skills.rest
0xZKnw
0xZKnwCOMMUNITY
Explore all skills by this author →
Website𝕏@0xZKnwGitHub

minute-analysis

Compute VWAP and TWAP indicators from minute-level OHLCV market data.

Updated Jun 30, 2026
Search Tags:#analysis#finance#backtesting#trading#candlestick#vwap
One-click install
npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill minute-analysis-0xzknw
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: minute-analysis
Source: https://github.com/0xZKnw/vibe-trading-tap/tree/main/agent/src/skills/minute-analysis
Command: npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill minute-analysis-0xzknw

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy, requests.

What problem does it solve?

This skill addresses the difficulty of performing precise intraday trading analysis by automating the retrieval and calculation of high-frequency market indicators.

Core Features & Use Cases

  • Real-time Data Retrieval: Fetches minute-level candlestick data from OKX, Tushare, and yfinance.
  • Technical Indicator Calculation: Computes VWAP, TWAP, and volume distribution profiles to identify market sentiment.
  • Use Case: Use this skill to analyze the last 300 minutes of BTC-USDT price action to determine if the current price is trading above or below the volume-weighted average.

Quick Start

Use the minute-analysis skill to fetch 5-minute candlestick data for BTC-USDT and calculate the current VWAP.

Frequently Asked Questions about minute-analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate VWAP using minute-level candlestick data?▼

To calculate VWAP using minute-level candlestick data, fetch OHLCV streams from exchanges like OKX, then use pandas and numpy to compute the volume-weighted average price for intraday analysis.

Can I retrieve real-time cryptocurrency data for backtesting intraday strategies?▼

Yes, you can retrieve real-time cryptocurrency data for backtesting by fetching minute-level OHLCV streams from OKX to evaluate intraday trading strategies against historical price action.

Does this analysis tool support equity exchanges or only crypto platforms?▼

This analysis tool supports both crypto and equity exchanges, retrieving minute-level candlestick data from OKX for cryptocurrencies and Tushare or yfinance for equity market backtesting.

What is the difference between VWAP and TWAP in intraday trading analysis?▼

VWAP calculates the average price weighted by volume, while TWAP calculates the time-weighted average price, both computed from minute-level OHLCV data to identify market sentiment and trends.

Do I need pandas and numpy installed to process OHLCV data streams?▼

Yes, pandas and numpy are required dependencies to process OHLCV data streams, perform statistical analysis, and compute intraday technical indicators like VWAP and volume distribution profiles.

When should I use minute-level data instead of daily candlesticks for market analysis?▼

Use minute-level data instead of daily candlesticks when you need precise intraday analysis, such as identifying short-term market sentiment, computing high-frequency indicators, or evaluating real-time trading strategies.

Related Skills

Explore More Finance & Accounting Skills→
kerrybackkerryback

momentum-strategy

Compute momentum signals, form quintile portfolios, and backtest long-short strategies.

Community
Intermediate
hxhyyyhxhyyy

minute-analysis

Retrieve minute-level OHLCV data and compute VWAP and TWAP indicators.

Community
Intermediate
ebrahim-saniebrahim-sani

minute-analysis

Fetch minute candles from OKX, Tushare, and yfinance and compute VWAP/TWAP and volume profiles.

Community
Intermediate
20YN0420YN04

minute-analysis

Retrieve minute-level market data and compute VWAP and TWAP indicators.

Community
Intermediate