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kydlikebtc

binance-mcp-server

by kydlikebtc

binance_get_optimal_trade_size

Analyze order book depth and simulate price impact to determine the maximum safe trade size within your slippage limit.

Instructions

📊 最优交易量计算器 - 流动性冲击最小化

🔍 功能说明: 根据实时订单簿深度分析,计算最优交易数量范围。深度分析市场流动性分布,计算不同交易量对价格的潜在冲击,建议在控制滑点的前提下的最大安全交易量,是大额交易的重要参考工具。

⚠️ 重要提醒: • 市场冲击:大额交易会消耗订单簿深度,产生价格滑点 • 动态变化:订单簿实时变动,最优交易量随时调整 • 分批执行:超过最优量的订单建议分批执行降低冲击 • 时机选择:交易活跃时段流动性更好,冲击更小

🎯 适用场景: • 大额交易前评估市场承受能力 • 机构投资者的流动性风险管理 • 高频交易系统的订单大小优化 • 市场流动性研究和分析

📊 输出示例: 计算完成后将返回:

📊 BTCUSDT 最优交易量分析报告

⚖️ 市场流动性概况:
交易方向:买入 (BUY)
分析时间:2024-01-15 15:30:25
价格影响限制:1.0% (用户设定)
流动性等级:高流动性

📈 订单簿深度分析:
当前最佳价格:43,250.50 USDT
可用卖单档位:20档
总可用流动性:15.50000000 BTC
深度价值:670,242.75 USDT

💰 价格冲击模拟:

🟢 0.5% 价格冲击 (轻微影响)
最大交易量:2.50000000 BTC
成交均价:43,357.75 USDT (+0.25%)
交易价值:108,394.38 USDT
执行难度:低

🟡 1.0% 价格冲击 (目标限制)
最大交易量:5.75000000 BTC  
成交均价:43,466.25 USDT (+0.50%)
交易价值:249,930.44 USDT
执行难度:中等

🔴 2.0% 价格冲击 (显著影响)
最大交易量:12.25000000 BTC
成交均价:43,805.75 USDT (+1.28%)
交易价值:536,620.44 USDT
执行难度:高

🎯 推荐交易策略:

✅ 推荐方案一:分批执行
单批最优量:2.50000000 BTC
批次数量:按需求分2-4批
执行间隔:5-15分钟
价格冲击:<0.5% (每批)

✅ 推荐方案二:限制单批
单批最大量:5.75000000 BTC
价格冲击:1.0% (用户限制内)
执行方式:一次完成
适合场景:对时效要求高

⏰ 执行建议:
最佳执行时段:市场活跃时间
流动性监控:实时关注订单簿变化
紧急情况:可接受更高滑点快速成交

📊 市场特征分析:
流动性集中度:前5档占总深度68%
价格分散度:卖单分布相对均匀
深度稳定性:订单簿更新频率适中
市场活跃度:交易频繁,流动性充足

💡 风险提示:
• 推荐交易量基于当前订单簿状态
• 市场波动可能快速改变流动性分布
• 大额交易建议设置滑点保护
• 建议实时监控成交情况及时调整

🔍 技术细节:
计算方法:逐档累计价格影响
更新频率:实时订单簿数据
精确度:考虑最小交易单位
安全边际:预留20%流动性缓冲

📈 历史参考:
过去24h平均深度:相比当前+15%
最佳交易时段:14:00-16:00 UTC
流动性评级:A级 (最高流动性)
建议频率:每30分钟重新评估

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
sideYesBUY=分析买入时的最优数量,SELL=分析卖出时的最优数量。买卖方向影响流动性分析。
symbolYes要分析的交易对,如"BTCUSDT"。将获取该交易对的订单簿深度信息。
maxPriceImpactNo可接受的最大价格影响百分比。例如:0.5表示可接受0.5%的价格滑点。默认1.0%。
Behavior5/5

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

With no annotations, the description fully carries the behavioral burden. It discloses the methodology (逐档累计价格影响), output format (报告), safety margin (20% liquidity buffer), dynamic nature (实时变动), and risk implications (market impact, batch execution advice). This gives the agent a thorough understanding of the tool's behavior.

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 extremely verbose, with extensive emoji formatting, multiple repetitive warning sections, and a full mock output report. While well-structured with headers, the core message is scattered and the length is disproportionate for a tool description, failing the 'every sentence earns its place' test.

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 lacking an output schema and annotations, the description provides a complete picture: detailed output example, technical details, usage scenarios, execution advice, and risk warnings. For a complex analysis tool, this is highly comprehensive and gives the agent all context needed to understand what the tool returns and how to interpret 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?

Schema description coverage is 100% with detailed parameter explanations (e.g., side affects liquidity analysis, maxPriceImpact defines acceptable slippage). The description's output example implicitly illustrates how maxPriceImpact and side are used, but it does not add direct semantic value beyond what the schema already provides, warranting the baseline score.

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 clearly states the tool is an optimal trade volume calculator that minimizes liquidity impact using order book depth analysis. It uses a specific verb ('计算') and resource ('最优交易量'), and the detailed functionality ('深度分析市场流动性分布,计算不同交易量对价格的潜在冲击') distinguishes it from sibling tools like position sizing or order placement tools.

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 when to use the tool (large trade assessment, institutional risk management, HFT optimization, liquidity research). It provides clear context for use, though it does not explicitly mention alternatives or when not to use it, which would have earned a 5.

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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