tracking-crypto-derivatives

Files (15)

• ARD.md
• PRD.md
• SKILL.md
• settings.yaml · config/
• errors.md · references/
• examples.md · references/
• implementation.md · references/
• basis_calculator.py · scripts/
• derivatives_tracker.py · scripts/
• exchange_client.py · scripts/
• formatters.py · scripts/
• funding_tracker.py · scripts/
• liquidation_monitor.py · scripts/
• oi_analyzer.py · scripts/
• options_analyzer.py · scripts/

SKILL.md (first lines)

# Tracking Crypto Derivatives

## Overview

Comprehensive derivatives market analysis across centralized and decentralized exchanges. This skill aggregates funding rates, open interest, liquidations, and options data to provide actionable trading insights.

**Supported Markets**:
- **Perpetual Swaps**: Binance, Bybit, OKX, Deribit, BitMEX
- **Futures**: Quarterly and monthly contracts
- **Options**: Deribit (primary), OKX, Bybit
- **DEX Perpetuals**: dYdX, GMX, Drift Protocol

## Prerequisites

Before using this skill, ensure you have:
- Python 3.8+ installed
- Network access to exchange APIs
- Optional: API keys for higher rate limits
- Understanding of derivatives concepts (funding, OI, basis)

## Instructions

### Step 1: Check Funding Rates

Monitor funding rates across exchanges to identify sentiment and arbitrage opportunities.

```bash
# Check BTC funding rates across all exchanges
python derivatives_tracker.py funding BTC

# Check multiple assets
python derivatives_tracker.py funding BTC ETH SOL

# Show historical average
python derivatives_tracker.py funding BTC --history 7d
```

**Interpret Results**:
- **Positive funding** (>0.01%): Longs pay shorts, bullish sentiment
- **Negative funding** (<-0.01%): Shorts pay longs, bearish sentiment
- **Extreme funding** (>0.1%): Potential contrarian opportunity

### Step 2: Analyze Open Interest

Track open interest to gauge market positioning and trend strength.

```bash
# Get BTC open interest across exchanges
python derivatives_tracker.py oi BTC

# Show OI changes over time
python derivatives_tracker.py oi BTC --changes

# Compare OI vs price
python derivatives_tracker.py oi BTC --divergence
```

**OI Interpretation**:
- **Rising OI + Rising Price**: Strong bullish trend
- **Rising OI + Falling Price**: Strong bearish trend
- **Falling OI + Rising Price**: Short covering rally
- **Falling OI + Falling Price**: Long liquidations

### Step 3: Monitor Liquidations

Track liquidation levels and recent liquidation events.

```bash
# Get liquidation heatmap
python derivatives_tracker.py liquidations BTC

# Show recent large liquidations
python derivatives_tracker.py liquidations BTC --recent

# Set minimum size filter
python derivatives_tracker.py liquidations BTC --min-size 100000
```

**Liquidation Signals**:
- Large liquidation clusters indicate support/resistance
- Cascading liquidations can accelerate price moves
- Long/short liquidation ratio indicates market direction

### Step 4: Analyze Options Market

Research options flow and implied volatility.

```bash
# Get options overview
python derivatives_tracker.py options BTC

# Show put/call ratio
python derivatives_tracker.py options BTC --pcr

# Find max pain for expiry
python derivatives_tracker.py options BTC --expiry 2025-01-31

# Track large options trades
python derivatives_tracker.py options BTC --flow
```

**Options Insights**:
- **High IV rank** (>80): Options expensive, consider selling
- **Low IV rank** (<20): Options cheap, consider buying
- **Max pain**: Price where most options expire worthless

### Step 5: Calculate Basis

Find basis trading and arbitrage opportunities.

```bash
# Get spot-perp basis
python derivatives_tracker.py basis BTC

# Get quarterly futures basis
python derivatives_tracker.py basis BTC --quarterly

# Show all basis opportunities
python derivatives_tracker.py basis --all

From aAAaqwq/AGI-Super-Team, MIT.

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