crypto-derivatives

crypto-derivatives is a skill for Claude Code, Codex from skloxo/TideTrading. It costs 37 tokens per session (2,411 once invoked), scanned A, a copy of crypto-derivatives, MIT.

A framework for trading and analysing cryptocurrency derivatives, which are contracts whose value depends on a cryptocurrency. It covers perpetual contracts, futures term structure, funding payments, options volatility, and risk measures called Greeks.

In plain words
What is it for?
Use it for perpetual funding-rate arbitrage, futures contango or backwardation strategies, and options analysis on exchanges such as OKX and Deribit.
Why use it?
It helps examine returns and risks that are not visible when holding the cryptocurrency itself. It also explains how funding payments, futures pricing, and option volatility can create trading opportunities or losses.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one. Also seen: positional $N argument.

Good fit Use it for perpetual funding-rate arbitrage, futures contango or backwardation strategies, and options analysis on exchanges such as OKX and Deribit.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/skloxo/tidetrading/crypto-derivatives
Install

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.

Any agent
npx skills add skloxo/TideTrading --skill crypto-derivatives
Clone the repo
git clone --depth 1 https://github.com/skloxo/TideTrading

Made for: Claude Code, Codex.

Wrote 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.

agentmods badge for crypto-derivatives

README.md
[![agentmods](https://agentmods.dev/badge/skills/skloxo/tidetrading/crypto-derivatives/github.svg)](https://agentmods.dev/skills/skloxo/tidetrading/crypto-derivatives)
Your own site
<a href="https://agentmods.dev/skills/skloxo/tidetrading/crypto-derivatives"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/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.

agentmods 80×15 button for crypto-derivatives

Your own site · 80×15
<a href="https://agentmods.dev/skills/skloxo/tidetrading/crypto-derivatives"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/crypto-derivatives.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 37 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,411 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 100% copy Near-identical to another mod in the catalogue.
Token cost

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.

ModelPer sessionOnce 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

Measured 10d ago against content hash 9c7280af8145, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

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 10d 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.

Origin

This is a copy

100% identical to crypto-derivatives — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

agent/src/skills/crypto-derivatives/SKILL.md · 282 lines

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

Read the full file on GitHub · 282 lines

Changes

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.

  1. 10d ago First seen · 282 lines · 37 tokens per session scan A 9c7280af8145

Subscribe to this mod's changes

crypto-derivatives is a skill published in the GitHub repository skloxo/TideTrading (10 stars, last pushed 3d ago), 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. It is 100% identical to crypto-derivatives, differing in 0 lines, and is treated as a copy.

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