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Almanak Strategy Builder

You are helping a quant build DeFi strategies using the Almanak SDK. Strategies are Python classes that return Intent objects. The framework handles compilation to transactions, execution, and state management.

Quick Start

# Install
pip install almanak

# Scaffold a new strategy
almanak strat new --template mean_reversion --name my_rsi --chain arbitrum

# Run on local Anvil fork (auto-starts gateway + Anvil)
cd my_rsi
almanak strat run --network anvil --once

# Run a single iteration on mainnet
almanak strat run --once

# Browse and copy a working demo strategy
almanak strat demo

Minimal strategy (3 files):

my_strategy/
  strategy.py    # IntentStrategy subclass with decide() method
  config.json    # Runtime parameters (tokens, thresholds, funding)
  .env           # Secrets (ALMANAK_PRIVATE_KEY, ALCHEMY_API_KEY)

For Anvil testing, add anvil_funding to config.json so your wallet is auto-funded on fork start (see Configuration below).

# strategy.py
from decimal import Decimal
from almanak.framework.strategies import IntentStrategy, MarketSnapshot, almanak_strategy
from almanak.framework.intents import Intent

@almanak_strategy(
    name="my_strategy",
    version="1.0.0",
    supported_chains=["arbitrum"],
    supported_protocols=["uniswap_v3"],
    intent_types=["SWAP", "HOLD"],
    default_chain="arbitrum",
)
class MyStrategy(IntentStrategy):
    def __init__(self, *args, **kwargs):
        super().__init__(*args, **kwargs)
        self.trade_size = Decimal(str(self.config.get("trade_size_usd", "100")))

    def decide(self, market: MarketSnapshot) -> Intent | None:
        rsi = market.rsi("WETH", period=14)
        if rsi.value < 30:
            return Intent.swap(
                from_token="USDC", to_token="WETH",
                amount_usd=self.trade_size, max_slippage=Decimal("0.005"),
            )
        return Intent.hold(reason=f"RSI={rsi.value:.1f}, waiting")

Note: amount_usd= requires a live price oracle from the gateway. If swaps revert with "Too little received", switch to amount= (token units) which bypasses USD-to-token conversion. Always verify pricing on first live run with --dry-run --once.

Core Concepts

IntentStrategy

All strategies inherit from IntentStrategy and implement one method:

def decide(self, market: MarketSnapshot) -> Intent | None

The framework calls decide() on each iteration with a fresh MarketSnapshot. Return an Intent object (swap, LP, borrow, etc.) or Intent.hold().

Lifecycle

1. __init__: Extract config parameters, set up state
2. decide(market): Called each iteration - return an Intent
3. on_intent_executed(intent, success, result): Optional callback after execution
4. get_status(): Optional - return dict for monitoring dashboards
5. supports_teardown() / generate_teardown_intents(): Optional safe shutdown

@almanak_strategy Decorator

Attaches metadata used by the framework and CLI:

@almanak_strategy(
    name="my_strategy",              # Unique identifier
    description="What it does",      # Human-readable description
    version="1.0.0",                 # Strategy version
    author="Your Name",              # Optional
    tags=["trading", "rsi"],         # Optional tags for discovery
    supported_chains=["arbitrum"],   # Which chains this runs on
    supported_protocols=["uniswap_v3"],  # Which protocols it uses
    intent_types=["SWAP", "HOLD"],   # Intent types it may return
    default_chain="arbitrum",        # Default chain for execution
)

Config Access

In __init__, read parameters from self.config (dict loaded from config.json):

def __init__(self, *args, **kwargs):
    super().__init__(*args, **kwargs)
    self.trade_size = Decimal(str(self.config.get("trade_size_usd", "100")))
    self.rsi_period = int(self.config.get("rsi_period", 14))
    self.base_token = self.config.get("base_token", "WETH")

Also available: self.chain (str), self.wallet_address (str).

Intent Reference

All intents are created via Intent factory methods. Import:

from almanak.framework.intents import Intent

Trading

Intent.swap - Exchange tokens on a DEX

Intent.swap(
    from_token="USDC",           # Token to sell
    to_token="WETH",             # Token to buy
    amount_usd=Decimal("1000"),  # Amount in USD (use amount_usd OR amount)
    amount=Decimal("500"),       # Amount in token units (alternative to amount_usd)
    max_slippage=Decimal("0.005"),  # Max slippage (0.5%)
    protocol="uniswap_v3",      # Optional: specific DEX
    chain="arbitrum",            # Optional: override chain
    destination_chain="base",    # Optional: cross-chain swap
)

Use amount="all" to swap the entire balance.

amount= vs amount_usd=: Use amount_usd= to specify trade size in USD (requires a live price oracle from the gateway). Use amount= to specify exact token units (more reliable for live trading since it bypasses USD-to-token conversion). When in doubt, prefer amount= for mainnet.

Liquidity Provision

Intent.lp_open - Open a concentrated LP position

Intent.lp_open(
    pool="WETH/USDC",               # Pool identifier
    amount0=Decimal("1.0"),          # Amount of token0
    amount1=Decimal("2000"),         # Amount of token1
    range_lower=Decimal("1800"),     # Lower price bound
    range_upper=Decimal("2200"),     # Upper price bound
    protocol="uniswap_v3",          # Default: uniswap_v3
    chain=None,                      # Optional override
)

Intent.lp_close - Close an LP position

Intent.lp_close(
    position_id="12345",     # NFT token ID from lp_open result
    pool="WETH/USDC",        # Optional pool identifier
    collect_fees=True,       # Collect accumulated fees
    protocol="uniswap_v3",
)

Intent.collect_fees - Harvest LP fees without closing

Intent.collect_fees(
    pool="WETH/USDC",
    protocol="traderjoe_v2",
)

Lending / Borrowing

Intent.supply - Deposit collateral into a lending protocol

Intent.supply(
    protocol="aave_v3",
    token="WETH",
    amount=Decimal("10"),
    use_as_collateral=True,   # Enable as collateral (default: True)
    market_id=None,           # Required for Morpho Blue
)

Intent.borrow - Borrow tokens against collateral

Intent.borrow(
    protocol="aave_v3",
    collateral_token="WETH",
    collateral_amount=Decimal("10"),
    borrow_token="USDC",
    borrow_amount=Decimal("5000"),
    interest_rate_mode="variable",  # Aave: "variable" or "stable"
    market_id=None,                 # Required for Morpho Blue
)

Intent.repay - Repay borrowed tokens

Intent.repay(
    protocol="aave_v3",
    token="USDC",
    amount=Decimal("5000"),
    repay_full=False,        # Set True to repay entire debt
    market_id=None,
)

Intent.withdraw - Withdraw from lending protocol

Intent.withdraw(
    protocol="aave_v3",
    token="WETH",
    amount=Decimal("10"),
    withdraw_all=False,      # Set True to withdraw everything
    market_id=None,
)

Perpetuals

Intent.perp_open - Open a perpetual futures position

Intent.perp_open(
    market="ETH/USD",
    collateral_token="USDC",
    collateral_amount=Decimal("1000"),
    size_usd=Decimal("5000"),
    is_long=True,
    leverage=Decimal("5"),
    max_slippage=Decimal("0.01"),
    protocol="gmx_v2",
)

Intent.perp_close - Close a perpetual futures position

Intent.perp_close(
    market="ETH/USD",
    collateral_token="USDC",
    is_long=True,
    size_usd=None,               # None = close full position
    max_slippage=Decimal("0.01"),
    protocol="gmx_v2",
)

Bridging

Intent.bridge - Cross-chain token transfer

Intent.bridge(
    token="USDC",
    amount=Decimal("1000"),
    from_chain="arbitrum",
    to_chain="base",
    max_slippage=Decimal("0.005"),
    preferred_bridge=None,       # Optional: specific bridge protocol
)

Staking

Intent.stake - Liquid staking deposit

Intent.stake(
    protocol="lido",
    token_in="ETH",
    amount=Decimal("10"),
    receive_wrapped=True,    # Receive wrapped token (e.g., wstETH)
)

Intent.unstake - Withdraw from liquid staking

Intent.unstake(
    protocol="lido",
    token_in="wstETH",
    amount=Decimal("10"),
)

Flash Loans

Intent.flash_loan - Borrow and repay in a single transaction

Intent.flash_loan(
    provider="aave",         # "aave", "balancer", "morpho", or "auto"
    token="USDC",
    amount=Decimal("100000"),
    callback_intents=[...],  # Intents to execute with the borrowed funds
)

Vaults (ERC-4626)

Intent.vault_deposit - Deposit into an ERC-4626 vault

Intent.vault_deposit(
    vault="0x...",           # Vault contract address
    asset_token="USDC",
    amount=Decimal("1000"),
)

Intent.vault_redeem - Redeem shares from an ERC-4626 vault

Intent.vault_redeem(
    vault="0x...",
    shares_amount=Decimal("1000"),
)

Prediction Markets

Intent.prediction_buy(protocol="polymarket", market="...", amount_usd=Decimal("100"))
Intent.prediction_sell(protocol="polymarket", market="...", amount_shares=Decimal("50"))
Intent.prediction_redeem(protocol="polymarket", market="...")

Cross-Chain

Intent.ensure_balance - Meta-intent that resolves to a BridgeIntent (if balance is insufficient) or HoldIntent (if already met). Call .resolve(market) before returning from decide().

intent = Intent.ensure_balance(
    token="USDC",
    min_amount=Decimal("1000"),
    target_chain="arbitrum",
    max_slippage=Decimal("0.005"),
    preferred_bridge=None,
)
# Must resolve before returning - returns BridgeIntent or HoldIntent
resolved = intent.resolve(market)
return resolved

Token Utilities

UnwrapNativeIntent - Unwrap wrapped native tokens (WETH -> ETH, WMATIC -> MATIC, etc.)

from almanak.framework.intents import UnwrapNativeIntent
from decimal import Decimal

UnwrapNativeIntent(
    token="WETH",              # Wrapped token symbol
    amount=Decimal("0.5"),     # Amount to unwrap (or "all")
    chain="arbitrum",          # Target chain
)

Control Flow

Intent.hold - Do nothing this iteration

Intent.hold(reason="RSI in neutral zone")

Intent.sequence - Execute multiple intents in order

Intent.sequence(
    intents=[
        Intent.swap(from_token="USDC", to_token="WETH", amount_usd=Decimal("1000")),
        Intent.supply(protocol="aave_v3", token="WETH", amount=Decimal("0.5")),
    ],
    description="Buy WETH then supply to Aave",
)

Chained Amounts

Use "all" to reference the full output of a prior intent:

Intent.sequence(intents=[
    Intent.swap(from_token="USDC", to_token="WETH", amount_usd=Decimal("1000")),
    Intent.supply(protocol="aave_v3", token="WETH", amount="all"),  # Uses swap output
])

Market Data API

The MarketSnapshot passed to decide() provides these methods:

Prices

price = market.price("WETH")                    # Decimal, USD price
price = market.price("WETH", quote="USDC")      # Price in USDC terms

pd = market.price_data("WETH")                  # PriceData object
pd.price             # Decimal - current price
pd.price_24h_ago     # Decimal
pd.change_24h_pct    # Decimal
pd.high_24h          # Decimal
pd.low_24h           # Decimal
pd.timestamp         # datetime

Balances

bal = market.balance("USDC")
bal.balance       # Decimal - token amount
bal.balance_usd   # Decimal - USD value
bal.symbol        # str
bal.address       # str - token contract address

TokenBalance supports numeric comparisons: bal > Decimal("100").

Technical Indicators

All indicators accept token, period (int), and timeframe (str, default "4h").

rsi = market.rsi("WETH", period=14, timeframe="4h")
rsi.value          # Decimal (0-100)
rsi.is_oversold    # bool (value < 30)
rsi.is_overbought  # bool (value > 70)
rsi.signal         # "BUY" | "SELL" | "HOLD"

macd = market.macd("WETH", fast_period=12, slow_period=26, signal_period=9)
macd.macd_line     # Decimal
macd.signal_line   # Decimal
macd.histogram     # Decimal
macd.is_bullish_crossover  # bool
macd.is_bearish_crossover  # bool

bb = market.bollinger_bands("WETH", period=20, std_dev=2.0)
bb.upper_band      # Decimal
bb.middle_band     # Decimal
bb.lower_band      # Decimal
bb.bandwidth        # Decimal
bb.percent_b        # Decimal (0.0 = at lower band, 1.0 = at upper band)
bb.is_squeeze       # bool

stoch = market.stochastic("WETH", k_period=14, d_period=3)
stoch.k_value       # Decimal
stoch.d_value       # Decimal
stoch.is_oversold   # bool
stoch.is_overbought # bool

atr_val = market.atr("WETH", period=14)
atr_val.value       # Decimal (absolute)
atr_val.value_percent  # Decimal, percentage points (2.62 means 2.62%, not 0.0262)
atr_val.is_high_volatility  # bool

sma = market.sma("WETH", period=20)
ema = market.ema("WETH", period=12)
# Both return MAData with: .value, .is_price_above, .is_price_below, .signal

adx = market.adx("WETH", period=14)
adx.adx             # Decimal (0-100, trend strength)
adx.plus_di          # Decimal (+DI)
adx.minus_di         # Decimal (-DI)
adx.is_strong_trend  # bool (adx >= 25)
adx.is_uptrend       # bool (+DI > -DI)
adx.is_downtrend     # bool (-DI > +DI)

obv = market.obv("WETH")
obv.obv              # Decimal (OBV value)
obv.signal_line      # Decimal (SMA of OBV)
obv.is_bullish       # bool (OBV > signal)
obv.is_bearish       # bool (OBV < signal)

cci = market.cci("WETH", period=20)
cci.value            # Decimal
cci.is_oversold      # bool (value <= -100)
cci.is_overbought    # bool (value >= 100)

ich = market.ichimoku("WETH")
ich.tenkan_sen       # Decimal (conversion line)
ich.kijun_sen        # Decimal (base line)
ich.senkou_span_a    # Decimal (leading span A)
ich.senkou_span_b    # Decimal (leading span B)
ich.cloud_top        # Decimal
ich.cloud_bottom     # Decimal
ich.is_bullish_crossover  # bool (tenkan > kijun)
ich.is_above_cloud   # bool
ich.signal           # "BUY" | "SELL" | "HOLD"

Multi-Token Queries

prices = market.prices(["WETH", "WBTC"])           # dict[str, Decimal]
balances = market.balances(["USDC", "WETH"])        # dict[str, Decimal]
usd_val = market.balance_usd("WETH")               # Decimal - USD value of holdings
total = market.total_portfolio_usd()                # Decimal



# USD value of an arbitrary collateral amount (for perp position sizing)
col_usd = market.collateral_value_usd("WETH", Decimal("2"))  # Decimal - amount * price

OHLCV Data

df = market.ohlcv("WETH", timeframe="1h", limit=100)  # pd.DataFrame
# Columns: open, high, low, close, volume

Pool and DEX Data

pool = market.pool_price("0x...")                   # DataEnvelope[PoolPrice]
pool = market.pool_price_by_pair("WETH", "USDC")   # DataEnvelope[PoolPrice]
reserves = market.pool_reserves("0x...")            # PoolReserves
history = market.pool_history("0x...", resolution="1h")  # DataEnvelope[list[PoolSnapshot]]
analytics = market.pool_analytics("0x...")          # DataEnvelope[PoolAnalytics]
best = market.best_pool("WETH", "USDC", metric="fee_apr")  # DataEnvelope[PoolAnalyticsResult]

Price Aggregation and Slippage

twap = market.twap("WETH/USDC", window_seconds=300)       # DataEnvelope[AggregatedPrice]
lwap = market.lwap("WETH/USDC")                           # DataEnvelope[AggregatedPrice]
depth = market.liquidity_depth("0x...")                    # DataEnvelope[LiquidityDepth]
slip = market.estimate_slippage("WETH", "USDC", Decimal("10000"))  # DataEnvelope[SlippageEstimate]
best_dex = market.best_dex_price("WETH", "USDC", Decimal("1"))    # BestDexResult

Lending and Funding Rates

rate = market.lending_rate("aave_v3", "USDC", side="supply")   # LendingRate
best = market.best_lending_rate("USDC", side="supply")         # BestRateResult
fr = market.funding_rate("binance", "ETH-PERP")               # FundingRate
spread = market.funding_rate_spread("ETH-PERP", "binance", "hyperliquid")  # FundingRateSpread

Impermanent Loss

il = market.il_exposure("position_id", fees_earned=Decimal("50"))  # ILExposure
proj = market.projected_il("WETH", "USDC", price_change_pct=Decimal("0.1"))  # ProjectedILResult

Prediction Markets

mkt = market.prediction("market_id")                    # PredictionMarket
price = market.prediction_price("market_id", "YES")     # Decimal
positions = market.prediction_positions("market_id")     # list[PredictionPosition]
orders = market.prediction_orders("market_id")           # list[PredictionOrder]

Yield and Analytics

yields = market.yield_opportunities("USDC", min_tvl=100_000, sort_by="apy")  # DataEnvelope[list[YieldOpportunity]]
gas = market.gas_price()                                # GasPrice
health = market.health()                                # HealthReport
signals = market.wallet_activity(action_types=["SWAP", "LP_OPEN"])  # list

Context Properties

market.chain            # str - current chain name
market.wallet_address   # str - wallet address
market.timestamp        # datetime - snapshot timestamp

State Management

self.state is a dict that persists across iterations and restarts. The runner calls load_state() on startup, restoring previously saved state from the StateManager (SQLite locally, gateway when deployed). Write to self.state during decide() or on_intent_executed() and changes are automatically persisted after each iteration.

def decide(self, market):
    # Read state (survives restarts)
    last_trade = self.state.get("last_trade_time")
    position_id = self.state.get("lp_position_id")

    # Write state (persisted automatically after each iteration)
    self.state["last_trade_time"] = datetime.now().isoformat()
    self.state["consecutive_holds"] = self.state.get("consecutive_holds", 0) + 1

Use --fresh to clear saved state when starting over: almanak strat run --fresh --once.

For strategies that need custom serialization (e.g., Decimal fields, complex objects), override get_persistent_state() and load_persistent_state():

def get_persistent_state(self) -> dict:
    """Called by framework to serialize state for persistence."""
    return {
        "phase": self.state.get("phase", "idle"),
        "position_id": self.state.get("position_id"),
        "entry_price": str(self.state.get("entry_price", "0")),
    }

def load_persistent_state(self, saved: dict) -> None:
    """Called by framework on startup to restore state."""
    self.state["phase"] = saved.get("phase", "idle")
    self.state["position_id"] = saved.get("position_id")
    self.state["entry_price"] = Decimal(saved.get("entry_price", "0"))

on_intent_executed Callback

After execution, access results (position IDs, swap amounts) via the callback. The framework automatically enriches result with protocol-specific data - no manual receipt parsing needed.

# In your strategy file, import logging at the top:
# import logging
# logger = logging.getLogger(__name__)

def on_intent_executed(self, intent, success: bool, result):

    if not success:
        logger.warning(f"Intent failed: {intent.intent_type}")
        return

    # Capture LP position ID (enriched automatically by ResultEnricher)
    if result.position_id is not None:
        self.state["lp_position_id"] = result.position_id
        logger.info(f"Opened LP position {result.position_id}")

        # Store range bounds for rebalancing strategies (keep as Decimal)
        if (
            hasattr(intent, "range_lower") and intent.range_lower is not None
            and hasattr(intent, "range_upper") and intent.range_upper is not None
        ):
            self.state["range_lower"] = intent.range_lower
            self.state["range_upper"] = intent.range_upper

    # Capture swap amounts
    if result.swap_amounts:
        self.state["last_swap"] = {
            "amount_in": str(result.swap_amounts.amount_in),
            "amount_out": str(result.swap_amounts.amount_out),
        }
        logger.info(
            f"Swapped {result.swap_amounts.amount_in} -> {result.swap_amounts.amount_out}"
        )

Configuration

config.json

Contains only tunable runtime parameters. Structural metadata (name, description, default execution chain) lives in the @almanak_strategy decorator on your strategy class.

{
    "base_token": "WETH",
    "quote_token": "USDC",
    "rsi_period": 14,
    "rsi_oversold": 30,
    "rsi_overbought": 70,
    "trade_size_usd": 1000,
    "max_slippage_bps": 50,
    "anvil_funding": {
        "USDC": "10000",
        "WETH": "5"
    }
}

No required fields - all fields are strategy-specific and accessed via self.config.get(key, default). The default execution chain comes from default_chain in the @almanak_strategy decorator (falls back to supported_chains[0] if omitted).

.env

# Required
ALMANAK_PRIVATE_KEY=0x...

# RPC access (set at least one)
ALCHEMY_API_KEY=your_key
# RPC_URL=https://...

# Optional
# ENSO_API_KEY=
# COINGECKO_API_KEY=
# ALMANAK_API_KEY=

anvil_funding

When running on Anvil (--network anvil), the framework auto-funds the wallet with tokens specified in anvil_funding. Values are in token units (not USD).

Token Resolution

Use get_token_resolver() for all token lookups. Never hardcode addresses.

from almanak.framework.data.tokens import get_token_resolver

resolver = get_token_resolver()

# Resolve by symbol
token = resolver.resolve("USDC", "arbitrum")
# -> ResolvedToken(symbol="USDC", address="0xaf88...", decimals=6, chain="arbitrum")

# Resolve by address
token = resolver.resolve("0xaf88d065e77c8cC2239327C5EDb3A432268e5831", "arbitrum")

# Convenience
decimals = resolver.get_decimals("arbitrum", "USDC")  # -> 6
address = resolver.get_address("arbitrum", "USDC")     # -> "0xaf88..."

# For DEX swaps (auto-wraps native tokens: ETH->WETH, MATIC->WMATIC)
token = resolver.resolve_for_swap("ETH", "arbitrum")   # -> WETH

# Resolve trading pair
usdc, weth = resolver.resolve_pair("USDC", "WETH", "arbitrum")

Resolution order: memory cache -> disk cache -> static registry -> gateway on-chain lookup.

Never default to 18 decimals. If the token is unknown, TokenNotFoundError is raised.

Backtesting

PnL Backtest (historical prices, no on-chain execution)

almanak strat backtest pnl -s my_strategy \
    --start 2024-01-01 --end 2024-06-01 \
    --initial-capital 10000

Paper Trading (Anvil fork with real execution, PnL tracking)

almanak strat backtest paper -s my_strategy \
    --duration 3600 --interval 60 \
    --initial-capital 10000

Paper trading runs the full strategy loop on an Anvil fork with real transaction execution, equity curve tracking, and JSON result logs.

Parameter Sweep

almanak strat backtest sweep -s my_strategy \
    --start 2024-01-01 --end 2024-06-01 \
    --param "rsi_oversold:20,25,30" \
    --param "rsi_overbought:70,75,80"

Runs the PnL backtest across all parameter combinations and ranks by Sharpe ratio.

Programmatic Backtesting

from almanak.framework.backtesting import BacktestEngine

engine = BacktestEngine(
    strategy_class=MyStrategy,
    config={...},
    start_date="2024-01-01",
    end_date="2024-06-01",
    initial_capital=10000,
)
results = engine.run()
results.sharpe_ratio
results.max_drawdown
results.total_return
results.plot()  # Matplotlib equity curve

Backtesting Limitations

• OHLCV data : The PnL backtester uses historical close prices from CoinGecko. Indicators that require OHLCV data (ATR, Stochastic, Ichimoku) need a paid CoinGecko tier or an external data source.
• RPC for paper trading : Paper trading requires an RPC endpoint. Alchemy free tier is recommended for performance; public RPCs work but are slow.
• No CWD auto-discovery : Backtest CLI commands (backtest pnl, backtest paper, backtest sweep) require an explicit -s strategy_name flag. They do not auto-discover strategies from the current directory like strat run does.
• Percentage fields : total_return_pct and similar _pct result fields are decimal fractions (0.33 = 33%), not percentages.

CLI Commands

Strategy Management

almanak strat new                     # Interactive strategy scaffolding
almanak strat new -t mean_reversion -n my_rsi -c arbitrum  # Non-interactive
almanak strat demo                    # Browse and copy a working demo strategy

Templates: blank, dynamic_lp, mean_reversion, bollinger, basis_trade, lending_loop, copy_trader

Running Strategies

almanak strat run --once              # Single iteration (from strategy dir)
almanak strat run -d path/to/strat --once  # Explicit directory
almanak strat run --network anvil --once   # Local Anvil fork
almanak strat run --interval 30       # Continuous (30s between iterations)
almanak strat run --dry-run --once    # No transactions submitted
almanak strat run --fresh --once      # Clear state before running
almanak strat run --id abc123 --once  # Resume previous run
almanak strat run --dashboard         # Launch live monitoring dashboard

Backtesting

almanak strat backtest pnl -s my_strategy            # Historical PnL simulation
almanak strat backtest paper -s my_strategy            # Paper trading on Anvil fork
almanak strat backtest sweep -s my_strategy           # Parameter sweep optimization

Teardown

almanak strat teardown plan           # Preview teardown intents
almanak strat teardown execute        # Execute teardown

Gateway

almanak gateway                       # Start standalone gateway
almanak gateway --network anvil       # Gateway for local Anvil testing
almanak gateway --port 50052          # Custom port

Agent Skill Management

almanak agent install                 # Auto-detect platforms and install
almanak agent install -p claude       # Install for specific platform
almanak agent install -p all          # Install for all 9 platforms
almanak agent update                  # Update installed skill files
almanak agent status                  # Check installation status

Documentation

almanak docs path                     # Path to bundled LLM docs
almanak docs dump                     # Print full LLM docs
almanak docs agent-skill              # Path to bundled agent skill
almanak docs agent-skill --dump       # Print agent skill content

Supported Chains and Protocols

Chains

Protocols

• These protocols do not have a Protocol enum value. Use the string config name (e.g., protocol="aave_v3") in intents. They are resolved by the intent compiler and transaction builder directly.

Networks

Protocol-Specific Notes

GMX V2 (Perpetuals)

• Market format : Use slash separator: "BTC/USD", "ETH/USD", "LINK/USD" (not dash).
• Two-step execution : GMX V2 uses a keeper-based execution model. When you call Intent.perp_open(), the SDK submits an order creation transaction. A GMX keeper then executes the actual position change in a separate transaction. on_intent_executed(success=True) fires when the order creation TX confirms, not when the keeper executes the position. Strategies should poll position state before relying on it.
• Minimum position size : GMX V2 enforces a minimum position size of approximately $11 net of fees. Orders below this threshold are silently rejected by the keeper with no on-chain error.
• Collateral approvals : Handled automatically by the intent compiler (same as LP opens).
• Position monitoring : get_all_positions() may not return positions immediately after opening due to keeper delay. Allow a few seconds before querying.
• : Arbitrum, Avalanche.

Common Patterns

RSI Mean Reversion (Trading)

def decide(self, market):
    rsi = market.rsi(self.base_token, period=self.rsi_period)
    quote_bal = market.balance(self.quote_token)
    base_bal = market.balance(self.base_token)

    if rsi.is_oversold and quote_bal.balance_usd >= self.trade_size:
        return Intent.swap(
            from_token=self.quote_token, to_token=self.base_token,
            amount_usd=self.trade_size, max_slippage=Decimal("0.005"),
        )
    if rsi.is_overbought and base_bal.balance_usd >= self.trade_size:
        return Intent.swap(
            from_token=self.base_token, to_token=self.quote_token,
            amount_usd=self.trade_size, max_slippage=Decimal("0.005"),
        )
    return Intent.hold(reason=f"RSI={rsi.value:.1f} in neutral zone")

LP Rebalancing

def decide(self, market):
    price = market.price(self.base_token)
    position_id = self.state.get("lp_position_id")

    if position_id:
        # Check if price is out of range - close and reopen
        if price < self.state.get("range_lower") or price > self.state.get("range_upper"):
            return Intent.lp_close(position_id=position_id, protocol="uniswap_v3")

    # Open new position centered on current price
    atr = market.atr(self.base_token)
    half_range = price * (atr.value_percent / Decimal("100")) * 2  # value_percent is percentage points
    return Intent.lp_open(
        pool="WETH/USDC",
        amount0=Decimal("1"), amount1=Decimal("2000"),
        range_lower=price - half_range,
        range_upper=price + half_range,
    )

Multi-Step with IntentSequence

def decide(self, market):
    return Intent.sequence(
        intents=[
            Intent.swap(from_token="USDC", to_token="WETH", amount_usd=Decimal("5000")),
            Intent.supply(protocol="aave_v3", token="WETH", amount="all"),
            Intent.borrow(
                protocol="aave_v3",
                collateral_token="WETH", collateral_amount=Decimal("0"),
                borrow_token="USDC", borrow_amount=Decimal("3000"),
            ),
        ],
        description="Leverage loop: buy WETH, supply, borrow USDC",
    )

Alerting

from almanak.framework.alerting import AlertManager

class MyStrategy(IntentStrategy):
    def __init__(self, *args, **kwargs):
        super().__init__(*args, **kwargs)
        self.alerts = AlertManager.from_config(self.config.get("alerting", {}))

    def decide(self, market):
        rsi = market.rsi("WETH")
        if rsi.value < 20:
            self.alerts.send("Extreme oversold: RSI={:.1f}".format(rsi.value), level="warning")
        # ... trading logic

Safe Teardown

Implement teardown so the strategy can cleanly exit positions:

def supports_teardown(self) -> bool:
    return True

def generate_teardown_intents(self, mode, market=None) -> list[Intent]:
    intents = []
    position_id = self.state.get("lp_position_id")
    if position_id:
        intents.append(Intent.lp_close(position_id=position_id))
    # Swap all base token back to quote
    intents.append(Intent.swap(
        from_token=self.base_token, to_token=self.quote_token,
        amount="all", max_slippage=Decimal("0.03"),
    ))
    return intents

Error Handling

Always wrap decide() in try/except and return Intent.hold() on error:

def decide(self, market):
    try:
        # ... strategy logic
    except Exception as e:
        logger.exception(f"Error in decide(): {e}")
        return Intent.hold(reason=f"Error: {e}")

Execution Failure Tracking (Circuit Breaker)

The framework retries each failed intent up to max_retries (default: 3) with exponential backoff. However, after all retries are exhausted the strategy continues running and will attempt the same trade on the next iteration. Without a circuit breaker, this creates an infinite loop of reverted transactions that burn gas without any hope of success.

Always track consecutive execution failures in persistent state and stop trading (or enter an extended cooldown) after a threshold is reached:

MAX_CONSECUTIVE_FAILURES = 3     # Stop after 3 rounds of failed intents
FAILURE_COOLDOWN_SECONDS = 1800  # 30-min cooldown before retrying

def __init__(self, *args, **kwargs):
    super().__init__(*args, **kwargs)
    self.consecutive_failures = 0
    self.failure_cooldown_until = 0.0

def decide(self, market):
    try:
        now = time.time()

        # Circuit breaker: skip trading while in cooldown
        if now < self.failure_cooldown_until:
            remaining = int(self.failure_cooldown_until - now)
            return Intent.hold(
                reason=f"Circuit breaker active, cooldown {remaining}s remaining"
            )

        # Circuit breaker: enter cooldown after too many failures
        if self.consecutive_failures >= MAX_CONSECUTIVE_FAILURES:
            self.failure_cooldown_until = now + FAILURE_COOLDOWN_SECONDS
            self.consecutive_failures = 0
            logger.warning(
                f"Circuit breaker tripped after {MAX_CONSECUTIVE_FAILURES} "
                f"consecutive failures, cooling down {FAILURE_COOLDOWN_SECONDS}s"
            )
            return Intent.hold(reason="Circuit breaker tripped")

        # ... normal strategy logic ...

    except Exception as e:
        logger.exception(f"Error in decide(): {e}")
        return Intent.hold(reason=f"Error: {e}")

def on_intent_executed(self, intent, success: bool, result):
    if success:
        self.consecutive_failures = 0   # Reset on success
    else:
        self.consecutive_failures += 1
        logger.warning(
            f"Intent failed ({self.consecutive_failures}/{MAX_CONSECUTIVE_FAILURES})"
        )

def get_persistent_state(self) -> dict:
    return {
        "consecutive_failures": self.consecutive_failures,
        "failure_cooldown_until": self.failure_cooldown_until,
    }

def load_persistent_state(self, state: dict) -> None:
    self.consecutive_failures = int(state.get("consecutive_failures", 0))
    self.failure_cooldown_until = float(state.get("failure_cooldown_until", 0))

Important: Only update trade-timing state (e.g. last_trade_ts) inside on_intent_executed when success=True, not when the intent is created. Setting it at creation time means a failed trade still resets the interval timer, causing the strategy to wait before retrying — or worse, to keep retrying on a fixed schedule with no failure awareness.

Handling Gas and Slippage Errors (Sadflow Hook)

Override on_sadflow_enter to react to specific error types during intent retries. This hook is called before each retry attempt and lets you modify the transaction (e.g. increase gas or slippage) or abort early:

from almanak.framework.intents.state_machine import SadflowAction

class MyStrategy(IntentStrategy):
    def on_sadflow_enter(self, error_type, attempt, context):
        # Abort immediately on insufficient funds — retrying won't help
        if error_type == "INSUFFICIENT_FUNDS":
            return SadflowAction.abort("Insufficient funds, stopping retries")

        # Increase gas limit for gas-related errors
        if error_type == "GAS_ERROR" and context.action_bundle:
            modified = self._increase_gas(context.action_bundle)
            return SadflowAction.modify(modified, reason="Increased gas limit")

        # For slippage errors ("Too little received"), abort after 1 attempt
        # since retrying with the same parameters will produce the same result
        if error_type == "SLIPPAGE" and attempt >= 1:
            return SadflowAction.abort("Slippage error persists, aborting")

        # Default: let the framework retry with backoff
        return None

Error types passed to on_sadflow_enter (from _categorize_error in state_machine.py):

• GAS_ERROR — gas estimation failed or gas limit exceeded
• INSUFFICIENT_FUNDS — wallet balance too low
• SLIPPAGE — "Too little received" or similar DEX revert
• TIMEOUT — transaction confirmation timed out
• NONCE_ERROR — nonce mismatch or conflict
• REVERT — generic transaction revert
• RATE_LIMIT — RPC or API rate limit hit
• NETWORK_ERROR — connection or network failure
• COMPILATION_PERMANENT — unsupported protocol/chain (non-retriable)

Going Live Checklist

Before deploying to mainnet:

• Test on Anvil with --network anvil --once until decide() works correctly
• Run --dry-run --once on mainnet to verify compilation without submitting transactions
• Use amount= (token units) for swaps if amount_usd= causes reverts (see swap reference above)
• Override get_persistent_state() / load_persistent_state() if your strategy tracks positions or phase state
• Verify token approvals for all protocols used (auto-handled for most, but verify on first run)
• Fund wallet on the correct chain with sufficient tokens plus gas (ETH/AVAX/MATIC)
• Note your instance ID after first successful iteration (needed for --id resume)
• Start with small amounts and monitor the first few iterations

Troubleshooting

Debugging Tips

• Use --verbose flag for detailed logging: almanak strat run --once --verbose
• Use --dry-run to test decide() without submitting transactions
• Use --log-file out.json for machine-readable JSON logs
• Check strategy state: self.state persists between iterations
• Paper trade first: almanak strat backtest paper -s my_strategy runs real execution on Anvil

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Repository

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