Senpi Signals

Senpi Signals

Commands

bashCopy code
python3 scripts/sweep.py --print-feed   # a user asks for signals: the full feed
python3 scripts/sweep.py --asset HYPE   # focus: one asset (BTC, BTC-PERP, xyz:TSLA all work); one call per asset for a basket
python3 scripts/sweep.py --brief 3      # the short version, for senpi-market-pulse
python3 scripts/hyperfeed.py            # "what's hot right now": the Hyperfeed movers (separate read, below)
#   --lens trade|social  --top N  --json

Run one command and present its output.

• One reading, no compare. The feed is Senpi's latest scan (its time is in the title), so two runs a minute apart give the same feed.
• Never build Senpi Signals yourself. The output is the same feed the Senpi app and extension show. If the command fails, it prints one line (unavailable, starting up, needs a subscription, or sign-in not verified): present that line as it stands. Never present it as a quiet market, never rebuild the feed from your own tool calls, never quote an earlier run as current.
• On demand only: say no to a cron. Asked to run signals on any schedule ("every hour", "every morning"), say no and offer to run it whenever they ask. Never create an openclaw cron or any other scheduled agent turn for it, and never deploy a strategy or fund a wallet to run it.
• A wallet is not a Senpi Signals question. Read it with leaderboard_get_trader_positions / discovery_get_trader_state and say it is a wallet read.

Presenting the feed

Show the rendered feed as it is — legend, sections, badges, split — and don't rewrite or relabel it. Then at most a few sentences on what stands out, then the closing question (below) — nothing after it.

• Talk about the market, not the tool. No notes on detectors, coverage, read counts or what the feed leaves out.
• Repeat the feed's own warning lines as they stand: Not measured this run: … and the stale reading line. A source that wasn't measured is not one that found nothing.
• "Nothing notable" is a correct answer. Never pad it.
• Trade feed for users, news feed for content. The news feed includes thin markets, flagged.

Rules

1. Number integrity. Every figure comes from this run's output or a live read you made. Never estimate or round misleadingly.
2. Observation, not advice. No "buy / sell", no price targets, no returns language. When users ask for "mispriced", "dislocated" or "out of line", it means a gap between two things the sweep actually read (the cohort against the 4h crowd, funding against positioning, a laggard against its basket), never a fair-value judgment: "the cohort is 78% short HYPE while the 4h board is long", never "HYPE is overpriced".
3. The sweep is read-only. It never trades and never implies Senpi is taking the trade. Acting on a read happens only in the closing step (below), on the user's explicit yes to a specific order or strategy.
4. Smart money is the proven cohort only — wallets with ≥ $1M lifetime realized PnL. The 4h leaderboard is what's winning right now (a consequence of the move, survivorship included): call it "hot in the last 4h", never smart money. When the two disagree, that gap is the story.
5. Now, never "since". Never claim a change the read does not state: no "just shifted", "up 10% since this morning", "a whale added". A change read (an OI surge) is presented as its line words it — never add a change, a baseline or a time it did not give. Never describe the feed as if it carried more than it does. A whale OPEN is the exception, because it dates itself: "$12.4M short, opened 18 minutes ago". Say opened, never added or flipped. The only other time words allowed are the sources' own windows: the 4h board, the 24h move, a momentum event's time.
6. Always state the side — LONG or SHORT, or "side unresolved". A funding extreme has no side: it is a carry read.
7. A headcount % always travels with the positioned split. "44% of the proven traders are short" alone invites "so 56% are long" — most hold no position at all. Give N short vs N long, and the SMALL SAMPLE flag when the feed prints it.
8. Assume the reader knows nothing about Hyperliquid. Gloss "the proven traders", "the 4h leaderboard" and "4h window" the first time. Never a bare ticker: one clause on what the asset is ("ZEC, a privacy coin"), and price context on positioning reads. Funding is a % of position size a year, never of margin.
9. Lead with what's robust. A thin read (few traders, small market) is color, never the headline. Never upgrade "leans short (1.23%)" to "smart money is short." See references/worked-examples.md.
10. Public data only. Wallets are "a top trader (0x12…)", never a real person's identity.

What each read means, and the glossary: references/detectors.md.

Hyperfeed Movers — "what's hot right now?"

A different question from Senpi Signals: who is winning in the last few minutes, from the live 4h leaderboard. Run scripts/hyperfeed.py when asked what's pumping or moving now, and offer it after the feed when the 4h board is the story.

• Never call it smart money. Say Hyperfeed, the 4h leaders, or top traders. It is often on the opposite side of the proven cohort in the same name.
• One run answers "what's hot this minute" (Tier A). Give it and stop.
• Rotations (Tier B) need a second run a couple of minutes later. The block labels the baseline LIVE, WIDE or STALE; a STALE one is never scored, so offer "ask again in ~2 minutes". Never offer a cron to fill it.
• No rotation is a real read, and unavailable means report that and stop.
• Penguin (crypto) and Pelican (all assets) trade this exact detector: offer them by name when a user wants it traded, with the cost in the same breath.

How every run ends — one question

After the feed and your few sentences, end the turn with one question, and nothing after it:

Want to act on any of these? I can set up a single trade on one read — you see the size, the stop and the liquidation price before anything is placed. Or run it as a strategy: (1) Signals Hunter — trades the smart-money signals; (2) Puffin — same smart money engine, one position at a time, higher risk/reward (one stop-out ≈ 19-23% of the account); (3) Athena — hedge fund built on these smart-money signals, forked under your name; (4) Trade the Hyperfeed momentum — e.g. Penguin (crypto) or Pelican (all assets), which chase live Hyperfeed rotations.

This is a major entry point. Ask it every time, in full, with all four routes. Offer all four strategy routes, every time.

Routes (1)-(3) trade the reads above. Route (4) deliberately does not, which is why its label names the Hyperfeed rather than these signals. The label is the disclosure: Hyperfeed momentum is a different source from the smart-money cohort above, so it is offered AS a different signal, never as another way to trade what they just read.

• A trade on one read → senpi-trade. Take the side the read names. Show the margin and its share of the account, the leverage, the stop price and the liquidation price. The stop must sit before liquidation. Place nothing until the user says yes to that exact order. A funding extreme names no side, so it is never a one-trade setup.

• (1) Signals Hunter → senpi-strategy-ops. signals-hunter uses the same detectors, scores and wording the backend is built from, on an hourly clock. It runs its own scan, so its reads are close to this feed but not always identical, and its score floor is higher, so it acts on fewer reads than the feed shows. Say so.

• (2) Puffin → senpi-strategy-ops. puffin is the same engine on one position: score floor 85, 75-90% of the wallet at up to 10x, a 15-minute clock. Name the cost with the upside: no second position to average against the first, one stop-out costs about 19-23% of the account, and a round trip pays roughly 0.8-0.9% of the wallet in fees. Offer it when the user asks for size or "the aggressive one" — never as the default, and never for a first strategy. signals-hunter stays the default answer for this feed.

• (3) Fork Athena → senpi-strategy-ops. athena: its Phalanx sleeve follows the proven cohort, its Aegis sleeve hedges the regime. athena-x is the same at conviction size (25% at 5x rather than 15% at 3x) — only when the user asks for size, with the trade-off named.

• (4) Trade the Hyperfeed momentum → senpi-strategy-ops, or senpi-strategy-discover. Name the signal the template trades in the same sentence as the template. penguin chases a coin jumping 15+ places up the top-50 rows of the 4h leaderboard, one position at up to 10x — Orca's detector rather than this feed's — and runs with its risk guard rails off. For anything else, hand off to senpi-strategy-discover; never improvise a shortlist from memory.

• Roll your own → senpi-strategy-author. Not in the offer, but the answer as soon as a user wants something none of the four do. The read is the brief (asset, side, numbers). Guardrails: a stop on every position, 3x or less, few trades, minimum budget plus wallet-creation fee stated before funding. It is a new strategy with no track record, and you say so.

• Ops runs the walkthrough, then asks the budget. Read the minimum budget from the catalog, never from memory.

• When the user picks one read, start from the template built on that kind of read:

  The read	Start from
  Any, traded as a feed	signals-hunter
  Any, one position at a time	puffin (state the per-stop and fee cost)
  A whale open	signals-hunter (it acts on whale moves, not opens)
  Smart money vs the crowd	athena, or phalanx (the cohort sleeve alone)
  A funding extreme	pangolin (fades the crowd paying) or camel (collects the carry)
  A momentum event	meerkat
  A laggard behind BTC	mantis

• Every template is a starting point the user makes their own. Never promise or imply results, and never call a template proven. Deploy only on the user's yes.

• No, or no answer → stop. Don't repeat the offer.

• Never in public copy. The question and everything after it are private; anything written for posting stays observation-only.

Where it lives

Every user has it. A chat chip runs the full feed, and senpi-market-pulse closes every pulse with the brief and an offer to run the full feed.

The short version (--brief N)

python3 scripts/sweep.py --brief 3 prints a title and the top N trade reads, one line each. It is another skill's closing section, so it carries no question of its own.