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market-microstructure-traditional Checked
Traditional market microstructure concepts applied to crypto — order book dynamics, market making…
8.3Overall rating
Installation
🤖 Install via AI
Copy the prompt below and send it to your AI assistant (e.g. Claude Code) — it will follow the instructions and install automatically.
Install the "market-microstructure-traditional" skill by following the instructions at https://skill123.me/install/market-microstructure-traditional.
⌨️ Command line install
Run in your terminal — downloads and installs to ~/.claude/skills/.
curl -fsSL https://skill123.me/install/market-microstructure-traditional.sh | bash
📦 Download ZIP
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⬇ Download v1.0.0 · 25 KBAbout this skill
Overview
Traditional market microstructure concepts applied to crypto — order book dynamics, market making theory, price formation models, execution quality measurement, and CEX vs DEX structural differences
Source
- Repo: https://github.com/agiprolabs/claude-trading-skills
- Path: skills/market-microstructure-traditional
Score breakdown
Trigger
6.5
Description enumerates concept areas with good keyword coverage (order book dynamics, market making theory, execution quality, CEX vs DEX); no Use-when, no boundary, no trigger variants.
Structure
8.7
365-line SKILL.md with three well-scoped references and two scripts; dependencies section; Files section annotates each resource with purpose.
Workflow
7.6
Hybrid knowledge/tool pattern: theory sections are descriptive, but each is grounded in a computable formula (effective vs realized spread, Kyle lambda via lstsq, maker P&L function) and both scripts operationalize the theory with demo mode; no explicit decision workflow or failure gates; verification limited to simulation output.
Content
9.0
Crisp academic writing with citations (Roll 1984, Kyle 1985), consistent formatting, runnable code blocks.
Engineering
10.0
Frontmatter valid; shebangs and dependencies documented; all referenced paths exist.
Security
9.5
6.0 manifest: fully offline — no network destinations, no file writes beyond optional output, no credentials, no persistence. Capabilities match declared scope. No injection or keys. Minor: no not-financial-advice disclaimer.
Academic microstructure theory translated to crypto: spread decomposition (quoted/effective/realized, Roll, Glosten-Harris), Glosten-Milgrom/Kyle/PIN price-formation models, maker/taker fee-tier economics, and a CEX-vs-DEX structural reference. Two offline simulation/analysis scripts with --demo modes (Avellaneda-Stoikov market-maker sim, spread decomposition). Deductions: description lacks When/When-Not; content leans descriptive-theoretical over procedural; no financial disclaimer.