t2-sentiment-agent

A Market Sentiment Agent for Bitget AI Base Camp S2, Track 2. Qwen decides; a risk kernel that can only reduce gates every order; Bitget's Agent Hub places paper orders on UTA Demo.

PAPER

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Protective ruling card

Card
prot-f0289e054e630bdb8d85eee46c2519a6
At
2026-09-28 09:20 UTC
Decision id
—
Ruling id
f0289e054e630bdb8d85eee46c2519a69da648bdd34a516a7c8047ffe5a47ab4
Outcome
—
Raw JSON
prot-f0289e054e630bdb8d85eee46c2519a6.json

What the risk kernel ruled

It can only shrink, refuse or close.

Ruling
f0289e054e630bdb8d85eee46c2519a69da648bdd34a516a7c8047ffe5a47ab4
At
2026-09-28 09:20 UTC
Answers
protective: venue_integrity
Breaker
active → active
Guards applied
G1_venue_integrity, G2_weekend_freeze, G5_daily_kill, G10_breaker
instrumentheldaskedapprovedset by
METAUSDT+2.47%hold0 (flat)G1_venue_integrity
MSTRUSDT+2.45%hold+2.45%as asked

Book-level guards

guardstatusceilingreason
G5 daily killpassed—
day return within the -1.5% kill
basis and inputs

Envelope simulation uses a -1.5% daily kill (envelope_clean.py)

{
 "day_open_equity": "49985.20616429",
 "day_return": -0.0007146020120952994,
 "equity": "49949.48663539",
 "kill_at": -0.015
}
G10 breakerpassed—
breaker active; snapshot and quote fresh
basis and inputs

2.5% is past the worst no-edge 72h drawdown (-2.48%, envelope_clean.json); losing-streak and staleness rules ported from ARGUS risk/circuit.py (MIT); a model outage never leads to a deterministic trade (DESIGN.md §9.5); policy v2 (run2-a5): the losing-streak trip lapses, since a flat book in reduce-only could never close the winner that clears it; policy v2 (run2-a6): a flatten is itself a taker trade on every leg

{
 "book_demands": "active",
 "book_trips": "",
 "breaker_state": "active",
 "breaker_trips": "",
 "consecutive_losses": 0.0,
 "drawdown": -0.0007146020120952994,
 "effective": "active",
 "llm_outage": false
}

METAUSDT: every guard

guardstatusceilingreason
G1 venue integrityfiredexit
exit: Demo last 732.93 is 80.9 bps from live 727.05, beyond the measured p99 of 67.2 bps
basis and inputs

Demo flash prints (BTCUSDT Demo mark 65.6% from its index, 2026-06-29 00:00 UTC); excursion counts and p99 gaps in demo_integrity.json and fade_demo.json; weekend Demo index moves 0.1-1.5 bps/h vs 18-66 bps/h on weekdays (weekend_vol.json)

{
 "demo_index": "726.2345908184141455",
 "demo_index_move_bps_3h": 16.48339310861502,
 "demo_last": "732.93",
 "demo_live_gap_bps": 80.87476789766866,
 "demo_live_p99_bps": 67.2,
 "demo_mark": "726.14",
 "live_last": "727.05",
 "mark_index_gap": 0.0001302482966386226,
 "mark_index_limit": 0.03,
 "session_open": true,
 "stale_index_min_move_bps_3h": 2.0
}
G2 weekend freezepassed—
outside the weekend freeze and its buffers
basis and inputs

UTA Demo does not track these perps on weekends. Mostly it freezes: weekend mean |1H move| of the Demo index 0.1-1.5 bps against 5.6-29.1 bps live (weekend_vol.json); MSTR +204 bps live vs +5 bps Demo from Saturday 00:00 to 12:00 UTC on 2026-09-19. Sometimes it jumps on its own: AAPL +80 bps Demo vs +17 bps live on 2026-09-12 (fade_demo2.txt); policy v2 (run2-a4): a trade still open when the record is scored has no result, so the window closes them all

{
 "asset_class": "us_equity",
 "phase": "open"
}
G5 daily killpassed—
day return within the -1.5% kill
basis and inputs

Envelope simulation uses a -1.5% daily kill (envelope_clean.py)

{
 "day_open_equity": "49985.20616429",
 "day_return": -0.0007146020120952994,
 "equity": "49949.48663539",
 "kill_at": -0.015
}
G10 breakerpassed—
breaker active; snapshot and quote fresh
basis and inputs

2.5% is past the worst no-edge 72h drawdown (-2.48%, envelope_clean.json); losing-streak and staleness rules ported from ARGUS risk/circuit.py (MIT); a model outage never leads to a deterministic trade (DESIGN.md §9.5); policy v2 (run2-a5): the losing-streak trip lapses, since a flat book in reduce-only could never close the winner that clears it; policy v2 (run2-a6): a flatten is itself a taker trade on every leg

{
 "book_demands": "active",
 "book_trips": "",
 "breaker_state": "active",
 "breaker_trips": "",
 "consecutive_losses": 0.0,
 "drawdown": -0.0007146020120952994,
 "effective": "active",
 "llm_outage": false,
 "quote_age_seconds": 2.166954,
 "snapshot_age_seconds": 79.789962
}

MSTRUSDT: every guard

guardstatusceilingreason
G1 venue integritypassed—
Demo mark within the index limit, Demo-live gap within p99, Demo index moving
basis and inputs

Demo flash prints (BTCUSDT Demo mark 65.6% from its index, 2026-06-29 00:00 UTC); excursion counts and p99 gaps in demo_integrity.json and fade_demo.json; weekend Demo index moves 0.1-1.5 bps/h vs 18-66 bps/h on weekdays (weekend_vol.json)

{
 "demo_index": "154.735409228353953",
 "demo_index_move_bps_3h": 52.10790166484958,
 "demo_last": "157.35",
 "demo_live_gap_bps": 148.9938080495356,
 "demo_live_p99_bps": 316.2,
 "demo_mark": "154.69",
 "live_last": "155.04",
 "mark_index_gap": 0.0002934637170664628,
 "mark_index_limit": 0.03,
 "session_open": true,
 "stale_index_min_move_bps_3h": 2.0
}
G2 weekend freezepassed—
outside the weekend freeze and its buffers
basis and inputs

UTA Demo does not track these perps on weekends. Mostly it freezes: weekend mean |1H move| of the Demo index 0.1-1.5 bps against 5.6-29.1 bps live (weekend_vol.json); MSTR +204 bps live vs +5 bps Demo from Saturday 00:00 to 12:00 UTC on 2026-09-19. Sometimes it jumps on its own: AAPL +80 bps Demo vs +17 bps live on 2026-09-12 (fade_demo2.txt); policy v2 (run2-a4): a trade still open when the record is scored has no result, so the window closes them all

{
 "asset_class": "us_equity",
 "phase": "open"
}
G5 daily killpassed—
day return within the -1.5% kill
basis and inputs

Envelope simulation uses a -1.5% daily kill (envelope_clean.py)

{
 "day_open_equity": "49985.20616429",
 "day_return": -0.0007146020120952994,
 "equity": "49949.48663539",
 "kill_at": -0.015
}
G10 breakerpassed—
breaker active; snapshot and quote fresh
basis and inputs

2.5% is past the worst no-edge 72h drawdown (-2.48%, envelope_clean.json); losing-streak and staleness rules ported from ARGUS risk/circuit.py (MIT); a model outage never leads to a deterministic trade (DESIGN.md §9.5); policy v2 (run2-a5): the losing-streak trip lapses, since a flat book in reduce-only could never close the winner that clears it; policy v2 (run2-a6): a flatten is itself a taker trade on every leg

{
 "book_demands": "active",
 "book_trips": "",
 "breaker_state": "active",
 "breaker_trips": "",
 "consecutive_losses": 0.0,
 "drawdown": -0.0007146020120952994,
 "effective": "active",
 "llm_outage": false,
 "quote_age_seconds": 2.166954,
 "snapshot_age_seconds": 79.789962
}

What was sent and what came back

SELL 1.7 METAUSDTrejectedprotective_exit
clientOid
saf01016eee15a61b0227daff47ab5d7
Venue orderId
not acknowledged
Stop
—
Net P&L realised
—
Dry-run preview (what Agent Hub would send)
order --action place --category USDT-FUTURES --symbol METAUSDT --side sell --orderType market --qty 1.7 --clientOid saf01016eee15a61b0227daff47ab5d7 --posSide long --paper-trading --dry-run
{
 "category": "USDT-FUTURES",
 "clientOid": "saf01016eee15a61b0227daff47ab5d7",
 "orderType": "market",
 "posSide": "long",
 "qty": "1.7",
 "side": "sell",
 "symbol": "METAUSDT"
}
exec idsideqtypricefeeopen/closeat
none

Proof

Read from ledger rows 380, 381, 382, 383, 384, 385, 386, 387 of ledger.jsonl; every blob those rows commit to is below, named by its SHA-256.

blobmedia typebytes
024ae846fd4a5f91bd6b7d4c8df4526f5d05436b52c6e285db1f581c73d7416capplication/vnd.t2sa.ruling-context+json17257
83ab740492bf059a6fcd607133798e1e25492862f56c77c6ea3ff87d4afd774aapplication/json724
f4d185386add96ee468e04b40d8ff9b4fa5a9508dae5a27efcaa70bd611aa16bapplication/json648