longbridge-depth

name	longbridge-depth
description	Orderbook depth (5/10-level bid/ask), broker queue (HK only), and tick-by-tick trades for stocks via Longbridge Securities. Use for orderbook microstructure questions. Triggers: "盘口", "买卖盘", "5 档", "10 档", "深度", "经纪商队列", "逐笔", "tick", "成交明细", "盤口", "買賣盤", "5 檔", "10 檔", "經紀商隊列", "逐筆", "成交明細", "depth", "orderbook", "level 2", "broker queue", "tick data", "trades", "time and sales".
license	MIT
metadata	{"author":"longbridge","version":"1.0.0","risk_level":"read_only","requires_login":false,"default_install":true}

longbridge-depth

Orderbook depth, broker queue (HK-only), and tick-by-tick trades.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

Subcommands

Subcommand	Returns
depth	5 / 10-level orderbook: per-level price / volume / order_num
brokers	Per-level broker_id queue (HK only). Tell the user the queue is HK-only when they ask about a non-HK symbol.
trades	Latest N trades: time / price / volume / direction / type. Pass --count 1..1000.

broker_id integers can be translated to names via longbridge-security-list → participants.

When to use

• "看下 700.HK 的盘口", "TSLA 5 档买卖盘" → depth
• "茅台经纪商队列" — non-HK symbol → tell user "broker queue is HK-only" and switch to depth
• "NVDA 最近 50 笔成交", "腾讯 tick 数据" → trades --count 50
• "700 全部盘口", "microstructure overview" → call depth, brokers (if HK), and trades and merge the results

Workflow

1. Resolve the symbol to <CODE>.<MARKET>.
2. Pick the subcommand by user intent (table above). For an "overview" intent, run depth + brokers (HK-only) + trades and merge.
3. Off-hours warning: outside trading hours, depth is the closing snapshot and trades are the last N of the previous session — call this out explicitly when responding.
4. Call the Longbridge CLI directly (preferred) or fall back to MCP.
5. Render depth as a bid / ask table; describe trades as a direction summary (buy-dominant / sell-dominant) plus the latest few rows. Cite Longbridge Securities.

CLI

longbridge depth   700.HK                  --format json
longbridge brokers 700.HK                  --format json   # HK-only
longbridge trades  700.HK --count 50       --format json

Always pass --format json so the output is machine-parseable.

Output

• depth / brokers: {asks: [...], bids: [...]} (brokers[i] includes a broker_id array)
• trades: array of trade rows (time / price / volume / direction / type)

Error handling

If longbridge is missing, fall back to MCP. If stderr surfaces "broker queue not supported" / "non-HK" on a brokers call, explain that broker queues are HK-only and switch to depth. Other stderr messages (auth / invalid symbol) get relayed verbatim.

MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime — do not rely on hardcoded tool names.

MCP-only extensions are available; discover them from the MCP server's tool list at runtime.

Related skills

• Quote / static / indices → longbridge-quote
• Capital flow / large-order distribution → longbridge-capital-flow
• broker_id → name lookup → longbridge-security-list

File layout

longbridge-depth/
└── SKILL.md          # prompt-only, no scripts/