Multi-Agent Trading Debate

Multi-agent trading debate framework for collective market decision-making. Use when a trading signal is detected or a position decision is needed. Triggers on: (1) Cron-triggered decision windows every 8 hours, (2) Significant price movements more than 5pct deviation from entry, (3) Manual request for team analysis, (4) Position review before execution. The debate follows a structured flow: regime detection, analyst reports, bull/bear arguments, judge verdict, execution or hold.

A structured multi-agent debate system for financial market decisions. Agents represent distinct roles: regime detection, technical analysis, on-chain data, sentiment, bull perspective, bear perspective, and final judgment.

Workflow

text

Signal Detected
     ↓
Regime Detection (trend/range/volatility)
     ↓
Analysts Report (technical + onchain + sentiment)
     ↓
Bull/Bear Arguments (independent positions)
     ↓
Trading Judge Verdict (confidence + position size)
     ↓
Execution → Prediction Log → Reflection

Quick Start

1. Send debate batch to Feishu trading group
2. Wait for analyst reports (timeout: 25 minutes)
3. Collect all responses
4. Synthesize verdict with confidence score
5. Execute if signal confirmed, otherwise hold

Debate Message Format

markdown

📊 【批次 #[YYYYMMDD-NNN] 自动辩论触发】

🔍 Regime: [REGIME_RESULT]

当前持仓：[DIRECTION] [SIZE] @ [ENTRY] | 当前：[PRICE]
浮亏：-[AMOUNT] USDT

请各位分析师给出独立判断：
- technical-analyst: K线形态分析
- onchain-analyst: 链上大户动向
- sentiment-analyst: 市场情绪短期
- trading-bull: 看多理由（具体点位）
- trading-bear: 看空理由（具体点位）

@trading-judge 最终裁决，截止 [TIME]

Judge Verdict Template

markdown

📋 【交易裁决 #YYYYMMDD-NNN】

Regime: [REGIME]
Confidence: [0-100]%
Signal: [BUY/SELL/HOLD]
Position: [SIZE] @ [PRICE]

Bull case: [summary]
Bear case: [summary]

Decision: [ACTION] [REASON]
Risk: [RISK_LEVEL]
Next review: [TIME]

Position Sizing

Confidence	Max Position	Stop Loss
>80%	100%	Tight (1.5%)
60-80%	75%	Standard (3%)
40-60%	50%	Wide (5%)
<40%	25% or hold	No entry

Regime Detection Rules

Regime	Description	Preferred Strategy
TRENDING	ADX > 25, clear direction	Momentum follow
RANGING	ADX < 20, no clear trend	Mean reversion
VOLATILE	High variance, uncertain	Reduced size, wider SL

Prediction Log Entry

After each decision, record in predictions.jsonl:

json

{"timestamp":"ISO8601","regime":"TRENDING","signal":"HOLD","confidence":62,"reason":"No clear entry, ranging market","actual_outcome":"pending","pnl":0}

Key Files

• Regime detector: regime/detector.py (ADX + trend analysis)
• Position sizer: risk/position_sizer.py (Kelly + risk budget)
• Prediction log: data/predictions.jsonl
• TCA log: data/tca_log.jsonl

When to Trigger

✅ Trigger debate:

• Cron window: 08:00, 12:00, 16:00, 20:00 CST daily
• Price deviation > 5% from entry
• Major news event detected
• Manual request

🚫 Skip debate (hold current position):

• Confidence < 40%
• Regime unclear
• Risk/reward < 1.5