gate-exchange-marketanalysis

name	gate-exchange-marketanalysis
description	Gate Exchange market analysis tool. Use when the user asks for deep market metrics like liquidity, slippage, funding arbitrage, or manipulation risk. Triggers on 'liquidity', 'depth', 'slippage', 'momentum', 'buy/sell pressure', 'squeeze', 'funding rate', 'arbitrage', 'basis', 'premium'.
user-invocable	true
disable-model-invocation	false
metadata	{"openclaw":{"emoji":"💱","os":["darwin","linux"],"primaryEnv":"GATE_API_KEY","requires":{"bins":"[Truncated]","env":"[Truncated]"},"install":["[Truncated]","[Truncated]","[Truncated]","[Truncated]"]}}

Resolving gate-cli (binary path)

Resolve gate-cli in order: (1) command -v gate-cli and gate-cli --version succeeds; (2) ${HOME}/.local/bin/gate-cli if executable; (3) ${HOME}/.openclaw/skills/bin/gate-cli if executable. Canonical rules: exchange-runtime-rules.md §4 (or gate-runtime-rules.md §4).

gate-exchange-marketanalysis

General Rules

⚠️ STOP — You MUST read and strictly follow the shared runtime rules before proceeding. Do NOT select or call any tool until all rules are read. These rules have the highest priority. → Read gate-runtime-rules.md

• Only use the gate-cli commands explicitly listed in this skill. Commands not documented here must NOT be run for these workflows, even if other interfaces expose them.

Market tape analysis covering thirteen scenarios, such as 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.

---

Skill Dependencies

Authentication

• Interactive file setup: when GATE_API_KEY and GATE_API_SECRET are not both set on the host, run gate-cli config init to complete the wizard for API key, secret, profiles, and defaults (see gate-cli).
• Env / flags: gate-cli config init is not required when credentials are already supplied — e.g. both GATE_API_KEY and GATE_API_SECRET set on the host, or --api-key / --api-secret where supported — never ask the user to paste secrets into chat.
• API Key Required: Not necessarily
• Note: This skill is read-only and primarily uses public market-data surfaces. In many runtimes these calls work without authentication, though some deployments may still route them through an authenticated MCP layer.

Installation Check

• Required: gate-cli (run sh ./setup.sh from this skill directory if missing; optional GATE_CLI_SETUP_MODE=release).
• Add $HOME/.openclaw/skills/bin to PATH if you invoke gate-cli by name (or the directory where setup.sh installs it).
• Credentials: When GATE_API_KEY and GATE_API_SECRET are both set (non-empty) for the host, do not require gate-cli config init for gate-cli-backed auth. When both are unset or empty and the deployment still expects keys, remind the operator to run gate-cli config init or to configure GATE_API_KEY / GATE_API_SECRET in the matching skill from the skill library (never ask the user to paste secrets into chat).
• Sanity check: Confirm the CLI works (e.g. gate-cli --version or a read-only gate-cli cex ... market call from this skill) before depending on deeper tool chains.

Execution mode

Read and strictly follow references/gate-cli.md, then execute this skill's market analysis workflow.

• SKILL.md keeps intent routing, scenario mapping, and output semantics.
• references/gate-cli.md is the authoritative gate-cli execution contract for tool sequencing, parameter checks, and degradation rules.

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)
Technical analysis / what to do	Short + long timeframe K-line, support/resistance, momentum (price vs volume), funding rate; spot + futures; separate short/long-term advice	references/scenarios.md (Case 11)
Multi-asset buy & allocation	Per-asset ticker + order book + 7d daily candles; futures add funding rate; allocation % and rationale	references/scenarios.md (Case 12)
Portfolio allocation review	Same data as Case 12; assess if allocation is reasonable, adjustment advice, what else to buy if no change

---

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)
Technical analysis / what to do	technical analysis, what to do with BTC, long or short, trading advice, current level	Read Case 11 (spot + futures, short & long timeframes)
Multi-asset buy & allocation	watchlist, want to buy, analyze several coins, investment advice, how to allocate budget	Read Case 12
Portfolio allocation review	portfolio, allocation, is my allocation reasonable, how to adjust, what else to buy	Read Case 13

---

Execution

1. Match user intent to the routing table above and determine case (1–13) and market type (spot/futures).
2. Read the corresponding case in references/scenarios.md for MCP call order and required fields.
3. 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.
4. Call Gate MCP in the exact order defined for that case.
5. Apply judgment logic from scenarios (thresholds, flags, ratings).
6. Output the report using that case’s Report Template.
7. 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: gate-cli cex spot market orderbook → gate-cli cex spot market tickers. Futures: gate-cli cex futures market contract → gate-cli cex futures market orderbook → gate-cli cex futures market tickers. 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: gate-cli cex spot market candlesticks → gate-cli cex spot market tickers. Futures: gate-cli cex futures market candlesticks → gate-cli cex futures market 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: gate-cli cex spot market orderbook → gate-cli cex spot market candlesticks → gate-cli cex spot market tickers. Futures: → → → . 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.