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tracking-crypto-derivatives

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Install the plugin
$
npx claudepluginhub jeremylongshore/claude-code-plugins-plus-skills --plugin crypto-derivatives-tracker

Want just this skill?

Then install: npx claudepluginhub u/[userId]/[slug]

Description

Track cryptocurrency futures, options, and perpetual swaps with funding rates, open interest, liquidations, and comprehensive derivatives market analysis. Use when monitoring derivatives markets, analyzing funding rates, tracking open interest, finding liquidation levels, or researching options flow. Trigger with phrases like "funding rate", "open interest", "perpetual swap", "futures basis", "liquidation levels", "options flow", "put call ratio", "derivatives analysis", or "BTC perps".

Tool Access

This skill is limited to using the following tools:

ReadWriteEditGrepGlobBash(crypto:derivatives-*)
Supporting Assets
View in Repository
ARD.md
PRD.md
config/settings.yaml
references/errors.md
references/examples.md
references/implementation.md
scripts/basis_calculator.py
scripts/derivatives_tracker.py
scripts/formatters.py
scripts/funding_tracker.py
scripts/liquidation_monitor.py
scripts/oi_analyzer.py
scripts/options_analyzer.py
Skill Content

Tracking Crypto Derivatives

Overview

Aggregate funding rates, open interest, liquidations, and options data across CEX and DEX derivatives exchanges to produce actionable trading insights.

Supported Markets: Perpetual Swaps (Binance, Bybit, OKX, Deribit, BitMEX), Quarterly Futures, Options (Deribit, OKX, Bybit), DEX Perpetuals (dYdX, GMX, Drift Protocol).

Prerequisites

  • Python 3.8+ installed
  • Network access to exchange APIs
  • Optional: API keys for higher rate limits
  • Understanding of derivatives concepts (funding, OI, basis)

Instructions

  1. Check funding rates across exchanges to identify sentiment and arbitrage opportunities:

    python derivatives_tracker.py funding BTC
    python derivatives_tracker.py funding BTC ETH SOL
    python derivatives_tracker.py funding BTC --history 7d
    
    • Positive funding (>0.01%): Longs pay shorts, bullish sentiment
    • Negative funding (<-0.01%): Shorts pay longs, bearish sentiment
    • Extreme funding (>0.1%): Potential contrarian opportunity
  2. Analyze open interest to gauge market positioning and trend strength:

    python derivatives_tracker.py oi BTC
    python derivatives_tracker.py oi BTC --changes
    python derivatives_tracker.py oi BTC --divergence
    
    • Rising OI + Rising Price = strong bullish trend
    • Rising OI + Falling Price = strong bearish trend
    • Falling OI + Rising Price = short covering rally
    • Falling OI + Falling Price = long liquidations
  3. Monitor liquidations to find support/resistance clusters:

    python derivatives_tracker.py liquidations BTC
    python derivatives_tracker.py liquidations BTC --recent
    python derivatives_tracker.py liquidations BTC --min-size 100000  # 100000 = minimum USD liquidation size filter
    
  4. Analyze options market for IV, put/call ratio, and max pain:

    python derivatives_tracker.py options BTC
    python derivatives_tracker.py options BTC --pcr
    python derivatives_tracker.py options BTC --expiry 2025-01-31  # 2025 = target expiry year
    
  5. Calculate basis for spot-futures arbitrage opportunities:

    python derivatives_tracker.py basis BTC
    python derivatives_tracker.py basis BTC --quarterly
    python derivatives_tracker.py basis --all
    
  6. Run full dashboard for comprehensive derivatives overview:

    python derivatives_tracker.py dashboard BTC
    python derivatives_tracker.py dashboard BTC ETH SOL
    python derivatives_tracker.py dashboard BTC --output json
    

Output

The skill produces structured reports per market type:

  • Funding Rate Report: Current, 24h avg, 7d avg rates per exchange with annualized yield and sentiment
  • Open Interest Report: OI per exchange with 24h/7d changes, share %, and long/short ratio
  • Liquidation Heatmap: Long/short liquidation clusters by price level with USD density
  • Options Overview: Put/call ratio, IV rank, max pain, and large flow alerts
  • Basis Report: Spot-perp and quarterly basis with annualized carry rates

See ${CLAUDE_SKILL_DIR}/references/implementation.md for detailed output format examples.

Error Handling

ErrorCauseFix
ERR_RATE_LIMITToo many API requestsReduce frequency or add API key
ERR_EXCHANGE_DOWNExchange API unavailableTry alternative exchange
ERR_SYMBOL_INVALIDWrong symbol formatUse BTC, ETH (not BTCUSDT)

Examples

Morning derivatives check - Scan funding, OI, and liquidations for top assets:

python derivatives_tracker.py dashboard BTC ETH SOL

Funding rate arbitrage - Alert when funding exceeds threshold for cash-and-carry:

python derivatives_tracker.py funding BTC --alert-threshold 0.08

Pre-expiry options analysis - Check max pain and IV before Friday expiry:

python derivatives_tracker.py options BTC --expiry friday

Basis trading scan - Find all pairs with annualized yield above 5%:

python derivatives_tracker.py basis --all --min-yield 5  # 5 = minimum annualized yield %

Resources

  • Coinglass: Aggregated derivatives data
  • Exchange APIs: Binance, Bybit, OKX, Deribit
  • The Graph: DEX perpetuals data
  • ${CLAUDE_SKILL_DIR}/references/implementation.md - Detailed output formats, options/basis guides, key concepts
Stats
Stars1676
Forks210
Last CommitMar 11, 2026

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