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kydlikebtc

binance-mcp-server

by kydlikebtc

binance_compare_spot_futures_price

Identify arbitrage opportunities by comparing spot and perpetual futures prices, calculating the spread and analyzing market sentiment in real time.

Instructions

📊 现货期货价差分析 - 套利机会智能识别

🔍 功能说明: 比较同一资产在现货和永续合约市场的实时价格差异,精确计算价差幅度和套利空间。分析市场情绪偏向,识别潜在的跨市场套利机会,是专业套利交易和市场中性策略的核心工具。

⚠️ 重要提醒: • 价差波动:现货-合约价差会随市场情绪和资金流向实时变化 • 套利成本:需要考虑交易手续费、资金费率和滑点成本 • 流动性差异:两个市场的深度和流动性可能不同 • 时效性:套利机会通常转瞬即逝,需要快速决策和执行

🎯 适用场景: • 专业套利交易者寻找跨市场套利机会 • 投资者分析市场整体情绪和资金流向 • 量化策略评估现货-合约价差的历史规律 • 风控系统监控价格异常和市场失衡

💹 输出示例: 分析完成后将返回:

📊 BTC 现货-合约价差分析报告

⏰ 分析时间:2024-01-15 15:30:25
🎯 套利评估:发现套利机会

💰 价格对比:
现货价格:43,245.50 USDT (Binance现货)
合约价格:43,391.75 USDT (USDT永续)
绝对价差:+146.25 USDT
相对价差:+0.338% (合约溢价)

📊 市场深度对比:
现货买卖价差:3.50 USDT (0.008%)
合约买卖价差:2.75 USDT (0.006%)
流动性评估:合约流动性更好
执行难度:低难度(深度充足)

💸 套利机会分析:
套利类型:🔥 卖合约买现货
理论利润:+0.338% (扣费前)
交易手续费:-0.10% (往返费用)
净利润空间:+0.238% (约103 USDT/每万USDT)
资金效率:优秀(无需大额资本)

⚡ 资金费率影响:
当前资金费率:+0.0125% (8小时)
年化资金费率:+11.38%
费率方向:多头支付空头
持仓成本:如持有空头可获得费用

🎯 市场情绪分析:
价差方向:合约溢价(多头情绪强)
溢价程度:偏高(市场FOMO情绪)
历史分位:75%分位数(相对高位)
反转概率:60%(可能回归均值)

📈 策略建议:
推荐策略:💡 现货-合约套利
开仓方向:买现货 + 卖合约
目标利润:0.20% - 0.35%
风险控制:价差收窄至0.15%止损

⏱️ 执行时机:
入场时机:✅ 立即执行(价差较大)
持有期:建议3-7天(等待价差收窄)
退出信号:价差低于0.15%或资金费率转负

💡 操作要点:
1. 同时在现货买入和合约卖空相同数量
2. 密切监控资金费率变化趋势
3. 设置价差预警,自动化监控
4. 考虑分批建仓降低执行成本

⚠️ 风险提醒:
套利收益有限但相对稳定。
注意极端行情下的流动性风险。
合约持仓需要保证金,计算资金效率。
建议小额试验,逐步增加规模。

🔍 历史数据参考:
过去30天平均价差:0.12%
最大价差:0.89% (2024-01-08)
价差均值回归周期:3-5天
套利成功率:68% (历史统计)

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
symbolYes要比较的交易对基础资产,如"BTC"、"ETH"。将自动查询对应的现货和合约价格。
Behavior4/5

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

With no annotations, the description carries the full transparency burden. It discloses read-only analysis behavior, includes a detailed output example, and warns about volatility, costs, liquidity, and timeliness. It does not cover API-level details like authentication or rate limits, but for a simple comparison tool, it is sufficiently transparent.

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

Conciseness2/5

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

The description is overly long and cluttered with emojis, repeated risk warnings, and an extensive output example. The core information is buried under promotional formatting, and several sentences are redundant (e.g., multiple risk reminders repeated). It is not front-loaded, making it less efficient for an AI agent to parse quickly.

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

Completeness5/5

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

Despite being verbose, the description is contextually complete: it explains the purpose, use cases, warnings, and includes a detailed output example that compensates for the lack of an output schema. For a single-parameter read-only tool, it covers all necessary aspects an agent needs to select and invoke it.

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?

The input schema already provides 100% coverage for the only parameter 'symbol' with examples and a description. The tool description adds no new semantic meaning beyond confirming that the symbol is used to compare spot and perpetual futures prices, so the baseline score of 3 applies.

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 opens with '现货期货价差分析 - 套利机会智能识别' which clearly states it analyzes spot-futures price differences and identifies arbitrage opportunities. This verb+resource combination distinguishes it from sibling tools like binance_spot_price and binance_futures_price, which only fetch single-market prices.

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?

The '适用场景' section explicitly lists use cases: professional arbitrage traders, sentiment analysis, quant strategy evaluation, and risk monitoring. This provides clear context for when to use the tool, though it does not explicitly mention alternatives with when-not-to-use guidance.

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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