cross-venue-crypto-mm

Execute cross-venue crypto market making workflows with diagnostics for funding and liquidation risk.

Updated Feb 10, 2026
One-click install
npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill cross-venue-crypto-mm
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: cross-venue-crypto-mm
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/cross-venue-crypto-mm
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill cross-venue-crypto-mm

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill addresses the complexities of cross-venue cryptocurrency market making, particularly when dealing with venue fragmentation, funding pressures, and liquidation risks.

Core Features & Use Cases

  • Reproducible Research: Enables quantitative researchers to build and test strategies with consistent methodologies.
  • Production Controls: Implements robust risk controls and diagnostics for deploying strategies into live trading environments.
  • Use Case: When faced with volatile crypto markets and multiple trading venues, use this Skill to analyze funding rates, assess liquidation risk, and ensure strategies are robust before and during deployment.

Quick Start

Run the cross venue crypto mm diagnostics script with your input data.

Frequently Asked Questions about cross-venue-crypto-mm

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I manage crypto market making across multiple venues with fragmented liquidity?

Cross-venue crypto market making requires executing unified workflows that address venue fragmentation, funding pressure, and liquidation risk. This Skill provides specific diagnostics to analyze cross-venue dislocation and ensure robust strategy deployment across fragmented cryptocurrency exchanges.

What diagnostics are needed to assess liquidation and funding risk in crypto market making?

Diagnostics for crypto market making must assess funding spikes, cross-venue dislocation, and liquidation risk. This Skill requires specific tests for signal monotonicity, capacity stress, regime dependency, and cost-adjusted performance to validate strategies before production deployment.

How do I test quantitative research strategies for regime dependency in crypto markets?

Testing quantitative research strategies for regime dependency involves running diagnostics that evaluate signal monotonicity and capacity stress. This Skill enables reproducible research by applying consistent methodologies to ensure strategies are robust across different market regimes.

Can I use this for production risk controls in live crypto trading environments?

Yes, this Skill implements robust risk controls and diagnostics specifically designed for deploying market making strategies into live trading environments. It addresses volatile crypto market conditions and monitors funding rates and liquidation risk during active deployment.

How do I evaluate cost-adjusted performance for cross-venue crypto strategies?

Evaluating cost-adjusted performance requires running diagnostics that measure cross-venue dislocation and capacity stress. This Skill applies specific diagnostics to ensure your quantitative research accounts for venue fragmentation and funding pressures before deployment.

What are the limitations of quantitative research without cross-venue dislocation diagnostics?

Without cross-venue dislocation diagnostics, quantitative research overlooks venue fragmentation and funding spikes that impact live performance. This Skill mandates specific diagnostics for signal monotonicity and regime dependency to prevent strategy failure from unmanaged liquidation risk.