Back to Details

longbridge-market-microstructure

Compare original and translation side by side

🇺🇸

Original

English
🇨🇳

Translation

Chinese

longbridge-market-microstructure

longbridge-market-microstructure

Combines orderbook depth, tick-by-tick trades, and capital-flow data to assess bid-ask spread, order-flow imbalance, liquidity depth, and short-term institutional pressure for a single symbol.
Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.
结合订单簿深度、逐笔成交数据和资金流数据，评估单个标的的买卖价差、订单流失衡、流动性深度以及短期机构压力。
回复语言：匹配用户输入语言——简体中文/繁体中文/英文。

When to use

使用场景

  • "TSLA 盘口分析", "NVDA order flow", "700.HK 买卖盘深度" → full microstructure report
  • "挂单墙在哪里", "order book imbalance" → depth-only analysis (
    depth
    )
  • "大单主力方向", "institutional order flow" → trades + capital combined
  • "集合竞价分析" (A-share pre-open auction) → depth + trades during auction session
  • "港股大宗交易" (HK block trades) → trades with type filter + brokers queue
Do not use this skill for historical (multi-day) flow analysis — route to 
longbridge-capital-flow
or 
longbridge-kline
.
  • "TSLA 盘口分析", "NVDA order flow", "700.HK 买卖盘深度" → 完整微观结构报告
  • "挂单墙在哪里", "order book imbalance" → 仅深度分析（
    depth
    ）
  • "大单主力方向", "institutional order flow" → 成交数据+资金流结合分析
  • "集合竞价分析"（A股开盘前集合竞价）→ 竞价时段的深度+成交数据
  • "港股大宗交易"（港股大宗交易）→ 带类型筛选的成交数据+经纪商队列
请勿使用本技能进行历史（多日）资金流分析——请转用
longbridge-capital-flow
或
longbridge-kline
。

Workflow

工作流程

  1. Resolve the user's symbol to 
    <CODE>.<MARKET>
    (e.g. 
    NVDA.US
    , 
    700.HK
    , 
    600519.SH
    ).
  2. Run 
    longbridge depth --help
    and 
    longbridge trades --help
    to confirm current flag names.
  3. Fetch orderbook depth with 
    longbridge depth <SYMBOL> --format json
    .
  4. Fetch recent tick trades (last 100) with 
    longbridge trades <SYMBOL> --count 100 --format json
    .
  5. Fetch capital-flow distribution (large / medium / small orders) with 
    longbridge capital <SYMBOL> --format json
    .
  6. For HK symbols only, also fetch 
    longbridge brokers <SYMBOL> --format json
    to identify large broker queues (potential institutional blocks).
  7. Compute or estimate:
    • Weighted bid-ask spread = (best_ask − best_bid) / mid_price
    • Depth asymmetry = (total_bid_volume − total_ask_volume) / (total_bid_volume + total_ask_volume) across all levels
    • Buy-initiated ratio = buy-side active trades / total trades (from tick data)
    • Large-order net pressure = large_buy_amount − large_sell_amount (from capital snapshot)
    • Order-wall levels = price levels with volume ≥ 3× average level volume (potential support/resistance)
  8. Output a structured microstructure report (see Output section).
  1. 将用户提供的标的解析为
    <CODE>.<MARKET>
    格式（例如
    NVDA.US
    、
    700.HK
    、
    600519.SH
    ）。
  2. 运行
    longbridge depth --help
    和
    longbridge trades --help
    确认当前参数名称。
  3. 通过
    longbridge depth <SYMBOL> --format json
    获取订单簿深度数据。
  4. 通过
    longbridge trades <SYMBOL> --count 100 --format json
    获取最近100笔逐笔成交数据。
  5. 通过
    longbridge capital <SYMBOL> --format json
    获取资金流分布数据（大额/中额/小额订单）。
  6. 仅针对港股标的，额外获取
    longbridge brokers <SYMBOL> --format json
    数据以识别大额经纪商队列（潜在机构大宗交易）。
  7. 计算或估算以下指标：
    • 加权买卖价差 = (最优卖价 − 最优买价) / 中间价
    • 深度不对称性 = (总买盘量 − 总卖盘量) / (总买盘量 + 总卖盘量)（覆盖所有档位）
    • 主动买入比率 = 主动买入成交笔数 / 总成交笔数（来自逐笔数据）
    • 大额订单净压力 = 大额买入金额 − 大额卖出金额（来自资金流快照）
    • 挂单墙档位 = 委托量≥平均档位3倍的价格档位（潜在支撑/阻力位）
  8. 输出结构化的微观结构报告（见输出部分）。

CLI

CLI命令

bash
undefined
bash
undefined

Confirm current flags before use

使用前确认当前参数

longbridge depth --help longbridge trades --help longbridge capital --help longbridge brokers --help
longbridge depth --help longbridge trades --help longbridge capital --help longbridge brokers --help

Orderbook depth (5/10-level bid/ask)

订单簿深度（5/10档买卖盘）

longbridge depth NVDA.US --format json
longbridge depth NVDA.US --format json

Recent 100 tick trades

最近100笔逐笔成交数据

longbridge trades NVDA.US --count 100 --format json
longbridge trades NVDA.US --count 100 --format json

Capital flow (large/medium/small order distribution)

资金流（大额/中额/小额订单分布）

longbridge capital NVDA.US --format json
longbridge capital NVDA.US --format json

Broker queue — HK symbols only

经纪商队列 — 仅支持港股标的

longbridge brokers 700.HK --format json
undefined
longbridge brokers 700.HK --format json
undefined

Output

输出内容

Render a structured report with these sections:
Section简体繁體English
Spread & liquidity价差与流动性價差與流動性Spread & Liquidity
Depth asymmetry盘口不对称盤口不對稱Depth Asymmetry
Order-flow pressure订单流压力訂單流壓力Order-Flow Pressure
Order walls挂单墙掛單牆Order Walls
Direction bias短线方向偏向短線方向偏向Short-Term Directional Bias
Key field translations (LLM maps JSON keys → user language):
Field简体繁體English
asks / bids
卖盘 / 买盘賣盤 / 買盤Ask / Bid
price / volume / order_num
价格 / 数量 / 委托笔数價格 / 數量 / 委託筆數Price / Volume / Order count
direction
方向（主买/主卖）方向（主買/主賣）Direction (buy/sell initiated)
large_in / large_out
大单流入 / 流出大單流入 / 流出Large order in/out
Off-hours caveat: outside regular trading hours, depth is a closing snapshot and trades are from the prior session — state this explicitly.
A-share call-auction note: during 09:15–09:25 CST (pre-open), depth reflects indicative auction prices, not continuous quotes. Mention this when the user's query occurs in that window.
HK block trades: trades with 
type = block
or large-volume single prints may indicate off-exchange block deals — highlight these separately.
生成包含以下板块的结构化报告：
板块简体繁体English
Spread & liquidity价差与流动性價差與流動性Spread & Liquidity
Depth asymmetry盘口不对称盤口不對稱Depth Asymmetry
Order-flow pressure订单流压力訂單流壓力Order-Flow Pressure
Order walls挂单墙掛單牆Order Walls
Direction bias短线方向偏向短線方向偏向Short-Term Directional Bias
核心字段翻译（由大语言模型将JSON键映射为用户语言）：
字段简体繁体English
asks / bids
卖盘 / 买盘賣盤 / 買盤Ask / Bid
price / volume / order_num
价格 / 数量 / 委托笔数價格 / 數量 / 委託筆數Price / Volume / Order count
direction
方向（主买/主卖）方向（主買/主賣）Direction (buy/sell initiated)
large_in / large_out
大单流入 / 流出大單流入 / 流出Large order in/out
非交易时段提示：常规交易时段外，深度数据为收盘快照，成交数据来自上一交易日——需明确说明这一点。
A股集合竞价说明：在北京时间09:15–09:25（开盘前），深度数据反映的是集合竞价指示性价格，而非连续报价。当用户查询发生在此窗口时需提及该说明。
港股大宗交易：标记为
type = block
的成交或大额单笔成交可能代表场外大宗交易——需单独高亮提示。

Error handling

错误处理

Situation简体回复繁體回復English reply
command not found: longbridge
请安装 longbridge-terminal，或使用 MCP 回退請安裝 longbridge-terminal，或使用 MCP 回退Install longbridge-terminal or use MCP fallback
stderr 
not logged in
请运行 
longbridge auth login
請執行 
longbridge auth login
Run 
longbridge auth login
brokers
on non-HK symbol		经纪商队列仅支持港股經紀商隊列僅支援港股Broker queue is HK-only
Other stderr原样转述，不静默重试原樣轉述，不靜默重試Relay verbatim, no silent retry
场景简体回复繁体回复English reply
command not found: longbridge
请安装 longbridge-terminal，或使用 MCP 回退方案請安裝 longbridge-terminal，或使用 MCP 回退方案Install longbridge-terminal or use MCP fallback
stderr 返回
not logged in
请运行 
longbridge auth login
請執行 
longbridge auth login
Run 
longbridge auth login
非港股标的调用
brokers
命令		经纪商队列仅支持港股經紀商隊列僅支援港股Broker queue is HK-only
其他stderr错误原样转述错误内容，不静默重试原樣轉述錯誤內容，不靜默重試Relay verbatim, no silent retry

MCP fallback

MCP回退方案

CLI subcommandMCP tool
depth
mcp__longbridge__depth
trades
mcp__longbridge__trades
brokers
mcp__longbridge__brokers
capital
mcp__longbridge__capital_distribution
CLI子命令MCP工具
depth
mcp__longbridge__depth
trades
mcp__longbridge__trades
brokers
mcp__longbridge__brokers
capital
mcp__longbridge__capital_distribution

Related skills

相关技能

SkillWhy
longbridge-depth
Raw orderbook / tick data without microstructure analysis layer
longbridge-capital-flow
Intraday capital-flow time series and order-size distribution
longbridge-anomaly
Unusual price/volume movements and trade-statistics profile
longbridge-quote
Real-time price, volume, and valuation indices
技能说明
longbridge-depth
仅提供原始订单簿/逐笔数据，无微观结构分析层
longbridge-capital-flow
日内资金流时间序列及订单规模分布
longbridge-anomaly
异常价格/成交量波动及成交统计特征
longbridge-quote
实时价格、成交量及估值指标

File layout

文件结构

longbridge-market-microstructure/
└── SKILL.md          # prompt-only, no scripts/
longbridge-market-microstructure/
└── SKILL.md          # 仅含提示词，无scripts/目录