auction-only-order-types-for-illiquid-names SKILL.md skillA
auction-only-order-types-for-illiquid-names from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/auction-only-order-types-for-illiquid-names@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/auction-only-order-types-for-illiquid-names/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 4, 2026
- First version recorded
- Aug 13, 2026
- Size
- 8,590 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a large block in an illiquid equity would walk the book during continuous trading, and limit-on-close or market-on-close orders move it at the auction instead. Trading against a published imbalance is close-auction-participation-strategy.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Use this execution algorithm when attempting to buy or sell a large block of an illiquid equity (e.g., small-cap or micro-cap stocks). Trading illiquid names during the continuous market session often leads to catastrophic market impact (slippage) as the order "walks the order book." This skill leverages the centralized liquidity event of the exchange's Closing Auction by routing the order as a Limit-on-Close (LOC) order, significantly reducing information leakage and price impact. ## When NOT to Use **Do NOT use it** to provide contra-side liquidity against a published closing imbalance — that is `close-auction-participation-strategy`, which consumes the NOII/NYSE imbalance feed this skill deliberately does not read. It is also not an order gateway: it produces routing and pricing parameters, it does not submit, amend or cancel orders. ## Prerequisites - Python 3.10+ (the module uses `zoneinfo`; on a bare Windows or slim container install the `tzdata` package so `America/New_York` resolves). - Average Daily Volume (ADV) metrics for the target instrument. - The **scheduled session close** for the trading date, not just the current …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/auction-only-order-types-for-illiquid-names@sha256:35db97067114fabcThe line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_tiboy5xwg2mcn6op)
3 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Aug 13, 2026 and Sep 4, 2026, about one every 5 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-04 | 48bcc05 | 8,590 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 8527a51 | 8,589 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 8,439 B | A | view · diff |
| v2.0.0 | 2026-09-03 | eb7108c | 8,419 B | A | view · diff |
| v1.2.0 | 2026-08-13 | 097e217 | 4,581 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (8590 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_tiboy5xwg2mcn6op GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/auction-only-order-types-for-illiquid-names GET https://markdownregistry.com/api/v1/blob/35db97067114fabc6114bb28d888ed4a9d7dadd09ed41ea244a48226933fa19c
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.