Sardine launches session-based stock market for LLM agent cohorts

Sardine moves beyond static backtesting by creating a playground where agents must account for the reactions of their peers.

• –Built on the Mastra framework, it provides a sophisticated stack for orchestrating complex agent behaviors and tool use.
• –The interactive "what-if" chatbot adds a layer of macro-level control, allowing users to stress-test agent cohorts with specific economic shocks.
• –Integration with TanStack and Bun ensures a modern, high-performance experience for streaming real-time market data.
• –By open-sourcing the matching engine and agent tools under Apache 2.0, it invites community-driven experimentation in agentic finance.