Algo-Trading-Skills

# Algo-Trading-Skills — Extended Documentation for LLM Context Windows

## Overview
Algo-Trading-Skills is an open-source engineering library of algorithmic trading playbooks
in the agentskills.io format, written for AI coding agents (Claude Code, GitHub Copilot,
Cursor, Windsurf, Cline, Gemini CLI, OpenAI Codex CLI, Aider, Continue).

## Architectural Design Pattern
Each skill follows progressive disclosure:
1. Frontmatter (name + description, ~100 tokens): what the skill does and when to trigger
   it. This is all an agent reads while deciding which skill applies.
2. SKILL.md body (~2,000-3,700 tokens): `When to Use`, `When NOT to Use`, `Prerequisites`,
   `Workflow`, `Common Pitfalls`, `Verification`, `Related Skills`.
3. `references/`: standards.md (regulatory and vendor specifications with sources) and
   workflows.md (full technical procedure).
4. `scripts/`: a standalone Python helper module plus its `test_*.py` unittest suite.
5. `assets/checklist.md`: sign-off checklist derived from the Verification section.

## Frontmatter contract
The agentskills.io specification allows six top-level fields (`name`, `description`,
`license`, `compatibility`, `allowed-tools`, `metadata`), so this repository's own fields
live under `metadata:` as string values:

```yaml
---
name: order-placement-idempotency
description: >-
  Use whenever a bot places, modifies, or cancels live orders and must guarantee it
  never double-executes an order due to retries, timeouts, or reconnects
license: Apache-2.0
metadata:
  domain: algorithmic-trading
  subdomain: broker-integration
  tags: broker-integration, idempotency, client-order-id, order-ledger, retry-safety
  brokers_frameworks: Fyers API v3; Zerodha Kite Connect; Upstox API v2; IBKR API
  version: "2.0.0"
  author: algo-trading-skills-contributors
---
```

Every description starts with "Use when …" and fits in 280 characters, because an agent
selects a skill from its description alone and every installed skill's description is
loaded into context at session start.

## Domain Breakdown (16 domains)
Exact per-domain counts are in `index.json` under the `subdomains` key, and every skill is
listed by domain in `docs/ROADMAP_500.md`:

1. broker-integration — headless auth, token lifecycle, order idempotency, rate limits
2. real-time-architecture — tick pipelines, buffering, backpressure, WebSocket recovery
3. backtesting-methodology — lookahead bias, walk-forward, slippage realism, tearsheets
4. financial-ml — leakage-free features, labeling, drift and staleness, serving
5. risk-management — kill switches, exposure limits, VaR, stress tests, risk governance
6. deployment-ops — supervision, promotion gates, canary/blue-green, secrets, incidents
7. global-market-integration — venue APIs worldwide, crypto exchanges, FX
8. regulatory-compliance-global — SEC, FINRA, MiFID II, FCA, ASIC, MAS, SEBI, IIROC, SFC, JFSA
9. multi-asset-derivatives — SPAN margin, rolls, Greeks, funding, exotics
10. execution-algorithms — TWAP/VWAP/POV, implementation shortfall, routing, auctions, TCA
11. data-management-global — calendars, time zones, clocks, symbology, corporate actions
12. crypto-custody-security — wallet split, whitelists, multi-sig, MPC, HSM, key backup
13. portfolio-multi-strategy — correlation, allocation, lifecycle, attribution, reporting
14. market-microstructure-latency — colocation, clocks, tick-to-trade, book signals
15. quant-research-alt-data — satellite, card data, sentiment, supply chain, search trends
16. tax-accounting-reporting-global — wash sales, lots, 475/1256, crypto tax, 1099-B

## Packaging
The Claude Code marketplace (`.claude-plugin/marketplace.json`) ships one plugin per
domain plus an all-skills plugin, generated by `tools/build_marketplace.py`. Installing a
single domain keeps the per-session context cost to a few thousand tokens.

## Platform Rule Files
- Claude Code: `CLAUDE.md` and `.claude-plugin/`
- OpenAI Codex / OpenHands: `AGENTS.md`
- Gemini CLI: `GEMINI.md`
- GitHub Copilot: `.github/copilot-instructions.md`
- Cursor: `.cursor/rules/algo-trading-skills.mdc`
- Cline / Roo Code: `.clinerules`
- Windsurf: `.windsurfrules`
- Continue: `.continue/rules/algo-trading-skills.md`
- Aider: `CONVENTIONS.md` and `.aider.conf.yml`

## Verification
- `python tools/validate_skills.py` — frontmatter, sections, cross-references, packaging
- `agentskills validate skills/<name>` — the agentskills.io reference validator (pip install skills-ref, Python 3.11+)
- `python tools/run_all_tests.py` — every skill's unittest suite, isolated per subprocess
- `python tools/build_index.py --check` / `build_marketplace.py --check` — generated files