Vibe-Trading is a personal trading agent that gives an AI system tools for market analysis, algorithmic trading, backtesting, and related workflows. It is for users who want an agent to research and evaluate trading strategies or manage simulated and other trading activities. The catalogue contains skills that expose these trading capabilities to compatible agents.
Getting it into your agent
One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.
npx skills add HKUDS/Vibe-Trading --skill crypto-derivativesgit clone --depth 1 https://github.com/HKUDS/Vibe-TradingWrote this? Show the measurements
A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.
[](https://agentmods.dev/skills/hkuds/vibe-trading/crypto-derivatives)<a href="https://agentmods.dev/skills/hkuds/vibe-trading/crypto-derivatives"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/crypto-derivatives/github.svg" alt="Measured on agentmods" height="20"></a>Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.
<a href="https://agentmods.dev/skills/hkuds/vibe-trading/crypto-derivatives"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/crypto-derivatives.svg" alt="Reviewed on agentmods" width="80" height="20"></a>- Snyk pass
- NVIDIA SkillSpector pass
What it costs to keep this loaded
Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00037 | $0.02411 |
| Opus 5 | $0.00018 | $0.01205 |
| Sonnet 5 | $0.00007 | $0.00482 |
| Haiku 4.5 | $0.00004 | $0.00241 |
Grade A, and why
crypto-derivatives scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 12d ago.
A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.
Nothing flagged
None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.
Copies of this mod
1 near-identical copy found in the catalogue:
- crypto-derivatives — 100% identical, 0 lines differ
How it starts
The opening of the file, as written. The whole thing — 282 lines — stays where its author put it; the contents beside it link to each section on GitHub.
Crypto-Derivatives Strategies
Overview
Covers three major crypto-derivatives strategy directions: perpetual funding-rate arbitrage, futures term-structure trading, and options strategies (volatility trading). The main exchanges are OKX and Deribit.
Perpetual Funding-Rate Arbitrage
Funding-Rate Mechanism
Perpetual contracts have no expiry and rely on the funding rate to anchor prices to spot:
Funding rate > 0: longs pay shorts (strong bullish sentiment)
Funding rate < 0: shorts pay longs (strong bearish sentiment)
Settlement frequency: OKX settles every 8 hours (00:00 / 08:00 / 16:00 UTC)
Annualized return = funding rate × 3 × 365
Arbitrage Strategies
Positive carry arbitrage (funding rate > 0):
Long spot + short perpetual = net delta close to zero
Return source: collect funding every 8 hours
Reverse carry arbitrage (funding rate < 0, less common):
Short spot (borrow coin and sell) + long perpetual
Return source: collect funding every 8 hours
Funding-Rate Signals
| Funding Rate (8h) | Annualized | Market Sentiment | Strategy Signal |
|---|---|---|---|
| > 0.1% | > 109% | Extreme greed | Short signal (rate is unsustainable) |
| 0.03-0.1% | 33-109% | Bullish bias | Positive carry arbitrage is attractive |
| 0.01-0.03% | 11-33% | Normal bullish | Positive carry arbitrage is tradable |
| -0.01~0.01% | -11~11% | Neutral | No arbitrage opportunity |
| < -0.01% | < -11% | Bearish bias | Reverse carry arbitrage or stop-loss |
| < -0.1% | < -109% | Extreme panic | Long signal (rate is unsustainable) |
Arbitrage Risk Control
Risk points:
1. Insufficient margin: the derivatives leg requires margin, and extreme moves can liquidate the account
2. Funding reversal: a positive rate can suddenly turn negative, making the arbitrage unprofitable
3. Basis volatility: changes in the spot-futures basis can cause floating losses
4. Exchange risk: withdrawal limits, downtime, liquidation-mechanism differences
Risk parameters:
- Leverage: no more than 3x (arbitrage does not need high leverage)
- Margin ratio: keep >50% (far from liquidation)
- Single-coin allocation: <30% (diversification)
- Stop-loss: close when floating loss exceeds expected return over 3 months
What this file has done since we first saw it
Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.
- 12d ago First seen · 282 lines · 37 tokens per session scan A 9c7280af8145
crypto-derivatives is a skill published in the GitHub repository HKUDS/Vibe-Trading (33,177 stars, last pushed yesterday), licensed MIT. It adds 37 tokens to every session and 2,411 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.
Other skills, from other repositories
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aerodrome
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dca-weekly
Use when writing, validating, or troubleshooting a recurring scheduled buy strategy (DCA, dollar-cost averaging, weekly buys, daily buys, monthly accumulation, accumulator) on Superior Trade — especially anything that should "buy more of the same pair" on a calendar trigger rather than a price trigger.