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Crypto cross-platform strategy spec

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This repository now follows the same contract split used by the US equity stack:

  • CryptoStrategies owns pure strategy logic, manifests, metadata, and runtime adapters
  • downstream platforms own exchange connectivity, market-data collection, artifact freshness checks, order placement, and notifications
  • strategy code must only read StrategyContext
  • platform-specific wiring must stay in the platform repo

Canonical required inputs

New crypto profiles must declare required_inputs from this canonical set only:

  • market_prices
  • derived_indicators
  • benchmark_snapshot
  • portfolio_snapshot
  • universe_snapshot

Current meaning for the live profile:

  • market_prices: latest tradable prices keyed by symbol
  • derived_indicators: strategy-ready trend metrics keyed by symbol
  • benchmark_snapshot: benchmark regime snapshot, currently BTC
  • portfolio_snapshot: exchange-agnostic portfolio and cash snapshot
  • universe_snapshot: ordered official live-pool symbols from the validated CryptoLivePoolPipelines artifact for this cycle

Target mode

Crypto profiles must declare exactly one target_mode.

Current default is:

  • crypto_live_pool_rotation -> weight

Downstream platforms should translate only at the runtime boundary. Strategy code must not emit exchange-specific order fields.

Runtime adapters

Every compatible platform must expose a runtime adapter for each profile.

A crypto runtime adapter must declare at least:

  • available_inputs
  • available_capabilities
  • portfolio_input_name when the strategy needs ctx.portfolio
  • artifact_contract when the strategy consumes upstream artifacts

crypto_live_pool_rotation currently declares an explicit artifact contract:

  • requires_snapshot_artifacts = true
  • requires_snapshot_manifest_path = true
  • snapshot_contract_version = crypto_live_pool_rotation.live_pool.v1
  • config_source_policy = none

The strategy package owns this declaration. Downstream platforms may decide how to fetch the artifact, but they should not infer artifact requirements from profile-name branches.

Live-pool authority boundary

For crypto_live_pool_rotation, CryptoLivePoolPipelines is the authority for monthly live-pool membership, ranking, and order. The execution platform validates and preserves the ordered live_pool.json["symbols"] list, then passes it into StrategyContext.market_data["universe_snapshot"].

Strategy code may apply runtime gates, sell rules, top-N selection, inverse-volatility sizing, BTC core allocation, and buy-budget allocation inside that upstream pool. It must not rebuild the monthly live pool from local indicators, replace the upstream order with a local ranking, or treat research CSVs as a substitute for the validated artifact contract.

Allowed and forbidden boundaries

Allowed inside strategy code:

  • reading canonical inputs from ctx.market_data
  • reading ctx.portfolio
  • reading pure runtime knobs from ctx.runtime_config
  • returning StrategyDecision

Forbidden inside strategy code:

  • exchange branches such as Binance or future broker names
  • direct environment reads
  • exchange-specific order payloads
  • artifact-path lookup and freshness validation
  • local monthly live-pool rebuilds for snapshot-backed profiles

Current rollout

Today only one profile is live:

  • crypto_live_pool_rotation

Today only one platform adapter exists:

  • binance

The contract is still written in multi-strategy and multi-platform form so future crypto profiles can follow the same path without binding to Binance-only input names.