kestrel.markets
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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.
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{
"wakeIndex": 3,
"minutesSinceLast": 41,
"timeToCloseMin": 51,
"phase": "regular",
"clockET": "14:05",
"wakeReason": "chase filled — manage the long call into the close",
"market": {
"instrument": "SPY",
"levels": { "spot": 519.4, "priorClose": 498.3, "hod": 521.9, "lod": 491.5, "vwap": 505.2 },
"tapeBucketMin": 5,
"tape": [
{ "clock": "13:44", "open": 520.8, "high": 521.2, "low": 519.9, "close": 520.1 },
{ "clock": "13:49", "open": 520.1, "high": 520.4, "low": 518.6, "close": 518.9 },
{ "clock": "13:54", "open": 518.9, "high": 519.7, "low": 518.2, "close": 519.5 },
{ "clock": "13:59", "open": 519.5, "high": 520.0, "low": 518.8, "close": 519.0 },
{ "clock": "14:04", "open": 519.0, "high": 519.8, "low": 519.0, "close": 519.4 }
],
"chain": [
{ "strike": 520, "right": "C", "bid": 1.55, "ask": 1.9, "fair": 1.71, "fairNote": "b76 nLiq=5" }
]
},
"kernel": {
"positions": [
{ "instrument": "SPY", "strike": 520, "right": "C", "qty": 1, "basis": 1.84, "fair": 1.71, "plan": "chase" }
],
"resting": [
{
"ref": "r1",
"side": "sell",
"instrument": "SPY",
"strike": 520,
"right": "C",
"qty": 1,
"px": 3.1,
"note": "cap fair,0.73",
"plan": "chase"
}
],
"fillsSinceLast": [
{ "side": "buy", "instrument": "SPY", "strike": 520, "right": "C", "qty": 1, "px": 1.84, "clock": "13:26", "plan": "chase" }
],
"budget": { "used": 184, "remaining": 816, "total": 1000 },
"plans": [
{ "name": "chase", "state": "managing", "note": "filled @ 1.84 — resting exit working" }
]
}
}