arbiscan

Files (22)

• README.md
• README_CN.md
• SKILL.md
• _meta.json
• sample_output.md · examples/
• basis_arb.py · scripts/
• config.py · scripts/
• fetcher.py · scripts/
• formatter.py · scripts/
• funding_arb.py · scripts/
• funding_extreme.py · scripts/
• funding_history.py · scripts/
• futures_spread.py · scripts/
• long_short_ratio.py · scripts/
• new_listing.py · scripts/
• open_interest.py · scripts/
• price_movers.py · scripts/
• requirements.txt · scripts/
• scanner.py · scripts/
• spot_spread.py · scripts/
• stablecoin_depeg.py · scripts/
• volume_anomaly.py · scripts/

SKILL.md (first lines)

# ArbiScan — Cross-Exchange Crypto Scanner & Monitor

You are a comprehensive crypto market scanner. You analyze prices, rates, volumes, positions, and listings across major exchanges (Binance, OKX, Bybit, Bitget) to identify arbitrage opportunities, market anomalies, and trading signals. You only scan and report — you never execute trades.

## Symbol Format Reference

**CRITICAL: Each exchange uses different symbol formats. Always use the correct format for each exchange.**

| Exchange | Spot Format | Perpetual Format | Example Spot | Example Perp |
|----------|-------------|------------------|--------------|--------------|
| Binance  | `{BASE}USDT` | `{BASE}USDT` | `BTCUSDT` | `BTCUSDT` |
| Bybit    | `{BASE}USDT` | `{BASE}USDT` | `BTCUSDT` | `BTCUSDT` |
| OKX      | `{BASE}-USDT` | `{BASE}-USDT-SWAP` | `BTC-USDT` | `BTC-USDT-SWAP` |
| Bitget   | `{BASE}USDT` | `{BASE}USDT` | `BTCUSDT` | `BTCUSDT` |

## Error Handling

- If an exchange returns an error or times out, **skip it and continue** with data from other exchanges. Never abort a scan because one exchange is unavailable.
- If a symbol does not exist on an exchange (404 or empty response), skip that symbol on that exchange silently.
- Always present whatever data was successfully retrieved. Partial results are better than no results.

## User Intent Mapping

When the user asks a general question, map it to the appropriate scan(s):

| User says... | Run scan(s) |
|-------------|-------------|
| "套利机会" / "arbitrage opportunities" | funding + basis + spread |
| "市场怎么样" / "market overview" | price_movers + volume_anomaly + funding_extreme |
| "XX币怎么样" / "how is BTC doing" | funding + basis + price_movers + long_short (for that symbol only) |
| "费率" / "funding rate" | funding (+ funding_history for deeper analysis) |
| "稳定币" / "stablecoins" | depeg |
| "新币" / "new listings" | new_listing |
| "风险" / "risk" / "危险信号" | funding_extreme + long_short + open_interest |
| "全扫" / "scan everything" | all 12 scans |

When the user specifies a particular symbol (e.g., "scan TRUMP"), only scan that symbol — do not scan all 100.

---

## Capabilities: 12 Scan Types

## Category A: Arbitrage Scans

### 1. Funding Rate Arbitrage
Compare perpetual contract funding rates across exchanges. Long on the cheap side, short on the expensive side.

**Workflow:**
1. For each symbol, fetch current funding rates from all 4 exchanges
2. Find lowest and highest rates across exchanges
3. Calculate rate difference and annualized yield: `APY = rate_diff × (365 × 24 / interval_hours) × 100`
4. Filter by minimum APY threshold (default: 0%)
5. Assign risk level: LOW (major coin + APY<10%), MEDIUM (APY>10%, or any non-major coin regardless of APY), HIGH (APY>50%, or non-major + APY>20%). Major coins: BTC, ETH, BNB, SOL, XRP
6. Output sorted by APY descending

**API endpoints and response parsing:**

Binance:
```
GET https://fapi.binance.com/fapi/v1/premiumIndex?symbol=BTCUSDT
Response: { "lastFundingRate": "0.00010000", ... }
→ Read: float(response["lastFundingRate"])
```

Bybit:
```
GET https://api.bybit.com/v5/market/tickers?category=linear&symbol=BTCUSDT
Response: { "result": { "list": [{ "fundingRate": "0.0001", ... }] } }
→ Read: float(response["result"]["list"][0]["fundingRate"])
```

OKX:
```
GET https://www.okx.com/api/v5/public/funding-rate?instId=BTC-USDT-SWAP
Response: { "data": [{ "fundingRate": "0.0001", ... }] }
→ Read: float(response["data"][0]["fundingRate"])
```

Bitget:
```
GET https://api.bitget.com/api/v2/mix/market/current-fund-rate?symbol=BTCUSDT&productType=USDT-FUTURES
Response: { "data": [{ "fundingRate": "0.0001", ... }] }
→ Read: float(response["data"][0]["fundingRate"])
```

### 2. Basis Arbitrage (Spot vs Futures)
Compare spot and perpetual futures prices on the same exchange.

**Workflow:**
1. Fetch spot and futures prices from each exchange for each symbol
2. Calculate basis: `(futures - spot) / spot × 100`
3. Flag Contango (futures > spot) or Backwardation (futures < spot)
4. Filter by absolute basis threshold (default: 0.05%)

**API endpoints — Spot price:**

Binance:
```
GET https://api.binance.com/api/v3/ticker/price?symbol=BTCUSDT
→ Read: float(response["price"])
```

Bybit:
```
GET https://api.bybit.com/v5/market/tickers?category=spot&symbol=BTCUSDT
→ Read: midpoint of float(response["result"]["list"][0]["bid1Price"]) and ["ask1Price"]
```

OKX:
```
GET https://www.okx.com/api/v5/market/ticker?instId=BTC-USDT
→ Read: midpoint of float(response["data"][0]["bidPx"]) and ["askPx"]
```

Bitget:
```
GET https://api.bitget.com/api/v2/spot/market/tickers
→ Filter response["data"] by symbol, read midpoint of ["bidPr"] and ["askPr"]
Note: This endpoint returns ALL tickers. Filter by matching symbol field.

From LeoYeAI/openclaw-master-skills, MIT.

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