Agent Skills
› krakenfx/kraken-cli
› recipe-basis-trade-entry
recipe-basis-trade-entry
GitHub自动化执行基差套利交易，通过CLI获取现货与期货价格计算溢价，满足阈值时自动下单并验证成交，确保市场中性。
Trigger Scenarios
用户需要执行基差套利交易
基差溢价超过设定阈值
Install
npx skills add krakenfx/kraken-cli --skill recipe-basis-trade-entry -g -y
SKILL.md
Frontmatter
{
"name": "recipe-basis-trade-entry",
"version": "1.0.0",
"metadata": {
"openclaw": {
"domain": "strategy",
"category": "recipe"
},
"requires": {
"bins": [
"kraken"
],
"skills": [
"kraken-basis-trading",
"kraken-futures-risk"
]
}
},
"description": "Enter a spot-futures basis trade when the premium exceeds a target threshold."
}
Basis Trade Entry
PREREQUISITE: Load the following skills to execute this recipe:
kraken-basis-trading,kraken-futures-risk
Enter a delta-neutral basis trade (long spot, short futures) when the basis premium is attractive.
CAUTION: Both legs must fill to be market-neutral. A single-leg fill is a directional bet.
Steps
- Get spot price:
SPOT=$(kraken ticker BTCUSD -o json 2>/dev/null | jq -r '.[].last_price') - Get futures price:
FUTURES=$(kraken futures ticker PF_XBTUSD -o json 2>/dev/null | jq -r '.ticker.last') - Calculate basis:
BASIS=$(echo "scale=4; ($FUTURES - $SPOT) / $SPOT * 100" | bc) - If basis < target threshold (e.g., 0.5% annualized), skip
- Check spot balance for capital:
kraken balance -o json 2>/dev/null - Check futures margin availability:
kraken futures accounts -o json 2>/dev/null - Calculate matched position sizes
- Execute spot buy (requires human approval):
kraken order buy BTCUSD 0.01 --type limit --price $SPOT -o json 2>/dev/null - Execute futures short:
kraken futures order sell PF_XBTUSD 1 --type limit --price $FUTURES -o json 2>/dev/null - Verify both legs filled:
kraken open-orders -o json 2>/dev/null+kraken futures open-orders -o json 2>/dev/null - If one leg unfilled, cancel it to avoid directional exposure
If you hit a mismatch between what you are trying to do and the CLI's interface or responses — including a mismatch between this skill and the installed CLI version's contract — feel free to submit feedback with kraken feedback.
Version History
-
aa56e59
Current 2026-08-20 04:45
0.4.0版本：更新API响应字段（c[0]改为last_price），新增kraken feedback命令及MCP安全限制。
- aa32814 2026-07-25 10:29
