Blave Quant
Call the Blave REST API from an agent for crypto alpha, Taiwan equities, Hyperliquid trader tracking, and related futures market data.
Overview
Blave-quant is an agent skill most often used in Build integrations (also Idea research and Operate monitoring) that exposes fifteen Blave REST capabilities for crypto, Taiwan stocks, Hyperliquid traders, and futures dat
Install
npx skills add https://github.com/blave-tw/blave-quant-skill --skill blave-quantWhat is this skill?
- Fifteen capabilities in one skill covering Blave REST market and trader data
- Crypto market alpha, Taiwan stock data, and Hyperliquid top-trader tracking
- CME / ICE futures-related coverage referenced in repo guidance
- Python-oriented workflow with `blave_context/` and `strategies/` conventions
- MIT-licensed skill package for agent-direct API usage
- One skill covering fifteen capabilities per repository overview
Adoption & trust: 2k installs on skills.sh; 40 GitHub stars; 2/3 security scanners passed (skills.sh audits).
What problem does it solve?
You want agent-assisted quant research but lack a single procedural map for Blave’s multi-market API endpoints and repo layout.
Who is it for?
Solo builders prototyping crypto or Taiwan equity signals and tracking Hyperliquid leaders with agent-driven API calls.
Skip if: Non-technical users seeking guaranteed returns, fully automated live trading without your own risk controls, or teams without API keys and Python setup.
When should I use this skill?
You need agent-guided Blave REST access for crypto alpha, Taiwan stocks, Hyperliquid traders, or futures-related market data.
What do I get? / Deliverables
Your agent can fetch Blave-backed market and trader intelligence via documented REST patterns and local strategy context folders.
- API-backed market or trader datasets pulled into agent workflows
- Strategy notes or artifacts under repo `strategies/` conventions
Recommended Skills
Journey fit
Spans multiple journey phases - primary shelf plus alternate fits below.
Market-data wiring is canonical Build integrations, but the same API supports earlier research and later operational monitoring loops. Fifteen documented capabilities center on authenticated REST calls and Python workflow context—not UI polish or launch distribution.
Where it fits
Compare crypto alpha and Taiwan equity signals before committing to a niche trading assistant.
Wire Blave REST calls into a Python CLI that logs strategies under `strategies/`.
Refresh Hyperliquid top-trader rankings daily to tune alert thresholds.
How it compares
Agent skill for Blave REST research data—not a generic Yahoo Finance scraper or an exchange execution MCP.
Common Questions / FAQ
Who is blave-quant for?
Indie developers and quant hobbyists using Claude Code-style agents to pull Blave market alpha, Taiwan stock, and Hyperliquid trader data over REST.
When should I use blave-quant?
During Idea research to scan markets, Build integrations to wire Blave into tools, and Operate iterate loops when refreshing signals or trader rankings.
Is blave-quant safe to install?
Use the Security Audits panel on this Prism page; financial API keys and strategy code are sensitive and the skill does not replace compliance or investment advice.
SKILL.md
READMESKILL.md - Blave Quant
venv/ __pycache__/ *.pyc *.egg-info/ .env blave_context/ strategies/ .claude/ MIT License Copyright (c) 2026 Blave Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. # CLAUDE.md This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository. ## Overview This repo contains one skill covering fifteen capabilities: 1. **Blave** — Agent calls the Blave REST API directly for crypto market alpha data, Taiwan stock data, and Hyperliquid top trader tracking 2. **CME / ICE Futures** — Agent fetches WTI crude (CL), gold (GC), and Brent crude (BRN) OHLCV from 2010 via Blave API 3. **Taiwan Futures** — Agent fetches TXF (台指期近月連續) OHLCV from 2020-03-22 via Blave API; schemas 1d/1m/5m/15m/30m/60m 4. **BitMart Futures** — Agent calls the BitMart API for perpetual futures trading 5. **BitMart Spot** — Agent calls the BitMart API for spot trading 6. **OKX** — Agent calls the OKX API for spot and perpetual swap trading 7. **Bybit** — Agent calls the Bybit API for spot and derivatives/perpetual swap trading 8. **BingX** — Agent calls the BingX API for spot and perpetual swap trading 9. **Bitget** — Agent calls the Bitget API for spot and futures trading 10. **Binance** — Agent calls the Binance API for spot and USDS-M futures trading 11. **Bitfinex** — Agent calls the Bitfinex API for spot, margin, and funding/lending 12. **KuCoin** — Agent calls the KuCoin API for spot and futures/perpetual contract trading 13. **TWSE / TPEX（台股）** — Agent queries Taiwan stock market data (stock code lookup, quotes, PE/yield/PB) via public APIs; no API key required 14. **台股分點買賣超** — Agent calls Blave API `GET /studio/market/twstock/broker/stock/<stock_id>` (by stock) or `GET /studio/market/twstock/broker/trader/<trader_id>` (by broker branch) for daily buy/sell data; no CAPTCHA required 15. **Taiwan Futures** — Agent calls Blave API `GET /studio/market/twfutures/ohlcv/TXF/<schema>` for TXF OHLCV; schemas: 1d/1m/5m/15m/30m/60m; data from 2020-03-22 No CLI or wrapper involved. All API calls are made directly by the agent. ## Required `.env` Variables - `blave_api_key`, `blave_secret_key` — Blave API auth - `BITMART_API_KEY`, `BITMART_API_SECRET`, `BITMART_API_MEMO` — BitMart API auth - `OKX_API_KEY`, `OKX_SECRET_KEY`, `OKX_PASSPHRASE` — OKX API auth - `BYBIT_API_KEY`, `BYBIT_API_SECRET` — Bybit API auth - `BINGX_API_KEY`, `BINGX_SECRET_KEY` — BingX API auth - `BITGET_API_KEY`, `BITGET_SECRET_KEY`, `BITGET_PASSPHRASE` — Bitget API auth - `BINANCE_API_KEY`, `BINANCE_SECRET_KEY` — Binance API auth - `BITFINEX_API_KEY`, `BITFINEX_API_SECRET` — Bitfinex API auth - `KUCOIN_API_KEY`, `KUCOIN_API_SECRET`, `KUCOIN_API_PASSPHRASE` — KuCoin API auth ## Files | File | Purpose | |---|---| | `SKILL.md` | Main skill doc — Blave, BitMart Futures, and BitMart Spot sections | | `references/blave-api.md` | Blave Python examples | | `references/blave-indicator-guide.md` | Indicator interpretation guide — alpha value meanings, signals, combined analysis | | `references/bitmart-ap