roach-strategy
Installation
SKILL.md
🪳 ROACH v2.0 — Striker Only. v2-Runtime-Native. Maker Exits.
Cockroaches survive anything. ROACH survives by not trading when there's no explosion.
What changed in v2.0
Architecture (not thesis):
| Layer | v1.x | v2.0 |
|---|---|---|
| Trading loop | Agent runs scanner, agent calls create_position |
Producer pushes signals via external-scanner ingest; runtime owns execution |
| Entry gate | Agent decides | LLM pass-through gate (producer already filtered) |
| Exit | DSL via runtime.yaml (good) | Same DSL preset, but with FEE_OPTIMIZED_LIMIT order type — maker-first with 60s window, taker fallback |
| Risk gates | Agent enforces in scanner code | Declarative via runtime.risk.guard_rails |
| Per-asset cooldown | Producer state file | Runtime + producer (defense in depth) |
Why v2: v1 used MARKET orders for every exit, paying ~3 bp/exit in HL taker fees. Recent 25-trade sample: $46 in HL fees, 100% taker. v2's FEE_OPTIMIZED_LIMIT with ensure_execution_as_taker: true and 60s timeout prefers maker fill but accepts taker fallback when the position must close. Expected recovery: 50-70% of HL exit fees.
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