Okx Cex Market
dex-original/okx-agent-trade-kit
A skill your agent uses when the user asks for: price of any asset, ticker, order book, candles, OHLCV, funding rate, open interest, OI change scanner, market screener (top movers, high-volume…
Covers three crypto-derivatives approaches: perpetual funding-rate arbitrage, futures term-structure trading in contango and backwardation, and options volatility and Greeks analysis.
Install Crypto Derivatives Strategies
$ npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install HKUDS/Vibe-Trading crypto-derivatives --agent claude-codeProject scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .claude/skills && cp -r skills-src/agent/src/skills/crypto-derivatives .claude/skills/crypto-derivatives && rm -rf skills-srcUse ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.
Claude Code skills documentation · loads skills from .claude/skills/
Install the "crypto-derivatives" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/crypto-derivatives into .claude/skills/crypto-derivatives/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "crypto-derivatives", then confirm the skill loads.Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$skill-installer install https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/crypto-derivativesType this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.
$ npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install HKUDS/Vibe-Trading crypto-derivatives --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .agents/skills && cp -r skills-src/agent/src/skills/crypto-derivatives .agents/skills/crypto-derivatives && rm -rf skills-srcUse ~/.agents/skills/ instead of .agents/skills for a personal install.
Codex skills documentation · loads skills from .agents/skills/
Install the "crypto-derivatives" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/crypto-derivatives into .agents/skills/crypto-derivatives/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "crypto-derivatives", then confirm the skill loads.Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install HKUDS/Vibe-Trading crypto-derivatives --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/agent/src/skills/crypto-derivatives .cursor/skills/crypto-derivatives && rm -rf skills-srcUse ~/.cursor/skills/ instead of .cursor/skills for a personal install.
Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/
Install the "crypto-derivatives" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/crypto-derivatives into .cursor/skills/crypto-derivatives/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "crypto-derivatives", then confirm the skill loads.Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gemini skills install https://github.com/HKUDS/Vibe-Trading.git --path agent/src/skills/crypto-derivatives--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.
$ npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install HKUDS/Vibe-Trading crypto-derivatives --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/agent/src/skills/crypto-derivatives .gemini/skills/crypto-derivatives && rm -rf skills-srcUse ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.
Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/
Install the "crypto-derivatives" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/crypto-derivatives into .gemini/skills/crypto-derivatives/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "crypto-derivatives", then confirm the skill loads.Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gh skill install HKUDS/Vibe-Trading crypto-derivativesInstalls for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).
$ npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .github/skills && cp -r skills-src/agent/src/skills/crypto-derivatives .github/skills/crypto-derivatives && rm -rf skills-srcUse ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.
GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/
Install the "crypto-derivatives" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/crypto-derivatives into .github/skills/crypto-derivatives/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "crypto-derivatives", then confirm the skill loads.GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install HKUDS/Vibe-Trading crypto-derivatives --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/agent/src/skills/crypto-derivatives .opencode/skills/crypto-derivatives && rm -rf skills-srcUse ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.
OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/
Install the "crypto-derivatives" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/crypto-derivatives into .opencode/skills/crypto-derivatives/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "crypto-derivatives", then confirm the skill loads.OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
Facts
- Skill name
crypto-derivatives- GitHub stars
- 35k
- Token cost
- ~2.4k tokens
- SKILL.md length
- 412 words
- Files
- 1
- Skills in repo
- 89
- Repo updated
- First seen
- Licence
- MIT
At a glance
Covers three crypto-derivatives approaches: perpetual funding-rate arbitrage, futures term-structure trading in contango and backwardation, and options volatility and Greeks analysis.
- Works in 4 steps: Short Straddle → Protective Put → Iron Butterfly → …
- Assessing a perpetual funding-rate arbitrage with spot and perpetual legs
- SKILL.md covers Overview, Perpetual Funding-Rate Arbitrage, Term-Structure Trading and Options Strategies, plus 3 more sections
- Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md
What it does
Three strategy families are covered, with OKX and Deribit as the main exchanges. For perpetual funding-rate arbitrage the skill explains how funding anchors perpetual prices to spot, describes positive carry (long spot, short perpetual) and its reverse, and gives a table mapping 8-hour funding rate bands to annualized figures, market sentiment and a strategy signal.
Risk control points include margin shortfalls that can liquidate the account and funding rates that flip sign. The term-structure section defines contango and backwardation, supplies a spread function and compares cash-and-carry, calendar spread and reverse calendar trades. The options part focuses on the volatility smile and Greeks analysis, and historical regularities of the BTC term structure are listed, starting with bull markets.
When your agent uses it
- Assessing a perpetual funding-rate arbitrage with spot and perpetual legs
- Reading the futures curve for contango or backwardation trades
- Comparing cash-and-carry with calendar spreads
- Analyzing option volatility smiles and Greeks on OKX or Deribit
Example prompts
- “Is the current BTC funding rate high enough to make positive carry worth it?”
- “Compute the annualized contango from the spot price and the quarterly futures price.”
- “Compare a cash-and-carry trade with a calendar spread on the current curve.”
- “Explain the Greeks exposure of this option position.”
Workflow steps
4 steps, taken from the step headings in SKILL.md.
What it can do on your machine
Read from SKILL.md and the folder at commit b1f6ce7. It shows what the files ask for, not the result of running them.
Tool permissions
Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.
From allowed-tools in the SKILL.md frontmatter.
Runs code
No scripts in the folder and no shell commands in SKILL.md (its code samples are python and markdown).
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md.
From URLs in SKILL.md, links to its own repository left out.
Credentials
Names no API keys, tokens, secrets or passwords.
From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.
Context cost
Crypto Derivatives Strategies loads about 2.4k tokens when it runs. Until then it costs about 47 tokens; SKILL.md has 412 words of instructions outside code blocks.
Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.
Safety
Auto-check passed
The automated check found no risky patterns in SKILL.md.
Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.
SKILL.md
The full file from HKUDS/Vibe-Trading at commit b1f6ce7, republished under its MIT licence (© HKUDS). 412 words, ~2,376 tokens.
Download SKILL.mdSave it as
.claude/skills/crypto-derivatives/SKILL.md (or your agent's skills folder).- name
- crypto-derivatives
- description
- Crypto-derivatives strategies — perpetual funding-rate arbitrage, futures term-structure contango/backwardation trading, and option volatility-smile / Greeks analysis.
- category
- crypto
Crypto-Derivatives Strategies
Overview
Covers three major crypto-derivatives strategy directions: perpetual funding-rate arbitrage, futures term-structure trading, and options strategies (volatility trading). The main exchanges are OKX and Deribit.
Perpetual Funding-Rate Arbitrage
Funding-Rate Mechanism
Perpetual contracts have no expiry and rely on the funding rate to anchor prices to spot:
Funding rate > 0: longs pay shorts (strong bullish sentiment)
Funding rate < 0: shorts pay longs (strong bearish sentiment)
Settlement frequency: OKX settles every 8 hours (00:00 / 08:00 / 16:00 UTC)
Annualized return = funding rate × 3 × 365Arbitrage Strategies
Positive carry arbitrage (funding rate > 0):
Long spot + short perpetual = net delta close to zero
Return source: collect funding every 8 hours
Reverse carry arbitrage (funding rate < 0, less common):
Short spot (borrow coin and sell) + long perpetual
Return source: collect funding every 8 hoursFunding-Rate Signals
| Funding Rate (8h) | Annualized | Market Sentiment | Strategy Signal |
|---|---|---|---|
| > 0.1% | > 109% | Extreme greed | Short signal (rate is unsustainable) |
| 0.03-0.1% | 33-109% | Bullish bias | Positive carry arbitrage is attractive |
| 0.01-0.03% | 11-33% | Normal bullish | Positive carry arbitrage is tradable |
| -0.01~0.01% | -11~11% | Neutral | No arbitrage opportunity |
| < -0.01% | < -11% | Bearish bias | Reverse carry arbitrage or stop-loss |
| < -0.1% | < -109% | Extreme panic | Long signal (rate is unsustainable) |
Arbitrage Risk Control
Risk points:
1. Insufficient margin: the derivatives leg requires margin, and extreme moves can liquidate the account
2. Funding reversal: a positive rate can suddenly turn negative, making the arbitrage unprofitable
3. Basis volatility: changes in the spot-futures basis can cause floating losses
4. Exchange risk: withdrawal limits, downtime, liquidation-mechanism differences
Risk parameters:
- Leverage: no more than 3x (arbitrage does not need high leverage)
- Margin ratio: keep >50% (far from liquidation)
- Single-coin allocation: <30% (diversification)
- Stop-loss: close when floating loss exceeds expected return over 3 monthsTerm-Structure Trading
Basic Concepts
Term structure = futures price curve across different expiries
Contango: far month > near month > spot
- Meaning: market expects higher future prices
- Common in bull markets or normal market conditions
Backwardation: far month < near month < spot
- Meaning: market expects lower future prices or spot shortage
- Common in bear markets or after extreme eventsTerm-Structure Metrics
def term_structure_spread(spot_price, futures_prices: dict) -> dict:
"""
Args:
spot_price: Spot price
futures_prices: {expiry: price}, for example {'2026-06': 105000, '2026-09': 107000}
Returns:
Basis, annualized basis, and structure type
"""
results = {}
for expiry, price in futures_prices.items():
days_to_expiry = (pd.Timestamp(expiry) - pd.Timestamp.now()).days
basis = (price - spot_price) / spot_price
annualized = basis / days_to_expiry * 365
results[expiry] = {
'basis': basis,
'annualized_basis': annualized,
'days': days_to_expiry,
}
return resultsTrading Strategies
| Strategy | Action | Applicable Environment | Risk |
|---|---|---|---|
| Cash-and-Carry | Long spot + short futures | Significant contango (annualized >15%) | Exchange risk |
| Calendar Spread | Long near month + short far month | Expect contango convergence | Basis widening |
| Reverse Calendar | Short near month + long far month | Expect backwardation convergence | Basis reversal |
Historical Regularities of BTC Term Structure
- Bull market: contango annualized 15-40%, quarterly futures premium 5-10%
- Bear market: backwardation or contango annualized <5%
- Around halving: contango usually widens
- Extreme crashes: brief backwardation (such as March 12 and May 19)Options Strategies
Overview of the Crypto Options Market
| Exchange | Underlyings | Characteristics |
|---|---|---|
| Deribit | BTC / ETH | Largest options exchange, >80% market share |
| OKX | BTC / ETH | Second largest, liquidity still growing |
| Binance | BTC / ETH | Weaker liquidity |
Basic Greeks
| Greek | Meaning | Crypto-Specific Characteristic |
|---|---|---|
| Delta | Change in option price for a 1% move in the underlying | BTC is highly volatile, so Delta changes quickly |
| Gamma | Rate of change of Delta | ATM options have the highest Gamma |
| Theta | Time decay (per day) | Crypto trades 7x24, so there are no weekends off |
| Vega | Impact of a 1% move in implied volatility | BTC IV is often 50-120%, far above traditional assets |
| Rho | Rate sensitivity | In crypto markets, the rate proxy is DeFi yield |
Show full SKILL.md (143 more words)Show less
Volatility Smile / Skew
Characteristics of the BTC option volatility surface:
1. Smile: IV of OTM puts and OTM calls is both higher than ATM IV
2. Skew: usually OTM put IV > OTM call IV (downside-protection demand)
3. Reverse skew: in bull markets, OTM call IV may exceed OTM put IV
25Δ Risk Reversal = IV(25Δ Call) - IV(25Δ Put)
> 0: bullish skew
< 0: bearish skew (normal state)
The larger the absolute value, the steeper the skewCommon Options Strategies
1. Short Straddle
Action: sell ATM call + ATM put simultaneously
Return source: time decay (Theta income)
Risk: large move in the underlying
Applicable when: IV is considered too high and the market is expected to stay range-bound
BTC parameter suggestions:
- Consider selling when IV > 80%
- Expiry: 7-14 days (faster decay)
- Margin: at least 30% of underlying notional2. Protective Put
Action: hold spot + buy OTM put
Purpose: hedge downside risk
Cost: put premium (about 2-5% of underlying value per month)
Applicable when: protecting profits in a bull market
BTC parameter suggestions:
- Strike: 10-15% below spot
- Expiry: 1-3 months
- Delta: -0.2 to -0.33. Iron Butterfly
Action: sell ATM call + sell ATM put + buy OTM call + buy OTM put
Return source: profit when the underlying moves within a narrow range
Risk: limited (protected by OTM options)
Applicable when: low-volatility expectation
Maximum profit = premium sold - premium bought
Maximum loss = wing width - maximum profit4. Volatility Arbitrage
Action: long / short IV versus realized volatility
Long volatility:
- Buy straddle + Delta hedge
- Applicable when: IV < historical volatility (IV is low)
Short volatility:
- Sell straddle + Delta hedge
- Applicable when: IV > historical volatility (IV is high)
BTC IV reference:
- IV < 40%: extremely low (long volatility)
- IV 40-60%: normal-to-low
- IV 60-80%: normal
- IV 80-120%: elevated (short volatility)
- IV > 120%: extremely high (short volatility, but risk is large)Analysis Framework
Daily Monitoring Metrics
1. Perpetual funding rate (8h / annualized)
2. BTC quarterly-futures basis
3. 25Δ Risk Reversal
4. ATM implied volatility
5. Option put/call ratio
6. Option open interestStrategy Selection Decision Tree
Market environment judgment:
├── High funding rate (>0.05%) + high IV (>80%)
│ └── Positive carry arbitrage + short volatility
├── Low funding rate + low IV (<50%)
│ └── Stay out of carry arbitrage + long volatility
├── Significant contango (annualized >20%)
│ └── Cash-and-Carry
└── Backwardation
└── Reduce exposure / hedge / buy protective putsOutput Format
## Crypto-Derivatives Analysis
### Market Snapshot
| Metric | BTC | ETH |
|------|-----|-----|
| Spot price | $95,000 | $3,200 |
| Perpetual funding (8h) | 0.035% | 0.028% |
| Annualized funding | 38.3% | 30.7% |
| Quarterly basis (annualized) | 18.5% | 15.2% |
| ATM IV (30d) | 65% | 72% |
| 25Δ RR | -3.2% | -4.5% |
### Strategy Suggestions
| Strategy | Direction | Expected Annualized Return | Risk Level |
|------|------|---------|---------|
| BTC funding-rate arbitrage | Short perpetual + long spot | 25-35% | Medium |
| ETH Calendar Spread | Long near month / short far month | 12-18% | Medium-low |
| BTC Short Strangle | Sell OTM call + put | Collect premium | High |
### Risk Warnings
- ...Notes
- This system is for backtest research only: it does not execute live trades; derivatives analysis is for research and backtesting
- Crypto trades 7x24: Theta decay never stops, unlike traditional options
- Liquidity concentration: BTC / ETH options are concentrated on Deribit; liquidity in other coins is extremely poor
- Extreme volatility: 10-20% single-day BTC moves are not rare, so margin management is critical
- Exchange risk: centralized exchanges can freeze assets or fail; diversify across venues
- Data acquisition: OKX data is available through the OKX data source, while Deribit requires an additional interface
- Regulatory risk: regulation of crypto derivatives is tightening across jurisdictions, so strategy compliance must be assessed separately
© HKUDS, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file
Files
Just SKILL.md in agent/src/skills/crypto-derivatives of HKUDS/Vibe-Trading.
Open the folder on GitHubat commit b1f6ce7
Compare with similar skills
Crypto Derivatives Strategies next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.
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| CCXT Crypto Exchange Library2025Emma/vibe-coding-cn | 23k | 1 repos | ~4.4k | Automated safety check: Pass | MIT |
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Related
Works with
Categories
Questions about Crypto Derivatives Strategies
What does Crypto Derivatives Strategies do?
Covers three crypto-derivatives approaches: perpetual funding-rate arbitrage, futures term-structure trading in contango and backwardation, and options volatility and Greeks analysis. Three strategy families are covered, with OKX and Deribit as the main exchanges. For perpetual funding-rate arbitrage the skill explains how funding anchors perpetual prices to spot, describes positive carry (long spot, short perpetual) and its reverse, and gives a table mapping 8-hour funding rate bands to annualized figures, market sentiment and a strategy signal.
When should I use Crypto Derivatives Strategies?
Crypto Derivatives Strategies fits situations like: assessing a perpetual funding-rate arbitrage with spot and perpetual legs; reading the futures curve for contango or backwardation trades; comparing cash-and-carry with calendar spreads; analyzing option volatility smiles and Greeks on OKX or Deribit.
How do I install Crypto Derivatives Strategies in Claude Code?
Run `npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a claude-code`. Or copy the skill folder (agent/src/skills/crypto-derivatives in HKUDS/Vibe-Trading) into .claude/skills/crypto-derivatives in your project. Claude Code loads it when a task matches its description.
How do I install Crypto Derivatives Strategies in Codex?
Run `npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a codex`. Or copy the skill folder (agent/src/skills/crypto-derivatives in HKUDS/Vibe-Trading) into .agents/skills/crypto-derivatives in your project. Codex loads it when a task matches its description.
Can I use Crypto Derivatives Strategies in Cursor, Gemini CLI or GitHub Copilot?
Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add HKUDS/Vibe-Trading --skill crypto-derivatives -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/crypto-derivatives, .gemini/skills/crypto-derivatives, .github/skills/crypto-derivatives and .opencode/skills/crypto-derivatives in your project.
What does Crypto Derivatives Strategies need to run?
SKILL.md names no scripts, command-line tools or credentials: Crypto Derivatives Strategies is instructions for the agent only.
Does Crypto Derivatives Strategies access the network?
SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.
Is Crypto Derivatives Strategies safe to install?
Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.
What licence does Crypto Derivatives Strategies use?
Crypto Derivatives Strategies is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.
How many tokens does Crypto Derivatives Strategies use?
About 2.4k tokens (SKILL.md is roughly 9.5k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.
What are the alternatives to Crypto Derivatives Strategies?
Skills that share tags, products or a category with Crypto Derivatives Strategies: Okx Cex Market (dex-original/okx-agent-trade-kit, 110 stars), Okx Cex Smartmoney (dex-original/okx-agent-trade-kit, 110 stars), Okx Sentiment Tracker (dex-original/okx-agent-trade-kit, 110 stars) and Arbiscan (LeoYeAI/openclaw-master-skills, 2.2k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
Who maintains Crypto Derivatives Strategies?
HKUDS (a GitHub organization) maintains it in HKUDS/Vibe-Trading, which has 35,097 GitHub stars. The repository holds 89 skills in this directory. The repository was last updated on October 9, 2026.
Source: HKUDS/Vibe-Trading on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.