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Documentation Index

Fetch the complete documentation index at: https://docs.simplefunctions.dev/llms.txt

Use this file to discover all available pages before exploring further.

A market’s regime is a categorical label summarizing its current microstructure: how observable it is, what kind of event it tracks, where the cross-venue edge points. The label drives downstream filtering — idea generation, screening, agent prompts.

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Schema

{
  "label": "string (e.g. 'observable_macro_balanced')",
  "score": "number (0-100, confidence)",
  "computedAt": "ISO timestamp",
  "signals": {
    "spreadCents": "number",
    "volumeZscore": "number",
    "depthChange1h": "number",
    "flowImbalance": "number",
    "crossVenueGap": "number",
    "sfEdgeCents": "number",
    "sfEdgeDirection": "'long' | 'short' | null",
    "catalystType": "string | null",
    "catalystHours": "number | null",
    "observability": "string",
    "eventType": "string"
  }
}

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Labels (selected)

LabelMeaning
observable_macro_balancedMacro event with two-sided liquidity, no obvious edge
observable_macro_long_skewedSame, but flow / depth points toward YES
cliff_resolving_imminentτ < 7 days, binary resolution near
low_liquidity_thinLAS high, depth low; price unreliable
no_flow_dormantStale, no recent volume
The full label set lives in lib/regime/labels.ts.

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Compute

scan-regime cron evaluates each market periodically and writes to market_regimes. Heavy markets (top by volume / open interest) get scored more often via warm-regime cron.

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How agents use it

The agent prompt includes the regime label and signals for every market it considers. Agents filter out low_liquidity_thin and no_flow_dormant by default.

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Next steps

Indicators

Numeric inputs that feed regime detection.

Idea pipeline

How regime labels gate trade idea generation.