feat(agents): rename Smart-Money Flow agent to Derive Options Trader

[fengtality]

Summary

• Renames the smart_money_flow agent to derive_options_trader and makes options-market positioning its core identity: the Derive options read (25D risk reversal, put/call OI ratio, IV term structure, net GEX), the options_flow routine, and the Derive public API reference now live at agent level in AGENT.md.
• Moves the smart-money capital-flow content (cross-market regime + Solana on-chain pulse, "follow the flow" playbook) out of AGENT.md into the strategy renamed smart_money_flow (was derive_flow_trader). That strategy now also runs options_flow every tick and uses the options composite as a confirmation/sizing input (full size on agreement, half size on strong disagreement, tie-breaker when the flow read is ambiguous).
• Adds the options_flow routine and the options_oracle_operator strategy (pure options positioning).
• Both strategies default to a 5-minute cadence (frequency_sec: 300) and run on agent_key: claude-acp:sonnet (the smart_money_flow strategy previously ran on the opencode custom endpoint).
• Skill namespace updated: smart_money_flow:smart_money_playbook → derive_options_trader:smart_money_playbook; the playbook now documents the options-confirmation rule.

Runtime state (strategy sessions/, empty learnings.md) is intentionally not committed, consistent with the rest of the repo.

Test plan

• manage_trading_agent lists the agent under slug derive_options_trader with strategies smart_money_flow and options_oracle_operator
• manage_skill(action="read", name="derive_options_trader:smart_money_playbook") resolves
• Dry-run (agent.experiment) a tick of each strategy: both call options_flow; smart_money_flow also calls onchain_flow

🤖 Generated with Claude Code

[greptile-apps]

Greptile Summary

The PR renames Smart-Money Flow to Derive Options Trader and reorganizes its strategies around options positioning.

• Adds the options_flow routine and pure options-oracle strategy.
• Moves the capital-flow strategy and playbook into the renamed agent.
• Updates strategy cadence, model configuration, risk instructions, and partial API-failure handling.

Confidence Score: 5/5

The PR appears safe to merge.

No blocking failure remains.

Important Files Changed

Filename	Overview
agents/derive_options_trader/routines/options_flow.py	Adds the Derive options composite and now handles missing GEX and per-expiry API failures without corrupting or discarding available signals.
agents/derive_options_trader/strategies/options_oracle_operator/strategy.md	Defines the pure options-positioning strategy and consistently limits executor leverage to the configured 2× maximum.
agents/derive_options_trader/strategies/smart_money_flow/strategy.md	Rehomes the capital-flow strategy and adds options-based confirmation and sizing.
agents/derive_options_trader/AGENT.md	Establishes the renamed agent identity, shared options methodology, strategies, and risk discipline.

Flowchart

%%{init: {'theme': 'neutral'}}%%
flowchart TD
    A[Derive Options Trader tick] --> B[Run options_flow]
    B --> C{Strategy}
    C -->|Options Oracle| D[Trade from options composite]
    C -->|Smart Money Flow| E[Run onchain_flow]
    E --> F[Confirm flow with options composite]
    D --> G[Apply sizing and 2x leverage limit]
    F --> G
    G --> H[Create or manage SOL-USDC executor]

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_{Reviews (2): Last reviewed commit: "Merge origin/main; align with main's ris..." | Re-trigger Greptile}

[carlito-hummingbot]

Tested this on my server — the agent works as designed. Quick rundown:

• Agent loads as derive_options_trader with both strategies showing up (smart_money_flow + options_oracle_operator), and the playbook skill resolves under the new name.
• Dry-ran a tick of each strategy:
  • options_oracle_operator — reads the options market and only acts when the signal is strong enough (LONG/SHORT/HOLD). No forced trades.
  • smart_money_flow — pulls both the capital-flow read and the options read every tick, and uses options as a confirmation: full size when they agree, half size when they strongly disagree, options as tiebreaker when flow is ambiguous.
• Both strategies correctly held when signals were weak — e.g. one tick showed flow bearish but options neutral, so it sized accordingly. The confirmation logic in the playbook works as documented.

We'll keep testing with real orders and observing the signals and executions as we go.

[fengtality]

Folded into #204 (feat/lp-close-retry-ownership) and closing this one.

Why it moved rather than merging on its own: this branch was cut from main before #203 landed, and #203 adds two gates it does not satisfy. Both would have gone red on main after merge, while CI here stayed green because the gates don't exist on this base.

1. GeckoTerminal rate-gate guard. Feat/trade panel dex #203 adds test_nobody_hand_builds_a_geckoterminal_url, which fails any source file containing api.geckoterminal.com. This branch renames onchain_flow.py but carries main's pre-fix body, which sets GECKO = "https://api.geckoterminal.com/api/v2" and opens its own httpx.AsyncClient — bypassing the shared per-IP budget that condor/pool_data.py owns. Simulating the merge reproduced it:

   FAILED tests/test_gecko_throttle.py::test_nobody_hand_builds_a_geckoterminal_url
     bypass the rate gate with a raw URL: ['agents/derive_options_trader/routines/onchain_flow.py']
   

   This one needed no code change in the end — the rename here is byte-identical to main's file, and Feat/trade panel dex #203 had already rewritten it to call pool_data.gecko_request, so the merge took this branch's rename with Feat/trade panel dex #203's rate-gated body.

2. Formatting gate. Feat/trade panel dex #203 enforces black --check . and isort --check . repo-wide. options_flow.py failed both.

Also fixed while folding in: options_flow.py:433 wrote a Markdown underscore escape as \_ inside a non-raw string. Python doesn't recognise \_, so it kept both characters but raised SyntaxWarning — an error in a future Python. Doubled to \\_, so the rendered output is unchanged.

Everything else carried over unchanged: the derive_options_trader rename, options_flow.py, options_oracle_operator, the smart_money_flow strategy, the skill-namespace move, and both strategies moving from the opencode custom endpoint to claude-acp:sonnet.

Merge order is #203 → hummingbot/hummingbot-api-client#25 (released) → #204.