Blave Quant for Openclaw

Blave Quant connects AI agents to global market data and exchange workflows, with explicit confirmation required for every trading action.

blave-wei
v1.23.17
Oct 7, 2026
0
69
0

Install & Download

1. ClawHub CLI

The fastest way to install a skill directly from the registry.

npx clawhub@latest install skill-txf-roll

2. Manual Installation

Copy the skill folder to one of these locations

Global
~/.openclaw/skills/
Workspace
<project>/skills/

Priority: Workspace > Local > Bundled

3. Prompt Installation

Copy this prompt to OpenClaw to install it automatically.

Help me install skill-txf-roll using Clawhub. If Clawhub is not installed, install it first (npm i -g clawhub).

Prefer to download?

Get the raw skill files in a ZIP archive.

What is Blave Quant?

Blave Quant is a market-data and trading integration for AI agents. It provides access to Blave crypto alpha indicators and raw market data, Taiwan stock and market datasets, CME/ICE and Taiwan futures candles, and Hyperliquid trader analytics. Developers can use it to research markets, retrieve historical series, screen assets, and build data-informed workflows through documented API endpoints.

The skill also supports read and trade workflows across ten exchanges, including Binance, OKX, Bybit, and Bitfinex. Openclaw Skills users benefit from a broad, consistent data-access layer and exchange-specific references. Trading actions are protected by a mandatory safety flow: each write requires a pre-check, a clear action summary, the user's exact CONFIRM, and post-action verification. Market data is not financial advice.

Blave Quant Use Cases

  • Retrieve crypto alpha indicators such as holder concentration, taker intensity, whale activity, squeeze momentum, market direction, and sentiment.
  • Compare cross-exchange long/short ratios, open interest, CVD, liquidations, and trader exposure for research or analysis.
  • Fetch crypto, Taiwan stock, Taiwan market, Taiwan futures, and CME/ICE OHLCV data for charting and backtesting.
  • Screen assets using fresh alpha tables, saved screener conditions, or Taiwan market-cap rankings.
  • Analyze Taiwan stocks with quotes, fundamentals, dividends, institutional flows, margin data, and broker-branch buy/sell records.
  • Track Hyperliquid trader positions, performance, history, and aggregate exposure.
  • Read exchange balances, positions, quotes, and order history, or prepare a trading action that proceeds only after explicit confirmation.

How Blave Quant Works

  1. Identify whether the request is for market data, Taiwan stock research, futures data, or exchange activity.
  2. Consult the relevant reference file before writing API calls. The references document parameters, defaults, response fields, errors, and exchange-specific workflows.
  3. Check required credentials and use the appropriate API. Blave data uses the Blave API key and secret; exchange trading uses that exchange's credentials.
  4. For multi-coin rankings or screening, fetch a fresh alpha_table; for a specific asset's historical series, use the relevant individual endpoint. Split long date ranges when endpoint limits require it.
  5. Parse and present read-only results. Quotes, balances, positions, order history, klines, and alpha data do not require confirmation.
  6. Before any write action, pre-check applicable balances, positions, and limits, then show a concise summary including symbol, side, size, price or trigger, leverage, estimated cost, and estimated liquidation price when relevant.
  7. Ask the user to reply exactly CONFIRM in the current conversation. Any other response aborts the action; one confirmation authorizes only one action.
  8. Execute the authorized action and verify its status through the corresponding GET endpoint. The skill refuses requests to bypass confirmation or trade autonomously without prompts.

Blave Quant Setup

  1. Add the Blave credentials to the environment used by the OpenClaw agent. A Blave subscription and API key are required for Blave market data; the skill documentation lists a 14-day free trial.
  2. Add credentials only for exchanges you intend to use. Exchange keys are optional and differ by provider; include passphrases or memos where required.
  3. Keep secrets out of prompts and source control. Configure permissions on exchange API keys according to your operational security needs.
  4. Read the relevant reference file before implementing an endpoint or exchange operation.
# Required for Blave market data
blave_api_key=YOUR_BLAVE_API_KEY
blave_secret_key=YOUR_BLAVE_SECRET_KEY

# Example optional exchange credentials (configure only if needed)
BINANCE_API_KEY=YOUR_BINANCE_API_KEY
BINANCE_SECRET_KEY=YOUR_BINANCE_SECRET_KEY

Blave API base URL: https://api.blave.org. Create a Blave API key at https://blave.org/landing/en/api?tab=blave; subscription details are at https://blave.org/landing/en/pricing. For exchange setup, use the corresponding references/*-skill.md file. No specific package-install command is specified in the skill documentation.

Blave Quant Data Schema & Taxonomy

The skill is an API access layer; the documentation does not specify local data files generated by default. Results are retrieved from provider endpoints and returned in endpoint-specific response formats. Consult references/blave-api.md for exact parameters, fields, date coverage, and errors.

Data group Representative contents
Crypto alpha and market data Alpha indicators, screening tables, klines, sentiment, liquidations, and sector rotation
Cross-exchange raw data Long/short ratios, open interest, CVD, liquidation matrices, and related historical series
Taiwan equities and market Quotes, daily and intraday OHLCV, fundamentals, dividends, institutional flows, broker data, and TAIEX-wide series
Futures and commodities Taiwan TXF data and CME/ICE WTI (CL), gold (GC), and Brent (BRN) candles
Hyperliquid analytics Leaderboards, traders, positions, fills, PnL, exposure history, and bucket statistics
Exchange account data Provider-specific balances, positions, orders, and trading operations

Responses commonly include time-series or tabular market records. Timestamps are UTC unless an endpoint specifies otherwise. Rate limits and history caps vary by endpoint; Blave generally allows 500 requests per five minutes per API key and per IP. Some Taiwan datasets may return 503 when temporarily unavailable; this must not be interpreted as an absence of trading. For Taiwan broker data, documented fields include date, broker_id, broker_name, stock_id, price, buy, and sell.

Blave Quant Advanced Features

  • Broad crypto alpha coverage, including holder concentration, whale alerts, squeeze momentum, market direction, capital shortage, sentiment, and top-trader exposure.
  • Raw multi-exchange datasets for long/short ratios, open interest, CVD, and liquidation analysis, with historical open-interest support for backtesting.
  • Taiwan stock market breadth and fundamentals, including adjusted prices, institutional activity, broker-branch transactions, financial statements, dividends, and market-cap rankings.
  • Historical and intraday futures data spanning Taiwan TXF and CME/ICE commodity contracts.
  • Hyperliquid trader tracking with leaderboard, position, performance, history, and aggregate analytics.
  • Exchange integrations for BitMart, OKX, Bybit, BingX, Bitget, Binance, Bitfinex, KuCoin, and Gate.io, with spot, derivatives, and provider-specific capabilities.
  • Mandatory write-operation safeguards: exact, case-sensitive CONFIRM for each order, cancellation, position change, transfer, or funding action; confirmation cannot be disabled or reused for another action.
  • Data-use guidance covering fresh screening requests, batch retrieval for Taiwan stock universes, date-range limits, rate limits, and interpretation of temporary service errors.

SKILL.md


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