Agents can be configured with distinct execution strategies depending on your operational goals:
- `taker_rfq`: The agent consumes liquidity from institutional market makers to rebalance treasury drift immediately.
- `passive_stitch_filler`: The agent provides inventory-skewed automated market making via Textile Stitch, earning bid/ask spreads from incoming takers.
- `hybrid`: Combines passive filling with taker sweeping when drift exceeds 10%.