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An autonomous trading agent. Built with the eve agent framework and Convex for persistent memory, trading a real Trading 212 ISA account.

What it does

On a daily schedule, the agent recalls its memory (past trades, lessons, risk state), checks and manages open positions, reads market news and prices, forms a small number of trade theses, runs each thesis through a red-team check and a hard risk gate, submits orders, then posts a plain-English summary to Slack. See agent/instructions.md for the full step-by-step cycle and agent/lib/risk.ts for the risk gate.

Architecture

eve runs the agent loop and schedules (agent/schedules/), calling tools (agent/tools/) that talk to Trading 212 (agent/lib/t212.ts), market data providers, and Convex (convex/memory.ts) for durable state (trade history, lessons, risk state). Reports and alerts go to Slack.

Setup

1. Install Node 24.x (see .nvmrc) and corepack enable.
2. Install dependencies: corepack [email protected] install.
3. Copy .env.example to .env.local and fill in real values. Read every comment in that file first, especially the safety switches section.

Verification commands

Run these before trusting any change:

corepack [email protected] run typecheck
corepack [email protected] run test
corepack [email protected] run build
pnpm eval

Backtest harness

A pure, deterministic replay engine (agent/lib/backtest.ts) steps day-by-day over historical candles, enters scripted signals, and reports realized PnL, win rate, max drawdown, and alpha vs buy-and-hold SPY. It reuses the production pure modules with no logic duplication: checkExits (exits.ts) for stop-loss / take-profit / max-hold, notionalToShares (execution.ts) for sizing, and computeAlpha (benchmark.ts) for alpha.

Look-ahead safety is guaranteed and unit-tested: a signal generated on day T fills at day T+1's OPEN, never day T's close. Exits are evaluated against each day's close.

Run it against a local JSON fixture (never touches Convex or the live account):

corepack [email protected] run backtest                        # uses the bundled sample fixture
corepack [email protected] run backtest path/to/fixture.json   # your own candles + signals

The fixture format is in scripts/fixtures/backtest-sample.json: startingEquity, defaultNotional, spreadBps, fxBps, signals ({ ticker, date, notional? }), priceSeriesByTicker, and spySeries.

Live backtest on real prices (Tiingo)

Set TIINGO_API_KEY in .env.local, then pass --tickers to fetch real adjusted daily candles for a basket plus a SPY benchmark over a date range:

export $(grep -v '^#' .env.local | xargs)   # load TIINGO_API_KEY into the shell
corepack [email protected] run backtest -- --tickers AAPL,MSFT --spy SPY --from 2024-01-01 --to 2025-01-01

Each ticker gets one buy-and-hold signal on the first session in range, so the run reports how a naive equal-weight basket would have done vs SPY on real prices. Candles come from Tiingo's daily-prices endpoint and use the ADJUSTED OHLC (adjOpen/adjHigh/adjLow/adjClose) so splits and dividends are already handled (agent/lib/tiingo.ts).

TIINGO_API_KEY is needed locally for backtests, and in production by the funnel schedules to score outcomes. The live trading cycle and CI evals do not use it. Without --tickers the CLI stays in offline fixture mode, so nothing here touches the network by default.

Safety switches

Two env vars control whether this agent can touch real money (see agent/lib/state.ts):

• DRY_RUN - defaults ON (anything other than the literal string "false" is treated as dry-run). While on, orders are simulated, not sent to the broker.
• TRADING212_ENV - defaults to "demo" (paper trading) wherever it is read. Set to "live" to point at the real account.

REQUIRE_APPROVAL=true additionally requires a Slack approval before each real order, but only takes effect once DRY_RUN=false.

How to go live

Only do this once you have tested thoroughly in DRY_RUN=true / TRADING212_ENV=demo.

1. Fund the real Trading 212 ISA account.
2. Set TRADING212_ENV=live in your deployment's environment variables.
3. Set DRY_RUN=false.
4. Redeploy.

Real orders will only be placed once both TRADING212_ENV=live and DRY_RUN=false are set together.

Kill switch

To stop real-money trading immediately:

1. Set DRY_RUN=true.
2. Redeploy.

This is the fastest way to halt order placement without touching any other config. Orders will go back to being simulated instead of sent to the broker.