Logic · fast_news

Read-only view of active client JSON

{
    "version": "2026-05-27.v1_complete_split",
    "file_name": "01_fast_news_logic.json",
    "engine": "DEDICATED_FAST_NEWS_ONLY",
    "do_not_mix_with": [
        "regular_a_plus_confirmation",
        "swing_trades",
        "slow_watchlist"
    ],
    "default_execution": {
        "paper_trading_enabled": true,
        "live_execution_enabled": false,
        "auto_trade_allowed_only_if_live_toggle_true": true,
        "max_fast_news_trades_per_day": 1,
        "human_approval_required_for_live": true
    },
    "purpose": "Catch extreme public breaking news before options fully reprice, validate reaction immediately, and paper\/live execute only if every guardrail passes.",
    "ingestion": {
        "sources_priority": [
            {
                "source": "Benzinga",
                "latency_target_ms": 250
            },
            {
                "source": "Reuters\/Bloomberg\/Dow Jones",
                "latency_target_ms": 500
            },
            {
                "source": "official_company_or_government_release",
                "latency_target_ms": 750
            },
            {
                "source": "verified_X_breaking_source",
                "latency_target_ms": 300,
                "requires_confirmation": true
            }
        ],
        "required_payload_fields": [
            "event_id",
            "headline",
            "source",
            "source_cluster",
            "published_at_utc",
            "received_at_utc",
            "tickers",
            "sector",
            "category",
            "url",
            "raw_text",
            "importance",
            "sentiment"
        ]
    },
    "scanner_categories": [
        "FDA approval_or_rejection",
        "SEC_or_DOJ_enforcement",
        "exchange_halt_or_resumption",
        "surprise_M&A",
        "deal_termination_or_merger_collapse",
        "cybersecurity_breach",
        "emergency_government_action",
        "unexpected_earnings_preannouncement",
        "guidance_withdrawal_or_cut",
        "oil_supply_or_geopolitical_shock",
        "tariff_or_export_restriction",
        "Fed_CPI_jobs_macro_surprise",
        "AI_hardware_direct_catalyst",
        "semiconductor_export_restriction",
        "single_stock_corporate_catalyst_gt_8_percent_first_move",
        "airline_FAA_operational_halt",
        "bankruptcy_or_going_concern_warning",
        "CEO_CFO_resignation_with_direct_impact",
        "enterprise_software_guidance_collapse",
        "cybersecurity_spending_slowdown",
        "telecom_infrastructure_deployment",
        "transportation_connectivity_deployment",
        "satellite_internet_integration",
        "commercial_deployment_partnership",
        "ai_memory_continuation_filter",
        "optical_networking_acceleration",
        "cloud_spending_deterioration"
    ],
    "classification": {
        "minimum_severity_score": 9,
        "minimum_source_reliability_score": 9,
        "direct_ticker_or_sector_mapping_required": true,
        "first_reaction_window_seconds": 30,
        "valid_actions": [
            "ENTER_FAST_NEWS",
            "REJECT_FAST_NEWS",
            "NO_TRADE",
            "LATE_REVIEW_ONLY"
        ],
        "score_weights": {
            "severity": 0.23,
            "source_reliability": 0.15,
            "freshness_latency": 0.15,
            "direct_ticker_mapping": 0.16,
            "first_30s_reaction": 0.1,
            "premium_underextension": 0.12,
            "spread_liquidity": 0.06,
            "scanner_category_fit": 0.03
        }
    },
    "validation_sequence_must_pass_in_order": [
        "market_calendar_check",
        "data_quality_check",
        "duplicate_news_check",
        "source_reliability_check",
        "severity_and_mapping_check",
        "underlying_price_reaction_check_1s_5s_10s_30s",
        "volume_spike_check",
        "option_contract_selection",
        "premium_repricing_check_3s_10s_30s_60s_90s",
        "spread_and_liquidity_check",
        "slippage_estimate_check",
        "risk_and_position_size_check",
        "strict_json_decision_check",
        "broker_order_preview_if_not_time_critical",
        "limit_order_submission_or_paper_fill"
    ],
    "entry_requirements": {
        "fresh_headline_required": true,
        "reject_if_news_to_decision_seconds_gt": 60,
        "normal_reject_if_news_to_decision_seconds_gt": 30,
        "allow_30_to_60_second_exception_only_if": [
            "severity_score == 10",
            "source_reliability_score >= 9.5",
            "premium_move_before_entry_percent < 20",
            "spread_percent <= 10",
            "underlying_still_accelerating == true",
            "ticker_mapping == DIRECT"
        ],
        "first_30_second_reaction_must_agree_with_news": true,
        "relative_volume_minimum": 1.5,
        "option_spread_percent_max": 10,
        "friction_percent_of_expected_profit_max": 25,
        "premium_move_before_entry_percent_preferred_max": 20,
        "reject_if_premium_already_up_gt_percent": 30
    },
    "contract_selection": {
        "asset_class": "US_OPTIONS",
        "expiration_preference": [
            "same_week_if_liquid",
            "next_week_if_spread_better"
        ],
        "delta_min": 0.35,
        "delta_max": 0.6,
        "min_open_interest": 500,
        "min_current_option_volume": 100,
        "bid_ask_spread_percent_max": 10,
        "bid_ask_spread_dollars_max": 0.25,
        "min_premium": 0.35,
        "max_premium": 6,
        "reject_if": [
            "no_bid",
            "wide_spread",
            "stale_quote",
            "premium_overextended",
            "IV_spike_without_follow_through"
        ]
    },
    "execution": {
        "order_type": "limit",
        "market_orders_allowed": false,
        "limit_price_start": "mid",
        "limit_price_max": "ask",
        "cancel_unfilled_after_seconds": 8,
        "retry_count": 2,
        "position_sizing_usd": {
            "severity_10": 25000,
            "severity_9_to_9_9": 15000,
            "below_9": 0
        },
        "execute_only_if": [
            "action == ENTER_FAST_NEWS",
            "should_execute_trade_api == true",
            "all_required_fields_present",
            "all_guardrails_pass",
            "risk_limits_pass",
            "option_contract_clean",
            "slippage_pass"
        ],
        "do_not_execute_if": [
            "invalid_json",
            "missing_required_field",
            "holiday_or_market_closed",
            "stale_headline",
            "duplicate_suppressed",
            "severity_score < 9",
            "source_reliability_score < 9",
            "mapping_not_direct",
            "first_30s_reaction_disagrees",
            "premium_replay_missing",
            "spread_percent > 10",
            "friction_percent_of_expected_profit > 25",
            "premium_overextended",
            "liquidity_poor"
        ]
    },
    "monitoring": {
        "interval_seconds": 1,
        "track": [
            "underlying_price",
            "underlying_1s_bar",
            "underlying_1m_bar",
            "volume",
            "vwap",
            "ema_9",
            "ema_20",
            "option_bid",
            "option_ask",
            "option_mid",
            "option_last",
            "premium_percent_change",
            "spread_percent",
            "news_follow_through",
            "opposite_headline",
            "sector_etf_confirmation",
            "SPY_QQQ_direction"
        ]
    },
    "exit_rules": {
        "normal_stop_percent": -15,
        "emergency_stop_percent": -20,
        "trim_50_percent_at_profit_percent": 20,
        "final_target_percent_range": [
            35,
            50
        ],
        "time_stop_minutes_range": [
            3,
            5
        ],
        "exit_if": [
            "no_follow_through_after_3_to_5_minutes",
            "opposite_breaking_news",
            "VWAP_invalidates_direction",
            "spread_widens_dangerously",
            "premium_collapses",
            "underlying_reversal_confirmed",
            "data_quality_failure",
            "daily_loss_limit_hit"
        ],
        "do_not_exit_runner_if": [
            "underlying_still_accelerating",
            "volume_expanding",
            "premium_above_trailing_stop",
            "news_follow_through_confirmed",
            "higher_highs_or_lower_lows_continue"
        ]
    },
    "required_decision_json_fields": [
        "action",
        "reason",
        "severity_score",
        "source_reliability_score",
        "duplicate_status",
        "ticker",
        "direction",
        "selected_contract_symbol",
        "position_size_usd",
        "max_loss_percent",
        "trim_target_percent",
        "final_target_percent",
        "time_stop_minutes",
        "premium_move_before_entry_percent",
        "spread_percent",
        "expected_profit_percent",
        "friction_percent_of_expected_profit",
        "fast_entry_eligible",
        "late_fast_trade",
        "should_execute_trade_api",
        "reject_reason",
        "confidence",
        "lesson_to_log"
    ]
}