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.
31 lines (30 loc) • 1.11 kB
JSON
{
"timeToCloseMin": 92,
"phase": "regular",
"clockET": "13:24",
"instruments": [
{ "symbol": "SPY", "assetClass": "index", "role": "signal", "multiplier": 100, "tick": 0.05 }
],
"market": {
"instrument": "SPY",
"levels": { "spot": 520.8, "priorClose": 498.3, "hod": 521.9, "lod": 491.5, "vwap": 499.1 },
"tapeBucketMin": 5,
"tape": [
{ "clock": "13:04", "open": 506.4, "high": 507.0, "low": 505.9, "close": 506.6 },
{ "clock": "13:09", "open": 506.6, "high": 507.8, "low": 506.5, "close": 507.6 },
{ "clock": "13:14", "open": 507.6, "high": 509.9, "low": 507.4, "close": 509.7 },
{ "clock": "13:19", "open": 509.7, "high": 519.1, "low": 509.6, "close": 518.9 },
{ "clock": "13:24", "open": 518.9, "high": 521.9, "low": 518.7, "close": 520.8 }
],
"chain": [
{ "strike": 520, "right": "C", "bid": 1.7, "ask": 2.05, "fair": 1.84, "fairNote": "b76 nLiq=6" }
]
},
"kernel": {
"positions": [],
"resting": [],
"fillsSinceLast": [],
"budget": { "used": 0, "remaining": 1000, "total": 1000 },
"plans": []
}
}