Market microstructure: bid-ask spread analysis, order-flow toxicity metrics (VPIN / Kyle lambda), liquidity measures (Amihud / Roll), price-impact models, limit-order-book analysis, and China A-share call auction / block trade mechanics.
Install
npx skills add HKUDS/Vibe-Trading --skill market-microstructurenpx skills add HKUDS/Vibe-Trading --skill market-microstructure -a claude-code -gnpx skills add HKUDS/Vibe-Trading --skill market-microstructure -a codex -ggemini skills install https://github.com/HKUDS/Vibe-Trading.git --path agent/src/skills/market-microstructuregh skill install HKUDS/Vibe-Trading market-microstructuregit clone --depth 1 https://github.com/HKUDS/Vibe-Trading /tmp/HKUDS__Vibe-Trading
mkdir -p ~/.claude/skills ~/.agents/skills
cp -R /tmp/HKUDS__Vibe-Trading/agent/src/skills/market-microstructure ~/.claude/skills/market-microstructure # Claude Code
cp -R /tmp/HKUDS__Vibe-Trading/agent/src/skills/market-microstructure ~/.agents/skills/market-microstructure # Codex, Cursor, Gemini CLI, Copilot, OpenCode