gate-exchange-marketanalysis
Market tape analysis covering ten scenarios: 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.
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) |
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) |
Execution
- Match user intent to the routing table above and determine case (1–10) and market type (spot/futures).
- Read the corresponding case in
references/scenarios.md for MCP call order and required fields.
- 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.
- Call Gate MCP in the exact order defined for that case.
- Apply judgment logic from scenarios (thresholds, flags, ratings).
- Output the report using that case’s Report Template.
- 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: get_spot_order_book → get_spot_tickers. Futures: get_futures_contract → get_futures_order_book → get_futures_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: get_spot_candlesticks → get_spot_tickers. Futures: get_futures_candlesticks → get_futures_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: get_spot_order_book → get_spot_candlesticks(90d) → get_spot_tickers. Futures: get_futures_contract → get_futures_order_book → get_futures_candlesticks(90d) → get_futures_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.