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htx-derivatives-analyst

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HTX Derivatives Analyst

HTX衍生品分析师

Layer 2 analytical skill that orchestrates 5 atomic Layer 1 skills into a unified pressure score. Use when the user wants a one-shot read on whether a perpetual is overheated, where the squeeze risk lies, and what the directional bias is.
这是一项Layer 2分析技能，可协调5项原子化Layer 1技能生成统一的压力评分。当用户想要一次性了解永续合约是否过热、挤仓风险所在以及方向偏向时，可使用该技能。

When to use this skill

使用场景

  • "How crowded is BTC perpetual right now?"
  • "Squeeze risk on ETH-USDT?"
  • "Are longs or shorts in trouble on SOL?"
  • "Should I open a futures position on BTC right now?"
  • "Give me a derivatives pressure read on ETH"
  • "Why is the perpetual moving so fast?"
For pure technical analysis on price, prefer 
htx-technical-analysis
. For just one signal (e.g. only funding), prefer the focused Layer 1 skill.
  • “当前BTC永续合约的持仓拥挤程度如何？”
  • “ETH-USDT的挤仓风险如何？”
  • “SOL的多头还是空头面临困境？”
  • “我现在应该开BTC期货仓位吗？”
  • “给我一份ETH的衍生品压力分析报告”
  • “为什么永续合约价格波动这么快？”
如果仅需价格的纯技术分析，建议使用
htx-technical-analysis
。如果仅需单一信号（例如仅资金费率），建议使用针对性的Layer 1技能。

Underlying tools

底层工具

This skill does not call REST endpoints directly. It composes Layer 1 skills:
Layer 1 skillWhat this analyst pulls from it
@htx-skills/funding-rate
current rate + 30-period history
@htx-skills/oi-tracker
current OI + 24h trend
@htx-skills/elite-positioning
account ratio + position ratio
@htx-skills/liquidation-stream
recent 7d liquidations
@htx-skills/mark-price
basis kline (last 20 bars)
If those skills aren't installed, install them first:
bash
npx -y @htx-skills/funding-rate install
npx -y @htx-skills/oi-tracker install
npx -y @htx-skills/elite-positioning install
npx -y @htx-skills/liquidation-stream install
npx -y @htx-skills/mark-price install
该技能不直接调用REST端点，而是组合Layer 1技能：
Layer 1技能分析师从中获取的信息
@htx-skills/funding-rate
当前资金费率 + 30周期历史数据
@htx-skills/oi-tracker
当前持仓量（OI） + 24小时趋势
@htx-skills/elite-positioning
账户比率 + 仓位比率
@htx-skills/liquidation-stream
最近7天的清算数据
@htx-skills/mark-price
基差K线（最近20根）
如果这些技能尚未安装，请先执行安装：
bash
npx -y @htx-skills/funding-rate install
npx -y @htx-skills/oi-tracker install
npx -y @htx-skills/elite-positioning install
npx -y @htx-skills/liquidation-stream install
npx -y @htx-skills/mark-price install

Standard workflow

标准工作流程

For a contract 
<code>
(e.g. 
BTC-USDT
), execute these in parallel where possible:
bash
undefined
对于合约
<code>
（例如
BTC-USDT
），尽可能并行执行以下命令：
bash
undefined

1. Funding rate

1. 资金费率

htx-cli futures market funding-rate <code> --json htx-cli futures market historical-funding-rate --contract-code <code> --json
htx-cli futures market funding-rate <code> --json htx-cli futures market historical-funding-rate --contract-code <code> --json

2. OI snapshot + history

2. OI快照 + 历史数据

htx-cli futures call GET /linear-swap-api/v1/swap_open_interest -p contract_code=<code> --json htx-cli futures call GET /linear-swap-ex/market/his_open_interest
-p contract_code=<code> -p period=4hour -p size=12 --json
htx-cli futures call GET /linear-swap-api/v1/swap_open_interest -p contract_code=<code> --json htx-cli futures call GET /linear-swap-ex/market/his_open_interest
-p contract_code=<code> -p period=4hour -p size=12 --json

3. Elite L/S ratio (both versions)

3. 精英多空比（两种版本）

htx-cli futures call GET /linear-swap-api/v1/swap_elite_account_ratio
-p contract_code=<code> -p period=1hour --json htx-cli futures call GET /linear-swap-api/v1/swap_elite_position_ratio
-p contract_code=<code> -p period=1hour --json
htx-cli futures call GET /linear-swap-api/v1/swap_elite_account_ratio
-p contract_code=<code> -p period=1hour --json htx-cli futures call GET /linear-swap-api/v1/swap_elite_position_ratio
-p contract_code=<code> -p period=1hour --json

4. Recent liquidations (7d)

4. 近期清算数据（7天）

htx-cli futures market liquidation-orders <code> --json
htx-cli futures market liquidation-orders <code> --json

5. Basis kline (recent)

5. 基差K线（近期）

htx-cli futures call GET /index/market/history/linear_swap_basis
-p contract_code=<code> -p period=60min -p basis_price_type=close -p size=24 --json
undefined
htx-cli futures call GET /index/market/history/linear_swap_basis
-p contract_code=<code> -p period=60min -p basis_price_type=close -p size=24 --json
undefined

Composite pressure score

综合压力评分

Score each dimension on 0-100 (higher = more crowded / overheated), then weighted-average:
DimensionWeightComputation
Funding25%percentile of current rate vs last 30 periods. >85 pct = score 90+
OI surge20%24h OI Δ%. ≥+15% → score 90; flat → 50; ≥-15% → score 10
Elite divergence20%abs(account_ratio − position_ratio) / account_ratio. >0.3 = score 80+
Liquidation cluster15%total 24h liq value / 30d avg. >2× → score 85+
Basis stretch20%percentile of current basis vs last 24h. extreme tail = high score
Composite 0-100 → label:
ScoreLabelInterpretation
0-30lowCalm; positions may unwind quietly
31-55balancedHealthy two-sided market
56-75crowdedOne side is concentrated; reversal risk rising
76-100extremeHigh-probability cleanout incoming
对每个维度进行0-100分评分（分数越高表示持仓越拥挤/合约越过热），然后计算加权平均值：
维度权重计算方式
资金费率25%当前费率相对于过去30个周期的百分位。>85百分位 → 评分90+
持仓量激增20%24小时持仓量变化百分比。≥+15% → 评分90；持平 → 50；≥-15% → 评分10
精英分歧20%abs(账户比率 − 仓位比率) / 账户比率。>0.3 → 评分80+
清算集群15%24小时清算总价值 / 30天平均值。>2倍 → 评分85+
基差拉伸20%当前基差相对于过去24小时的百分位。极端尾部 → 高分
综合0-100分对应标签：
分数标签解读
0-30低市场平静；持仓可能平稳解除
31-55平衡健康的双边市场
56-75拥挤某一方持仓集中；反转风险上升
76-100极端极大概率即将出现清算行情

Squeeze risk classification

挤仓风险分类

Independent of the overall score, also flag squeeze direction:
SetupVerdict
Funding > 90 pct + elite_account_ratio > 1.5 + recent long-liq surgelong_squeeze (price likely capitulates lower)
Funding < 10 pct + elite_account_ratio < 0.7 + recent short-liq surgeshort_squeeze (price likely rips higher)
Mixed
none
独立于整体评分，同时标记挤仓方向：
场景判断结果
资金费率>90百分位 + 精英账户比率>1.5 + 近期多头清算激增long_squeeze（价格可能大幅下跌）
资金费率<10百分位 + 精英账户比率<0.7 + 近期空头清算激增short_squeeze（价格可能大幅上涨）
混合信号
none

Output structure

输出结构

json
{
  "skill": "derivatives-analyst",
  "symbol": "BTC-USDT",
  "timestamp": "2026-...",
  "summary": {
    "market_state": "overheated_long | overheated_short | balanced | deleveraging",
    "leverage_risk": "high | medium | low",
    "squeeze_risk": "long_squeeze | short_squeeze | none",
    "signal_strength": 0-100,
    "one_liner": "BTC perp funding 0.045% (95th pct), OI +12% 24h, elite position ratio 0.55 — heavy short capital, squeeze risk rising"
  },
  "components": {
    "funding": {"current": 0.00045, "percentile_30p": 95, "score": 92},
    "oi": {"current": 12_500_000_000, "delta_24h_pct": 12, "trend": "rising", "score": 75},
    "elite": {"account_ratio": 1.85, "position_ratio": 0.55, "divergence": 0.7, "score": 88},
    "liquidations": {"total_24h_usd": 45_000_000, "vs_30d_avg": 2.4, "long_pct": 70, "score": 82},
    "basis": {"current_pct": 0.18, "percentile_24h": 92, "score": 78},
    "composite_score": 82
  },
  "actionable": {
    "suggested_action": "avoid new long positions / consider partial profit-taking on existing longs",
    "trigger_conditions": "if OI keeps climbing without price response, expect violent unwind"
  },
  "risk_warning": "Past pressure regimes have ~65% reversal probability within 48h once score > 80."
}
json
{
  "skill": "derivatives-analyst",
  "symbol": "BTC-USDT",
  "timestamp": "2026-...",
  "summary": {
    "market_state": "overheated_long | overheated_short | balanced | deleveraging",
    "leverage_risk": "high | medium | low",
    "squeeze_risk": "long_squeeze | short_squeeze | none",
    "signal_strength": 0-100,
    "one_liner": "BTC perp funding 0.045% (95th pct), OI +12% 24h, elite position ratio 0.55 — heavy short capital, squeeze risk rising"
  },
  "components": {
    "funding": {"current": 0.00045, "percentile_30p": 95, "score": 92},
    "oi": {"current": 12_500_000_000, "delta_24h_pct": 12, "trend": "rising", "score": 75},
    "elite": {"account_ratio": 1.85, "position_ratio": 0.55, "divergence": 0.7, "score": 88},
    "liquidations": {"total_24h_usd": 45_000_000, "vs_30d_avg": 2.4, "long_pct": 70, "score": 82},
    "basis": {"current_pct": 0.18, "percentile_24h": 92, "score": 78},
    "composite_score": 82
  },
  "actionable": {
    "suggested_action": "avoid new long positions / consider partial profit-taking on existing longs",
    "trigger_conditions": "if OI keeps climbing without price response, expect violent unwind"
  },
  "risk_warning": "Past pressure regimes have ~65% reversal probability within 48h once score > 80."
}

What this skill explicitly does NOT do

该技能明确不支持的功能

  • ⚠️ No all-market long/short ratio — HTX only exposes "elite" (top trader) ratios. Retail-vs-elite divergence is not directly observable.
  • ⚠️ No Taker buy/sell volume — HTX has no dedicated endpoint; would need to derive from trade stream.
  • ⚠️ No liquidation heatmap — no on-platform data; would require external CoinGlass integration.
These data gaps are documented so the agent can tell the user "we have X confidence" rather than over-claiming.
  • ⚠️ 无全市场多空比 — HTX仅公开“精英”（顶级交易者）比率。散户与精英的分歧无法直接观测。
  • ⚠️ 无 taker 买卖量 — HTX无专用端点；需从交易流推导。
  • ⚠️ 无清算热图 — 平台无相关数据；需集成外部CoinGlass服务。
这些数据缺口已记录，以便Agent可以告知用户“我们有X程度的信心”，而非过度承诺。

Related skills

相关技能

  • @htx-skills/funding-rate
    , 
    @htx-skills/oi-tracker
    , 
    @htx-skills/elite-positioning
    , 
    @htx-skills/liquidation-stream
    , 
    @htx-skills/mark-price
    — data sources
  • @htx-skills/technical-analysis
    — pair derivatives pressure with price-action read
  • @htx-skills/sentiment-analyst
    — pair derivatives crowdedness with broader sentiment
  • @htx-skills/funding-rate
    , 
    @htx-skills/oi-tracker
    , 
    @htx-skills/elite-positioning
    , 
    @htx-skills/liquidation-stream
    , 
    @htx-skills/mark-price
    — 数据源
  • @htx-skills/technical-analysis
    — 将衍生品压力分析与价格行为分析结合
  • @htx-skills/sentiment-analyst
    — 将衍生品持仓拥挤度与整体市场情绪分析结合