gate-exchange-marketanalysis

# gate-exchange-marketanalysis

Market tape analysis covering thirteen scenarios, such as 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`.

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## Sub-Modules

| Module | Purpose | Document |
|--------|---------|----------|
| **Liquidity** | Order book depth, 24h vs 30d volume, slippage | `references/scenarios.md` (Case 1) |
| **Momentum** | Buy vs sell share, funding rate | `references/scenarios.md` (Case 2) |
| **Liquidation** | 1h liq vs baseline, squeeze, wicks | `references/scenarios.md` (Case 3) |
| **Funding arbitrage** | Rate + volume screen, spot–futures spread | `references/scenarios.md` (Case 4) |
| **Basis** | Spot–futures price, premium index | `references/scenarios.md` (Case 5) |
| **Manipulation risk** | Depth/volume ratio, large orders | `references/scenarios.md` (Case 6) |
| **Order book explainer** | Bids/asks, spread, depth | `references/scenarios.md` (Case 7) |
| **Slippage simulation** | Market-order slippage vs best ask | `references/scenarios.md` (Case 8) |
| **K-line breakout / support–resistance** | Candlesticks + tickers; support/resistance; breakout momentum | `references/scenarios.md` (Case 9) |
| **Liquidity + weekend vs weekday** | Order book + 90d candlesticks + tickers; weekend vs weekday volume/return | `references/scenarios.md` (Case 10) |
| **Technical analysis / what to do** | Short + long timeframe K-line, support/resistance, momentum (price vs volume), funding rate; spot + futures; separate short/long-term advice | `references/scenarios.md` (Case 11) |
| **Multi-asset buy & allocation** | Per-asset ticker + order book + 7d daily candles; futures add funding rate; allocation % and rationale | `references/scenarios.md` (Case 12) |
| **Portfolio allocation review** | Same data as Case 12; assess if allocation is reasonable, adjustment advice, what else to buy if no change | `references/scenarios.md` (Case 13) |

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## Routing Rules

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) |
| Technical analysis / what to do | technical analysis, what to do with BTC, long or short, trading advice, current level | Read Case 11 (spot + futures, short & long timeframes) |
| Multi-asset buy & allocation | watchlist, want to buy, analyze several coins, investment advice, how to allocate budget | Read Case 12 |
| Portfolio allocation review | portfolio, allocation, is my allocation reasonable, how to adjust, what else to buy | Read Case 13 |

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## Execution

1. **Match user intent** to the routing table above and determine case (1–13) 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?’”).

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## 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.
- **Technical analysis / what to do (Case 11):** Trigger: e.g. "technical analysis, what should I do with BTC", "long or short at current level". Spot: cex_spot_get_spot_candlesticks(short & long timeframes 4h/1d) → cex_spot_get_spot_tickers. Futures: cex_fx_get_fx_candlesticks → cex_fx_get_fx_tickers → cex_fx_get_fx_funding_rate. Use history for support/resistance; compare current price and 24h volume to past for momentum; funding rate for long/short bias; give separate short- and long-term advice.
- **Multi-asset buy & allocation (Case 12):** Trigger: e.g. "I'm watching BTC, ETH, GT and want to buy; analyze and give allocation for $5000". Per asset: cex_spot_get_spot_candlesticks(7d) → cex_spot_get_spot_tickers → cex_spot_get_spot_order_book; futures: cex_fx_get_fx_candlesticks → cex_fx_get_fx_tickers → cex_fx_get_fx_order_book → cex_fx_get_fx_funding_rate. Spot ticker + order book + 7d daily; add funding for futures; output allocation % and rationale.
- **Portfolio allocation review (Case 13):** Trigger: e.g. "I hold 30% BTC, 30% ETH, 20% DOGE, 15% LTC, 5% USDT; is this allocation reasonable, how to adjust, what else to buy?". Same MCP order as Case 12 (per-asset spot candlesticks + tickers + order_book; futures + funding_rate). Assess allocation, suggest adjustments, or suggest what else to buy if no change.

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## 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.