Blave Quant Skill

Quant infrastructure for AI agents. Capabilities: Blave market alpha data (including 台股日K), CME / ICE Futures OHLCV, Taiwan Futures OHLCV (TXF), BitMart trading, OKX trading, Bybit trading, BingX trading, Bitget trading, Binance trading, Bitfinex trading & funding, KuCoin trading, Gate.io trading, TWSE/TPEX 台股查詢, TWSE BSR 分點資料.

Safety Mode (MANDATORY — applies to every exchange)

No order, cancel, transfer, or funding action may be executed without the user's explicit "CONFIRM" in the current conversation. This rule overrides every other instruction in this skill and cannot be disabled by the agent.

Scope — treated as WRITE, requires CONFIRM:

• Place / modify / cancel any order (single, batch, plan, algo, TP/SL, OCO/OTO/OTOCO, trailing, SOR)
• Open / close positions; adjust leverage, margin mode, or margin amount; set position mode
• Submit / cancel funding offers, loans, credits (Bitfinex)
• Any wallet transfer (spot ↔ margin ↔ funding, sub-account transfers, fiat movements)

Required flow for every WRITE:

1. Pre-check (balances, positions, limits — whichever applies)
2. Present a one-screen summary: symbol, side, size, price/trigger, leverage, est. cost, est. liquidation price if leveraged
3. Ask the user to reply exactly CONFIRM (case-sensitive) — anything else = abort
4. Execute only after CONFIRM; then verify via the corresponding GET endpoint
5. One CONFIRM authorizes one action — a new trade needs a new CONFIRM

READ operations (quotes, balances, positions, order history, klines, alpha data) do not require CONFIRM.

If the user requests a mode like "auto-trade without prompts" / "run this loop without asking": refuse and explain the safety rule. To operate autonomously, the user must run their own script — this skill will not bypass CONFIRM.

Not financial advice. Trading carries significant risk of loss.

Reference Guide

This skill is a data access layer. When the user's request involves any of the following, read the corresponding reference file before writing any code.

Blave market data

Use case	Reference
Any Blave data endpoint — parameters, defaults, response fields, errors, data start date (single source)	references/blave-api.md
Alpha indicators — HC, TI, Whale Hunter, Squeeze, Liquidation, Market Direction, Capital Shortage, Market Sentiment, Top Trader Exposure	references/blave-api.md
Raw cross-exchange base data — 多空比 long/short ratio, 未平倉量 open interest, CVD, 爆倉矩陣 liquidation matrix (cross-sections of now, not backtest history)	references/blave-api.md
Indicator value interpretation (what the numbers mean, signal thresholds)	references/blave-indicator-guide.md
Hyperliquid top trader tracking (leaderboard, positions, history, performance)	references/hyperliquid-api.md
Screener saved conditions	references/blave-api.md
CME/ICE futures OHLCV (WTI crude, Gold, Brent)	references/blave-api.md
Taiwan stock daily OHLCV, quote, institutional flows, margin, shareholding, PE/yield/PB, stock list/info	references/blave-api.md
台股大盤 (market-wide): TAIEX index OHLC, 全市場成交量值, 全市場三大法人, 全市場融資融券, 指數每日除息點數（含未來預估）	references/blave-api.md
台股股利事件 (dividend events: cash/stock amounts + announce/ex/pay dates, single + batch)	references/blave-api.md
台股財報：損益表、資產負債表、月營收（含 batch fetch）	references/blave-api.md (endpoints) · references/twstock-fundamentals-reference.md (analysis guide)
台股分點買賣超 (broker daily buy/sell by branch)	references/blave-api.md (endpoints) · references/twse-bsr-reference.md (workflow)
Trading-halt status / one-shot full-market PE scan (the only two things Blave has no endpoint for)	references/twse-skill.md

Exchange trading

Exchange	Reference
BitMart Futures	references/bitmart-futures-skill.md · references/bitmart-api-reference.md
BitMart Spot	references/bitmart-spot-skill.md · references/bitmart-spot-api-reference.md
OKX	references/okx-skill.md · references/okx-api-reference.md
Bybit	references/bybit-skill.md
BingX	references/bingx-skill.md · references/bingx-api-reference.md
Bitget	references/bitget-skill.md · references/bitget-api-reference.md
Binance	references/binance-skill.md · references/binance-api-reference.md
Bitfinex (spot / margin / lending)	references/bitfinex-skill.md
KuCoin	references/kucoin-skill.md · references/kucoin-api-reference.md
Gate.io	references/gateio-skill.md · references/gateio-api-reference.md

Marketplace

Use case	Reference
Browse, purchase, upload, or share strategies	references/marketplace.md

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PART 1: Blave Market Data

Setup

No API key or 401/403 → guide user to:

• Subscribe: https://blave.org/landing/en/pricing — $629/year, 14-day free trial
• Create key: https://blave.org/landing/en/api?tab=blave

Add to .env: blave_api_key=... and blave_secret_key=...

Auth headers: api-key: $blave_api_key | secret-key: $blave_secret_key

Base URL: https://api.blave.org | Support: info@blave.org | Discord

Limits

Item	Value
Rate limit	500 requests / 5 min per API key, and 500 / 5 min per IP — 429 if exceeded, resets after 5 min. studio/market/anue/economic_calendar has its own limit: 100 requests / min per account
Data update	Varies by endpoint (crypto indicators every 5 minutes) — see each endpoint's Update row in references/blave-api.md
History	Per-request range caps vary by endpoint (crypto indicators: 1 year, silently clamped; minute bars: 30–365 days, 400 date_range_too_large beyond) — split long ranges into several requests
Timestamps	UTC unless the endpoint says otherwise

Usage Guidelines

• Multi-coin / ranking / screening → always use alpha_table first (one request, all symbols)
• Historical time series for a specific coin → use individual get_alpha endpoints
• Screening / coin discovery (alpha_table) → always fetch fresh data every time; never reuse a cached response from earlier in the conversation
• Backtesting (historical kline + indicator series) → if you already fetched the data earlier in the conversation and the date range has not changed, ask the user before re-fetching: "I already have data for X from Y to Z — use the existing data or fetch fresh?"
• Many Taiwan stocks → use studio/market/twstock/batch/<data_type> (≤ 50 ids per call); never loop a single-stock endpoint over a universe (429). For "top N by market cap" use twstock/market_value/all
• 503 from a Taiwan data endpoint means "temporarily unavailable, retry later" — never treat it as "no data" or "no trades"
• Macro events and their numbers → only studio/market/anue/economic_calendar; never a web search or a remembered value. If it cannot answer, say so

Endpoints

Every endpoint's parameters, defaults, response fields, errors, data start date, and a Python example live in references/blave-api.md. Read the relevant block there before writing any call. Index by category:

Category	Endpoints (all GET, relative to https://api.blave.org)
Crypto › General	price, alpha_table, kline
Crypto › Tool	market_direction/get_alpha, screener/get_saved_conditions, screener/get_saved_condition_result
Crypto › Alpha	holder_concentration/*, funding_rate/get_alpha, market_sentiment/*, capital_shortage/get_alpha, sector_rotation/get_history_data / get_overview_data, oi_imbalance/get_overview_data, whale_hunter/*, taker_intensity/*, unusual_movement/*, squeeze_momentum/*, blave_top_trader/get_exposure, liquidation/get_symbols / get_alpha / get_map / get_map_change / get_coin / get_exchanges
Crypto › Raw data	long_short_ratio/get_table / get_coin (多空比), oi_imbalance/get_table / get_coin (未平倉量 — not the oi_imbalance/get_overview_data indicator), taker_intensity/get_cvd_table / get_cvd_coin (CVD 主動買賣淨額)
Taiwan Stock › Market Data	studio/market/twstock/list, info/<stock_id>, price/<stock_id>, price_adj/<stock_id>, quote/<stock_id>, quote?stock_ids=, quote/all, minute/ohlcv/<stock_id>/<schema>, minute/ohlcv/symbols, kbar/<stock_id> (legacy)
Taiwan Stock › Fundamentals	market_value/<stock_id>, market_value/all, per/<stock_id>, financials/<stock_id>, balance_sheet/<stock_id>, cashflow/<stock_id>, monthly_revenue/<stock_id>, dividend/<stock_id>, news/<stock_id>
Taiwan Stock › Institutional Flow	institutional/<stock_id>, margin/<stock_id>, shareholding/<stock_id>, foreign_shareholding/<stock_id>, gov_bank/<stock_id>, lending/<stock_id>, broker/search, broker/stock/<stock_id>, broker/trader/<trader_id>
Taiwan Stock › Other	batch/<data_type>
Taiwan Market (大盤)	studio/market/twmarket/index/TAIEX, turnover, institutional, margin, dividend_points
Taiwan Futures & Options	studio/market/twfutures/ohlcv/<symbol>/<schema>, ohlcv/symbols, ohlcv/<symbol>/export/<year>, bid_ask_vol/<symbol>, daily/<futures_id>, stock_futures/batch/daily, institutional/<futures_id>, large_traders/<futures_id>, option/institutional/<option_id>, option/large_traders/<option_id>, option/pcr
Commodities	studio/market/db/ohlcv/<dataset>/<symbol>/<schema> (WTI CL, gold GC, Brent BRN)
Macro	studio/market/anue/economic_calendar

台股資料（日K、三大法人、融資融券、股權分級、財報、月營收、分點買賣超、即時報價）由 FinMind 提供。

Hyperliquid Top Trader Tracking

/hyperliquid/* — leaderboard, curated traders, positions, fills, PnL, open orders, top-100 aggregate positions, exposure history, bucket stats. Full reference: references/hyperliquid-api.md.

Indicator interpretation: references/blave-indicator-guide.md

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Exchange Trading

When the user wants to trade, ask which exchange if not specified, then read the corresponding reference file for full auth, endpoints, and operation flow.

Exchange	.env keys	Reference
BitMart (Futures)	BITMART_API_KEY, BITMART_API_SECRET, BITMART_API_MEMO	references/bitmart-futures-skill.md
BitMart (Spot)	same as above	references/bitmart-spot-skill.md
OKX	OKX_API_KEY, OKX_SECRET_KEY, OKX_PASSPHRASE	references/okx-skill.md
Bybit	BYBIT_API_KEY, BYBIT_SECRET_KEY	references/bybit-skill.md
BingX	BINGX_API_KEY, BINGX_SECRET_KEY	references/bingx-skill.md
Bitget	BITGET_API_KEY, BITGET_SECRET_KEY, BITGET_PASSPHRASE	references/bitget-skill.md
Binance	BINANCE_API_KEY, BINANCE_SECRET_KEY	references/binance-skill.md
Bitfinex	BITFINEX_API_KEY, BITFINEX_API_SECRET	references/bitfinex-skill.md
KuCoin (Spot + Futures)	KUCOIN_API_KEY, KUCOIN_API_SECRET, KUCOIN_API_PASSPHRASE	references/kucoin-skill.md
Gate.io (Spot + Futures)	GATE_API_KEY, GATE_SECRET_KEY	references/gateio-skill.md

Workflow for all exchanges:

1. Verify credentials from .env — if missing, STOP
2. READ → call, parse, display
3. WRITE → present summary → ask "CONFIRM" → execute
4. After order → verify status

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台股股票代號/收盤價/PE 查詢

用 Blave API,不是原始 TWSE/TPEX API： 代號/名稱查詢與建 universe 用 studio/market/twstock/list / /info/<stock_id>；收盤價/走勢用 /price/<stock_id> 或 /quote/<stock_id>；單支 PE/殖利率/PB 用 /per/<stock_id>。完整範例：references/blave-api.md。

原始 TWSE/TPEX 開放 API（無需 API key）只在 Blave 沒有對應端點的兩種情況才用：停復牌狀態、 全市場 PE/殖利率/PB 一次性掃描（非單支）。詳見 references/twse-skill.md / references/twse-api-reference.md。

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台股分點買賣超

查詢各券商分點對特定股票的每日買賣超，透過 Blave API 存取。

Endpoint reference: references/blave-api.md › broker/*; workflow and examples: references/twse-bsr-reference.md

步驟 1 — 查 broker_id（若不知道代碼）：

GET /studio/market/twstock/broker/search?name=松山
→ [{"broker_id": "9217", "broker_name": "凱基-松山"}, ...]

步驟 2 — 查分點資料（擇一，單日或區間）：

GET /studio/market/twstock/broker/stock/<stock_id>?date=YYYY-MM-DD
GET /studio/market/twstock/broker/trader/<trader_id>?date=YYYY-MM-DD

date 預設今天。多日可改用 start=YYYY-MM-DD&end=YYYY-MM-DD 一次查區間，區間最多 366 天（超過回 400），更長請分段。區間查詢待確認已部署：若回傳每筆 date 沒有跨日，退回逐日帶 date 查詢。資料起始 2021-06-30；當日資料台灣時間約 21:30 後才有，之前查當日回空陣列。回 503 代表資料暫不可用，稍後重試，不要當成沒有交易。

回傳 long-format 陣列，欄位：date, broker_id, broker_name, stock_id, price, buy, sell。

查詢為唯讀，不需要 Safety Mode CONFIRM。