gate-exchange-marketanalysis

references/scenarios.md

Sub-Modules

references/scenarios.md

references/scenarios.md

references/scenarios.md

references/scenarios.md

references/scenarios.md

references/scenarios.md

references/scenarios.md

references/scenarios.md

references/scenarios.md

references/scenarios.md

Routing Rules

Execution

1. Match user intent to the routing table above and determine case (1–10) and market type (spot/futures).
2. Read the corresponding case in

   references/scenarios.md

   for MCP call order and required fields.
3. 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

   .
4. Call Gate MCP in the exact order defined for that case.
5. Apply judgment logic from scenarios (thresholds, flags, ratings).
6. Output the report using that case’s Report Template.
7. Suggest related actions (e.g. “For basis, ask ‘What is the basis for XXX?’”).

Domain Knowledge (short)

• 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.

Important Notes

• All analysis is read-only — no trading operations are performed.
• Gate MCP must be configured (use

  gate-mcp-installer

  skill if needed).
• MCP call order and output format are in

  references/scenarios.md

  ; follow them for consistent behavior.
• Always include a disclaimer: analysis is data-based, not investment advice.