Update to Lukka Digital Assets Intel

{
  "description": "Derivatives vs spot comparison (basis, VWAP, derivative trade prints)",
  "included_files": [],
  "name": "deriv-spot-compare",
  "skill_md_contents": "---\nname: deriv-spot-compare\ndescription: \"Derivatives vs spot comparison (basis, VWAP, derivative trade prints)\"\n---\n\n## OpenAI connection notes\n\nTool identifiers below are raw operation names. The host may add a namespace;\nuse the matching advertised Global MCP tool. Resolve `<resolved-package-root>`\nto this plugin's installed directory before using paths. Workflow names identify\npackaged skills; they are not literal Claude slash commands.\n\nOriginal procedure tool scope: `pricing___get_derivative_source_details`, `pricing___get_historical_derivative_trades`, `pricing___get_latest_derivative_trades`, `pricing___get_latest_prices`, `pricing___get_vwap`, `pricing___list_sources_by_product`, `analytics___getImpliedRates`, `analytics___getImpliedVolatilitySurface`.\n\n# deriv-spot-compare workflow\n\n> See [CONNECTORS.md](../../CONNECTORS.md) for tool details.\n\n## Usage\n\nderiv-spot-compare workflow <user input>\n\n## Scope\n\nImplied rates, volatility surface, and OTC FX rates are available via `Lukka-Analytics` server (`analytics___*`).\n\nLukka Reference Rate (sourceId 5001) and Median Reference Rate (5002) may return 404 - use the fallback below. Fallback: `get_latest_prices({ sourceId: 1000 })` (EOD) or `({ sourceId: 2000 })` (Intraday).\n\n## Flow\n\n1. **Spot price**: `pricing___get_latest_prices({ sourceId: 2000, pairCodes: \"<user input>\" })`  (sourceId 2000 = Lukka Prime Intraday)\n2. **VWAP (24h)**: `pricing___get_vwap({ pairCode: \"<user input>\", sourceIds: \"<comma_top_exchanges>\", from: 24h_ago, to: now })` \n3. **List derivative sources**: `pricing___list_sources_by_product({ productType: \"trades\" })` , then pick Deribit (typically 4022). NOTE param is `productType` with enum `prices|trades|candles|mvwaps|market-caps|variances` - there is NO `derivatives` value and NO `product` param.\n4. **DISCOVER the derivative pricing code (never construct it)**:\n   `pricing___get_derivative_source_details({ sourceId: \"{deribit_id}\", productType: \"trades\" })` \n   - **This response is ~1.5 MB (3800+ pairs). Pipe through a processor (see `large-data-processing`) - do NOT load into context.** Grep the `pairs[]` for the target: match `underlyingAssetCode` == the Lukka canonical of the pair base (e.g. XBT) AND `derivativePricingCode` contains `PERPETUAL`.\n   - **CRITICAL - the code you need is `derivativePricingCode`, and it uses the EXCHANGE-NATIVE ticker + `.DERI` suffix, NOT the Lukka canonical.** Do NOT build it from the Lukka code. Native != canonical for many assets: XBT->`BTC`, SOLN->`SOL`, XLT->`LTC`, PDT->`DOT`, HYPE22->`HYPE`, UNISW->`UNI`, TRUMPOFF->`TRUMP`. Example results: `BTC-PERPETUAL.DERI` (USD-settled) and `BTC_USDC-PERPETUAL.DERI` (USDC-settled) both have `underlyingAssetCode=XBT`. Perpetual pattern is `{NATIVE}-PERPETUAL.DERI` or `{NATIVE}_USDC-PERPETUAL.DERI`. Options carry strike/expiry: `{NATIVE}_USDC-9JUL26-89-C.DERI`.\n5. **Derivative trades**: `pricing___get_latest_derivative_trades({ sourceId: \"{deribit_id}\", lukkaDerivativeCode: \"{derivativePricingCode from step 4}\" })`  - pass the discovered code verbatim (e.g. `BTC-PERPETUAL.DERI`), never a code you assembled from the Lukka canonical.\n6. **Historical context**: `pricing___get_historical_derivative_trades({ sourceId: \"{deribit_id}\", lukkaDerivativeCode: \"{discovered code}\", from: 1h_ago, to: now, limit: 100 })` \n   - **WARNING: `limit` is enforced per time-page, not per-record - a 1h window still returns 300 KB+ (hundreds of trades). Use the SMALLEST window you need and pipe the response through a processor. A 24h window will overflow context - never request it raw.**\n   - 24h volume = sum of `size` field across all returned trades (compute in the processor)\n   - 24h trade count = number of rows returned\n7. **Implied forward curve**: `analytics___getImpliedRates({ pairCode: \"<user input>\", lukkaEntityCode: \"LUKKA\", timeFrom: \"24h_ago\", timeTo: \"now\", curveType: \"INST_FWD\", modelType: \"NSS\", source: \"FUTURES\", rateType: \"BASIS\" })` \n   - Data available from T-1. Returns tenor (days) + annualized rate.\n   - **IMPORTANT**: `ZERO+COMPOSITE` does NOT work. Use `INST_FWD/NSS/FUTURES/BASIS`.\n8. **Volatility surface**: `analytics___getImpliedVolatilitySurface({ underlyingAssetLukkaCode: \"{lukka_canonical_base, e.g. XBT}\", lukkaEntityCode: \"DERI\", moneyness: \"delta\", timeRange: \"1D\", timeTo: \"now\" })` \n   - `underlyingAssetLukkaCode` here IS the Lukka canonical (XBT/ETH), unlike the derivative pricing code in steps 4-6.\n   - `lukkaEntityCode`: use `DERI` (Deribit). `LUKKA` may return no data. Response is large (1500+ points for 1D) - process externally.\n   - **`timeRange` MUST be paired with `timeTo` (or `timeFrom`) as anchor** - standalone `timeRange` returns HTTP 400.\n\n## Output\n\n### Derivatives vs Spot: {pair}\n\n**Spot**\n- Price: ${spot_price}\n- 24h VWAP: ${vwap}\n\n**Derivative (Perpetual)**\n- Price: ${perp_price}\n- Basis: ${basis} ({basis_pct}%)\n- Spot vs VWAP: {bps} bps (positive = spot > VWAP)\n- 24h trade count: {count}\n- 24h volume: ${vol} (sum of `size` field across all trades in `get_historical_derivative_trades(24h)` response)\n\n**Basis interpretation**\n- Positive basis -> perp trading premium to spot (bullish funding pressure)\n- Negative basis -> perp discount (short interest or spot squeeze)\n\n**Implied Forward Curve** (from Lukka-Analytics)\n| Tenor | Rate (annualized) | Timestamp |\n|-------|-------------------|-----------|\n\n**Volatility Surface** (from Lukka-Analytics)\n| Moneyness | Implied Vol | Tenor |\n|-----------|------------|-------|\n\n**Funding Rate** (if available from derivative source)\n- Not directly available via `get_historical_derivative_trades`; funding rate is exchange-specific metadata not in the Lukka-Pricing surface. Display \"N/A\" unless source provides it in trade metadata fields.\n"
}