agentsoag
live · classifier · open source MIT

agentdesk/flow

A cross-venue regime classifier for crypto perps + pump.fun. Scores 526 markets across Hyperliquid, Drift, Aevo, and dYdX every 30 seconds and produces a single, comparable regime signal — the thing nobody else publishes.

Not a predictive indicator. The score is coincident with price — it tells you what regime you’re currently in across every venue at once, not what’s about to happen. That’s a feature for media and IC use, and a defensible circuit-breaker for desks that already have leading signals but lack a clean cross-venue regime view.
live now

Public preview

AGENTDESK FLOW ──────────────────────────────── · WAITING
Connecting to flow feed…
Venue Market Flow 5m Flow 1h Flow 24h Signal
proof

What makes this defensible

[ PROOF CHART — SOL score from HL vs Drift vs Aevo, one chart, recent named event ]
Three score lines on one chart, during the same 24h window. They should move together. That synchronization is the proof — nobody else surfaces it.

The problem we solve

Newsrooms write “capital is rotating into Solana” with no live data to point at. Funds discuss risk-on/off in IC by vibes. Bots enter blind during regime flips and bleed.

Nobody publishes a single, cross-venue regime signal — and multi-venue books need exactly that. agentdesk-flow is the layer that doesn’t exist.

What’s under the hood

OI delta × price delta × funding confirm, normalized across venues so HL + Drift + Aevo + dYdX scores are directly comparable — that’s the part nobody else does.

526 perp markets + pump.fun aggregate, 30s polling, fail-closed semantics for bots. Open source MIT — methodology is auditable.

what changes

What the customer does differently on Tuesday morning

Segment Monday (today) Tuesday (with flow)
Newsroom “SOL pumping on inflows” written as vibes; reader has to trust the writer. Embed shows the regime flip the moment it happens; the chart is the proof.
Fund / FO IC regime call = one PM’s hand-wave; no shared visual reference. Cross-venue gauge on the IC screen; regime becomes a structured input, not a vibe.
Quant / MM Regime view is per-venue; no single shared number across HL / Drift / Aevo / dYdX. One normalized regime score visible to the whole desk, comparable across venues — circuit-breaker on demonstrated regime, not on drawdown.
Bot / Agent Bot enters while regime is currently -60, bleeds, blames slippage. flowVeto() returns false while regime is demonstrably bad. Not predictive — just “don’t enter into a known outflow.”
commercial

Three tiers, no procurement cycle

EMBED
$99 / mo
Newsrooms & newsletters
  • Drop-in <iframe> widget
  • Light / dark / compact variants
  • Co-branded footer
  • 30-day free pilot
For Blockworks, Decrypt, Bankless, Defiant
API
$499 / mo
Funds, dashboards, agents
  • JSON feed, 30s cadence
  • All 4 venues (HL, Drift, Aevo, dYdX) + pump.fun
  • Per-market scores + regime overlay
  • flowVeto() SDK (TS / Py)
For prop desks, family offices, agent platforms
PRIVATE
$240 / mo · $2.4k / yr
Desks needing the cross-venue view
  • Per-token pump.fun flow
  • Cross-venue divergence detection
  • Custom regime thresholds + alerts
  • Direct TG support + signal Q&A
Cross-venue regime classifier — not a leading alpha signal

Get access

Independent project. Founder is in NYC this week — 15 min coffee Wed / Thu / Fri works. Otherwise: