market-microstructure
Skill0 starsChanged 4 months agoMITView on GitHub
Order flow, open interest, funding, liquidations, and CVD analysis for crypto markets. Use when working with order_flow_agent, smart-money signals, or microstructure-derived context.
3 other projects use a version of this.
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- IngAs8/ClaudeSkilltheir own version, first seen Sep 28, 2026
- Serennity007/claude-trading-skills-67their own version, first seen Aug 25, 2026
- agiprolabs/claude-trading-skillstheir own version, first seen Mar 11, 2026
Other versions3 projects use a version of this.
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Wrote their own version · 3
- agiprolabs/claude-trading-skills★ 366same name
- IngAs8/ClaudeSkill★ 0same name
- Serennity007/claude-trading-skills-67★ 0same name
How matches are found. Word for word: the exact same text. Edited: shares passages with this file (“99% same” means 99% of its five-word phrases also appear here; 10% or more counts). Their own version: similar meaning, or, weakest, the same name. We can’t tell which project had it first. Projects are counted among the 200 most-starred candidates, and mentions are links to the repository we found, up to 50 per site, so both counts are a floor.
In this repository11 other files it gives its agents.
- advanced-sql-timescaleSkill
- backtesting-disciplineSkill
- crypto-liquidity-flowSkill
- fastapi-best-practicesSkill
- llm-integrationSkill
- qdrant-vector-dbSkill
- redis-patternsSkill
- risk-managementSkill
- senior-prompt-engineerSkill
- strategy-optimizationSkill
- websocket-realtimeSkill
The file
Files
Market Microstructure
Signals and meaning
- Order flow / CVD (cumulative volume delta) — net aggressive buying vs selling. Divergence between price and CVD flags absorption / exhaustion.
- Open Interest (OI) — rising OI + rising price = new longs (trend); rising OI + falling price = new shorts; falling OI = position closing. OI + price combos define conviction.
- Funding rate — perp funding: positive = longs pay shorts (crowded long). Extreme funding → squeeze risk.
- Liquidations — clusters mark forced flow; liquidation cascades cause sharp wicks and correlation spikes.
- Liquidity / order book — resting bids/asks, spoofing, thin books amplify slippage. See [[crypto-liquidity-flow]].
Use in analysis
- Confirm directional bias with OI + CVD, not price alone.
- Flag squeeze setups when funding is extreme and OI is stacked one-sided.
- Size and stops must respect liquidity depth — see [[risk-management]].
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