用多智能体融合网络信息与行情数据,实现快速抗冲击的加密货币交易
WebCryptoAgent: Agentic Crypto Trading with Web Informatics
- 分模态智能体处理网页内容、情绪和行情数据
- 实测提升交易稳定性,降低虚假信号干扰
- 适合需要实时风控的高频交易场景
加密货币交易越来越依赖及时整合异构网络信息与市场微观结构信号,以支持极端波动下的短期决策。现有系统难以同时处理噪声多源网络证据,并在亚秒级时间内应对价格突变。主要挑战在于:如何将非结构化网络内容、社交情绪和结构化OHLCV信号合成可解释的交易决策,避免放大虚假相关性;另一挑战是风险控制,因延迟推理流程无法应对需即时响应的市场突变。为此,我们提出WebCryptoAgent,一种将网络信息驱动决策分解为特定模态智能体的代理框架,统一输出证据文档并进行置信度校准推理。此外,引入解耦控制架构,分离小时级策略推理与秒级风险模型,实现独立于交易循环的快速冲击检测与防护干预。在真实加密货币市场的大量实验表明,相比基线方法,WebCryptoAgent显著提升交易稳定性,减少虚假活动,增强尾部风险应对能力。代码将发布于https://github.com/AIGeeksGroup/WebCryptoAgent。
原文摘要 · Abstract (English)
Cryptocurrency trading increasingly depends on timely integration of heterogeneous web information and market microstructure signals to support short-horizon decision making under extreme volatility. However, existing trading systems struggle to jointly reason over noisy multi-source web evidence while maintaining robustness to rapid price shocks at sub-second timescales. The first challenge lies in synthesizing unstructured web content, social sentiment, and structured OHLCV signals into coherent and interpretable trading decisions without amplifying spurious correlations, while the second challenge concerns risk control, as slow deliberative reasoning pipelines are ill-suited for handling abrupt market shocks that require immediate defensive responses. To address these challenges, we propose WebCryptoAgent, an agentic trading framework that decomposes web-informed decision making into modality-specific agents and consolidates their outputs into a unified evidence document for confidence-calibrated reasoning. We further introduce a decoupled control architecture that separates strategic hourly reasoning from a real-time second-level risk model, enabling fast shock detection and protective intervention independent of the trading loop. Extensive experiments on real-world cryptocurrency markets demonstrate that WebCryptoAgent improves trading stability, reduces spurious activity, and enhances tail-risk handling compared to existing baselines. Code will be available at https://github.com/AIGeeksGroup/WebCryptoAgent.
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