AgentSkillsCN

Flows Watch (ETF/Derivatives)

从本地JSON/CSV文件中汇总ETF净流量和衍生品上下文(OI Δ、资金、基差、偏斜、清算区间)。在开盘/收盘时或评估杠杆重置时使用。

SKILL.md
--- frontmatter
name: Flows Watch (ETF/Derivatives)
description: Summarize ETF net flows and derivatives context (OI Δ, funding, basis, skew, liquidation bands) from local JSON/CSV drops. Use at open/close or when assessing leverage resets.
allowed-tools: Read, Grep, Glob

Flows Watch

Instructions

  1. Read latest files:
    • data/derivs/*.json
    • data/etf/*.csv
  2. Extract: ETF_net($), BTC_OI_Δ%, ETH_OI_Δ%, Funding (sign+magnitude), Basis (annualized), 25Δ skew, Largest liquidation price bands (range + est. size).
  3. Output a compact dashboard + three scenarios (bull/bear/base) ≤60 words.
  4. Tag "Leverage Reset" if OI −15% in 24h or liquidations > $3B with funding flip neg→pos.