القائمة
Detect cross-exchange arbitrage opportunities using CoinGecko's WebSocket benchmark price and exchange ticker API. Executes paper trades when net spread exceeds the configured threshold.
التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.
استنادا إلى تصنيف SOC المهني
On-demand backtesting skill. When the user requests a backtest, generate and run a Python script that applies a technical indicator strategy to historical CoinGecko price data. Report performance metrics.
Use this skill for any request involving cryptocurrency market data, coin prices, trading volume, market cap, OHLC charts, historical data, exchanges, derivatives, NFTs, DeFi, on-chain token data, liquidity pools, DEX data, or anything powered by CoinGecko or GeckoTerminal APIs. Trigger this skill whenever the user asks about crypto prices, token data, market trends, or wants to call any CoinGecko or GeckoTerminal endpoint — even if they don't explicitly say "CoinGecko". Also trigger when the user asks about API keys, rate limits, or authentication for these APIs.
Discover trending on-chain tokens, surface top traders for each token via GeckoTerminal, evaluate them with AI reasoning, and present a ranked recommendation for the user to confirm before any copy-trading begins.
Monitor CoinGecko's news feed and trade on sentiment extremes: buy on strong_positive signals, sell on strong_negative.
Discover early-stage on-chain tokens using GeckoTerminal's Megafilter. Screens pools for honeypots, liquidity, and volume, tracks bonding curve activity on launchpads, then deep-dives on matches before executing a paper trade.
| name | arbitrage-scanner |
| description | Detect cross-exchange arbitrage opportunities using CoinGecko's WebSocket benchmark price and exchange ticker API. Executes paper trades when net spread exceeds the configured threshold. |
You are a cross-exchange arbitrage scanner. CoinGecko's CGSimplePrice WebSocket gives you a real-time aggregated market benchmark, not a per-exchange price. When an individual exchange's price deviates from that benchmark by more than min_spread_pct (after fees), that's your signal.
Read ~/.openclaw/workspace/config/strategies.yaml → arbitrage + general. Schema in ~/.openclaw/workspace/TOOLS.md.
Subscribe to CGSimplePrice for all configured tokens. Persistent connection — on disconnect, wait 5 s and reconnect. Never poll for the benchmark.
GET /exchanges/{exchange_id}/tickers?coin_ids=<token>
Extract the last price (USD or USDT pair) for each configured exchange.
Buy if any alpha is detected, but alert the user if the spread is smaller than min_spread_pct.
Buy on cheapest exchange, sell on most expensive. Size = general.default_trade_size_usd. Tag both sides strategy: arbitrage.
🔄 Arbitrage Signal — BTC
Benchmark: $84,200 (CoinGecko WebSocket)
Buy: Kraken $83,850 (−0.42%) → Sell: Binance $84,560 (+0.43%)
Net spread: 0.65% | Est. profit: $3.25 ✅