIndex": 1,
"minutesSinceLast": 20,
"timeToCloseMin": 20,
"phase": "regular",
"clockET": "09:10",
"wakeReason": "0910",
"market": {
"instrument": "QQQ",
"levels": {
"spot": 100.27,
"spotStaleSeconds": 30,
"priorClose": null,
"hod": 100.27,
"lod": 99.59,
"vwap": 99.92037974683544,
"orHigh": 100.1,
"orLow": 99.94
},
"tape": [
{
"clock": "08:50",
"open": 99.81,
"high": 99.81,
"low": 99.81,
"close": 99.81
},
{
"clock": "08:50",
"open": 99.81,
"high": 99.81,
"low": 99.81,
"close": 99.81
},
{
"clock": "08:50",
"open": 99.7,
"high": 99.7,
"low": 99.7,
"close": 99.7
},
{
"clock": "08:50",
"open": 99.7,
"high": 99.7,
"low": 99.7,
"close": 99.7
},
{
"clock": "08:51",
"open": 99.69,
"high": 99.69,
"low": 99.69,
"close": 99.69
},
{
"clock": "08:51",
"open": 99.69,
"high": 99.69,
"low": 99.69,
"close": 99.69
},
{
"clock": "08:51",
"open": 99.63,
"high": 99.63,
"low": 99.63,
"close": 99.63
},
{
"clock": "08:51",
"open": 99.63,
"high": 99.63,
"low": 99.63,
"close": 99.63
},
{
"clock": "08:52",
"open": 99.62,
"high": 99.62,
"low": 99.62,
"close": 99.62
},
{
"clock": "08:52",
"open": 99.62,
"high": 99.62,
"low": 99.62,
"close": 99.62
},
{
"clock": "08:52",
"open": 99.59,
"high": 99.59,
"low": 99.59,
"close": 99.59
},
{
"clock": "08:52",
"open": 99.59,
"high": 99.59,
"low": 99.59,
"close": 99.59
},
{
"clock": "08:53",
"open": 99.64,
"high": 99.64,
"low": 99.64,
"close": 99.64
},
{
"clock": "08:53",
"open": 99.64,
"high": 99.64,
"low": 99.64,
"close": 99.64
},
{
"clock": "08:53",
"open": 99.7,
"high": 99.7,
"low": 99.7,
"close": 99.7
},
{
"clock": "08:53",
"open": 99.7,
"high": 99.7,
"low": 99.7,
"close": 99.7
},
{
"clock": "08:54",
"open": 99.68,
"high": 99.68,
"low": 99.68,
"close": 99.68
},
{
"clock": "08:54",
"open": 99.68,
"high": 99.68,
"low": 99.68,
"close": 99.68
},
{
"clock": "08:54",
"open": 99.72,
"high": 99.72,
"low": 99.72,
"close": 99.72
},
{
"clock": "08:54",
"open": 99.72,
"high": 99.72,
"low": 99.72,
"close": 99.72
},
{
"clock": "08:55",
"open": 99.73,
"high": 99.73,
"low": 99.73,
"close": 99.73
},
{
"clock": "08:55",
"open": 99.73,
"high": 99.73,
"low": 99.73,
"close": 99.73
},
{
"clock": "08:55",
"open": 99.74,
"high": 99.74,
"low": 99.74,
"close": 99.74
},
{
"clock": "08:55",
"open": 99.74,
"high": 99.74,
"low": 99.74,
"close": 99.74
},
{
"clock": "08:56",
"open": 99.78,
"high": 99.78,
"low": 99.78,
"close": 99.78
},
{
"clock": "08:56",
"open": 99.78,
"high": 99.78,
"low": 99.78,
"close": 99.78
},
{
"clock": "08:56",
"open": 99.81,
"high": 99.81,
"low": 99.81,
"close": 99.81
},
{
"clock": "08:56",
"open": 99.81,
"high": 99.81,
"low": 99.81,
"close": 99.81
},
{
"clock": "08:57",
"open": 99.74,
"high": 99.74,
"low": 99.74,
"close": 99.74
},
{
"clock": "08:57",
"open": 99.74,
"high": 99.74,
"low": 99.74,
"close": 99.74
},
{
"clock": "08:57",
"open": 99.78,
"high": 99.78,
"low": 99.78,
"close": 99.78
},
{
"clock": "08:57",
"open": 99.78,