Circuit Framework — multi-agent LLM trading research system
Python484190 issuesApache License 2.0
创建于 2026-07-16最近推送 2026-07-16
项目说明
Circuit Framework
A 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.
Circuit Framework is a fork of TradingAgents (Apache 2.0). The internal Python package remains tradingagents for compatibility; user-facing branding, CLI help and crypto workflows are Circuit Framework.
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.
All 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.
Crypto analyst roles
Analyst
Focus
Market Structure
OHLC, indicators, order book imbalance / spread
Derivatives
Funding, OI, premium (public Info API)
Sentiment
Social / news signals when available
Catalyst
Event / narrative catalysts
Regime
Trend, volatility, liquidity, risk-on/off
After debate, the Trader emits a structured CryptoTradeProposal (LONG / SHORT / NO_TRADE). The Deterministic Risk Gate sizes, clamps, and may reject.
Hyperliquid public data
Market data uses only POST https://api.hyperliquid.xyz/info (candles, L2 book, meta/asset contexts, funding history). No authentication. Unit tests load fixtures from tests/fixtures/hyperliquid/ and must not hit the network.
Supported symbols
Normalize inputs such as BTC, BTC-USD, BTC-USDT, BTC/USDC, BTC-PERP, ETH, SOL-PERP, HYPE. Hyperliquid perps use the base as venue_symbol (e.g. BTC).
Same snapshot, fees, risk engine and paper executor — only weights, overlays and risk limits differ.
Structured proposals & risk
Proposals include entry band, stop, take-profits, requested size/leverage, confidence, thesis and snapshot_id. Risk rules include stale-data rejection, stop / R:R checks, spread limits, leverage and position clamps, volatility and confidence scalars. NO_TRADE is preserved, never converted into a fill.
The original stock multi-agent pipeline remains available (asset_type="stock", interactive tradingagents analyze). Analysts: Fundamentals, Sentiment, News, Technical. Data vendors include Yahoo Finance / Alpha Vantage; optional FRED and Polymarket.
@misc{xiao2025tradingagentsmultiagentsllmfinancial,
title={TradingAgents: Multi-Agents LLM Financial Trading Framework},
author={Yijia Xiao and Edward Sun and Di Luo and Wei Wang},
year={2025},
eprint={2412.20138},
archivePrefix={arXiv},
primaryClass={q-fin.TR},
url={https://arxiv.org/abs/2412.20138},
}