gate-exchange-marketanalysis
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Chinesegate-exchange-marketanalysis
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市场行情分析涵盖十大场景：liquidity、momentum、liquidation监控、Funding Rate套利、basis监控、操纵风险、订单簿解析、slippage模拟、K线突破/支撑阻力、以及工作日vs周末liquidity对比。本Skill通过协调Gate MCP工具提供结构化的市场洞察；调用顺序和判断逻辑定义在中。
references/scenarios.mdSub-Modules
子模块
| Module | Purpose | Document |
|---|---|---|
| Liquidity | Order book depth, 24h vs 30d volume, slippage | |
| Momentum | Buy vs sell share, funding rate | |
| Liquidation | 1h liq vs baseline, squeeze, wicks | |
| Funding arbitrage | Rate + volume screen, spot–futures spread | |
| Basis | Spot–futures price, premium index | |
| Manipulation risk | Depth/volume ratio, large orders | |
| Order book explainer | Bids/asks, spread, depth | |
| Slippage simulation | Market-order slippage vs best ask | |
| K-line breakout / support–resistance | Candlesticks + tickers; support/resistance; breakout momentum | |
| Liquidity + weekend vs weekday | Order book + 90d candlesticks + tickers; weekend vs weekday volume/return | |
| 模块 | 用途 | 文档 |
|---|---|---|
| Liquidity | 订单簿深度、24小时vs30天成交量、slippage | |
| Momentum | 买卖占比、Funding Rate | |
| Liquidation | 1小时清算量vs基准值、轧空、价格插针 | |
| Funding Arbitrage | 费率+成交量筛选、现货-期货点差 | |
| Basis | 现货-期货价格、溢价指数 | |
| Manipulation Risk | 深度/成交量比、大额订单 | |
| Order Book Explainer | 买盘/卖盘、点差、深度 | |
| Slippage Simulation | 市价单滑点vs最优卖价 | |
| K-line Breakout / Support–Resistance | K线+行情数据；支撑/阻力位；突破动量 | |
| Liquidity + Weekend vs Weekday | 订单簿+90天K线+行情数据；周末vs工作日成交量/收益对比 | |
Routing Rules
路由规则
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) |
根据用户意图确定运行哪个模块（场景）：
| 用户意图 | 关键词 | 操作 |
|---|---|---|
| Liquidity / Depth | liquidity, depth, slippage | 读取Case 1，遵循MCP调用顺序（若涉及perpetual/contract则使用期货API） |
| Momentum | buy vs sell, momentum | 读取Case 2，遵循MCP调用顺序 |
| Liquidation | liquidation, squeeze | 读取Case 3（仅期货） |
| Funding Arbitrage | arbitrage, funding rate | 读取Case 4 |
| Basis | basis, premium | 读取Case 5 |
| Manipulation Risk | manipulation, depth vs volume | 读取Case 6（根据关键词选择现货或期货） |
| Order Book Explainer | order book, spread | 读取Case 7 |
| Slippage Simulation | slippage simulation, market buy $X slippage, how much slippage | 读取Case 8（根据关键词选择现货或期货） |
| K-line Breakout / Support–Resistance | breakout, support, resistance, K-line, candlestick | 读取Case 9（根据关键词选择现货或期货） |
| Liquidity + Weekend vs Weekday | liquidity, weekend, weekday, weekend vs weekday | 读取Case 10（根据关键词选择现货或期货） |
Execution
执行流程
- Match user intent to the routing table above and determine case (1–10) and market type (spot/futures).
- Read the corresponding case in for MCP call order and required fields.
references/scenarios.md - 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 - Call Gate MCP in the exact order defined for that case.
- Apply judgment logic from scenarios (thresholds, flags, ratings).
- Output the report using that case’s Report Template.
- Suggest related actions (e.g. “For basis, ask ‘What is the basis for XXX?’”).
- 匹配用户意图与上述路由表，确定场景编号（1-10）和市场类型（spot/futures）。
- 读取中对应场景的MCP调用顺序和所需字段。
references/scenarios.md - 仅Case 8：若用户未指定交易对或未指定报价金额（例如$10K），请勿假设默认值——提示用户补充缺失的输入；详见中的Scenario 8.3。
references/scenarios.md - 严格按照对应场景定义的顺序调用Gate MCP。
- 应用场景中的判断逻辑（阈值、标记、评级）。
- 使用对应场景的报告模板输出分析结果。
- 建议相关操作（例如：“关于basis，可询问‘XXX的basis是多少？’”）。
Domain Knowledge (short)
领域知识（精简版）
- Spot vs futures: Keywords “perpetual”, “contract”, “future”, “perp” → use futures MCP APIs; “spot” or unspecified → spot.
- Liquidity (Case 1): Depth < 10 levels → low liquidity; 24h volume < 30-day avg → cold pair; slippage = 2×(ask1−bid1)/(bid1+ask1) > 0.5% → high slippage risk.
- Momentum (Case 2): Buy share > 70% → buy-side strong; 24h volume > 30-day avg → active; funding rate sign + order book top 10 for bias.
- Liquidation (Case 3): 1h liq > 3× daily avg → anomaly; one-sided liq > 80% → long/short squeeze; price recovered → wick/spike.
- Arbitrage (Case 4): |rate| > 0.05% and 24h vol > $10M → candidate; spot–futures spread > 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 < 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: cex_spot_get_spot_order_book → cex_spot_get_spot_tickers. Futures: cex_fx_get_fx_contract → cex_fx_get_fx_order_book → cex_fx_get_fx_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: cex_spot_get_spot_candlesticks → cex_spot_get_spot_tickers. Futures: cex_fx_get_fx_candlesticks → cex_fx_get_fx_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: cex_spot_get_spot_order_book → cex_spot_get_spot_candlesticks(90d) → cex_spot_get_spot_tickers. Futures: cex_fx_get_fx_contract → cex_fx_get_fx_order_book → cex_fx_get_fx_candlesticks(90d) → cex_fx_get_fx_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.
- **Spot vs Futures：**若关键词包含“perpetual”、“contract”、“future”、“perp”则使用期货MCP API；若为“spot”或未指定则使用现货API。
- **Liquidity（Case 1）：**深度<10档→低流动性；24小时成交量<30天平均→冷门交易对；slippage=2×(ask1−bid1)/(bid1+ask1) >0.5%→高滑点风险。
- **Momentum（Case 2）：**买入占比>70%→买方强势；24小时成交量>30天平均→交易活跃；结合Funding Rate符号和订单簿前10档判断趋势偏向。
- **Liquidation（Case 3）：**1小时清算量>日均3倍→异常；单边清算占比>80%→多/空轧空；价格快速回调→插针/ spike。
- Arbitrage（Case 4）：|rate|>0.05%且24小时成交量>$10M→套利候选；现货-期货点差>0.2%→额外套利空间；深度不足→排除。
- **Basis（Case 5）：**对比当前basis与历史数据；basis扩大/收窄反映市场情绪。
- **Manipulation（Case 6）：**前10档深度总和/24小时成交量<0.5%→深度不足；连续同向大额订单→可能存在操纵。默认使用现货数据；若用户提及perpetual/contract则使用期货数据。
- **Order Book（Case 7）：**展示买盘/卖盘示例，结合最新价格解释点差、深度与波动性的关系。
- **Slippage Simulation（Case 8）：**必须同时指定交易对和报价金额（例如ETH_USDT, $10K）。若用户未指定任一信息，需提示补充——请勿假设默认值（例如不要默认$10K）。现货流程：cex_spot_get_spot_order_book → cex_spot_get_spot_tickers。期货流程：cex_fx_get_fx_contract → cex_fx_get_fx_order_book → cex_fx_get_fx_tickers（使用合约中的quanto_multiplier计算阶梯名义价值）。通过遍历卖盘档位模拟市价买入；slippage=成交量加权平均价−ask1（点数和百分比）。
- **K线突破/支撑阻力（Case 9）：**触发词示例：“breakout、support、resistance”、“K-line”、“X是否有突破迹象？”。现货流程：cex_spot_get_spot_candlesticks → cex_spot_get_spot_tickers。期货流程：cex_fx_get_fx_candlesticks → cex_fx_get_fx_tickers。使用K线确定支撑/阻力位；使用行情数据获取24小时价格、成交量、涨跌幅（动量）。
- **Liquidity + 工作日vs周末（Case 10）：**触发词示例：“liquidity”、“weekend vs weekday”、“对比周末与工作日”。现货流程：cex_spot_get_spot_order_book → cex_spot_get_spot_candlesticks(90d) → cex_spot_get_spot_tickers。期货流程：cex_fx_get_fx_contract → cex_fx_get_fx_order_book → cex_fx_get_fx_candlesticks(90d) → cex_fx_get_fx_tickers（使用quanto_multiplier计算深度名义价值）。通过订单簿获取当前深度；通过90天K线拆分周末与工作日的成交量和收益；进行对比并总结。
Important Notes
重要注意事项
- All analysis is read-only — no trading operations are performed.
- Gate MCP must be configured (use skill if needed).
gate-mcp-installer - MCP call order and output format are in ; follow them for consistent behavior.
references/scenarios.md - Always include a disclaimer: analysis is data-based, not investment advice.
- 所有分析均为只读——不执行任何交易操作。
- 需提前配置Gate MCP（若需要可使用Skill）。
gate-mcp-installer - MCP调用顺序和输出格式定义在中；请严格遵循以保证行为一致性。
references/scenarios.md - 必须包含免责声明：分析基于数据，不构成投资建议。