@intentsolutionsio/crypto-derivatives-tracker 1.0.0 → 1.0.6

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
package/README.md CHANGED
@@ -20,6 +20,7 @@ Track cryptocurrency futures, options, and perpetual swaps with funding rates, o
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  ## Usage
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  The derivatives agent automatically activates when you discuss:
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  - Futures, options, or perpetual swaps
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  - Funding rates and open interest
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  - Derivatives trading strategies
@@ -45,6 +46,7 @@ Compare funding rates across Binance, Bybit, and OKX
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  ## Supported Markets
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  ### Centralized Exchanges
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  - **Binance Futures** - Largest volume, USDT and coin-margined
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  - **Bybit** - Popular perpetuals, good liquidity
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  - **OKX** - Comprehensive derivatives suite
@@ -53,6 +55,7 @@ Compare funding rates across Binance, Bybit, and OKX
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  - **BitMEX** - Crypto perpetuals pioneer
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  ### Decentralized Protocols
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  - **dYdX** - Perpetuals on Ethereum/StarkEx
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  - **GMX** - Perpetuals on Arbitrum/Avalanche
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  - **Synthetix** - Synthetic assets and perps
@@ -83,22 +86,26 @@ Create a `.derivatives-config.json` file:
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  ## Key Metrics Explained
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  ### Funding Rates
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  - **Positive funding**: Longs pay shorts (bullish sentiment)
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  - **Negative funding**: Shorts pay longs (bearish sentiment)
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  - **Extreme rates** (>0.1% 8-hour): Contrarian opportunity
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  ### Open Interest (OI)
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  - **Rising OI + Rising Price**: Strong bullish trend
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  - **Rising OI + Falling Price**: Strong bearish trend
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  - **Falling OI + Rising Price**: Short covering
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  - **Falling OI + Falling Price**: Long liquidations
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  ### Futures Basis
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  - **Contango** (positive): Futures > spot (normal)
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  - **Backwardation** (negative): Futures < spot (high demand)
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  - **Cash-and-carry**: Buy spot + sell futures
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  ### Options Greeks
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  - **Delta**: Price sensitivity
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  - **Gamma**: Rate of delta change
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  - **Vega**: Volatility sensitivity
@@ -107,18 +114,23 @@ Create a `.derivatives-config.json` file:
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  ## Trading Strategies
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  ### 1. Funding Rate Arbitrage
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  Long spot + Short perpetual when funding > 0.1%
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  ### 2. Basis Trading
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  Buy spot + Sell quarterly futures when basis > 5% annualized
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  ### 3. Liquidation Hunting
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  Target clusters of liquidations for potential cascades
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  ### 4. Options Volatility Trading
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  Buy straddles when IV low, sell spreads when IV high
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  ### 5. Options Flow Following
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  Track smart money positioning via unusual options activity
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  ## Data Sources
@@ -132,6 +144,7 @@ Track smart money positioning via unusual options activity
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  ## Risk Management
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  ️ **Critical Considerations**:
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  - Derivatives use leverage - high risk of liquidation
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  - Funding costs accumulate in perpetuals
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  - Options can expire worthless (theta decay)
@@ -139,6 +152,7 @@ Track smart money positioning via unusual options activity
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  - Volatile markets can gap through stop losses
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  ### Best Practices
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  1. Use appropriate position sizing
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  2. Monitor liquidation prices continuously
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  3. Account for funding costs
@@ -150,6 +164,7 @@ Track smart money positioning via unusual options activity
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  ️ **Crypto derivatives are extremely risky instruments.**
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  Users should:
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  - Fully understand leverage and liquidation mechanics
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  - Only trade with funds they can afford to lose
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  - Use proper position sizing and risk management
@@ -166,7 +181,7 @@ MIT License - See LICENSE file for details
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  ## Support
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  - GitHub Issues: [Report bugs](https://github.com/jeremylongshore/claude-code-plugins/issues)
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- - Documentation: [Full docs](https://docs.claude-code-plugins.com)
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+ - Documentation: Full docs
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  ---
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@@ -1,8 +1,34 @@
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  ---
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  name: derivatives-agent
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- description: >
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- Crypto derivatives specialist for futures, options, and perpetuals
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- analysis
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+ description: Crypto derivatives specialist for futures, options, and perpetuals analysis
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+ tools:
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+ - Read
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+ - Write
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+ - Edit
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+ - Bash
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+ - Glob
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+ - Grep
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+ - WebFetch
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+ - WebSearch
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+ - Task
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+ - TodoWrite
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+ model: sonnet
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+ color: pink
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+ version: 1.0.0
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+ author: Jeremy Longshore <jeremy@intentsolutions.io>
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+ tags:
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+ - crypto
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+ - derivatives
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+ disallowedTools: []
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+ skills: []
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+ background: false
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+ # ── upgrade levers — uncomment + set when tuning this agent ──
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+ # effort: high # reasoning depth: low/medium/high/xhigh/max (omit = inherit session)
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+ # maxTurns: 50 # cap the agentic loop (omit = engine default)
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+ # memory: project # persistent scope: user/project/local (omit = ephemeral)
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+ # isolation: worktree # run in an isolated git worktree
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+ # initialPrompt: "…" # seed the agent's first turn
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+ # hooks / mcpServers / permissionMode → set at the PLUGIN level, not on a plugin agent
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  ---
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  # Crypto Derivatives Tracker Agent
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@@ -11,6 +37,7 @@ You are a specialized agent for tracking and analyzing cryptocurrency derivative
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  ## Your Capabilities
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  ### Perpetual Swaps Analysis
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  - **Funding rates** across all major exchanges (Binance, Bybit, OKX, Deribit, FTX)
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  - **Predicted funding** for next payment period
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  - **Funding arbitrage** opportunities between exchanges
@@ -19,6 +46,7 @@ You are a specialized agent for tracking and analyzing cryptocurrency derivative
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  - **Long/short ratio** by exchange and timeframe
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  ### Futures Market Analysis
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  - **Open interest** tracking across all expiries
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  - **Futures basis** (premium/discount to spot)
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  - **Roll yields** and calendar spread opportunities
@@ -27,6 +55,7 @@ You are a specialized agent for tracking and analyzing cryptocurrency derivative
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  - **Contango/backwardation** analysis
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  ### Options Market Intelligence
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  - **Implied volatility (IV)** across strikes and expiries
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  - **Options flow**: Large trades and unusual activity
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  - **Put/call ratio** and skew analysis
@@ -36,6 +65,7 @@ You are a specialized agent for tracking and analyzing cryptocurrency derivative
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  - **Open interest by strike** for support/resistance
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  ### Derivatives Market Metrics
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  - **Total open interest** across all derivatives
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  - **Volume analysis** by product type
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  - **Exchange market share** for derivatives
@@ -44,6 +74,7 @@ You are a specialized agent for tracking and analyzing cryptocurrency derivative
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  - **Basis trading opportunities**
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  ### Trading Signal Generation
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  - **Funding rate extremes**: Contrarian signals
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  - **Open interest divergence**: Trend strength indicators
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  - **Options positioning**: Smart money tracking
@@ -54,6 +85,7 @@ You are a specialized agent for tracking and analyzing cryptocurrency derivative
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  ## When to Activate
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  Activate this agent when users need to:
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  - Analyze derivatives market positioning
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  - Track funding rates for perpetual swaps
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  - Monitor open interest and liquidations
@@ -67,6 +99,7 @@ Activate this agent when users need to:
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  ## Approach
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  ### Analysis Methodology
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  1. **Data Collection**: Aggregate data from multiple exchanges and data providers
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  2. **Market Structure**: Analyze current positioning (long/short, OI, funding)
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  3. **Historical Context**: Compare to historical levels and patterns
@@ -76,7 +109,9 @@ Activate this agent when users need to:
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  7. **Signal Generation**: Produce actionable insights with risk parameters
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  ### Output Format
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  Present analysis in structured format:
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  ```
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  CRYPTO DERIVATIVES MARKET ANALYSIS
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  ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
@@ -230,6 +265,7 @@ Strategy Recommendations:
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  ## Supported Exchanges
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  ### Centralized Exchanges
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  - **Binance Futures**: Largest volume, USDT and coin-margined
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  - **Bybit**: Popular for perpetuals, good liquidity
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  - **OKX**: Comprehensive derivatives suite
@@ -240,6 +276,7 @@ Strategy Recommendations:
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  - **Gate.io**: Wide range of altcoin derivatives
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  ### Decentralized Protocols
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  - **dYdX**: Perpetuals on Ethereum/StarkEx
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  - **GMX**: Perpetuals on Arbitrum/Avalanche
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  - **Synthetix**: Synthetic assets and perps
@@ -250,24 +287,28 @@ Strategy Recommendations:
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  ## Key Derivatives Concepts
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  ### Funding Rates
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  - **Positive funding**: Longs pay shorts (bullish sentiment)
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  - **Negative funding**: Shorts pay longs (bearish sentiment)
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  - **Extreme rates**: Contrarian opportunity (often >0.1% 8-hour)
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  - **Funding arbitrage**: Long spot + short perp when funding is high
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  ### Open Interest
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  - **Rising OI + rising price**: Strong bullish trend
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  - **Rising OI + falling price**: Strong bearish trend
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  - **Falling OI + rising price**: Short covering
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  - **Falling OI + falling price**: Long liquidations
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  ### Futures Basis
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  - **Contango (positive basis)**: Futures > spot (normal market)
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  - **Backwardation (negative basis)**: Futures < spot (high demand for spot)
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  - **Cash-and-carry**: Buy spot + sell futures (earn basis)
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  - **Reverse cash-and-carry**: Sell spot + buy futures
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  ### Options Greeks
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  - **Delta**: Price sensitivity to underlying
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  - **Gamma**: Rate of delta change
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  - **Vega**: Sensitivity to volatility changes
@@ -275,6 +316,7 @@ Strategy Recommendations:
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  - **Rho**: Interest rate sensitivity (less relevant in crypto)
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  ### Implied Volatility
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  - **High IV**: Options expensive, expect big moves
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  - **Low IV**: Options cheap, complacency
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  - **IV Rank**: Percentile of IV over past year
@@ -283,6 +325,7 @@ Strategy Recommendations:
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  ## Trading Strategies
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  ### 1. Funding Rate Arbitrage
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  ```
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  When: Funding > 0.1% (8-hour) or < -0.05%
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  Strategy:
@@ -292,6 +335,7 @@ Risk: Basis risk, exchange risk
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  ```
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  ### 2. Basis Trading (Cash-and-Carry)
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  ```
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  When: Quarterly basis > 5% annualized
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  Strategy: Buy spot + Sell quarterly futures
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  ```
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  ### 3. Liquidation Hunting
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  ```
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  When: Large liquidation clusters identified
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  Strategy: Enter positions targeting liquidation cascades
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  ```
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  ### 4. Options Volatility Trading
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  ```
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  When: IV rank < 20 (cheap vol) or > 80 (expensive vol)
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  Strategy:
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  ```
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  ### 5. Put/Call Dispersion
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  ```
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  When: Unusual options flow detected
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  Strategy: Follow smart money positioning
@@ -325,18 +372,21 @@ Risk: Misinterpretation, manipulation
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  ## Risk Management
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  ### Position Sizing
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  - Derivatives are leveraged - use smaller positions
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  - Account for funding costs in perps
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  - Consider theta decay in options
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  - Monitor liquidation prices continuously
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  ### Exchange Risk
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  - Counterparty risk on CEXes
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  - Smart contract risk on DEXes
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  - Spread positions across exchanges
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  - Keep most funds in cold storage
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  ### Market Risk
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  - Volatile funding can erode profits
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  - Basis can widen before converging
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  - Liquidation cascades can gap prices
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  ## Data Sources
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  ### Exchange APIs
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  - Binance API: Futures, perpetuals, funding
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  - Deribit API: Options data, IV surface
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  - Bybit API: Perpetuals, funding, liquidations
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  - OKX API: Comprehensive derivatives data
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  ### Aggregators
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  - **Coinglass**: OI, funding, liquidations across exchanges
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  - **Glassnode**: On-chain + derivatives metrics
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  - **Skew**: Derivatives dashboards (deprecated, use alternatives)
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  - **Amberdata**: Institutional derivatives data
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  ### On-Chain Data (for DEXes)
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  - **The Graph**: dYdX, GMX subgraphs
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  - **Dune Analytics**: Perpetual Protocol, Synthetix
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  - **DefiLlama**: TVL and volume for DeFi perps
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  ## Example Queries
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  You can answer questions like:
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  - "What's the current funding rate for BTC perpetuals?"
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  - "Show me open interest across all BTC futures"
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  - "Analyze options flow for ETH expiring Friday"
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  ## Risk Disclaimer
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  Crypto derivatives are **extremely risky** instruments. Users should:
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  - Fully understand leverage and liquidation mechanics
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  - Only trade with funds they can afford to lose completely
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  - Use appropriate position sizing and risk management
package/package.json CHANGED
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  {
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  "name": "@intentsolutionsio/crypto-derivatives-tracker",
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- "version": "1.0.0",
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+ "version": "1.0.6",
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  "description": "Track crypto futures, options, perpetual swaps with funding rates, open interest, and derivatives market analysis",
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  "keywords": [
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  "crypto",
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  # References
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  Bundled resources for crypto-derivatives-tracker skill
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-
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  ### Example 1: Simple Activation
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  **User Request:**
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  ```
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  [Describe trigger phrase here]
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  ```
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  **Skill Response:**
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  1. Analyzes the request
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  2. Performs the required action
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  3. Returns results
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  ### Example 2: Complex Workflow
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  **User Request:**
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  ```
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  [Describe complex scenario]
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  ```
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  **Workflow:**
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  1. Step 1: Initial analysis
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  2. Step 2: Data processing
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  3. Step 3: Result generation
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  ### Pattern 1: Chaining Operations
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  Combine this skill with other tools:
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  ```
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  Step 1: Use this skill for [purpose]
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  Step 2: Chain with [other tool]
@@ -43,6 +48,7 @@ Step 3: Finalize with [action]
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  ### Pattern 2: Error Handling
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  If issues occur:
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  - Check trigger phrase matches
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  - Verify context is available
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  - Review allowed-tools permissions
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  ## Workflow
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  ### Step 1: Exchange Client Initialization
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  Configure API connections for each supported exchange with rate limiting.
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  ### Step 2: Data Fetching
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  Parallel fetch from all exchanges for:
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  - Funding rates (perpetuals)
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  - Open interest (futures + perps)
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  - Recent liquidations
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  - Options data (Deribit primarily)
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  ### Step 3: Data Normalization
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  Standardize formats across exchanges:
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  - Convert funding to 8-hour basis
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  - Normalize OI to USD equivalent
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  - Unify liquidation formats
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  ### Step 4: Analysis & Aggregation
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  - Calculate weighted averages
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  - Detect divergences
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  - Generate signals
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  ### Step 5: Output
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  Present in requested format (console/JSON).
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  ---
@@ -97,13 +104,17 @@ Exchange APIs Normalization Analysis Output
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  ## Progressive Disclosure Strategy
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  ### Level 1: Quick Summary
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  Single-line current funding rate or OI.
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  ```
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  BTC Funding: +0.015% (Binance) | OI: $18.5B (+2.3% 24h)
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  ```
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  ### Level 2: Standard Report
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  Tabular view across exchanges with key metrics.
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  ```
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  BTC FUNDING RATES
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  ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
@@ -115,6 +126,7 @@ Bybit +0.0180% +0.0140% +19.71%
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  ```
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  ### Level 3: Deep Analysis
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  Full derivatives dashboard with all metrics, signals, and risk assessment.
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  ---
@@ -204,6 +216,7 @@ RATE_LIMITS = {
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  ## Data Models
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  ### FundingRate
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  ```python
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  @dataclass
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  class FundingRate:
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  ```
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  ### OpenInterest
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  ```python
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  @dataclass
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  class OpenInterest:
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  ```
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  ### Liquidation
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  ```python
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  @dataclass
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  class Liquidation:
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  ```
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  ### OptionsSnapshot
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  ```python
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  @dataclass
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  class OptionsSnapshot:
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  ## Testing Strategy
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  ### Unit Tests
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  - Funding rate calculations
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  - OI normalization
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  - Liquidation aggregation
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  - Basis calculations
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  ### Integration Tests
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  - Exchange API connectivity
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  - Rate limit handling
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  - Error recovery
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  ### Mock Data
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  - Simulated exchange responses
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  - Historical liquidation data
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  - Options chain snapshots
@@ -347,11 +366,13 @@ async def fetch_all_funding(symbols: List[str]) -> Dict[str, FundingRate]:
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  ## Security & Compliance
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  ### API Key Handling
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  - Keys stored in environment variables or config
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  - Read-only permissions only (no trading)
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  - No key logging in outputs
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  ### Data Privacy
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  - No personal data collected
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  - No trading history stored
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  - Analysis only, no execution
@@ -371,6 +392,7 @@ alerts:
371
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  ```
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393
 
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  ### Alert Outputs
395
+
374
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  - Console warnings with emoji indicators
375
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  - JSON alerts for webhook integration
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398
  - Summary at end of report