Alpha Arena 核心提示词拆解

概述

经过对 Alpha Arena 的深入分析以及我们自研的 Hyper Alpha Arena 的工作，我们研究了其核心提示词并做了详细拆解。本文档将完整呈现提示词的结构设计、数据组织方式以及决策逻辑。

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1. 完整提示词示例

以下为完整提示词的文本格式示例：

It has been 6602 minutes since you started trading. The current time is 2025-10-27 03:11:10.756627 and you've been invoked 2617 times. Below, we are providing you with a variety of state data, price data, and predictive signals so you can discover alpha. Below that is your current account information, value, performance, positions, etc.

ALL OF THE PRICE OR SIGNAL DATA BELOW IS ORDERED: OLDEST → NEWEST

Timeframes note: Unless stated otherwise in a section title, intraday series are provided at 3-minute intervals. If a coin uses a different interval, it is explicitly stated in that coin's section.

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CURRENT MARKET STATE FOR ALL COINS

ALL BTC DATA
current_price = 115055.5, current_ema20 = 115079.392, current_macd = -50.926, current_rsi (7 period) = 48.885
In addition, here is the latest BTC open interest and funding rate for perps (the instrument you are trading):
Open Interest: Latest: 30311.34  Average: 30314.0
Funding Rate: 2.4323e-05
Intraday series (by minute, oldest → latest):
Mid prices: [115128.5, 115117.0, 115019.0, 115009.0, 114935.0, 114981.5, 114940.5, 114975.5, 115079.0, 115055.5]
EMA indicators (20-period): [115184.096, 115178.372, 115159.099, 115146.899, 115125.575, 115113.711, 115095.167, 115083.722, 115083.749, 115079.392]
MACD indicators: [-14.183, -16.76, -30.394, -36.342, -49.204, -52.498, -61.021, -62.537, -54.316, -50.926]
RSI indicators (7-Period): [43.713, 45.409, 33.106, 40.138, 32.348, 41.856, 35.702, 42.444, 53.514, 48.885]
RSI indicators (14-Period): [47.324, 48.077, 41.344, 44.457, 39.971, 44.34, 40.965, 44.094, 49.686, 47.525]
Longer-term context (4-hour timeframe):
20-Period EMA: 111803.367 vs. 50-Period EMA: 110896.285
3-Period ATR: 661.79 vs. 14-Period ATR: 682.118
Current Volume: 15.06 vs. Average Volume: 4757.981
MACD indicators: [601.999, 616.507, 641.669, 650.401, 620.872, 633.819, 769.48, 889.972, 961.709, 1082.258]
RSI indicators (14-Period): [60.574, 59.131, 60.613, 60.199, 56.894, 60.384, 68.763, 69.947, 68.424, 72.327]

ALL ETH DATA
current_price = 4212.85, current_ema20 = 4204.482, current_macd = 4.606, current_rsi (7 period) = 59.9
In addition, here is the latest ETH open interest and funding rate for perps:
Open Interest: Latest: 497488.4  Average: 497187.11
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [4208.05, 4213.05, 4208.1, 4209.05, 4204.55, 4206.5, 4205.45, 4204.3, 4210.1, 4212.85]
EMA indicators (20-period): [4198.862, 4200.189, 4200.886, 4201.944, 4202.235, 4202.746, 4202.837, 4202.976, 4203.712, 4204.482]
MACD indicators: [5.231, 5.76, 5.687, 5.923, 5.482, 5.282, 4.754, 4.333, 4.465, 4.606]
RSI indicators (7-Period): [63.725, 62.996, 55.186, 60.088, 50.136, 53.475, 47.866, 48.83, 58.396, 59.9]
RSI indicators (14-Period): [61.162, 60.778, 56.71, 59.206, 53.991, 55.557, 52.661, 53.067, 57.269, 57.965]
Longer-term context (4-hour timeframe):
20-Period EMA: 3978.49 vs. 50-Period EMA: 3954.651
3-Period ATR: 51.434 vs. 14-Period ATR: 40.042
Current Volume: 70.487 vs. Average Volume: 101233.430
MACD indicators: [6.685, 7.823, 10.572, 12.047, 11.382, 12.702, 21.696, 29.891, 35.278, 46.602]
RSI indicators (14-Period): [54.447, 53.509, 56.494, 55.395, 52.105, 55.442, 65.949, 67.377, 65.898, 72.841]

ALL SOL DATA
current_price = 204.115, current_ema20 = 204.178, current_macd = -0.085, current_rsi (7 period) = 42.453
In addition, here is the latest SOL open interest and funding rate for perps:
Open Interest: Latest: 3556933.92  Average: 3556197.06
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [204.255, 204.33, 204.145, 204.145, 203.91, 203.92, 203.995, 204.065, 204.03, 204.115]
EMA indicators (20-period): [204.353, 204.353, 204.333, 204.318, 204.28, 204.251, 204.228, 204.212, 204.195, 204.178]
MACD indicators: [-0.015, -0.01, -0.023, -0.03, -0.056, -0.071, -0.079, -0.081, -0.083, -0.085]
RSI indicators (7-Period): [49.452, 51.643, 43.564, 45.377, 36.217, 39.887, 41.568, 44.582, 43.028, 42.453]
RSI indicators (14-Period): [53.297, 54.277, 50.126, 50.862, 45.936, 47.359, 47.991, 49.088, 48.428, 48.196]
Longer-term context (4-hour timeframe):
20-Period EMA: 194.03 vs. 50-Period EMA: 192.083
3-Period ATR: 1.473 vs. 14-Period ATR: 2.004
Current Volume: 6392.76 vs. Average Volume: 814563.783
MACD indicators: [1.537, 1.443, 1.567, 1.551, 1.49, 1.507, 1.836, 2.174, 2.361, 2.556]
RSI indicators (14-Period): [55.971, 54.092, 59.361, 56.283, 55.247, 57.422, 64.881, 66.771, 64.804, 66.341]

ALL BNB DATA
current_price = 1155.05, current_ema20 = 1155.407, current_macd = 1.391, current_rsi (7 period) = 40.84
In addition, here is the latest BNB open interest and funding rate for perps:
Open Interest: Latest: 77330.54  Average: 77429.03
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [1158.8, 1158.1, 1156.2, 1156.05, 1155.05, 1155.15, 1154.65, 1154.45, 1154.85, 1155.05]
EMA indicators (20-period): [1155.528, 1155.782, 1155.774, 1155.777, 1155.712, 1155.711, 1155.605, 1155.51, 1155.471, 1155.407]
MACD indicators: [4.248, 3.981, 3.527, 3.139, 2.744, 2.45, 2.105, 1.81, 1.599, 1.391]
RSI indicators (7-Period): [51.17, 52.807, 42.437, 42.96, 39.994, 43.869, 38.545, 38.545, 42.837, 40.84]
RSI indicators (14-Period): [58.658, 59.336, 53.442, 53.64, 51.971, 53.312, 50.526, 50.526, 51.852, 50.969]
Longer-term context (4-hour timeframe):
20-Period EMA: 1118.683 vs. 50-Period EMA: 1117.115
3-Period ATR: 8.59 vs. 14-Period ATR: 10.803
Current Volume: 13.62 vs. Average Volume: 8859.885
MACD indicators: [4.444, 3.896, 3.988, 3.999, 4.033, 4.382, 5.777, 6.581, 6.578, 7.513]
RSI indicators (14-Period): [52.824, 50.574, 53.004, 52.925, 53.262, 55.035, 60.228, 58.834, 55.384, 59.971]

ALL XRP DATA
current_price = 2.64445, current_ema20 = 2.65, current_macd = -0.004, current_rsi (7 period) = 32.356
In addition, here is the latest XRP open interest and funding rate for perps:
Open Interest: Latest: 52625890.0  Average: 52629925.8
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [2.654, 2.654, 2.648, 2.645, 2.643, 2.644, 2.644, 2.645, 2.647, 2.64445]
EMA indicators (20-period): [2.658, 2.657, 2.656, 2.655, 2.654, 2.653, 2.652, 2.652, 2.651, 2.65]
MACD indicators: [-0.001, -0.001, -0.002, -0.003, -0.003, -0.004, -0.004, -0.004, -0.004, -0.004]
RSI indicators (7-Period): [44.152, 44.43, 29.521, 30.149, 26.316, 32.074, 29.862, 41.457, 41.457, 32.356]
RSI indicators (14-Period): [46.808, 46.943, 37.949, 38.242, 35.701, 38.227, 36.957, 42.061, 42.061, 37.643]
Longer-term context (4-hour timeframe):
20-Period EMA: 2.558 vs. 50-Period EMA: 2.502
3-Period ATR: 0.024 vs. 14-Period ATR: 0.024
Current Volume: 17217.0 vs. Average Volume: 8256145.150
MACD indicators: [0.032, 0.039, 0.044, 0.047, 0.049, 0.052, 0.055, 0.057, 0.055, 0.056]
RSI indicators (14-Period): [70.84, 74.589, 74.996, 72.518, 72.951, 75.561, 77.619, 75.411, 67.82, 71.0]

ALL DOGE DATA
current_price = 0.208025, current_ema20 = 0.208, current_macd = -0.0, current_rsi (7 period) = 49.455
In addition, here is the latest DOGE open interest and funding rate for perps:
Open Interest: Latest: 582049132.0  Average: 581991082.4
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208025]
EMA indicators (20-period): [0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208]
MACD indicators: [0.0, 0.0, 0.0, 0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0]
RSI indicators (7-Period): [42.431, 41.963, 34.428, 36.005, 31.969, 37.841, 33.902, 50.374, 51.068, 49.455]
RSI indicators (14-Period): [47.716, 47.451, 43.073, 43.731, 41.413, 43.733, 41.682, 48.757, 49.081, 48.421]
Longer-term context (4-hour timeframe):
20-Period EMA: 0.198 vs. 50-Period EMA: 0.198
3-Period ATR: 0.003 vs. 14-Period ATR: 0.002
Current Volume: 29373.0 vs. Average Volume: 81400311.183
MACD indicators: [0.001, 0.001, 0.001, 0.001, 0.001, 0.001, 0.001, 0.001, 0.001, 0.002]
RSI indicators (14-Period): [55.121, 51.778, 54.522, 51.483, 47.743, 52.906, 63.861, 65.138, 61.289, 67.349]

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HERE IS YOUR ACCOUNT INFORMATION & PERFORMANCE
Current Total Return (percent): 126.82%
Available Cash: 13654.1
Current Account Value: 22681.71
Current live positions & performance:
{'symbol': 'ETH', 'quantity': 5.74, 'entry_price': 4189.12, 'current_price': 4212.85, 'liquidation_price': 3848.35, 'unrealized_pnl': 136.21, 'leverage': 10, 'exit_plan': {'profit_target': 4568.31, 'stop_loss': 4065.43, 'invalidation_condition': 'If the price closes below 4000 on a 3-minute candle'}, 'confidence': 0.65, 'risk_usd': 722.7846, 'sl_oid': 213487996496, 'tp_oid': 213487981580, 'wait_for_fill': False, 'entry_oid': 213487963080, 'notional_usd': 24181.76}
{'symbol': 'SOL', 'quantity': 33.88, 'entry_price': 198.82, 'current_price': 204.115, 'liquidation_price': 183.57, 'unrealized_pnl': 179.39, 'leverage': 10, 'exit_plan': {'profit_target': 215.0, 'stop_loss': 192.86, 'invalidation_condition': 'If the price closes below 190 on a 3-minute candle'}, 'confidence': 0.65, 'risk_usd': 202.07655, 'sl_oid': 213307544465, 'tp_oid': 213307526843, 'wait_for_fill': False, 'entry_oid': 213307507703, 'notional_usd': 6915.42}
{'symbol': 'XRP', 'quantity': 3609.0, 'entry_price': 2.44, 'current_price': 2.64445, 'liquidation_price': 2.26, 'unrealized_pnl': 720.54, 'leverage': 10, 'exit_plan': {'profit_target': 2.815, 'stop_loss': 2.325, 'invalidation_condition': 'If the price closes below 2.30 on a 3-minute candle'}, 'confidence': 0.65, 'risk_usd': 442.032, 'sl_oid': -1, 'tp_oid': -1, 'wait_for_fill': False, 'entry_oid': 211217736949, 'notional_usd': 9543.82}
{'symbol': 'BTC', 'quantity': 0.12, 'entry_price': 107343.0, 'current_price': 115055.5, 'liquidation_price': 98080.56, 'unrealized_pnl': 925.5, 'leverage': 10, 'exit_plan': {'profit_target': 118136.15, 'stop_loss': 102026.675, 'invalidation_condition': 'If the price closes below 105000 on a 3-minute candle'}, 'confidence': 0.75, 'risk_usd': 619.2345, 'sl_oid': 206132736980, 'tp_oid': 206132723593, 'wait_for_fill': False, 'entry_oid': 206132712257, 'notional_usd': 13806.66}
{'symbol': 'DOGE', 'quantity': 27858.0, 'entry_price': 0.18, 'current_price': 0.208025, 'liquidation_price': 0.17, 'unrealized_pnl': 653.3, 'leverage': 10, 'exit_plan': {'invalidation_condition': 'If the price closes below 0.180 on a 3-minute candle', 'profit_target': 0.212275, 'stop_loss': 0.175355}, 'confidence': 0.65, 'risk_usd': 257.13, 'sl_oid': -1, 'tp_oid': -1, 'wait_for_fill': False, 'entry_oid': 204672918246, 'notional_usd': 5795.16}
{'symbol': 'BNB', 'quantity': 5.64, 'entry_price': 1140.6, 'current_price': 1155.05, 'liquidation_price': 1080.98, 'unrealized_pnl': 81.5, 'leverage': 10, 'exit_plan': {'profit_target': 1254.29, 'stop_loss': 1083.23, 'invalidation_condition': 'If the price closes below 1080 on a 3-minute candle'}, 'confidence': 0.65, 'risk_usd': 321.61725, 'sl_oid': 213425666937, 'tp_oid': 213425655129, 'wait_for_fill': False, 'entry_oid': 213425641486, 'notional_usd': 6514.48}
Sharpe Ratio: 0.597

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First, I am a systematic trader on Hyperliquid, trading perpetual futures contracts. My goal is to maximize PnL after fees while avoiding over-trading. I am invoked every 3 minutes with live market data and account state. I need to check my existing positions' exit plans and justifications, and for each coin, choose one action: buy_to_enter, sell_to_enter, hold, or close_position.

Current account available cash: 13654.1. Total account value: 22681.71.

I have open positions in all six coins: ETH, SOL, XRP, BTC, DOGE, BNB. I need to review each one.

Now, I need to consider if I should enter any new trades. I have available cash of 13654.1, but I'm already in positions in all coins, so I shouldn't enter more in the same coins unless I close one, but the instructions say no pyramiding or size increases. I should only hold or close existing positions.

Also, I should check if any invalidation conditions are met or if I should close based on market conditions.

For the output, I need to provide a JSON object for each coin with the signal 'hold', and include all the required fields: coin, signal, quantity, profit_target, stop_loss, invalidation_condition, leverage, confidence, risk_usd.

I have the current quantity, profit_target, stop_loss, invalidation_condition, leverage, confidence, risk_usd from the account information.

I need to use the full current size for quantity.

输出格式示例:

{
  "BTC": {
    "trade_signal_args": {
      "coin": "BTC",
      "signal": "hold",
      "quantity": 0.12,
      "profit_target": 118136.15,
      "stop_loss": 102026.675,
      "invalidation_condition": "If the price closes below 105000 on a 3-minute candle",
      "leverage": 10,
      "confidence": 0.75,
      "risk_usd": 619.2345
    }
  },
  "ETH": {
    "trade_signal_args": {
      "coin": "ETH",
      "signal": "hold",
      "quantity": 5.74,
      "profit_target": 4568.31,
      "stop_loss": 4065.43,
      "invalidation_condition": "If the price closes below 4000 on a 3-minute candle",
      "leverage": 10,
      "confidence": 0.65,
      "risk_usd": 722.7846
    }
  }
}

---

2. 总体结构拆解图

结构说明:

• 调用背景: 说明这是一个持续运行、每周期调用的系统环境
• 市场状态数据: 对每个交易标的（币种）提供实时 + 历史 + 趋势，是模型决策的"输入核心"
• 账户信息: 提供账户/组合/持仓的状态，模型要知道自己在哪、风险有多大、资金多少
• 决策任务说明: 明确模型要做什么（角色/目标）、可选动作、输出格式及规则限制

---

3. 各分类结构详解

A. 调用背景/上下文说明

原文内容:

It has been 6602 minutes since you started trading. The current time is 2025-10-27 03:11:10.756627 and you've been invoked 2617 times.
Below, we are providing you with a variety of state data, price data, and predictive signals so you can discover alpha.
ALL OF THE PRICE OR SIGNAL DATA BELOW IS ORDERED: OLDEST → NEWEST
Timeframes note: Unless stated otherwise in a section title, intraday series are provided at 3-minute intervals. If a coin uses a different interval, it is explicitly stated in that coin's section.

• 给模型一个"持续运行""调用次数""分钟数"背景，强化其为长期代理而非一次性任务
• 指出"所提供数据种类"（state data, price data, predictive signals）与目的（发现 alpha）
• 明确数据顺序（旧→新）和采样频率（默认 3 分钟），有助于统一理解数据结构和时间维度

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B. 市场状态数据（各币种）

以下以各币种为子结构，每个币种都按照相同模版提供数据。

B1. ALL BTC DATA

原文内容:

current_price = 115055.5, current_ema20 = 115079.392, current_macd = -50.926, current_rsi (7 period) = 48.885
In addition, here is the latest BTC open interest and funding rate for perps (the instrument you are trading):
Open Interest: Latest: 30311.34  Average: 30314.0
Funding Rate: 2.4323e-05
Intraday series (by minute, oldest → latest):
Mid prices: [115128.5, 115117.0, 115019.0, 115009.0, 114935.0, 114981.5, 114940.5, 114975.5, 115079.0, 115055.5]
EMA indicators (20-period): [115184.096, 115178.372, 115159.099, 115146.899, 115125.575, 115113.711, 115095.167, 115083.722, 115083.749, 115079.392]
MACD indicators: [-14.183, -16.76, -30.394, -36.342, -49.204, -52.498, -61.021, -62.537, -54.316, -50.926]
RSI indicators (7-Period): [43.713, 45.409, 33.106, 40.138, 32.348, 41.856, 35.702, 42.444, 53.514, 48.885]
RSI indicators (14-Period): [47.324, 48.077, 41.344, 44.457, 39.971, 44.34, 40.965, 44.094, 49.686, 47.525]
Longer-term context (4-hour timeframe):
20-Period EMA: 111803.367 vs. 50-Period EMA: 110896.285
3-Period ATR: 661.79 vs. 14-Period ATR: 682.118
Current Volume: 15.06 vs. Average Volume: 4757.981
MACD indicators: [601.999, 616.507, 641.669, 650.401, 620.872, 633.819, 769.48, 889.972, 961.709, 1082.258]
RSI indicators (14-Period): [60.574, 59.131, 60.613, 60.199, 56.894, 60.384, 68.763, 69.947, 68.424, 72.327]

• 给出最新价格 + 核心指标（EMA20, MACD, RSI7），模型可用于判断现状
• 永续合约特有指标（open interest, funding rate）用于判断市场情绪/杠杆资金
• 短期序列数据（比如过去 10 个采样点）用于趋势/反转检测
• 中期趋势 + 波动率 + 量能（4 小时）用于更宏观判断，如趋势强度、是否有爆量或趋势转变
• 通过这些数据，模型可以同时参考短期与中期维度、价格动量与资金面、趋势与反转可能

---

B2. ALL ETH DATA

原文内容:

current_price = 4212.85, current_ema20 = 4204.482, current_macd = 4.606, current_rsi (7 period) = 59.9
In addition, here is the latest ETH open interest and funding rate for perps:
Open Interest: Latest: 497488.4  Average: 497187.11
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [4208.05, 4213.05, 4208.1, 4209.05, 4204.55, 4206.5, 4205.45, 4204.3, 4210.1, 4212.85]
EMA indicators (20-period): [4198.862, 4200.189, 4200.886, 4201.944, 4202.235, 4202.746, 4202.837, 4202.976, 4203.712, 4204.482]
MACD indicators: [5.231, 5.76, 5.687, 5.923, 5.482, 5.282, 4.754, 4.333, 4.465, 4.606]
RSI indicators (7-Period): [63.725, 62.996, 55.186, 60.088, 50.136, 53.475, 47.866, 48.83, 58.396, 59.9]
RSI indicators (14-Period): [61.162, 60.778, 56.71, 59.206, 53.991, 55.557, 52.661, 53.067, 57.269, 57.965]
Longer-term context (4-hour timeframe):
20-Period EMA: 3978.49 vs. 50-Period EMA: 3954.651
3-Period ATR: 51.434 vs. 14-Period ATR: 40.042
Current Volume: 70.487 vs. Average Volume: 101233.430
MACD indicators: [6.685, 7.823, 10.572, 12.047, 11.382, 12.702, 21.696, 29.891, 35.278, 46.602]
RSI indicators (14-Period): [54.447, 53.509, 56.494, 55.395, 52.105, 55.442, 65.949, 67.377, 65.898, 72.841]

• 同样结构，但注意"intraday series"明确为 3 分钟间隔
• MACD 为正、RSI 较高（接近 60）可能指示正向动量
• 比较 ATR（波动）和交易量 vs 平均量，可以帮助判断是否有异常活动
• 模型可以用这些指标判断 ETH 是否进入趋势阶段或是否有反转警示

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B3. ALL SOL DATA

原文内容:

current_price = 204.115, current_ema20 = 204.178, current_macd = -0.085, current_rsi (7 period) = 42.453
In addition, here is the latest SOL open interest and funding rate for perps:
Open Interest: Latest: 3556933.92  Average: 3556197.06
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [204.255, 204.33, 204.145, 204.145, 203.91, 203.92, 203.995, 204.065, 204.03, 204.115]
EMA indicators (20-period): [204.353, 204.353, 204.333, 204.318, 204.28, 204.251, 204.228, 204.212, 204.195, 204.178]
MACD indicators: [-0.015, -0.01, -0.023, -0.03, -0.056, -0.071, -0.079, -0.081, -0.083, -0.085]
RSI indicators (7-Period): [49.452, 51.643, 43.564, 45.377, 36.217, 39.887, 41.568, 44.582, 43.028, 42.453]
RSI indicators (14-Period): [53.297, 54.277, 50.126, 50.862, 45.936, 47.359, 47.991, 49.088, 48.428, 48.196]
Longer-term context (4-hour timeframe):
20-Period EMA: 194.03 vs. 50-Period EMA: 192.083
3-Period ATR: 1.473 vs. 14-Period ATR: 2.004
Current Volume: 6392.76 vs. Average Volume: 814563.783
MACD indicators: [1.537, 1.443, 1.567, 1.551, 1.49, 1.507, 1.836, 2.174, 2.361, 2.556]
RSI indicators (14-Period): [55.971, 54.092, 59.361, 56.283, 55.247, 57.422, 64.881, 66.771, 64.804, 66.341]

• 当前价格与 EMA20 几乎持平，MACD 接近零，RSI 偏低（42 左右），表示可能趋势不强或处于盘整/弱势状态
• 4 小时 ATR 小于 14 期 ATR 表明波动在收敛。成交量远小于平均量提示可能"冷市"或流动性弱
• 模型可用这些信息判断是否不适合进场或应谨慎继续持仓

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B4. ALL BNB DATA

原文内容:

current_price = 1155.05, current_ema20 = 1155.407, current_macd = 1.391, current_rsi (7 period) = 40.84
In addition, here is the latest BNB open interest and funding rate for perps:
Open Interest: Latest: 77330.54  Average: 77429.03
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [1158.8, 1158.1, 1156.2, 1156.05, 1155.05, 1155.15, 1154.65, 1154.45, 1154.85, 1155.05]
EMA indicators (20-period): [1155.528, 1155.782, 1155.774, 1155.777, 1155.712, 1155.711, 1155.605, 1155.51, 1155.471, 1155.407]
MACD indicators: [4.248, 3.981, 3.527, 3.139, 2.744, 2.45, 2.105, 1.81, 1.599, 1.391]
RSI indicators (7-Period): [51.17, 52.807, 42.437, 42.96, 39.994, 43.869, 38.545, 38.545, 42.837, 40.84]
RSI indicators (14-Period): [58.658, 59.336, 53.442, 53.64, 51.971, 53.312, 50.526, 50.526, 51.852, 50.969]
Longer-term context (4-hour timeframe):
20-Period EMA: 1118.683 vs. 50-Period EMA: 1117.115
3-Period ATR: 8.59 vs. 14-Period ATR: 10.803
Current Volume: 13.62 vs. Average Volume: 8859.885
MACD indicators: [4.444, 3.896, 3.988, 3.999, 4.033, 4.382, 5.777, 6.581, 6.578, 7.513]
RSI indicators (14-Period): [52.824, 50.574, 53.004, 52.925, 53.262, 55.035, 60.228, 58.834, 55.384, 59.971]

• 价格几乎等于 EMA20，MACD 正但弱，RSI7 接近 40，表示可能偏弱或修整阶段
• 长周期 ATR 低于 14 期 ATR，成交量极低 vs 平均量，非常弱的量能环境
• 模型或许会判断 BNB 市场活动弱、不宜大开新仓或应谨慎持有

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B5. ALL XRP DATA

原文内容:

current_price = 2.64445, current_ema20 = 2.65, current_macd = -0.004, current_rsi (7 period) = 32.356
In addition, here is the latest XRP open interest and funding rate for perps:
Open Interest: Latest: 52625890.0  Average: 52629925.8
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [2.654, 2.654, 2.648, 2.645, 2.643, 2.644, 2.644, 2.645, 2.647, 2.64445]
EMA indicators (20-period): [2.658, 2.657, 2.656, 2.655, 2.654, 2.653, 2.652, 2.652, 2.651, 2.65]
MACD indicators: [-0.001, -0.001, -0.002, -0.003, -0.003, -0.004, -0.004, -0.004, -0.004, -0.004]
RSI indicators (7-Period): [44.152, 44.43, 29.521, 30.149, 26.316, 32.074, 29.862, 41.457, 41.457, 32.356]
RSI indicators (14-Period): [46.808, 46.943, 37.949, 38.242, 35.701, 38.227, 36.957, 42.061, 42.061, 37.643]
Longer-term context (4-hour timeframe):
20-Period EMA: 2.558 vs. 50-Period EMA: 2.502
3-Period ATR: 0.024 vs. 14-Period ATR: 0.024
Current Volume: 17217.0 vs. Average Volume: 8256145.150
MACD indicators: [0.032, 0.039, 0.044, 0.047, 0.049, 0.052, 0.055, 0.057, 0.055, 0.056]
RSI indicators (14-Period): [70.84, 74.589, 74.996, 72.518, 72.951, 75.561, 77.619, 75.411, 67.82, 71.0]

• RSI7 极低（32.356）显示可能出现超卖或回调机会。MACD 约零，无法正向确认动量
• 长周期 ATR 与 14 期 ATR 相等且成交量远小于平均量，说明波动和量能都很弱
• 模型可能判断：风险/机会并存，但需谨慎，并注意是否有反弹信号

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B6. ALL DOGE DATA

原文内容:

current_price = 0.208025, current_ema20 = 0.208, current_macd = -0.0, current_rsi (7 period) = 49.455
In addition, here is the latest DOGE open interest and funding rate for perps:
Open Interest: Latest: 582049132.0  Average: 581991082.4
Funding Rate: 1.25e-05
Intraday series (3-minute intervals, oldest → latest):
Mid prices: [0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208025]
EMA indicators (20-period): [0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208, 0.208]
MACD indicators: [0.0, 0.0, 0.0, 0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0]
RSI indicators (7-Period): [42.431, 41.963, 34.428, 36.005, 31.969, 37.841, 33.902, 50.374, 51.068, 49.455]
RSI indicators (14-Period): [47.716, 47.451, 43.073, 43.731, 41.413, 43.733, 41.682, 48.757, 49.081, 48.421]
Longer-term context (4-hour timeframe):
20-Period EMA: 0.198 vs. 50-Period EMA: 0.198
3-Period ATR: 0.003 vs. 14-Period ATR: 0.002
Current Volume: 29373.0 vs. Average Volume: 81400311.183
MACD indicators: [0.001, 0.001, 0.001, 0.001, 0.001, 0.001, 0.001, 0.001, 0.001, 0.002]
RSI indicators (14-Period): [55.121, 51.778, 54.522, 51.483, 47.743, 52.906, 63.861, 65.138, 61.289, 67.349]

• 指标几乎平稳（MACD≈0，EMA=当前价），没有明显趋势。RSI7 接近 50 也是中性
• 成交量远小于平均，ATR 极小，说明几乎无动能
• 模型可能判定：当前 DOGE 场景"平淡"，可能暂时持有但不要主动加仓或追涨

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C. 账户信息 & 持仓状态

原文内容:

HERE IS YOUR ACCOUNT INFORMATION & PERFORMANCE
Current Total Return (percent): 126.82%
Available Cash: 13654.1
Current Account Value: 22681.71
Current live positions & performance:
{'symbol': 'ETH', 'quantity': 5.74, 'entry_price': 4189.12, 'current_price': 4212.85, 'liquidation_price': 3848.35, 'unrealized_pnl': 136.21, 'leverage': 10, 'exit_plan': {'profit_target': 4568.31, 'stop_loss': 4065.43, 'invalidation_condition': 'If the price closes below 4000 on a 3-minute candle'}, 'confidence': 0.65, 'risk_usd': 722.7846, 'sl_oid': 213487996496, 'tp_oid': 213487981580, 'wait_for_fill': False, 'entry_oid': 213487963080, 'notional_usd': 24181.76}
{'symbol': 'SOL', 'quantity': 33.88, 'entry_price': 198.82, 'current_price': 204.115, 'liquidation_price': 183.57, 'unrealized_pnl': 179.39, 'leverage': 10, 'exit_plan': {'profit_target': 215.0, 'stop_loss': 192.86, 'invalidation_condition': 'If the price closes below 190 on a 3-minute candle'}, 'confidence': 0.65, 'risk_usd': 202.07655, 'sl_oid': 213307544465, 'tp_oid': 213307526843, 'wait_for_fill': False, 'entry_oid': 213307507703, 'notional_usd': 6915.42}
{'symbol': 'XRP', 'quantity': 3609.0, 'entry_price': 2.44, 'current_price': 2.64445, 'liquidation_price': 2.26, 'unrealized_pnl': 720.54, 'leverage': 10, 'exit_plan': {'profit_target': 2.815, 'stop_loss': 2.325, 'invalidation_condition': 'If the price closes below 2.30 on a 3-minute candle'}, 'confidence': 0.65, 'risk_usd': 442.032, 'sl_oid': -1, 'tp_oid': -1, 'wait_for_fill': False, 'entry_oid': 211217736949, 'notional_usd': 9543.82}
{'symbol': 'BTC', 'quantity': 0.12, 'entry_price': 107343.0, 'current_price': 115055.5, 'liquidation_price': 98080.56, 'unrealized_pnl': 925.5, 'leverage': 10, 'exit_plan': {'profit_target': 118136.15, 'stop_loss': 102026.675, 'invalidation_condition': 'If the price closes below 105000 on a 3-minute candle'}, 'confidence': 0.75, 'risk_usd': 619.2345, 'sl_oid': 206132736980, 'tp_oid': 206132723593, 'wait_for_fill': False, 'entry_oid': 206132712257, 'notional_usd': 13806.66}
{'symbol': 'DOGE', 'quantity': 27858.0, 'entry_price': 0.18, 'current_price': 0.208025, 'liquidation_price': 0.17, 'unrealized_pnl': 653.3, 'leverage': 10, 'exit_plan': {'invalidation_condition': 'If the price closes below 0.180 on a 3-minute candle', 'profit_target': 0.212275, 'stop_loss': 0.175355}, 'confidence': 0.65, 'risk_usd': 257.13, 'sl_oid': -1, 'tp_oid': -1, 'wait_for_fill': False, 'entry_oid': 204672918246, 'notional_usd': 5795.16}
{'symbol': 'BNB', 'quantity': 5.64, 'entry_price': 1140.6, 'current_price': 1155.05, 'liquidation_price': 1080.98, 'unrealized_pnl': 81.5, 'leverage': 10, 'exit_plan': {'profit_target': 1254.29, 'stop_loss': 1083.23, 'invalidation_condition': 'If the price closes below 1080 on a 3-minute candle'}, 'confidence': 0.65, 'risk_usd': 321.61725, 'sl_oid': 213425666937, 'tp_oid': 213425655129, 'wait_for_fill': False, 'entry_oid': 213425641486, 'notional_usd': 6514.48}
Sharpe Ratio: 0.597

• 整个组合的回报（126.82%）给模型一个总体绩效参考
• 可用现金与组合价值表明资金量和杠杆空余
• 每个持仓包含多个重要字段：入场价、当前价、杠杆、未实现盈亏、止盈/止损/失效条件、信心、风险量化
• 这些字段允许模型评估：是否已有仓位、风险敞口如何、是否接近止损或止盈、是否触发失效条件
• 指定 "confidence" 与 "risk_usd" 将交易决策量化，不是纯"买/卖"而是带有权重/风控

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D. 决策任务说明与输出格式

原文内容:

First, I am a systematic trader on Hyperliquid, trading perpetual futures contracts. My goal is to maximize PnL after fees while avoiding over-trading. I am invoked every 3 minutes with live market data and account state. I need to check my existing positions' exit plans and justifications, and for each coin, choose one action: buy_to_enter, sell_to_enter, hold, or close_position.

Current account available cash: 13654.1. Total account value: 22681.71.

I have open positions in all six coins: ETH, SOL, XRP, BTC, DOGE, BNB. I need to review each one.

Now, I need to consider if I should enter any new trades. I have available cash of 13654.1, but I'm already in positions in all coins, so I shouldn't enter more in the same coins unless I close one, but the instructions say no pyramiding or size increases. I should only hold or close existing positions.

Also, I should check if any invalidation conditions are met or if I should close based on market conditions.

For the output, I need to provide a JSON object for each coin with the signal 'hold', and include all the required fields: coin, signal, quantity, profit_target, stop_loss, invalidation_condition, leverage, confidence, risk_usd.

I have the current quantity, profit_target, stop_loss, invalidation_condition, leverage, confidence, risk_usd from the account information.

I need to use the full current size for quantity.

输出格式:

{
  "COIN": {
    "trade_signal_args": {
      "coin": "COIN",
      "signal": "hold",
      "quantity": <float>,
      "profit_target": <float>,
      "stop_loss": <float>,
      "invalidation_condition": "<string>",
      "leverage": <int 5-40>,
      "confidence": <float 0-1>,
      "risk_usd": <float>
    }
  }
}

• 明确模型角色（"systematic trader ... trading perpetual futures"），给模型语义上的行为定位
• 明确目标（maximize PnL after fees + avoid over-trading），给模型优化方向
• 明确调用频率（every 3 minutes），决策节奏
• 明确操作集合（buy_to_enter, sell_to_enter, hold, close_position），决策动作边界
• 明确策略规则（已有持仓不可再增/禁止金字塔/只能持有或平仓），风控与策略限制
• 明确输出格式（JSON，包含多个字段），系统化、自动化执行接口
• 通过这些，模型不只是"告诉我买/卖"，而是"生成可执行的交易信号 + 风控参数"

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4. 设计亮点总结

4.1 结构化数据输入

数据类型	时间维度	内容
实时价格	当前时刻	price, EMA20, MACD, RSI7
短期序列	过去 10 个采样点（3 分钟间隔）	Mid prices, EMA, MACD, RSI7, RSI14
中期趋势	4 小时时间框架	EMA20 vs EMA50, ATR3 vs ATR14, Volume
资金面数据	实时 + 平均	Open Interest, Funding Rate

4.2 风险控制机制

持仓级别风控:

• 入场价格（entry_price）
• 清算价格（liquidation_price）
• 止盈目标（profit_target）
• 止损位（stop_loss）
• 失效条件（invalidation_condition）

组合级别风控:

• 可用现金（Available Cash）
• 总账户价值（Current Account Value）
• 总回报率（Total Return）
• 夏普比率（Sharpe Ratio）

决策级别风控:

• 信心度（confidence: 0-1）
• 风险金额（risk_usd）
• 杠杆倍数（leverage: 5-40）

4.3 决策动作集合

动作	说明	适用场景
buy_to_enter	开多仓	无持仓且看涨
sell_to_enter	开空仓	无持仓且看跌
hold	持有	已有持仓且不触发止盈/止损
close_position	平仓	触发止盈/止损/失效条件

4.4 策略约束规则

禁止操作:

• 金字塔加仓（pyramiding）
• 同一标的增加仓位（size increases）
• 过度交易（over-trading）

必须遵守:

• 每 3 分钟调用一次
• 必须检查所有持仓的退出计划
• 必须检查失效条件
• 输出必须符合 JSON 格式规范

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5. 应用场景与扩展

5.1 适用场景

• 加密货币永续合约自动化交易
• 多币种组合管理
• 系统化量化交易策略
• 高频交易决策支持

5.2 可扩展方向

数据层面:

• 增加更多技术指标（布林带、斐波那契回撤等）
• 引入链上数据（巨鲸转账、交易所流入流出等）
• 添加宏观经济数据（美联储利率、CPI 等）

策略层面:

• 支持跨品种套利
• 增加期现套利功能
• 实现动态杠杆调整
• 添加波动率预测模型

风控层面:

• 组合级别 VaR 计算
• 动态仓位管理
• 相关性风险监控
• 流动性风险评估

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相关链接

• Alpha Arena: https://nof1.ai/
• GitHub 仓库: https://github.com/HammerGPT/Hyper-Alpha-Arena
• Hyperliquid 官网: https://hyperliquid.xyz/

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