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CVD Divergence Spot vs Futures

analyze_cvd_divergence
Read-only

Bandingkan Cumulative Volume Delta (taker buy - taker sell) antara Spot dan Futures dari agg-trades yang di-supply caller (BUKAN fetch sendiri -- pass hasil binance_get_agg_trades + binance_get_spot_agg_trades). Reject kalau window waktu kedua array gak cukup overlap (minOverlapRatio). Rekomendasi window (empirikal, probe #2-#5 2026-08-26, lihat docs/mm_detection_framework.md): 60 menit kontinu untuk pair likuid/N-tinggi (BTCUSDT-class, TERVALIDASI 5 ronde probe). Pair kurang likuid/N-rendah (DOGEUSDT-class) pakai 60 menit by EKSTRAPOLASI, BELUM diprobe independen di atas 30 menit -- anggap asumsi.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
symbolNoLabel header saja -- kalkulasi divergence-nya sendiri symbol-agnostic.
spotTradesYesAgg-trades Spot (binance_get_spot_agg_trades).
futuresTradesYesAgg-trades Futures (binance_get_agg_trades).
minOverlapRatioNoMinimum rasio overlap window waktu (T field) kedua array supaya dianggap sebanding, default 0.8.
neutralThresholdPctNoRasio (bukan literal persen) -- divergence buyPct di bawah ambang*100 poin persentase diklasifikasi NEUTRAL. Default 0.0536 (5.36 poin persentase) = noise-floor spread empirik BTCUSDT window 60-menit (probe #2-#5, 2026-08-26, lihat docs/mm_detection_framework.md) -- TERVALIDASI cuma untuk pair likuid/N-tinggi sekelas BTCUSDT. Pair kurang likuid/N-rendah (DOGEUSDT-class) pakai default ini by EKSTRAPOLASI, BELUM divalidasi independen -- backtest ulang sebelum dipakai buat keputusan trading nyata di pair itu.

TDQS

A4.1/5.0
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already mark the tool as read-only and closed-world, and the description adds meaningful behavior beyond that: it rejects inputs when the time windows do not overlap enough, relies on caller-supplied data, and warns that low-liquidity window guidance is extrapolated rather than independently validated. No contradiction with annotations.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description is front-loaded: the first sentence states the core operation and input constraint, while the second covers the rejection condition and window recommendations. It is somewhat dense, but the extended caveats about validated vs extrapolated assumptions are directly relevant to correct use.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness4/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

It covers prerequisites, input provenance, overlap rejection behavior, and important reliability caveats, which is strong for a complex analytical tool. The lack of an output schema means the return shape is not described, but the schema and description together give enough context for an agent to invoke the tool correctly.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%, and every parameter already has rich descriptions, including minOverlapRatio and neutralThresholdPct with validation caveats. The description only reinforces the caller-supplied source and the overlap rejection behavior; it adds little meaning beyond what the schema already provides.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description uses a specific verb ('Bandingkan' / compare), names the exact resources (CVD between Spot and Futures), and states the required input source (agg-trades supplied by the caller). It also distinguishes itself from data-fetch siblings by explicitly saying 'BUKAN fetch sendiri'.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

It gives clear usage instructions: pass results from binance_get_agg_trades and binance_get_spot_agg_trades, and do not fetch internally. It also defines the overlap rejection rule as a gating condition. However, it does not explicitly contrast this tool with other analysis siblings under alternative scenarios.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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TDQS

A3.7/5.0
Disambiguation4/5

Most tools map to a distinct Binance metric or analytic concept, and descriptions explicitly contrast near-neighbors (spot vs futures, snapshot vs delta, 'BEDA dari...' notes). A few pairs could still be confused—`binance_get_basis` vs `binance_get_basis_history` and `binance_get_agg_trades` vs `binance_get_recent_trades`—but their purpose differences are explained well enough for careful agents.

Naming Consistency4/5

The dominant pattern is `binance_<verb>_<object>` in snake_case, with consistent complementary pairs like `get_*` and `get_*_history`. There are minor style breaks: `orderbook` vs `order_book`, the `whalescope_*` prefix, and `whalescope_full_pipeline` which lacks a verb, but the overall structure is readable and predictable.

Tool Count1/5

56 tools cross the explicit '50+ tools' extreme threshold. Although the Binance Futures domain is broad, many tools are single-endpoint or single-metric wrappers—multiple klines variants, order book variants, and ticker variants—that could be consolidated into parameterized composite tools. The surface is far too large for most agents to navigate efficiently.

Completeness4/5

The public market-data and analytics surface is remarkably complete: klines, funding, open interest, long/short ratios, top-trader data, liquidations, basis, order book behavior, regime detection, and full pipeline scoring are all covered. The main gaps are documented limitations such as unavailable liquidation-by-price data and non-public account/execution tooling, but agents can work around them without dead ends.

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