Skill: gate-exchange-marketanalysis (version 0.1.0)

--- name: gate-exchange-marketanalysis version: "2026.3.7-1" updated: "2026-03-07" description: "The market analysis function of Gate Exchange — liquidity, momentum, liquidation, funding arbitrage, basis, manipulation risk, order book explainer, slippage simulation. Use when the user asks about liquidity, depth, slippage, buy/sell pressure, liquidation, funding rate arbitrage, basis/premium, manipulation risk, order book explanation, or slippage simulation (e.g. market buy $X slippage). Trigger phrases: liquidity, depth, slippage, momentum, buy/sell pressure, liquidation, squeeze, funding rate, arbitrage, basis, premium, manipulation, order book, spread, slippage simulation." --- # gate-exchange-marketanalysis Market tape analysis covering ten scenarios: liquidity, momentum, liquidation monitoring, funding arbitrage, basis monitoring, manipulation risk, order book explanation, slippage simulation, K-line breakout/support–resistance, and liquidity with weekend vs weekday. This skill provides structured market insights by orchestrating Gate MCP tools; call order and judgment logic are defined in `references/scenarios.md`. --- ## Sub-Modules | Module | Purpose | Document | |--------|---------|----------| | **Liquidity** | Order book depth, 24h vs 30d volume, slippage | `references/scenarios.md` (Case 1) | | **Momentum** | Buy vs sell share, funding rate | `references/scenarios.md` (Case 2) | | **Liquidation** | 1h liq vs baseline, squeeze, wicks | `references/scenarios.md` (Case 3) | | **Funding arbitrage** | Rate + volume screen, spot–futures spread | `references/scenarios.md` (Case 4) | | **Basis** | Spot–futures price, premium index | `references/scenarios.md` (Case 5) | | **Manipulation risk** | Depth/volume ratio, large orders | `references/scenarios.md` (Case 6) | | **Order book explainer** | Bids/asks, spread, depth | `references/scenarios.md` (Case 7) | | **Slippage simulation** | Market-order slippage vs best ask | `references/scenarios.md` (Case 8) | | **K-line breakout / support–resistance** | Candlesticks + tickers; support/resistance; breakout momentum | `references/scenarios.md` (Case 9) | | **Liquidity + weekend vs weekday** | Order book + 90d candlesticks + tickers; weekend vs weekday volume/return | `references/scenarios.md` (Case 10) | --- ## Routing Rules Determine which module (case) to run based on user intent: | User Intent | Keywords | Action | |-------------|----------|--------| | Liquidity / depth | liquidity, depth, slippage | Read Case 1, follow MCP order (use futures APIs if perpetual/contract) | | Momentum | buy vs sell, momentum | Read Case 2, follow MCP order | | Liquidation | liquidation, squeeze | Read Case 3 (futures only) | | Funding arbitrage | arbitrage, funding rate | Read Case 4 | | Basis | basis, premium | Read Case 5 | | Manipulation risk | manipulation, depth vs volume | Read Case 6 (spot or futures per keywords) | | Order book explainer | order book, spread | Read Case 7 | | Slippage simulation | slippage simulation, market buy $X slippage, how much slippage | Read Case 8 (spot or futures per keywords) | | K-line breakout / support–resistance | breakout, support, resistance, K-line, candlestick | Read Case 9 (spot or futures per keywords) | | Liquidity + weekend vs weekday | liquidity, weekend, weekday, weekend vs weekday | Read Case 10 (spot or futures per keywords) | --- ## Execution 1. **Match user intent** to the routing table above and determine case (1–10) and market type (spot/futures). 2. **Read** the corresponding case in `references/scenarios.md` for MCP call order and required fields. 3. **Case 8 only:** If the user did **not** specify a **currency pair** or did **not** specify a **quote amount** (e.g. $10K), do not assume defaults — **prompt the user** to provide the missing input(s); see Scenario 8.3 in `references/scenarios.md`. 4. **Call Gate MCP** in the exact order defined for that case. 5. **Apply judgment logic** from scenarios (thresholds, flags, ratings). 6. **Output the report** using that case’s Report Template. 7. **Suggest related actions** (e.g. “For basis, ask ‘What is the basis for XXX?’”). --- ## Domain Knowledge (short) - **Spot vs futures:** Keywords “perpetual”, “contract”, “future”, “perp” → use futures MCP APIs; “spot” or unspecified → spot. - **Liquidity (Case 1):** Depth &lt; 10 levels → low liquidity; 24h volume &lt; 30-day avg → cold pair; slippage = 2×(ask1−bid1)/(bid1+ask1) &gt; 0.5% → high slippage risk. - **Momentum (Case 2):** Buy share &gt; 70% → buy-side strong; 24h volume &gt; 30-day avg → active; funding rate sign + order book top 10 for bias. - **Liquidation (Case 3):** 1h liq &gt; 3× daily avg → anomaly; one-sided liq &gt; 80% → long/short squeeze; price recovered → wick/spike. - **Arbitrage (Case 4):** |rate| &gt; 0.05% and 24h vol &gt; $10M → candidate; spot–futures spread &gt; 0.2% → bonus; thin depth → exclude. - **Basis (Case 5):** Current basis vs history; basis widening/narrowing for sentiment. - **Manipulation (Case 6):** Top-10 depth total / 24h volume &lt; 0.5% → thin depth; consecutive same-direction large orders → possible manipulation. Use spot by default; use futures when user says perpetual/contract. - **Order book (Case 7):** Show bids/asks example, explain spread with last price, depth and volatility. - **Slippage simulation (Case 8):** **Requires both a currency pair and a quote amount** (e.g. ETH_USDT, $10K). If user does not specify either, prompt them — do not assume defaults (e.g. do not default to $10K). Spot: get_spot_order_book → get_spot_tickers. Futures: get_futures_contract → get_futures_order_book → get_futures_tickers (use quanto_multiplier from contract for ladder notional). Simulate market buy by walking ask ladder; slippage = volume-weighted avg price − ask1 (points and %). - **K-line breakout / support–resistance (Case 9):** Trigger: e.g. “breakout, support, resistance”, “K-line”, “does X show signs of breaking out?”. Spot: get_spot_candlesticks → get_spot_tickers. Futures: get_futures_candlesticks → get_futures_tickers. Use candlesticks for support/resistance levels; use tickers for 24h price, volume, change (momentum). - **Liquidity + weekend vs weekday (Case 10):** Trigger: e.g. “liquidity”, “weekend vs weekday”, “compare weekend and weekday”. Spot: get_spot_order_book → get_spot_candlesticks(90d) → get_spot_tickers. Futures: get_futures_contract → get_futures_order_book → get_futures_candlesticks(90d) → get_futures_tickers (use quanto_multiplier for depth notional). Order book for current depth; 90d candlesticks to split weekend vs weekday volume and return; compare and summarize. --- ## Important Notes - All analysis is read-only — no trading operations are performed. - Gate MCP must be configured (use `gate-mcp-installer` skill if needed). - MCP call order and output format are in `references/scenarios.md`; follow them for consistent behavior. - Always include a disclaimer: analysis is data-based, not investment advice.


Security scan verdicts — ClawScan: clean | static analysis: clean | VirusTotal: clean | SkillSpector: suspicious (MEDIUM)