tracking-crypto-derivatives

仓库: jeremylongshore/claude-code-plugins-plus-skills
安装量: 68
排名: #11254

安装

npx skills add https://github.com/jeremylongshore/claude-code-plugins-plus-skills --skill tracking-crypto-derivatives
Tracking Crypto Derivatives
Overview
Comprehensive derivatives market analysis across centralized and decentralized exchanges. This skill aggregates funding rates, open interest, liquidations, and options data to provide actionable trading insights.
Supported Markets
:
Perpetual Swaps
Binance, Bybit, OKX, Deribit, BitMEX
Futures
Quarterly and monthly contracts
Options
Deribit (primary), OKX, Bybit
DEX Perpetuals
dYdX, GMX, Drift Protocol Prerequisites Before using this skill, ensure you have: Python 3.8+ installed Network access to exchange APIs Optional: API keys for higher rate limits Understanding of derivatives concepts (funding, OI, basis) Instructions Step 1: Check Funding Rates Monitor funding rates across exchanges to identify sentiment and arbitrage opportunities.

Check BTC funding rates across all exchanges

python derivatives_tracker.py funding BTC

Check multiple assets

python derivatives_tracker.py funding BTC ETH SOL

Show historical average

python derivatives_tracker.py funding BTC --history 7d Interpret Results : Positive funding (>0.01%): Longs pay shorts, bullish sentiment Negative funding (<-0.01%): Shorts pay longs, bearish sentiment Extreme funding (>0.1%): Potential contrarian opportunity Step 2: Analyze Open Interest Track open interest to gauge market positioning and trend strength.

Get BTC open interest across exchanges

python derivatives_tracker.py oi BTC

Show OI changes over time

python derivatives_tracker.py oi BTC --changes

Compare OI vs price

python derivatives_tracker.py oi BTC
--divergence
OI Interpretation
:
Rising OI + Rising Price
Strong bullish trend
Rising OI + Falling Price
Strong bearish trend
Falling OI + Rising Price
Short covering rally
Falling OI + Falling Price
Long liquidations Step 3: Monitor Liquidations Track liquidation levels and recent liquidation events.

Get liquidation heatmap

python derivatives_tracker.py liquidations BTC

Show recent large liquidations

python derivatives_tracker.py liquidations BTC --recent

Set minimum size filter

python derivatives_tracker.py liquidations BTC --min-size 100000 Liquidation Signals : Large liquidation clusters indicate support/resistance Cascading liquidations can accelerate price moves Long/short liquidation ratio indicates market direction Step 4: Analyze Options Market Research options flow and implied volatility.

Get options overview

python derivatives_tracker.py options BTC

Show put/call ratio

python derivatives_tracker.py options BTC --pcr

Find max pain for expiry

python derivatives_tracker.py options BTC --expiry 2025 -01-31

Track large options trades

python derivatives_tracker.py options BTC
--flow
Options Insights
:
High IV rank
(>80): Options expensive, consider selling
Low IV rank
(<20): Options cheap, consider buying
Max pain
Price where most options expire worthless Step 5: Calculate Basis Find basis trading and arbitrage opportunities.

Get spot-perp basis

python derivatives_tracker.py basis BTC

Get quarterly futures basis

python derivatives_tracker.py basis BTC --quarterly

Show all basis opportunities

python derivatives_tracker.py basis
--all
Basis Trading
:
Positive basis
Futures > Spot (contango, normal)
Negative basis
Futures < Spot (backwardation)
Cash-and-carry
Buy spot + sell futures when basis high Step 6: Full Dashboard Get comprehensive derivatives overview.

Full derivatives dashboard for BTC

python derivatives_tracker.py dashboard BTC

Multi-asset dashboard

python derivatives_tracker.py dashboard BTC ETH SOL

Export to JSON

python derivatives_tracker.py dashboard BTC
--output
json
See
{baseDir}/references/implementation.md
for detailed implementation guide.
Output
The skill provides structured reports including:
Funding Rate Report
BTC PERPETUAL FUNDING RATES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Exchange Current 24h Avg 7d Avg Next Payment
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Binance +0.0150% +0.0120% +0.0080% 2h 15m
Bybit +0.0180% +0.0140% +0.0100% 2h 15m
OKX +0.0130% +0.0110% +0.0090% 2h 15m
Deribit +0.0200% +0.0150% +0.0120% 2h 15m
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Weighted Avg: +0.0158% | Annualized: +17.29%
Sentiment: Moderately Bullish
Open Interest Report
BTC OPEN INTEREST ANALYSIS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Exchange OI (USD) 24h Chg 7d Chg Share
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Binance $8.2B +2.5% +8.1% 44.3%
Bybit $4.5B +1.8% +5.2% 24.3%
OKX $3.1B +3.2% +12.5% 16.8%
BitMEX $1.5B -0.5% -2.1% 8.1%
Deribit $1.2B +0.8% +3.4% 6.5%
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Total OI: $18.5B (+2.3% 24h)
Long/Short Ratio: 1.15 (53.5% long)
Liquidation Heatmap
BTC LIQUIDATION LEVELS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Current Price: $67,500
LONG LIQUIDATIONS (below):
$65,000 ████████████ $125M (HIGH DENSITY)
$62,500 ███████ $85M
$60,000 ████████████████████ $210M (CRITICAL)
SHORT LIQUIDATIONS (above):
$70,000 █████████ $95M
$72,500 █████████████ $145M (HIGH DENSITY)
$75,000 █████████████████ $180M
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
24h Liquidations: Longs $45.2M | Shorts $32.8M
Error Handling
See
{baseDir}/references/errors.md
for comprehensive error handling.
Common issues:
ERR_RATE_LIMIT
Reduce request frequency or add API key
ERR_EXCHANGE_DOWN
Exchange API unavailable, try alternative
ERR_SYMBOL_INVALID
Check symbol format (BTC, ETH, not BTCUSDT) Examples See {baseDir}/references/examples.md for detailed examples. Quick examples:

Morning derivatives check

python derivatives_tracker.py dashboard BTC ETH SOL

Monitor funding for arbitrage

python derivatives_tracker.py funding BTC --alert-threshold 0.08

Pre-expiry options analysis

python derivatives_tracker.py options BTC --expiry friday

Find basis trading opportunities

python derivatives_tracker.py basis
--all
--min-yield
5
Resources
Data Sources
Coinglass
Aggregated derivatives data
Exchange APIs
Binance, Bybit, OKX, Deribit
The Graph
DEX perpetuals data
Key Concepts
Funding Rate
Payment between longs/shorts every 8h
Open Interest
Total outstanding contracts
Basis
Difference between futures and spot price
Max Pain
Strike where most options expire worthless
IV Rank
Current IV percentile vs historical Risk Warning Derivatives are leveraged instruments with high risk of loss. Funding costs accumulate over time Liquidations can happen rapidly Options can expire worthless This tool provides analysis only, not financial advice
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