We built "EnergyMesh" — a multi-agent orchestration platform — over 16 weeks with a 4-week parallel shadow-trading period before live deployment. Agent Architecture: four commodity specialists and three coordination agents operating on a unified event-driven platform. Commodity Specialist Agents: Crude Oil Agent ("Crude") — monitored WTI and Brent futures across multiple tenors, physical market differentials (WTI-Midland, LLS, Mars), pipeline flow data (Cushing inventory, PADD III receipts), and tanker tracking (Gulf Coast VLCC arrivals) — maintained a real-time crude market model that predicted price movements based on supply/demand balance — processed approximately 14,000 data points daily across pricing, fundamental, and technical indicators — the agent's market model incorporated Houston-specific intelligence: refinery maintenance schedules (publicly filed), pipeline capacity utilization estimates, and Gulf Coast waterborne cargo flows that were uniquely available because of the firm's Houston presence.
Natural Gas Agent ("Gas") — monitored Henry Hub spot and futures, regional basis markets (Houston Ship Channel, Waha, SoCal), weather forecasts and their demand implications, storage injection/withdrawal data, and LNG export demand (Sabine Pass, Freeport, Corpus Christi) — the agent maintained a weather-driven demand model calibrated to ERCOT load patterns and a storage trajectory model that predicted whether storage would be adequate for winter demand — processed approximately 11,000 data points daily. Refined Products Agent ("Products") — monitored RBOB gasoline, ULSD diesel, and jet fuel pricing, Gulf Coast spot market assessments (Platts, Argus), regional inventory data, and refinery utilization rates — the agent maintained a Gulf Coast supply/demand balance model that predicted product price movements based on refinery operations and seasonal demand patterns — critically: this agent integrated refinery outage intelligence (maintenance schedules, unplanned outage reports) that directly affected Gulf Coast product supply.
ERCOT Power Agent ("Power") — monitored ERCOT real-time and day-ahead pricing across all load zones, generation fleet status (outage reports, wind and solar forecasts), load forecasts, and ancillary services pricing — the agent maintained an ERCOT market model that predicted price spikes based on load-generation margin forecasts — particularly important during Texas summer peaks and winter cold snaps when ERCOT scarcity pricing could send prices from $30/MWh to $5,000/MWh within hours.
Coordination Agents: Spread Monitor ("SpreadBot") — continuously calculated and monitored cross-commodity spreads: 3-2-1 crack spread (the refining margin between 3 barrels of crude and 2 barrels of gasoline + 1 barrel of diesel), spark spread (the power generation margin between natural gas cost and electricity revenue), and dark spread (coal-to-power margin affecting gas-power competition) — SpreadBot identified when spreads deviated from historical patterns and generated trading recommendations with confidence levels and supporting analysis — SpreadBot processed inputs from all four commodity agents and generated cross-commodity trading signals approximately 40-60 times daily (most were informational, 3-5 were actionable trade recommendations).
Weather Coordinator ("StormWatch") — maintained a unified weather impact model for the Gulf Coast — when tropical weather developed in the Gulf of Mexico, StormWatch simultaneously assessed impact on: crude production (Gulf of Mexico platform shutdowns), natural gas production (associated gas reduction), refinery operations (potential evacuations and shutdowns along the Ship Channel), product supply (refinery outage impact on gasoline and diesel availability), and power demand/supply (load changes and generation outages) — StormWatch generated coordinated position adjustment recommendations across all four desks based on the unified weather impact assessment — the agent incorporated lessons from Harvey (2017), Laura (2020), and Ida (2021) into its impact models.
Risk Aggregator ("RiskNet") — real-time portfolio risk calculation across all four commodity desks — RiskNet continuously aggregated positions, calculated firm-wide VaR, identified correlated exposures (positions in different commodities that would move in the same direction under stress scenarios), and monitored position limits — the agent replaced the manual 2-3 hour aggregation process with continuous real-time risk monitoring — RiskNet could identify and alert on correlated risk exposures within seconds of a new trade being entered — the agent had override authority: it could reject proposed trades that would push portfolio risk beyond defined limits.
Orchestration Layer: event-driven architecture where market events flowed through all agents simultaneously — a crude oil price movement was processed by the Crude agent (fundamental analysis), Products agent (crack spread impact), SpreadBot (spread deviation analysis), and RiskNet (portfolio impact) in parallel — the orchestration layer managed agent communication, ensured consistency (all agents operated on the same market data), and resolved conflicts (when SpreadBot recommended increasing crack spread exposure but RiskNet showed portfolio risk was near limits, the system scaled the recommendation to fit within risk constraints).