Immutable. This exact content is served forever at /api/v1/blob/5eeb661713cb629a.
# Algo-Trading-Skills — Extended Documentation for LLM Context Windows ## Overview Algo-Trading-Skills is an open-source engineering library of algorithmic trading playbooks in the agentskills.io format, written for AI coding agents (Claude Code, GitHub Copilot, Cursor, Windsurf, Cline, Gemini CLI, OpenAI Codex CLI, Aider, Continue). ## Architectural Design Pattern Each skill follows progressive disclosure: 1. Frontmatter (name + description, ~100 tokens): what the skill does and when to trigger it. This is all an agent reads while deciding which skill applies. 2. SKILL.md body (~2,000-3,700 tokens): `When to Use`, `When NOT to Use`, `Prerequisites`, `Workflow`, `Common Pitfalls`, `Verification`, `Related Skills`. 3. `references/`: standards.md (regulatory and vendor specifications with sources) and workflows.md (full technical procedure). 4. `scripts/`: a standalone Python helper module plus its `test_*.py` unittest suite. 5. `assets/checklist.md`: sign-off checklist derived from the Verification section. ## Frontmatter contract The agentskills.io specification allows six top-level fields (`name`, `description`, `license`, `compatibility`, `allowed-tools`, `metadata`), so this repository's own fields live under `metadata:` as string values: ```yaml --- name: order-placement-idempotency description: >- Use whenever a bot places, modifies, or cancels live orders and must guarantee it never double-executes an order due to retries, timeouts, or reconnects license: Apache-2.0 metadata: domain: algorithmic-trading subdomain: broker-integration tags: broker-integration, idempotency, client-order-id, order-ledger, retry-safety brokers_frameworks: Fyers API v3; Zerodha Kite Connect; Upstox API v2; IBKR API version: "2.0.0" author: algo-trading-skills-contributors --- ``` Every description starts with "Use when …" and fits in 280 characters, because an agent selects a skill from its description alone and every installed skill's description is loaded into context at session start. ## Domain Breakdown (16 domains) Exact per-domain counts are in `index.json` under the `subdomains` key, and every skill is listed by domain in `docs/ROADMAP_500.md`: 1. broker-integration — headless auth, token lifecycle, order idempotency, rate limits 2. real-time-architecture — tick pipelines, buffering, backpressure, WebSocket recovery 3. backtesting-methodology — lookahead bias, walk-forward, slippage realism, tearsheets 4. financial-ml — leakage-free features, labeling, drift and staleness, serving 5. risk-management — kill switches, exposure limits, VaR, stress tests, risk governance 6. deployment-ops — supervision, promotion gates, canary/blue-green, secrets, incidents 7. global-market-integration — venue APIs worldwide, crypto exchanges, FX 8. regulatory-compliance-global — SEC, FINRA, MiFID II, FCA, ASIC, MAS, SEBI, IIROC, SFC, JFSA 9. multi-asset-derivatives — SPAN margin, rolls, Greeks, funding, exotics 10. execution-algorithms — TWAP/VWAP/POV, implementation shortfall, routing, auctions, TCA 11. data-management-global — calendars, time zones, clocks, symbology, corporate actions 12. crypto-custody-security — wallet split, whitelists, multi-sig, MPC, HSM, key backup 13. portfolio-multi-strategy — correlation, allocation, lifecycle, attribution, reporting 14. market-microstructure-latency — colocation, clocks, tick-to-trade, book signals 15. quant-research-alt-data — satellite, card data, sentiment, supply chain, search trends 16. tax-accounting-reporting-global — wash sales, lots, 475/1256, crypto tax, 1099-B ## Packaging The Claude Code marketplace (`.claude-plugin/marketplace.json`) ships one plugin per domain plus an all-skills plugin, generated by `tools/build_marketplace.py`. Installing a single domain keeps the per-session context cost to a few thousand tokens. ## Platform Rule Files - Claude Code: `CLAUDE.md` and `.claude-plugin/` - OpenAI Codex / OpenHands: `AGENTS.md` - Gemini CLI: `GEMINI.md` - GitHub Copilot: `.github/copilot-instructions.md` - Cursor: `.cursor/rules/algo-trading-skills.mdc` - Cline / Roo Code: `.clinerules` - Windsurf: `.windsurfrules` - Continue: `.continue/rules/algo-trading-skills.md` - Aider: `CONVENTIONS.md` and `.aider.conf.yml` ## Verification - `python tools/validate_skills.py` — frontmatter, sections, cross-references, packaging - `skills-ref validate skills/<name>` — the agentskills.io reference validator - `python tools/run_all_tests.py` — every skill's unittest suite, isolated per subprocess - `python tools/build_index.py --check` / `build_marketplace.py --check` — generated files