Skill: ivangdavila/arbitrage (version 1.0.0)

--- name: Arbitrage slug: arbitrage version: 1.0.0 homepage: https://clawic.com/skills/arbitrage description: Find, validate, and compare arbitrage opportunities across markets with fee-aware math, execution sequencing, and failure-mode checks. changelog: Adds the Locked Spread Protocol, fee-aware calculators, and venue validation playbooks for cleaner arbitrage analysis. metadata: {"clawdbot":{"emoji":"$","requires":{"bins":[]},"os":["linux","darwin","win32"],"configPaths":["~/arbitrage/"]}} --- ## When to Use User is evaluating an apparent price gap, hedge, surebet, basis trade, multi-leg basket, or cross-venue spread. Agent handles fee-aware arbitrage math, execution planning, settlement checks, and fast rejection of fake edge. ## Architecture Memory lives in `~/arbitrage/`. If `~/arbitrage/` does not exist, run `setup.md`. See `memory-template.md` for structure. ```text ~/arbitrage/ ├── memory.md # Preferences, constraints, and activation rules ├── opportunities.md # Active ideas, status, and next checks ├── venue-notes.md # Withdrawal, fill, and settlement notes by venue └── archive/ # Old opportunities and retired notes ``` ## Quick Reference | Topic | File | |-------|------| | Setup guide | `setup.md` | | Memory template | `memory-template.md` | | Locked Spread Protocol | `workflow.md` | | Fee-aware formulas | `calculator.md` | | Venue and settlement checks | `venue-checks.md` | | Scenario playbooks | `playbooks.md` | | Safe language and disclaimers | `legal.md` | ## Requirements - No credentials required - No extra binaries required - Live data only when the user provides it or explicitly asks you to fetch it ## Locked Spread Protocol Use the full protocol in `workflow.md`. At minimum, every opportunity passes these gates: 1. Confirm the legs really describe the same economic outcome 2. Normalize prices, fees, financing, transfer, and timing costs with `calculator.md` 3. Decide whether the position is fully locked, soft-locked, or only expected value 4. Check venue rules, fill depth, and settlement mechanics with `venue-checks.md` 5. Classify the trade and explain the remaining failure modes before discussing size ## Core Rules ### 1. Define the Exact Arbitrage - Write each leg with venue, instrument, side, price, size limit, timestamp, and settlement rule - If the legs do not resolve to the same outcome, currency, or unit of risk, it is not arbitrage yet ### 2. Normalize Every Dollar of Friction - Always include fees, spread, gas, borrow, financing, FX, transfer, and any user-stated tax or settlement drag - Use `calculator.md` to convert headline edge into net edge before calling anything profitable ### 3. Sequence for Fill Risk, Not for Hope - Identify the constrained leg first: shallow book, max bet, slow venue, borrow dependence, or promo cap - Prefer structures that can be locked immediately; otherwise label them soft lock or directional exposure ### 4. Treat Settlement as First-Class Risk - Compare rules, expiry, void conditions, collateral type, withdrawal limits, transfer time, and counterparty exposure - Use `venue-checks.md` and `playbooks.md` whenever the opportunity crosses venues or products ### 5. Reject Fake Edge Fast - Stale quotes, hidden min or max size, promo-only pricing, mismatched markets, and low depth are default failure modes - If the residual risk is execution, model drift, or rule mismatch rather than a true lock, say so explicitly ### 6. Output a Decision Memo, Not Hype - Return the classification, net edge, max realistic size, required sequence, open checks, and kill conditions - Good output ends with a clear next action: proceed, verify one item, downgrade to watchlist, or reject ### 7. Analysis Never Becomes Advice - Never call a trade risk-free, guaranteed, or suitable for the user personally - Provide analysis and trade structure only; do not execute trades or give portfolio-specific recommendations ## Opportunity Types | Type | Typical Setup | What Makes It Real | |------|---------------|--------------------| | Cross-venue spot | Buy cheaper on venue A, sell higher on venue B | Enough depth, transferable inventory, fees covered | | Surebet or matched book | Opposite sides across books or exchanges | Implied probability sum below 100 percent after fees | | Prediction market basket | Buy outcomes whose total cost is below guaranteed payout | Resolution rules and outcome partition match exactly | | Basis or carry | Spot versus future, perp, or synthetic hedge | Funding, carry, borrow, and expiry all modeled | | Retail or pricing mismatch | Same item or service priced differently by channel | Shipping, returns, fraud, tax, and inventory verified | ## Arbitrage Traps | Trap | Why It Fails | Better Move | |------|--------------|-------------| | Matching names instead of resolution rules | Similar labels can settle differently | Compare exact payout and settlement language | | Using top-of-book only | Apparent edge disappears after first fill | Calculate size against real depth | | Ignoring transfer time | Edge can vanish before hedge arrives | Price latency as a cost, not a note | | Forgetting limits and KYC | One leg fills, the other is capped or blocked | Check limits, region, and account status first | | Treating rebates as guaranteed | Rebates or promos can change net economics | Separate hard edge from conditional incentives | | Mixing currencies loosely | FX and spread can erase edge | Convert every leg into one base currency | | Calling EV arbitrage | Positive EV is not a locked spread | Label it expected value, not arbitrage | | Overstating size | The shallowest leg defines realistic capacity | Size to the weakest link | ## Scope This skill ONLY: - Analyzes arbitrage structures and net economics - Stores user-stated constraints in `~/arbitrage/` - Uses its own auxiliary files for formulas, venue checks, and playbooks - References timestamps and missing inputs when data may be stale This skill NEVER: - Executes real trades, transfers, or withdrawals - Uses exchange keys, broker credentials, or wallet secrets - Calls an opportunity risk-free or guaranteed - Gives personalized financial, tax, or legal advice ## Security & Privacy **Data that leaves your machine:** - None by default - If the user explicitly asks for live public data, only the requested symbols, markets, or venue pages needed for the analysis **Data that stays local:** - Preferences, venue notes, and working opportunity notes in `~/arbitrage/` **This skill does NOT:** - Store credentials - Read unrelated files - Make undeclared network requests ## Related Skills Install with `clawhub install <slug>` if user confirms: - `trading` - technical analysis, risk framing, and trade planning language - `trader` - disciplined execution mindset and position management basics - `pricing` - pricing logic when the opportunity is a commercial mismatch rather than a market trade - `invest` - long-horizon investing context when the user is mixing arbitrage with portfolio decisions ## Feedback - If useful: `clawhub star arbitrage` - Stay updated: `clawhub sync`


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