A working trading agent (whether it's an LLM-driven research-and-execute loop, a classic algo bot calling functions, or a multi-agent system orchestrated by something like LangGraph) typically needs all of the following on every decision cycle:
- Live crypto prices and 24-hour change for the assets it trades
- Order-book depth and recent trade volume context
- Bitcoin network state (gas, mempool, fees) if it touches BTC L1
- Ethereum gas oracle if it touches ETH-based DEXs
- Macro context: Fed funds rate, treasury yields, USD index, VIX
- US equity index reference (SPY, QQQ, DIA) for cross-asset signals
- Sentiment markers: Fear & Greed Index, top news
- Optional: prediction-market odds on macro events (Polymarket)
Without TerminalFeed, your bot makes 8-15 separate HTTP calls to 8-15 separate providers, each with its own auth, its own rate-limit pool, its own schema, and its own failure modes. With TerminalFeed, three calls cover the entire decision surface for $0.10 per cycle.