Read the canonical strategy source at ../../../src/main/resources/system-prompt.txt.
Read references/system-prompt-coverage.md before analysis. It mirrors the canonical rules in skill-friendly form and includes the analysis-only output adaptation.
Read ../../../docs/core-feature-spec.md only if you need the project's original execution flow and field semantics.
Read references/analysis-mode.md before deciding, because this skill runs in analysis-only mode instead of live execution mode.
Normalize user input symbols to Binance USDT perpetual symbols:
- BTC -> BTCUSDT
- ETH -> ETHUSDT
- BTCUSDT stays BTCUSDT
Run python3 scripts/binance_futures_snapshot.py <SYMBOL...> with the user symbols.
Use the script output as the only market data source unless the user gives additional account context.
Apply the strategy rules from system-prompt.txt exactly. Do not simplify the decision logic just because this skill is analysis-only.
Build the internal decision object in the canonical schema first, then render it as a human-readable structured report unless the user explicitly asks for raw JSON.

Analysis Mode Rules

Default to analysis-only assumptions when the user gives only symbols:
- equity_usdt = 10000
- free_usdt = 10000
- positions = []
- cooldown_ok = true
Replace those defaults if the user provides account equity, free balance, cooldown status, or current positions.
Because there is no live position context by default:
- Use BUY, SELL, or HOLD.
- Do not emit ADD, REDUCE, or CLOSE unless the user explicitly supplies an existing position.
Still fill every required field from the canonical schema:
- ts
- instId
- action
- position_mode
- size_usdt
- order_type
- stop_loss_px
- exit_plan
- reason
- confidence
- leverage
- cooldown_ok
Use instId in BTC-USDT style in the internal canonical decision. The script's binance_symbol is only for data fetching.
Set order_type to MARKET.
Keep reason in simplified Chinese and make it cite actual sequence evidence from the script output.
Respect the canonical leverage ladder, confidence buckets, sizing rules, and exit-plan rules even when the final answer is prose.

Default Output Format

Default to a structured Chinese analysis report, not raw JSON.

Include these sections in order unless the user explicitly asks for a different format:

结论
- State the final recommended action: BUY / SELL / HOLD.
- State whether the recommendation is immediate action or wait-for-confirmation.
趋势判断
- Explain the 2H strategic direction.
- Explain the 15m execution structure.
- Mention 5m only as supporting context.
关键理由
- Explain why the chosen action is valid.
- Explain why the opposite direction is not preferred.
- Explain why now is or is not the right timing.
支撑与阻力
- List near support, key support, near resistance, and key resistance.
- Distinguish short-term levels from higher-timeframe levels.
触发条件
- Explain what price action would upgrade to BUY.
- Explain what price action would upgrade to SELL.
- Explain what invalidates the current bias.
风控与计划
- Give stop-loss logic, target logic, and management logic in plain Chinese.
- Mention if current risk/reward is insufficient.

If the user explicitly asks for JSON, return the canonical JSON array instead.

How To Read The Script Output

Focus on these sections:

timeframes["2h"]
- Use for strategic trend class: STRONG_UP, MODERATE_UP, MODERATE_DOWN, STRONG_DOWN.
- Check price structure, EMA alignment, MACD histogram, RSI, ADX, swing highs/lows, reversal candles, volume anomalies, and volume profile.
timeframes["15m"]
- Use for execution quality.
- Check breakout confirmation, pullback hold, EMA21 behavior, ATR-based stop distance, recent swing levels, and risk/reward estimates.
timeframes["5m"]
- Use only as short-term context. Do not let it override the 2H strategic filter.
funding
- Use for cost evaluation.
depth
- Use spread and slippage estimates to judge whether execution cost is acceptable.
open_interest
- Use as supporting context, not as a standalone trigger.

Decision Discipline

Enforce the 2H directional filter first.
Require confirmed 15m structure before any BUY or SELL.
Prefer HOLD when confirmation is missing, risk/reward is poor, ATR expansion is too aggressive, or cost is unattractive.
For counter-trend setups, allow only the weaker reconnaissance logic that the canonical prompt permits.
Always produce an exit_plan with numeric tp and sl, plus a Chinese inv management rule.
If the data is incomplete or inconsistent, output HOLD.
Internally evaluate all canonical controls:
- trend class
- entry confirmation
- counter-trend exception handling
- leverage bucket
- nominal size
- worst-case risk
- exit-plan priority
- cooldown
- simultaneous-position cap
- confidence bucket

Coverage Check

This skill is not allowed to rely on a partial summary anymore. Before answering, make sure your reasoning covers all canonical rule groups listed in references/system-prompt-coverage.md.

Script

Main helper: scripts/binance_futures_snapshot.py
Purpose:
- Fetch Binance U-margined perpetual public data
- Compute the indicators and structural helpers required by the strategy
- Output a compact JSON snapshot for one or more symbols

Output Contract

Default:
- Return a structured Chinese market analysis report.
- Include a single explicit final recommendation per symbol: BUY, SELL, or HOLD.
- Include detailed reasons, support and resistance, invalidation conditions, and next-step triggers.
If JSON is requested:
- Return one decision object per requested symbol in a single JSON array.
- Keep the field order exactly aligned with the canonical prompt.

If the user asks for BTC ETH, analyze both symbols separately in the same response.

binance-futures-strategy-analysis

Binance Futures Strategy Analysis

Overview

Workflow