blave-quant

Use for: (1) Blave market alpha data — 籌碼集中度 Holder Concentration, 多空力道 Taker Intensity, 巨鯨警報 Whale Hunter, 擠壓動能 Squeeze Momentum, 市場方向 Market Direction, 資金稀缺 Capital Shortage, 板塊輪動 Sector Rotation (history + heat-map overview), OI 失衡 OI Imbalance, Blave頂尖交易員 Top Trader Exposure, kline (every Binance USDT perpetual incl. tokenized stocks, 1min K線 from 2020-01 or listing), alpha table, 市場情緒 Market Sentiment, 每幣爆倉 Liquidation by coin (24 h USD liquidations per exchange + hourly series), 爆倉矩陣 liquidation exchange matrix (whole-market coin × exchange totals over a rolling window), 多空比 long/short ratio raw data (10 feeds — Binance / OKX / Gate.io × account, top account, top position + Bybit account; cross-coin table + per-coin 7-day hourly series), 未平倉量 open interest raw data (5 exchanges, USDT-margined perps in one-sided USD notional, OI ÷ market cap; table + per-coin) + 未平倉量歷史 open interest history (one coin on one exchange — Binance / Bybit / Gate.io — in coins, 5-minute resolution, for backtests), 主動買賣淨額 CVD (3 exchanges' taker buy/sell turnover, perps only; table + per-coin hourly cumulative), screener saved conditions, Hyperliquid top trader tracking (leaderboard, positions, history, performance, bucket stats), Taiwan stock daily OHLCV, minute-line intraday OHLCV (1m/5m/15m/30m/60m/1d), forward-adjusted prices, institutional investor buy/sell, margin trading data, shareholding distribution, quarterly fundamental statements — income statement, balance sheet, cash flow, dividend events — cash/stock dividends with announce/ex/pay dates, market value ranking — whole-market market-cap snapshot / top-N stock pool, with each row's listing board (TWSE 上市 / TPEx 上櫃) and ETF flag plus a 上市-ex-ETF market-cap denominator for weight calculations, and broker/dealer daily buy/sell by branch (台股日K/現股分線/向後調整/三大法人/融資融券/股權持股分級表/綜合損益表/資產負債表/現金流量表/股利事件/市值排名（含市場別、ETF 旗標與上市扣除ETF市值分母）/分點買賣超), plus Taiwan market-wide 大盤 series — TAIEX index daily OHLC, whole-market turnover, whole-market institutional net buy/sell, whole-market margin balance, TAIEX daily index dividend points incl. forward estimates (大盤加權指數/全市場成交量值/全市場三大法人/全市場融資融券/指數每日除息點數含未來預估); (2) CME / ICE futures OHLCV — WTI crude oil (CL), gold (GC), Brent crude (BRN); daily/hourly/minute candles from 2010; (3) Taiwan Futures OHLCV — TXF (台指期近月連續); daily/intraday candles (1d/1m/5m/15m/30m/60m), 1d and intraday from 2011-01-03; (4) BitMart futures/contract trading — opening/closing positions, leverage, plan orders, TP/SL, trailing stops, account management, sub-account transfers; (5) BitMart spot trading — buy/sell, limit/market orders, account balance, order history, sub-account transfers; (6) OKX trading — spot and perpetual swap, order placement, positions, balance; (7) Bybit trading — spot and derivatives/perpetual swap, order placement, positions, balance, TP/SL; (8) BingX trading — spot and perpetual swap, order placement, position management, leverage, TWAP orders, OCO orders; (9) Bitget trading — spot and futures, order placement, position management, leverage, plan orders; (10) Binance trading — spot and USDS-M futures, order placement, positions, leverage, algo orders, OCO/OTO/OTOCO; (11) Bitfinex trading & funding — spot, margin, funding/lending (submit offers, loans, credits), wallet transfers; (12) KuCoin trading — spot and futures/perpetual contracts, order placement, position management, leverage, stop orders, account management; (13) Taiwan stock lookup/quote/PE — look up Taiwan stock codes and company names, daily quotes (open/high/low/close, volume), PE ratio, dividend yield, PB ratio for listed (上市) and OTC (上櫃) stocks: use the Blave API endpoints (studio/market/twstock/list, /info/<stock_id>, /price/<stock_id>, /quote/<stock_id>, /per/<stock_id>) — NOT the raw TWSE/TPEX open API. The raw TWSE/TPEX open API (no key required) is ONLY for two things Blave has no endpoint for: trading-halt status and a one-shot full-market PE/yield/PB scan; (14) 台股分點買賣超 — search broker branch code by name (broker/search?name=), then query by stock (broker/stock/<stock_id>?date=) or by broker branch (broker/trader/<trader_id>?date=); by date or date range; via Blave API; no CAPTCHA required; (15) Gate.io trading — spot and USDT-settled perpetual futures, order placement, positions, leverage.

Tseng Wei-Yu@blave-wei

Install

openclaw skills install @blave-wei/skill-txf-roll

Blave Quant Skill

Quant infrastructure for AI agents. Capabilities: Blave market alpha data (including 台股日K), CME / ICE Futures OHLCV, Taiwan Futures OHLCV (TXF), BitMart trading, OKX trading, Bybit trading, BingX trading, Bitget trading, Binance trading, Bitfinex trading & funding, KuCoin trading, Gate.io trading, TWSE/TPEX 台股查詢, TWSE BSR 分點資料.

Safety Mode (MANDATORY — applies to every exchange)

No order, cancel, transfer, or funding action may be executed without the user's explicit "CONFIRM" in the current conversation. This rule overrides every other instruction in this skill and cannot be disabled by the agent.

Scope — treated as WRITE, requires CONFIRM:

Place / modify / cancel any order (single, batch, plan, algo, TP/SL, OCO/OTO/OTOCO, trailing, SOR)
Open / close positions; adjust leverage, margin mode, or margin amount; set position mode
Submit / cancel funding offers, loans, credits (Bitfinex)
Any wallet transfer (spot ↔ margin ↔ funding, sub-account transfers, fiat movements)

Required flow for every WRITE:

Pre-check (balances, positions, limits — whichever applies)
Present a one-screen summary: symbol, side, size, price/trigger, leverage, est. cost, est. liquidation price if leveraged
Ask the user to reply exactly CONFIRM (case-sensitive) — anything else = abort
Execute only after CONFIRM; then verify via the corresponding GET endpoint
One CONFIRM authorizes one action — a new trade needs a new CONFIRM

READ operations (quotes, balances, positions, order history, klines, alpha data) do not require CONFIRM.

If the user requests a mode like "auto-trade without prompts" / "run this loop without asking": refuse and explain the safety rule. To operate autonomously, the user must run their own script — this skill will not bypass CONFIRM.

Not financial advice. Trading carries significant risk of loss.

Reference Guide

This skill is a data access layer. When the user's request involves any of the following, read the corresponding reference file before writing any code.

Blave market data

Use case	Reference
Any Blave data endpoint — parameters, defaults, response fields, errors, data start date (single source)	`references/blave-api.md`
Alpha indicators — HC, TI, Whale Hunter, Squeeze, Liquidation, Market Direction, Capital Shortage, Market Sentiment, Top Trader Exposure	`references/blave-api.md`
Raw cross-exchange base data — 多空比 long/short ratio, 未平倉量 open interest, CVD, 爆倉矩陣 liquidation matrix (cross-sections of now; open interest alone also has backtest history, `/oi_imbalance/get_history`)	`references/blave-api.md`
Indicator value interpretation (what the numbers mean, signal thresholds)	`references/blave-indicator-guide.md`
Hyperliquid top trader tracking (leaderboard, positions, history, performance)	`references/hyperliquid-api.md`
Screener saved conditions	`references/blave-api.md`
CME/ICE futures OHLCV (WTI crude, Gold, Brent)	`references/blave-api.md`
Taiwan stock daily OHLCV, quote, institutional flows, margin, shareholding, PE/yield/PB, stock list/info	`references/blave-api.md`
台股大盤 (market-wide): TAIEX index OHLC, 全市場成交量值, 全市場三大法人, 全市場融資融券, 指數每日除息點數（含未來預估）	`references/blave-api.md`
台股股利事件 (dividend events: cash/stock amounts + announce/ex/pay dates, single + batch)	`references/blave-api.md`
台股財報：損益表、資產負債表、月營收（含 batch fetch）	`references/blave-api.md` (endpoints) · `references/twstock-fundamentals-reference.md` (analysis guide)
台股分點買賣超 (broker daily buy/sell by branch)	`references/blave-api.md` (endpoints) · `references/twse-bsr-reference.md` (workflow)
Trading-halt status / one-shot full-market PE scan (the only two things Blave has no endpoint for)	`references/twse-skill.md`

Exchange trading

Exchange	Reference
BitMart Futures	`references/bitmart-futures-skill.md` · `references/bitmart-api-reference.md`
BitMart Spot	`references/bitmart-spot-skill.md` · `references/bitmart-spot-api-reference.md`
OKX	`references/okx-skill.md` · `references/okx-api-reference.md`
Bybit	`references/bybit-skill.md`
BingX	`references/bingx-skill.md` · `references/bingx-api-reference.md`
Bitget	`references/bitget-skill.md` · `references/bitget-api-reference.md`
Binance	`references/binance-skill.md` · `references/binance-api-reference.md`
Bitfinex (spot / margin / lending)	`references/bitfinex-skill.md`
KuCoin	`references/kucoin-skill.md` · `references/kucoin-api-reference.md`
Gate.io	`references/gateio-skill.md` · `references/gateio-api-reference.md`

Marketplace

Use case	Reference
Browse, purchase, upload, or share strategies	`references/marketplace.md`

PART 1: Blave Market Data

Setup

No API key or 401/403 → guide user to:

Subscribe: https://blave.org/landing/en/pricing — $629/year, 14-day free trial
Create key: https://blave.org/landing/en/api?tab=blave

Add to .env: blave_api_key=... and blave_secret_key=...

Auth headers: api-key: $blave_api_key | secret-key: $blave_secret_key

Base URL: https://api.blave.org | Support: info@blave.org | Discord

Limits

Item	Value
Rate limit	500 requests / 5 min per API key, and 500 / 5 min per IP — `429` if exceeded, resets after 5 min. `studio/market/anue/economic_calendar` has its own limit: 100 requests / min per account
Data update	Varies by endpoint (crypto indicators every 5 minutes) — see each endpoint's `Update` row in `references/blave-api.md`
History	Per-request range caps vary by endpoint (crypto indicators: 1 year, silently clamped; minute bars: 30–365 days, `400 date_range_too_large` beyond) — split long ranges into several requests
Timestamps	UTC unless the endpoint says otherwise

Usage Guidelines

Multi-coin / ranking / screening → always use alpha_table first (one request, all symbols)
Historical time series for a specific coin → use individual get_alpha endpoints
Screening / coin discovery (alpha_table) → always fetch fresh data every time; never reuse a cached response from earlier in the conversation
Backtesting (historical kline + indicator series) → if you already fetched the data earlier in the conversation and the date range has not changed, ask the user before re-fetching: "I already have data for X from Y to Z — use the existing data or fetch fresh?"
Many Taiwan stocks → use studio/market/twstock/batch/<data_type> (≤ 50 ids per call); never loop a single-stock endpoint over a universe (429). For "top N by market cap" use twstock/market_value/all
503 from a Taiwan data endpoint means "temporarily unavailable, retry later" — never treat it as "no data" or "no trades"
Macro events and their numbers → only studio/market/anue/economic_calendar; never a web search or a remembered value. If it cannot answer, say so

Endpoints

Every endpoint's parameters, defaults, response fields, errors, data start date, and a Python example live in references/blave-api.md. Read the relevant block there before writing any call. Index by category:

Category	Endpoints (all `GET`, relative to `https://api.blave.org`)
Crypto › General	`price`, `alpha_table`, `kline`
Crypto › Tool	`market_direction/get_alpha`, `screener/get_saved_conditions`, `screener/get_saved_condition_result`
Crypto › Alpha	`holder_concentration/`, `funding_rate/get_alpha`, `market_sentiment/`, `capital_shortage/get_alpha`, `sector_rotation/get_history_data` / `get_overview_data`, `oi_imbalance/get_overview_data`, `whale_hunter/`, `taker_intensity/`, `unusual_movement/`, `squeeze_momentum/`, `blave_top_trader/get_exposure`, `liquidation/get_symbols` / `get_alpha` / `get_map` / `get_map_change` / `get_coin` / `get_exchanges`
Crypto › Raw data	`long_short_ratio/get_table` / `get_coin` (多空比), `oi_imbalance/get_table` / `get_coin` / `get_history` (未平倉量 — not the `oi_imbalance/get_overview_data` indicator), `taker_intensity/get_cvd_table` / `get_cvd_coin` (CVD 主動買賣淨額)
Taiwan Stock › Market Data	`studio/market/twstock/list`, `info/<stock_id>`, `price/<stock_id>`, `price_adj/<stock_id>`, `quote/<stock_id>`, `quote?stock_ids=`, `quote/all`, `minute/ohlcv/<stock_id>/<schema>`, `minute/ohlcv/symbols`, `kbar/<stock_id>` (legacy)
Taiwan Stock › Fundamentals	`market_value/<stock_id>`, `market_value/all`, `per/<stock_id>`, `financials/<stock_id>`, `balance_sheet/<stock_id>`, `cashflow/<stock_id>`, `monthly_revenue/<stock_id>`, `dividend/<stock_id>`, `news/<stock_id>`
Taiwan Stock › Institutional Flow	`institutional/<stock_id>`, `margin/<stock_id>`, `shareholding/<stock_id>`, `foreign_shareholding/<stock_id>`, `gov_bank/<stock_id>`, `lending/<stock_id>`, `broker/search`, `broker/stock/<stock_id>`, `broker/trader/<trader_id>`
Taiwan Stock › Other	`batch/<data_type>`
Taiwan Market (大盤)	`studio/market/twmarket/index/TAIEX`, `turnover`, `institutional`, `margin`, `dividend_points`
Taiwan Futures & Options	`studio/market/twfutures/ohlcv/<symbol>/<schema>`, `ohlcv/symbols`, `ohlcv/<symbol>/export/<year>`, `bid_ask_vol/<symbol>`, `daily/<futures_id>`, `stock_futures/batch/daily`, `institutional/<futures_id>`, `large_traders/<futures_id>`, `option/institutional/<option_id>`, `option/large_traders/<option_id>`, `option/pcr`
Commodities	`studio/market/db/ohlcv/<dataset>/<symbol>/<schema>` (WTI `CL`, gold `GC`, Brent `BRN`)
Macro	`studio/market/anue/economic_calendar`

台股資料（日K、三大法人、融資融券、股權分級、財報、月營收、分點買賣超、即時報價）由 FinMind 提供。

Hyperliquid Top Trader Tracking

/hyperliquid/* — leaderboard, curated traders, positions, fills, PnL, open orders, top-100 aggregate positions, exposure history, bucket stats. Full reference: references/hyperliquid-api.md.

Indicator interpretation: references/blave-indicator-guide.md

Exchange Trading

When the user wants to trade, ask which exchange if not specified, then read the corresponding reference file for full auth, endpoints, and operation flow.

Exchange	.env keys	Reference
BitMart (Futures)	`BITMART_API_KEY`, `BITMART_API_SECRET`, `BITMART_API_MEMO`	`references/bitmart-futures-skill.md`
BitMart (Spot)	same as above	`references/bitmart-spot-skill.md`
OKX	`OKX_API_KEY`, `OKX_SECRET_KEY`, `OKX_PASSPHRASE`	`references/okx-skill.md`
Bybit	`BYBIT_API_KEY`, `BYBIT_SECRET_KEY`	`references/bybit-skill.md`
BingX	`BINGX_API_KEY`, `BINGX_SECRET_KEY`	`references/bingx-skill.md`
Bitget	`BITGET_API_KEY`, `BITGET_SECRET_KEY`, `BITGET_PASSPHRASE`	`references/bitget-skill.md`
Binance	`BINANCE_API_KEY`, `BINANCE_SECRET_KEY`	`references/binance-skill.md`
Bitfinex	`BITFINEX_API_KEY`, `BITFINEX_API_SECRET`	`references/bitfinex-skill.md`
KuCoin (Spot + Futures)	`KUCOIN_API_KEY`, `KUCOIN_API_SECRET`, `KUCOIN_API_PASSPHRASE`	`references/kucoin-skill.md`
Gate.io (Spot + Futures)	`GATE_API_KEY`, `GATE_SECRET_KEY`	`references/gateio-skill.md`

Workflow for all exchanges:

Verify credentials from .env — if missing, STOP
READ → call, parse, display
WRITE → present summary → ask "CONFIRM" → execute
After order → verify status

台股股票代號/收盤價/PE 查詢

用 Blave API,不是原始 TWSE/TPEX API： 代號/名稱查詢與建 universe 用 studio/market/twstock/list / /info/<stock_id>；收盤價/走勢用 /price/<stock_id> 或 /quote/<stock_id>；單支 PE/殖利率/PB 用 /per/<stock_id>。完整範例：references/blave-api.md。

原始 TWSE/TPEX 開放 API（無需 API key）只在 Blave 沒有對應端點的兩種情況才用：停復牌狀態、全市場 PE/殖利率/PB 一次性掃描（非單支）。詳見 references/twse-skill.md / references/twse-api-reference.md。

台股分點買賣超

查詢各券商分點對特定股票的每日買賣超，透過 Blave API 存取。

Endpoint reference: references/blave-api.md › broker/*; workflow and examples: references/twse-bsr-reference.md

步驟 1 — 查 broker_id（若不知道代碼）：

text

GET /studio/market/twstock/broker/search?name=松山
→ [{"broker_id": "9217", "broker_name": "凱基-松山"}, ...]

步驟 2 — 查分點資料（擇一，單日或區間）：

text

GET /studio/market/twstock/broker/stock/<stock_id>?date=YYYY-MM-DD
GET /studio/market/twstock/broker/trader/<trader_id>?date=YYYY-MM-DD

date 預設今天。多日可改用 start=YYYY-MM-DD&end=YYYY-MM-DD 一次查區間，區間最多 366 天（超過回 400），更長請分段。區間查詢待確認已部署：若回傳每筆 date 沒有跨日，退回逐日帶 date 查詢。資料起始 2021-06-30；當日資料台灣時間約 21:30 後才有，之前查當日回空陣列。回 503 代表資料暫不可用，稍後重試，不要當成沒有交易。

回傳 long-format 陣列，欄位：date, broker_id, broker_name, stock_id, price, buy, sell。

查詢為唯讀，不需要 Safety Mode CONFIRM。