/**
* Market Intelligence Tools
*
* Provides multi-exchange market data aggregation, arbitrage detection,
* and liquidity analysis functionality.
*/
const ccxt = require('ccxt');
// Tool for aggregated order book data across exchanges
const getAggregatedOrderBook = {
name: 'get_aggregated_order_book',
description: 'Aggregate order book data across multiple exchanges',
parameters: {
type: 'object',
required: ['symbol'],
properties: {
symbol: {
type: 'string',
description: 'Trading pair symbol (e.g., "BTC/USDT")'
},
exchanges: {
type: 'array',
items: { type: 'string' },
description: 'List of exchanges to include (default: top exchanges by volume)'
},
depth: {
type: 'number',
description: 'Depth of order book to fetch (default: 10)'
}
}
},
handler: async ({ symbol, exchanges = ['binance', 'coinbase', 'kraken'], depth = 10 }) => {
try {
// Demo implementation - would connect to real exchanges in production
const aggregatedOrderBook = {
symbol,
timestamp: Date.now(),
exchanges: exchanges,
bids: [
[67850.23, 1.5, 'binance'],
[67849.95, 0.8, 'coinbase'],
[67848.50, 2.1, 'kraken'],
[67845.75, 1.2, 'binance'],
[67844.90, 0.5, 'coinbase'],
],
asks: [
[67855.40, 0.9, 'binance'],
[67856.20, 1.3, 'coinbase'],
[67857.50, 0.7, 'kraken'],
[67858.10, 1.8, 'binance'],
[67860.25, 2.4, 'coinbase'],
],
aggregatedLiquidity: {
bids: 412000, // USD value
asks: 487000 // USD value
}
};
return aggregatedOrderBook;
} catch (error) {
return {
error: true,
message: `Failed to aggregate order book: ${error.message}`
};
}
}
};
// Tool for arbitrage opportunity detection
const getArbitrageOpportunities = {
name: 'get_arbitrage_opportunities',
description: 'Detect arbitrage opportunities across exchanges',
parameters: {
type: 'object',
required: ['symbols'],
properties: {
symbols: {
type: 'array',
items: { type: 'string' },
description: 'List of trading pair symbols to check'
},
minSpread: {
type: 'number',
description: 'Minimum spread percentage to consider (default: 0.5)'
},
includesFees: {
type: 'boolean',
description: 'Whether to include exchange fees in calculations (default: true)'
}
}
},
handler: async ({ symbols, minSpread = 0.5, includesFees = true }) => {
try {
// Demo implementation - would connect to real exchanges in production
const opportunities = [
{
symbol: 'ETH/USDT',
buyExchange: 'Binance',
sellExchange: 'Coinbase',
buyPrice: 3247.50,
sellPrice: 3272.10,
spreadPercentage: 0.76,
estimatedProfit: 24.60,
volume24h: {
buyExchange: 1200000000,
sellExchange: 890000000
},
executionTime: 45, // ms
fees: {
buy: 3.25,
sell: 3.27,
total: 6.52
},
netProfitPercentage: 0.56,
recommendedSize: 25000,
riskLevel: 'LOW'
},
{
symbol: 'LINK/USDT',
buyExchange: 'Kraken',
sellExchange: 'Binance',
buyPrice: 14.25,
sellPrice: 14.39,
spreadPercentage: 0.98,
estimatedProfit: 14.00,
volume24h: {
buyExchange: 450000000,
sellExchange: 520000000
},
executionTime: 38, // ms
fees: {
buy: 1.42,
sell: 1.44,
total: 2.86
},
netProfitPercentage: 0.78,
recommendedSize: 10000,
riskLevel: 'MEDIUM'
}
];
return {
opportunities,
timestamp: Date.now(),
marketStatus: 'Active',
exchangesMonitored: ['Binance', 'Coinbase', 'Kraken', 'KuCoin', 'Bitfinex']
};
} catch (error) {
return {
error: true,
message: `Failed to detect arbitrage opportunities: ${error.message}`
};
}
}
};
// Tool for liquidity analysis
const analyzeLiquidity = {
name: 'analyze_liquidity',
description: 'Analyze liquidity metrics for a trading pair across exchanges',
parameters: {
type: 'object',
required: ['symbol'],
properties: {
symbol: {
type: 'string',
description: 'Trading pair symbol (e.g., "BTC/USDT")'
},
exchanges: {
type: 'array',
items: { type: 'string' },
description: 'List of exchanges to include'
},
volumeThreshold: {
type: 'number',
description: 'Minimum volume threshold in base currency (default: 1.0)'
}
}
},
handler: async ({ symbol, exchanges = ['binance', 'coinbase', 'kraken'], volumeThreshold = 1.0 }) => {
try {
// Demo implementation - would connect to real exchanges in production
const liquidity = {
symbol,
timestamp: Date.now(),
globalMetrics: {
totalVolume24h: 9450000000,
averageSlippage: {
'10k': 0.04,
'100k': 0.12,
'1M': 0.38
},
bidAskSpread: 0.02,
volatility24h: 2.4,
liquidityScore: 92 // 0-100
},
exchangeMetrics: {
binance: {
volume24h: 4800000000,
marketShare: 50.8,
orderBookDepth: 75000000,
slippage: {
'10k': 0.02,
'100k': 0.08,
'1M': 0.29
},
averageExecutionTime: 45 // ms
},
coinbase: {
volume24h: 2700000000,
marketShare: 28.6,
orderBookDepth: 45000000,
slippage: {
'10k': 0.03,
'100k': 0.12,
'1M': 0.42
},
averageExecutionTime: 65 // ms
},
kraken: {
volume24h: 1950000000,
marketShare: 20.6,
orderBookDepth: 38000000,
slippage: {
'10k': 0.05,
'100k': 0.18,
'1M': 0.52
},
averageExecutionTime: 72 // ms
}
},
recommendations: {
bestForLargeOrders: 'binance',
bestForSpeed: 'binance',
bestForPrice: 'binance',
executionStrategy: 'Split between Binance (60%) and Coinbase (40%) for $1M+ orders'
}
};
return liquidity;
} catch (error) {
return {
error: true,
message: `Failed to analyze liquidity: ${error.message}`
};
}
}
};
// Tool for market microstructure analysis
const getMarketDepth = {
name: 'get_market_depth',
description: 'Detailed order book and market microstructure analysis',
parameters: {
type: 'object',
required: ['symbol', 'exchange'],
properties: {
symbol: {
type: 'string',
description: 'Trading pair symbol (e.g., "BTC/USDT")'
},
exchange: {
type: 'string',
description: 'Exchange to analyze'
},
levels: {
type: 'number',
description: 'Number of price levels to include (default: 20)'
}
}
},
handler: async ({ symbol, exchange, levels = 20 }) => {
try {
// Demo implementation - would connect to real exchanges in production
const marketDepth = {
symbol,
exchange,
timestamp: Date.now(),
orderBook: {
bids: Array.from({ length: levels }, (_, i) => {
const price = 67850 - (i * 5);
return [price, Math.random() * 3 + 0.5];
}),
asks: Array.from({ length: levels }, (_, i) => {
const price = 67855 + (i * 5);
return [price, Math.random() * 3 + 0.5];
})
},
analysis: {
bidAskImbalance: 0.82, // Bid volume / Ask volume
marketPressure: 'BULLISH', // Based on order book imbalance
largeOrders: [
{ price: 67820, volume: 12.5, side: 'BID' },
{ price: 67900, volume: 8.2, side: 'ASK' }
],
priceWalls: [
{ price: 67800, volume: 45.8, side: 'BID' },
{ price: 68000, volume: 62.3, side: 'ASK' }
],
depthVisualization: "BASE64_ENCODED_IMAGE_PLACEHOLDER"
}
};
return marketDepth;
} catch (error) {
return {
error: true,
message: `Failed to analyze market depth: ${error.message}`
};
}
}
};
module.exports = {
getAggregatedOrderBook,
getArbitrageOpportunities,
analyzeLiquidity,
getMarketDepth
};
