Agent skill

Kraken Twap Execution

by krakenfx in krakenfx/kraken-cli

Execute large orders as time-weighted slices to reduce market impact.

MITAuto-check passedBusiness, Finance & HR

Install Kraken Twap Execution

skills CLI
$ npx skills add krakenfx/kraken-cli --skill kraken-twap-execution -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install krakenfx/kraken-cli kraken-twap-execution --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/krakenfx/kraken-cli.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/kraken-twap-execution .claude/skills/kraken-twap-execution && rm -rf skills-src

Use ~/.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/

Facts

Skill name
kraken-twap-execution
GitHub stars
751
Token cost
~875 tokens
SKILL.md length
335 words
Files
1
Skills in repo
59
Repo updated
First seen
Licence
MIT

At a glance

Execute large orders as time-weighted slices to reduce market impact.

  • Tasks that involve Rate limiting
  • SKILL.md covers Core Concept, Parameters, Paper TWAP Test and Live TWAP Loop, plus 4 more sections
  • Calls jq

What it does

Kraken Twap Execution is an agent skill from krakenfx/kraken-cli. Execute large orders as time-weighted slices to reduce market impact.

Its SKILL.md is about 880 tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

It sits in Business, Finance & HR, covering Rate limiting. The repository describes itself as: The first AI-native CLI for trading crypto, stocks, forex, and derivatives. The licence is MIT.

When your agent uses it

  • Tasks that involve Rate limiting

Example prompts

  • “/kraken-twap-execution”

What it can do on your machine

Read from SKILL.md and the folder at commit aa56e59. 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

    Shell commands in SKILL.md call:

    • jq

    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

Kraken Twap Execution loads about 875 tokens when it runs. Until then it costs about 23 tokens; SKILL.md has 335 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~23
When it runs · the whole SKILL.md, loaded when a task matches
~875

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 krakenfx/kraken-cli at commit aa56e59, republished under its MIT licence (© krakenfx). 335 words, ~875 tokens.

Download SKILL.mdSave it as .claude/skills/kraken-twap-execution/SKILL.md (or your agent's skills folder).
name
kraken-twap-execution
description
Execute large orders as time-weighted slices to reduce market impact.
version
1.0.0

kraken-twap-execution

Use this skill for:

  • breaking a large order into smaller time-spaced slices
  • reducing market impact and slippage on size
  • executing over minutes, hours, or days
  • tracking average fill price across slices

Core Concept

Time-Weighted Average Price (TWAP) splits a large order into N equal slices executed at regular intervals. The goal is to achieve an average price close to the time-weighted market average, reducing the impact a single large order would have on the book.

Parameters

  • Total volume: the full amount to buy or sell
  • Slices: number of child orders (e.g., 10)
  • Interval: time between slices (e.g., 60s, 300s)
  • Slice volume: total volume / slices

Paper TWAP Test

bash
kraken workspace create sandbox --capital 50000 --mode paper -o json 2>/dev/null
export KRAKEN_WORKSPACE=sandbox

# Simulate 5 slices of 0.01 BTC each, 60s apart
kraken paper buy BTCUSD 0.01 -o json 2>/dev/null
# wait 60s
kraken paper buy BTCUSD 0.01 -o json 2>/dev/null
# wait 60s
kraken paper buy BTCUSD 0.01 -o json 2>/dev/null
# repeat...

kraken paper history -o json 2>/dev/null
kraken workspace status -o json 2>/dev/null

Live TWAP Loop

The agent runs this loop externally (the CLI does not have a built-in scheduler):

bash
TOTAL_VOLUME=0.05
SLICES=5
SLICE_VOL=$(echo "scale=8; $TOTAL_VOLUME / $SLICES" | bc)
INTERVAL=60

for i in $(seq 1 $SLICES); do
  kraken order buy BTCUSD $SLICE_VOL --type market -o json 2>/dev/null
  [ $i -lt $SLICES ] && sleep $INTERVAL
done

Limit-Order TWAP Variant

Use limit orders at the current best bid/ask for potentially better fills:

bash
PRICE=$(kraken ticker BTCUSD -o json 2>/dev/null | jq -r '.[].ask_price')
kraken order buy BTCUSD $SLICE_VOL --type limit --price $PRICE -o json 2>/dev/null

Check fill status before the next slice. Cancel unfilled orders and adjust:

bash
kraken open-orders -o json 2>/dev/null

Tracking Average Fill

After all slices, compute the volume-weighted average price from trade history:

bash
kraken trades-history --consolidate-taker -o json 2>/dev/null

Sum (price * volume) for each fill, divide by total volume filled.

Rate Limit Awareness

The CLI does not pre-throttle requests. If a slice submission hits a rate limit, the error includes a suggestion field with tier-specific limits and a docs_url pointing to Kraken's documentation. On rate_limit error, pause the loop, read the suggestion, and adjust the interval before resuming. A 60-second interval between slices is well within budget for all tiers. For shorter intervals, consult the kraken-rate-limits skill for per-tier counter costs and decay rates.

Hard Rules

  • Each live slice requires human approval unless operating at autonomy level 4+.
  • Track cumulative fill volume and stop if total exceeds target (handle partial fills).
  • On error, pause the loop rather than skipping the slice; resume after recovery.
  • Log every slice for post-execution analysis.
  • If you hit a mismatch between what you are trying to do and the CLI's interface or responses — including a mismatch between this skill and the installed CLI version's contract — feel free to submit feedback with kraken feedback.

© krakenfx, 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 skills/kraken-twap-execution of krakenfx/kraken-cli.

Open the folder on GitHubat commit aa56e59

Compare with similar skills

Kraken Twap Execution 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.

Kraken Twap Execution compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Kraken Twap Execution this skillkrakenfx/kraken-cli751—~875Automated safety check: PassMIT
Fastllm Limits Budgetsazrtydxb/Fastllm-proxy108—~467Automated safety check: PassApache-2.0
Flyio Rate Limitsjeremylongshore/tons-of-skills-marketplace2.8k—~1.2kAutomated safety check: PassMIT
OmniRoute Budget Controlsdiegosouzapw/OmniRoute75k—~297Automated safety check: PassMIT
Roblox Networkinggamedev-skills/awesome-gamedev-agent-skills1.4k—~2.3kAutomated safety check: PassApache-2.0
Canva Rate Limitsjeremylongshore/tons-of-skills-marketplace2.8k—~1kAutomated safety check: PassMIT

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Questions about Kraken Twap Execution

What does Kraken Twap Execution do?

Execute large orders as time-weighted slices to reduce market impact. Kraken Twap Execution is an agent skill from krakenfx/kraken-cli. Execute large orders as time-weighted slices to reduce market impact.

When should I use Kraken Twap Execution?

Kraken Twap Execution fits situations like: tasks that involve Rate limiting.

How do I install Kraken Twap Execution in Claude Code?

Run `npx skills add krakenfx/kraken-cli --skill kraken-twap-execution -a claude-code`. Or copy the skill folder (skills/kraken-twap-execution in krakenfx/kraken-cli) into .claude/skills/kraken-twap-execution in your project. Claude Code loads it when a task matches its description.

How do I install Kraken Twap Execution in Codex?

Run `npx skills add krakenfx/kraken-cli --skill kraken-twap-execution -a codex`. Or copy the skill folder (skills/kraken-twap-execution in krakenfx/kraken-cli) into .agents/skills/kraken-twap-execution in your project. Codex loads it when a task matches its description.

Can I use Kraken Twap Execution 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 krakenfx/kraken-cli --skill kraken-twap-execution -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/kraken-twap-execution, .gemini/skills/kraken-twap-execution, .github/skills/kraken-twap-execution and .opencode/skills/kraken-twap-execution in your project.

What does Kraken Twap Execution need to run?

Going by SKILL.md and its folder, Kraken Twap Execution needs the command-line tools its instructions call (jq).

Does Kraken Twap Execution 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 Kraken Twap Execution 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 Kraken Twap Execution use?

Kraken Twap Execution 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 Kraken Twap Execution use?

About 875 tokens (SKILL.md is roughly 3.5k 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 Kraken Twap Execution?

Skills that share tags, products or a category with Kraken Twap Execution: Fastllm Limits Budgets (azrtydxb/Fastllm-proxy, 108 stars), Flyio Rate Limits (jeremylongshore/tons-of-skills-marketplace, 2.8k stars), OmniRoute Budget Controls (diegosouzapw/OmniRoute, 75k stars) and Roblox Networking (gamedev-skills/awesome-gamedev-agent-skills, 1.4k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Kraken Twap Execution?

krakenfx (a GitHub organization) maintains it in krakenfx/kraken-cli, which has 751 GitHub stars. The repository holds 59 skills in this directory. The repository was last updated on August 7, 2026.

Source: krakenfx/kraken-cli on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.