Blave Quant Skill

Fifteen 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, 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

Exchange trading

Marketplace

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

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?"

Endpoints

GET /price — Current price + 24h change

symbol (required) → {"symbol": "BTCUSDT", "price": 95000.0, "change_24h": 2.5}

GET /alpha_table — All symbols, latest alpha, no params

Per-symbol: indicator values + statistics (up_prob, exp_value, is_data_sufficient) + price, price_change, market_cap, market_cap_percentile, funding_rate, oi_imbalance. "" = insufficient data. → Full field reference: references/blave-api.md

GET /kline — OHLCV candles

symbol✓, period✓ (5min/15min/1h/4h/8h/1d), start_date, end_date

→ [{time, open, high, low, close}] — time is Unix UTC+0

period format: {number}{unit} — unit: min / h / d. Examples: 15min, 1h, 4h, 1d, 7d, 30d.

Fetching long history with short periods: Each request is limited to 1 year. For short periods (e.g. 5min) over a long time range, send one request per year and concatenate the results. Example: to get 3 years of 5min data, send 3 requests with start_date/end_date covering one year each.

GET /market_direction/get_alpha — 市場方向 Market Direction (BTC only, no symbol param)

period✓, start_date, end_date → {data: {alpha, timestamp}}

GET /market_sentiment/get_alpha — 市場情緒 Market Sentiment

symbol✓, period✓, start_date, end_date → {data: {alpha, timestamp, stat}}

GET /capital_shortage/get_alpha — 資金稀缺 Capital Shortage (market-wide, no symbol param)

period✓, start_date, end_date → {data: {alpha, timestamp, stat}}

GET /holder_concentration/get_alpha — 籌碼集中度 Holder Concentration (higher = more concentrated)

symbol✓, period✓, start_date, end_date → {data: {alpha, timestamp, stat}}

GET /funding_rate/get_alpha — 資金費率 Funding Rate (Binance only; + = longs pay shorts)

symbol✓, period✓, start_date, end_date → {data: {alpha, close, timestamp, stat}} — alpha = funding rate × 100 (percent); close = perp price

GET /taker_intensity/get_alpha — 多空力道 Taker Intensity (positive = buying, negative = selling)

symbol✓, period✓, timeframe (15min/1h/4h/8h/24h/3d), start_date, end_date

GET /whale_hunter/get_alpha — 巨鯨警報 Whale Hunter

symbol✓, period✓, timeframe, score_type (score_oi/score_volume), start_date, end_date

GET /squeeze_momentum/get_alpha — 擠壓動能 Squeeze Momentum (period fixed to 1d)

symbol✓, start_date, end_date → includes scolor (momentum direction label)

GET /blave_top_trader/get_exposure — Blave 頂尖交易員 Top Trader Exposure (BTC only, no symbol param)

period✓, start_date, end_date → {data: {alpha, timestamp}}

GET /sector_rotation/get_history_data — 板塊輪動 Sector Rotation, no params

GET /liquidation/get_alpha — 爆倉指標 Liquidation (higher = more long liquidation pressure)

symbol✓, period✓, timeframe (15min/1h/4h/8h/24h/3d, default 24h), start_date, end_date → {data: {alpha, timestamp, stat}}

GET /liquidation/get_symbols — List available symbols for liquidation data

No params → {data: [symbols]}

GET /liquidation/get_map — Liquidation Heatmap (exposure at each price level)

symbol✓, price_max (optional float), price_min (optional float)

→ {data: {labels, liquidation, cumsum, oi_value, price}}

• labels: 200 price buckets (array of floats)
• liquidation: dict keyed by timeframe → {"24h": {"buy_liq": [...], "sell_liq": [...]}} — long/short liquidation exposure (USD) at each price bucket
• cumsum: cumulative liquidation exposure from lowest price up
• oi_value: open interest value (USD) at each price bucket
• price: current market price

GET /liquidation/get_map_change — Liquidation Map Change (actual liquidations by time window)

symbol✓, price_max (optional float), price_min (optional float)

→ {data: {labels, price, hist_0_1h, hist_1_8h, hist_8_24h}}

• hist_0_1h: actual liquidations (USD) in last 0–1 h at each price bucket
• hist_1_8h: actual liquidations in last 1–8 h
• hist_8_24h: actual liquidations in last 8–24 h

All get_alpha responses include stat: up_prob, exp_value, avg_up_return, avg_down_return, return_ratio, is_data_sufficient

Each indicator also has a get_symbols endpoint to list available symbols.

Screener

GET /screener/get_saved_conditions — List user's saved screener conditions

No params. Returns {data: {: {filters: [...], ...}}} — a map of condition IDs to their filter configs.

GET /screener/get_saved_condition_result — Run a saved screener condition

condition_id✓ (integer) → {data: []}

Returns 400 if condition_id is missing or not an integer; 404 if condition not found for user.

Hyperliquid Top Trader Tracking

> Full response formats: references/hyperliquid-api.md

TradingView Signal Stream (SSE)

Receive TradingView alerts in real time via Server-Sent Events.

Endpoint: GET /sse/tradingview/stream?channel=&last_id=

Event format: data: {"id": "1712054400000-0", ...alert_fields}

• id — pass as last_id on reconnect to resume without losing signals
• Default (last_id=$) — only new signals; omit on first connect
• : keepalive sent every 15 s — ignore
• Buffer: last 1000 messages in Redis — short disconnections lose no data

> Full Python example with reconnect loop: references/tradingview-stream.md

>

> Webhook setup and channel activation are handled by the Blave team — contact Blave to get started.

Taiwan Stock Daily Price — 台股日K

> 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）由 FinMind 提供。

> Full Python examples: references/blave-api.md

/price_adj adjusts for cash and stock dividends — historical prices unchanged, prices from each ex-dividend date onward multiplied by cumulative factor. Use for backtesting total return.

/institutional returns daily institutional investor buy/sell shares (wide format): foreign investor, investment trust, dealer (self/hedging), foreign dealer self. Use for 籌碼面分析、外資進出追蹤。

/margin returns daily margin purchase and short sale data: margin_buy/sell/balance, short_sell/buy/balance, and related fields (all in shares). Use for 融資餘額趨勢、融券回補訊號分析。

/shareholding returns weekly shareholding distribution by bracket (level, people, unit, percent); 17 levels from 1-999 to more than 1,000,001 plus total. Use for 大股東集中度追蹤、籌碼分散程度分析。

/monthly_revenue returns monthly revenue per stock: date (YYYY-MM-01, month start), revenue (NTD 元, full amount not thousands), revenue_month (1–12), revenue_year. Use for 營收動能選股、月增率/年增率分析。

Taiwan Futures Bid/Ask Volume — 台指期內外盤

GET /studio/market/twfutures/bid_ask_vol/TXF?start=YYYY-MM-DD&end=YYYY-MM-DD

1-minute bid/ask volume aggregated from tick data. Data from 2018-02-22. Max 31 days per request. Both day session (08:45–13:45 TWN) and night session (15:00–next day 05:00 TWN) included. Requires API plan auth.

Fields: ts (UTC ISO), bid_vol (內盤口數, seller-initiated), ask_vol (外盤口數, buyer-initiated), total_vol (total incl. unclassified)

Taiwan Futures Daily — 台灣期貨日行情

GET /studio/market/twfutures/daily/?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 1998-07-21 (TX; MTX/TE/TF etc. start later). Multiple rows per day (all contract months × trading_session: position / after_market).

Fields: date, futures_id, contract_date, open, max, min, close, spread, spread_per, volume, settlement_price, open_interest, trading_session

Taiwan Futures Institutional Investors — 期貨三大法人

GET /studio/market/twfutures/institutional/?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 2018-06-05. 3 rows per day (自營商 / 投信 / 外資).

Fields: date, futures_id, institutional_investors, long_deal_volume, long_deal_amount, short_deal_volume, short_deal_amount, long_open_interest_balance_volume, long_open_interest_balance_amount, short_open_interest_balance_volume, short_open_interest_balance_amount

Taiwan Option Institutional Investors — 選擇權三大法人

GET /studio/market/twfutures/option/institutional/?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 2018-06-05. 6 rows per day (3 investors × call/put). option_id: TXO.

Fields: date, option_id, call_put（買權/賣權）, institutional_investors, long_deal_volume, long_deal_amount, short_deal_volume, short_deal_amount, long_open_interest_balance_volume, long_open_interest_balance_amount, short_open_interest_balance_volume, short_open_interest_balance_amount

Taiwan Futures Large Traders — 期貨大額交易人

GET /studio/market/twfutures/large_traders/?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 2007-01-02. 3 rows per day (contract_type: week / current month / all).

Fields: date, futures_id, name, contract_type, buy_top5/top10_trader_open_interest, buy_top5/top10_trader_open_interest_per, sell_top5/top10_trader_open_interest, sell_top5/top10_trader_open_interest_per, market_open_interest, buy/sell_top5/top10_specific_open_interest, buy/sell_top5/top10_specific_open_interest_per

Taiwan Option Large Traders — 選擇權大額交易人

GET /studio/market/twfutures/option/large_traders/?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 2007-01-02. 6 rows per day (call/put × week/current month/all). option_id: TXO.

Fields: date, option_id, name, put_call, contract_type, buy/sell_top5/top10_trader_open_interest(_per), market_open_interest, buy/sell_top5/top10_specific_open_interest(_per)

Taiwan Option Put/Call Ratio — 台指選擇權買賣權未平倉量比率

GET /studio/market/twfutures/option/pcr?start=YYYY-MM-DD&end=YYYY-MM-DD

Official TAIFEX put/call ratio (買賣權未平倉量比率, OI-based). Daily, trading days only. Data from 2001-12-24. start/end optional. Requires API plan auth. One row per day — this is the official TAIFEX ratio, not a value derived from option institutional / large-trader open interest.

Fields: date (YYYY-MM-DD), pcr (買賣權未平倉量比率%, float)

CME / ICE Futures OHLCV — 原油/黃金/Brent 期貨

GET /studio/market/db/ohlcv///

start / end optional. Data from 2010-06-06. ~4 h delay.

超出上限 → 400 date_range_too_large，需分段請求再拼接。

Response: {data: [{ts (UTC ISO), open, high, low, close, volume}]}

> Full Python examples: references/blave-api.md

> Python examples: references/blave-api.md

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

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.

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

TWSE 台股查詢

No API key required. Full reference: references/twse-api-reference.md | Quick reference: references/twse-skill.md

查詢流程：下載完整清單 → 本地依 Code/Name 篩選。不確定上市或上櫃時兩者都查再合併。

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。

Full reference: 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）：

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。多日查詢請逐日呼叫（server 有 parquet 快取，重複日期不重新抓取）。

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。