Update to Lukka Digital Assets Intel

{
  "description": "Cross-exchange liquidity analysis with depth, spread, and VWAP",
  "included_files": [],
  "name": "liquidity-scan",
  "skill_md_contents": "---\nname: liquidity-scan\ndescription: \"Cross-exchange liquidity analysis with depth, spread, and VWAP\"\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_candles`, `pricing___get_market_depth`, `pricing___get_vwap`, `pricing___list_pricing_sources`, `refdata___get_pair_mappings`.\n\n# liquidity-scan workflow\n\n> See [CONNECTORS.md](../../CONNECTORS.md) for tool details.\n\n## Usage\n\nliquidity-scan workflow <user input>\n\n## Flow\n\n1. **Find exchanges for pair**: `refdata___get_pair_mappings({ lukkaPairCode: \"{pair}\", mappingStatus: \"Active\", limit: 1000 })`  -> list of entityCodes trading this pair\n   - **Page fully** (a flagship pair has 80+ venues). If `next` is non-null, keep paging - a truncated page silently drops exchanges (e.g. wrongly concluding BINA does not trade XBT-USD when it does). Never treat an exchange as absent from a partial page.\n2. **Map to sourceIds**: `pricing___list_pricing_sources({})`  -> filter ACTIVE sources; match entityCodes to sourceIds\n3. **Parallel per exchange** (via the `market-data-gatherer` skill) - one call per sourceId:\n   - `pricing___get_market_depth({ sourceIds: \"{single_sourceId}\", baseAssetCodes: \"{base}\", counterAssetCodes: \"USD\" })` \n     **CRITICAL**: base/counter filters mandatory (omitting returns 6.8 MB exchange dump). `sourceIds` accepts comma-separated values (one record per source) - you may batch several exchanges into one `get_market_depth` call to cut round-trips\n   - `pricing___get_vwap({ pairCode: \"{pair}\", sourceIds: \"{single_sourceId}\", from: 24h_ago, to: now })` \n   - `pricing___get_candles({ pairCode: \"{pair}\", sourceId: \"{single_sourceId}\", interval: 86400000 })` \n4. **Aggregate and rank** by: total depth (bids_1 + asks_1 within 1% of mid), spread, volume\n\n> **Full exchange depth** (optional - very large responses): use `large-data-processing` skill.\n> `cp \"<resolved-package-root>/skills/large-data-processing/references/process_market_depth.py\" /tmp/`\n> `python3 /tmp/process_market_depth.py /tmp/depth.json --top 20 --min-depth 50000`\n\n## Output\n\n### Liquidity Scan: {pair}\n\n**Exchange Ranking** (by total depth within 1% of mid)\n\n| # | Exchange | Bid Depth (1%) | Ask Depth (1%) | Bid Depth (5%) | Ask Depth (5%) | Spread (bps) | 24h Volume | VWAP |\n|---|----------|---------------|---------------|---------------|---------------|--------------|------------|------|\n\n- Bid/Ask Depth (1%) = `bids_1` / `asks_1` fields (liquidity within 1% of mid price)\n- Bid/Ask Depth (5%) = `bids_5` / `asks_5` fields (liquidity within 5% of mid - for larger orders)\n\n**Best Execution**\n- Tightest spread: {exchange} ({bps} bps)\n- Deepest book (1%): {exchange} (${depth})\n- Highest volume: {exchange} (${vol})\n- Recommended max order (1% slippage): ${size}\n  - Formula: `min(bids_1 * mid_price, asks_1 * mid_price) * 0.8` (20% safety buffer)\n- Recommended max order (5% slippage): ${size_5pct}\n  - Formula: `min(bids_5 * mid_price, asks_5 * mid_price) * 0.8`\n"
}