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Found 119 Skills
This skill should be used when the user asks for 'TRX price', 'TRON token price', 'price chart on TRON', 'K-line data for USDT/TRX', 'TRON trade history', 'TRON whale activity', 'large transfers on TRON', 'smart money on TRON', 'TRON DEX volume', or mentions checking real-time prices, candlestick data, trading volume, whale monitoring, or smart money signals on the TRON network. For token search and metadata, use tron-token. For swap execution, use tron-swap.
Operate KuCoin public exchange market APIs through UXC with a curated OpenAPI schema, market-first discovery, and explicit private-auth boundary notes.
Ingest and normalize market data into OHLCV vectors with HNSW indexing
Train neural models (LSTM, Transformer, N-BEATS) on market data using npx neural-trader with confidence intervals
A股数据：行情、财务、股东、资金流、K线、概念板块、龙虎榜、市场异动。 当用户查询沪深北 A 股时使用（例如：603186 华正新材、300476 胜宏科技、000001 平安银行、龙虎榜、北向资金）。
MiniQMT Xuntou Quantitative Trading Interface, based on the XtQuant Python library, supports market data acquisition (K-line, tick data, financial data, etc.) and trading operations (order placement, order cancellation, querying assets/orders/positions) for A-shares, futures, and options. It is used when users need to obtain real-time/historical market data from MiniQMT, conduct quantitative trading, or perform backtesting.
AKShare is an open-source financial data interface library that provides full-category financial data including stocks, futures, options, funds, foreign exchange, bonds, indices, and cryptocurrencies; it is used when users need to obtain various financial market data
Gate DEX market data skill. Uses AK/SK authentication to call Gate DEX OpenAPI, providing token and market quote read-only queries. Use when users mention quotes, prices, token information, rankings, security audits.
Guide for Using RQData Data API. Used when you need to query RQData data interfaces and obtain financial data. Supports data queries for markets such as A-shares, Hong Kong stocks, futures, options, indices, funds, and convertible bonds, including HTTP API and Python API documentation.
Guide the design and management of trading venue connectivity and market data infrastructure. Use when building or troubleshooting FIX sessions for order routing or drop copy, integrating exchange protocols like OUCH, ITCH, PITCH, or Pillar, designing market data feed architecture, handling trading halts or circuit breakers or LULD bands, mapping symbology across CUSIP/ISIN/SEDOL/FIGI, planning co-location or proximity hosting, designing failover and DR for exchange connectivity, implementing Rule 15c3-5 market access controls, building session scheduling for pre-market and post-market windows, resolving FIX sequence number gaps, or planning CAT reporting infrastructure.
HTX spot market data — ticker / klines / order book / latest trades / currency and symbol metadata.