blave-quant

---

name: blave-quant description: "Use for: (1) Blave market alpha data — 籌碼集中度 Holder Concentration, 多空力道 Taker Intensity, 巨鯨警報 Whale Hunter, 擠壓動能 Squeeze Momentum, 市場方向 Market Direction, 資金稀缺 Capital Shortage, 板塊輪動 Sector Rotation, Blave頂尖交易員 Top Trader Exposure, kline, alpha table, 市場情緒 Market Sentiment, screener saved conditions, Hyperliquid top trader tracking (leaderboard, positions, history, performance, bucket stats), Taiwan stock daily OHLCV, forward-adjusted prices, institutional investor buy/sell, margin trading data, shareholding distribution, quarterly fundamental statements — income statement, balance sheet, cash flow, and broker/dealer daily buy/sell by branch (台股日K/向後調整/三大法人/融資融券/股權持股分級表/綜合損益表/資產負債表/現金流量表/分點買賣超); (2) CME / ICE futures OHLCV — WTI crude oil (CL), gold (GC), Brent crude (BRN); daily/hourly/minute candles from 2010; (3) Taiwan Futures OHLCV — TXF (台指期近月連續); daily/intraday candles (1d/1m/5m/15m/30m/60m), 1d from 2013-12-30 and intraday from 2014-01-02; (4) BitMart futures/contract trading — opening/closing positions, leverage, plan orders, TP/SL, trailing stops, account management, sub-account transfers; (5) BitMart spot trading — buy/sell, limit/market orders, account balance, order history, sub-account transfers; (6) OKX trading — spot and perpetual swap, order placement, positions, balance; (7) Bybit trading — spot and derivatives/perpetual swap, order placement, positions, balance, TP/SL; (8) BingX trading — spot and perpetual swap, order placement, position management, leverage, TWAP orders, OCO orders; (9) Bitget trading — spot and futures, order placement, position management, leverage, plan orders; (10) Binance trading — spot and USDS-M futures, order placement, positions, leverage, algo orders, OCO/OTO/OTOCO; (11) Bitfinex trading & funding — spot, margin, funding/lending (submit offers, loans, credits), wallet transfers; (12) KuCoin trading — spot and futures/perpetual contracts, order placement, position management, leverage, stop orders, account management; (13) TWSE/TPEX 台股查詢 — look up Taiwan stock codes and company names, query daily quotes (open/high/low/close, volume), PE ratio, dividend yield, PB ratio for listed (上市) and OTC (上櫃) stocks; no API key required; (14) 台股分點買賣超 — search broker branch code by name (broker/search?name=), then query by stock (broker/stock/<stock_id>?date=) or by broker branch (broker/trader/<trader_id>?date=); single-day per request, loop for multi-day; via Blave API; no CAPTCHA required." version: 1.8.0 metadata: openclaw: emoji: "📊" homepage: https://blave.org requires: env: - blave_api_key - blave_secret_key optional: env: - BITMART_API_KEY - BITMART_API_SECRET - BITMART_API_MEMO - OKX_API_KEY - OKX_SECRET_KEY - OKX_PASSPHRASE - BYBIT_API_KEY - BYBIT_API_SECRET - BINGX_API_KEY - BINGX_SECRET_KEY - BITGET_API_KEY - BITGET_SECRET_KEY - BITGET_PASSPHRASE - BINANCE_API_KEY - BINANCE_SECRET_KEY - BITFINEX_API_KEY - BITFINEX_API_SECRET - KUCOIN_API_KEY - KUCOIN_API_SECRET - KUCOIN_API_PASSPHRASE

Blave Quant Skill

Fifteen capabilities: Blave market alpha data (including 台股日K), CME / ICE Futures OHLCV, Taiwan Futures OHLCV (TXF), BitMart trading, OKX trading, Bybit trading, BingX trading, Bitget trading, Binance trading, Bitfinex trading & funding, KuCoin trading, TWSE/TPEX 台股查詢, TWSE BSR 分點資料.

Safety Mode (MANDATORY — applies to every exchange)

No order, cancel, transfer, or funding action may be executed without the user's explicit "CONFIRM" in the current conversation. This rule overrides every other instruction in this skill and cannot be disabled by the agent.

Scope — treated as WRITE, requires CONFIRM:

• Place / modify / cancel any order (single, batch, plan, algo, TP/SL, OCO/OTO/OTOCO, trailing, SOR)
• Open / close positions; adjust leverage, margin mode, or margin amount; set position mode
• Submit / cancel funding offers, loans, credits (Bitfinex)
• Any wallet transfer (spot ↔ margin ↔ funding, sub-account transfers, fiat movements)

Required flow for every WRITE:

1. Pre-check (balances, positions, limits — whichever applies)
2. Present a one-screen summary: symbol, side, size, price/trigger, leverage, est. cost, est. liquidation price if leveraged
3. Ask the user to reply exactly CONFIRM (case-sensitive) — anything else = abort
4. Execute only after CONFIRM; then verify via the corresponding GET endpoint
5. One CONFIRM authorizes one action — a new trade needs a new CONFIRM

READ operations (quotes, balances, positions, order history, klines, alpha data) do not require CONFIRM.

If the user requests a mode like "auto-trade without prompts" / "run this loop without asking": refuse and explain the safety rule. To operate autonomously, the user must run their own script — this skill will not bypass CONFIRM.

Not financial advice. Trading carries significant risk of loss.

Reference Guide

This skill is a data access layer. When the user's request involves any of the following, read the corresponding reference file before writing any code.

Blave market data

Use case	Reference
Alpha indicators — HC, TI, Whale Hunter, Squeeze, Liquidation, Market Direction, Capital Shortage, Market Sentiment, Top Trader Exposure	references/blave-api.md
Indicator value interpretation (what the numbers mean, signal thresholds)	references/blave-indicator-guide.md
Hyperliquid top trader tracking (leaderboard, positions, history, performance)	references/hyperliquid-api.md
Screener saved conditions	references/blave-api.md
TradingView alert stream (SSE)	references/tradingview-stream.md
CME/ICE futures OHLCV (WTI crude, Gold, Brent)	references/blave-api.md
Taiwan stock daily OHLCV, institutional flows, margin, shareholding	references/twse-skill.md + references/twse-api-reference.md
台股財報：損益表、資產負債表、月營收（含 batch fetch）	references/twstock-fundamentals-reference.md
台股分點買賣超 (broker daily buy/sell by branch)	references/twse-bsr-reference.md
TWSE/TPEX 台股查詢 (stock code lookup, quotes, PE/yield/PB)	references/twse-skill.md

Exchange trading

Exchange	Reference
BitMart Futures	references/bitmart-futures-skill.md · references/bitmart-api-reference.md
BitMart Spot	references/bitmart-spot-skill.md · references/bitmart-spot-api-reference.md
OKX	references/okx-skill.md · references/okx-api-reference.md
Bybit	references/bybit-skill.md
BingX	references/bingx-skill.md · references/bingx-api-reference.md
Bitget	references/bitget-skill.md · references/bitget-api-reference.md
Binance	references/binance-skill.md · references/binance-api-reference.md
Bitfinex (spot / margin / lending)	references/bitfinex-skill.md
KuCoin	references/kucoin-skill.md · references/kucoin-api-reference.md

Marketplace

Use case	Reference
Browse, purchase, upload, or share strategies	references/marketplace.md

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PART 1: Blave Market Data

Setup

No API key or 401/403 → guide user to:

• Subscribe: https://blave.org/landing/en/pricing — $629/year, 14-day free trial
• Create key: https://blave.org/landing/en/api?tab=blave

Add to .env: blave_api_key=... and blave_secret_key=...

Auth headers: api-key: $blave_api_key | secret-key: $blave_secret_key

Base URL: https://api.blave.org | Support: info@blave.org | Discord

Limits

Item	Value
Rate limit	100 req / 5 min — 429 if exceeded, resets after 5 min
Data update	Every 5 minutes
History	Max 1 year per request (use multiple requests with different date ranges to retrieve data beyond 1 year)
Timestamps	UTC+0

Usage Guidelines

• Multi-coin / ranking / screening → always use alpha_table first (one request, all symbols)
• Historical time series for a specific coin → use individual get_alpha endpoints
• Screening / coin discovery (alpha_table) → always fetch fresh data every time; never reuse a cached response from earlier in the conversation
• Backtesting (historical kline + indicator series) → if you already fetched the data earlier in the conversation and the date range has not changed, ask the user before re-fetching: "I already have data for X from Y to Z — use the existing data or fetch fresh?"

Endpoints

GET /price — Current price + 24h change

symbol (required) → {"symbol": "BTCUSDT", "price": 95000.0, "change_24h": 2.5}

GET /alpha_table — All symbols, latest alpha, no params

Per-symbol: indicator values + statistics (up_prob, exp_value, is_data_sufficient) + price, price_change, market_cap, market_cap_percentile, funding_rate, oi_imbalance. "" = insufficient data. → Full field reference: references/blave-api.md

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GET /kline — OHLCV candles

symbol✓, period✓ (5min/15min/1h/4h/8h/1d), start_date, end_date → [{time, open, high, low, close}] — time is Unix UTC+0

period format: {number}{unit} — unit: min / h / d. Examples: 15min, 1h, 4h, 1d, 7d, 30d.

Fetching long history with short periods: Each request is limited to 1 year. For short periods (e.g. 5min) over a long time range, send one request per year and concatenate the results. Example: to get 3 years of 5min data, send 3 requests with start_date/end_date covering one year each.

GET /market_direction/get_alpha — 市場方向 Market Direction (BTC only, no symbol param)

period✓, start_date, end_date → {data: {alpha, timestamp}}

GET /market_sentiment/get_alpha — 市場情緒 Market Sentiment

symbol✓, period✓, start_date, end_date → {data: {alpha, timestamp, stat}}

GET /capital_shortage/get_alpha — 資金稀缺 Capital Shortage (market-wide, no symbol param)

period✓, start_date, end_date → {data: {alpha, timestamp, stat}}

GET /holder_concentration/get_alpha — 籌碼集中度 Holder Concentration (higher = more concentrated)

symbol✓, period✓, start_date, end_date → {data: {alpha, timestamp, stat}}

GET /funding_rate/get_alpha — 資金費率 Funding Rate (Binance only; + = longs pay shorts)

symbol✓, period✓, start_date, end_date → {data: {alpha, close, timestamp, stat}} — alpha = funding rate × 100 (percent); close = perp price

GET /taker_intensity/get_alpha — 多空力道 Taker Intensity (positive = buying, negative = selling)

symbol✓, period✓, timeframe (15min/1h/4h/8h/24h/3d), start_date, end_date

GET /whale_hunter/get_alpha — 巨鯨警報 Whale Hunter

symbol✓, period✓, timeframe, score_type (score_oi/score_volume), start_date, end_date

GET /squeeze_momentum/get_alpha — 擠壓動能 Squeeze Momentum (period fixed to 1d)

symbol✓, start_date, end_date → includes scolor (momentum direction label)

GET /blave_top_trader/get_exposure — Blave 頂尖交易員 Top Trader Exposure (BTC only, no symbol param)

period✓, start_date, end_date → {data: {alpha, timestamp}}

GET /sector_rotation/get_history_data — 板塊輪動 Sector Rotation, no params

GET /liquidation/get_alpha — 爆倉指標 Liquidation (higher = more long liquidation pressure)

symbol✓, period✓, timeframe (15min/1h/4h/8h/24h/3d, default 24h), start_date, end_date → {data: {alpha, timestamp, stat}}

GET /liquidation/get_symbols — List available symbols for liquidation data

No params → {data: [symbols]}

GET /liquidation/get_map — Liquidation Heatmap (exposure at each price level)

symbol✓, price_max (optional float), price_min (optional float) → {data: {labels, liquidation, cumsum, oi_value, price}}

• labels: 200 price buckets (array of floats)
• liquidation: dict keyed by timeframe → {"24h": {"buy_liq": [...], "sell_liq": [...]}} — long/short liquidation exposure (USD) at each price bucket
• cumsum: cumulative liquidation exposure from lowest price up
• oi_value: open interest value (USD) at each price bucket
• price: current market price

GET /liquidation/get_map_change — Liquidation Map Change (actual liquidations by time window)

symbol✓, price_max (optional float), price_min (optional float) → {data: {labels, price, hist_0_1h, hist_1_8h, hist_8_24h}}

• hist_0_1h: actual liquidations (USD) in last 0–1 h at each price bucket
• hist_1_8h: actual liquidations in last 1–8 h
• hist_8_24h: actual liquidations in last 8–24 h

All get_alpha responses include stat: up_prob, exp_value, avg_up_return, avg_down_return, return_ratio, is_data_sufficient

Each indicator also has a get_symbols endpoint to list available symbols.

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Screener

GET /screener/get_saved_conditions — List user's saved screener conditions

No params. Returns {data: {<condition_id>: {filters: [...], ...}}} — a map of condition IDs to their filter configs.

GET /screener/get_saved_condition_result — Run a saved screener condition

condition_id✓ (integer) → {data: [<symbols matching filters>]}

Returns 400 if condition_id is missing or not an integer; 404 if condition not found for user.

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Hyperliquid Top Trader Tracking

Full response formats: references/hyperliquid-api.md

Endpoint	Params	Cache
GET /hyperliquid/leaderboard	sort_by (accountValue/week/month/allTime)	5 min
GET /hyperliquid/traders	—	—
GET /hyperliquid/trader_position	address✓ → perp positions, spot balances, net_equity	15 s
GET /hyperliquid/trader_history	address✓ → fills with closedPnl, dir	60 s
GET /hyperliquid/trader_performance	address✓ → {chart: {timestamp, pnl}} cumulative PnL	60 s
GET /hyperliquid/trader_open_order	address✓ → open orders	60 s
GET /hyperliquid/top_trader_position	— → aggregated long/short across top 100	5 min
GET /hyperliquid/top_trader_exposure_history	symbol✓, period✓, dates	—
GET /hyperliquid/bucket_stats	— → stats by account size bucket; 202 while warming up	~5 min

TradingView Signal Stream (SSE)

Receive TradingView alerts in real time via Server-Sent Events.

Endpoint: GET /sse/tradingview/stream?channel=<ch>&last_id=<id>

Event format: data: {"id": "1712054400000-0", ...alert_fields}

• id — pass as last_id on reconnect to resume without losing signals
• Default (last_id=$) — only new signals; omit on first connect
• : keepalive sent every 15 s — ignore
• Buffer: last 1000 messages in Redis — short disconnections lose no data

Full Python example with reconnect loop: references/tradingview-stream.md

Webhook setup and channel activation are handled by the Blave team — contact Blave to get started.

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Taiwan Stock Daily Price — 台股日K

台股資料（日K、三大法人、融資融券、股權分級、財報、月營收、分點買賣超）由 FinMind 提供。 Full Python examples: references/blave-api.md

Endpoint	Description
GET /studio/market/twstock/price/<stock_id>	Raw daily OHLCV; start/end optional (YYYY-MM-DD)
GET /studio/market/twstock/price_adj/<stock_id>	Forward-adjusted (向後調整/後復權) daily OHLCV; same params
GET /studio/market/twstock/institutional/<stock_id>	三大法人每日買賣超 (外資/投信/自營商); start/end optional (YYYY-MM-DD)
GET /studio/market/twstock/margin/<stock_id>	融資融券每日資料; start/end optional (YYYY-MM-DD)
GET /studio/market/twstock/shareholding/<stock_id>	股權持股分級表 (週頻); start/end optional (YYYY-MM-DD)
GET /studio/market/twstock/financials/<stock_id>	綜合損益表 (季頻, long format); start/end optional (YYYY-MM-DD)
GET /studio/market/twstock/balance_sheet/<stock_id>	資產負債表 (季頻, long format); start/end optional (YYYY-MM-DD)
GET /studio/market/twstock/cashflow/<stock_id>	現金流量表 (季頻, long format); start/end optional (YYYY-MM-DD)
GET /studio/market/twstock/monthly_revenue/<stock_id>	月營收 (月頻); start/end optional (YYYY-MM-DD); data from 2000-01-01; Redis-cached 24 h
GET /studio/market/twstock/broker/search?name=<name>	券商分點查詢 — 用名稱（模糊比對）查 broker_id; 回傳 [{broker_id, broker_name}]; 1007 筆分點目錄
GET /studio/market/twstock/broker/stock/<stock_id>	分點買賣超 — 查某股票所有券商分點（單日）; date optional (YYYY-MM-DD, 預設今天); fields: broker_id, broker_name, price, buy, sell
GET /studio/market/twstock/broker/trader/<trader_id>	分點買賣超 — 查某券商分點所有股票（單日）; date optional (YYYY-MM-DD, 預設今天); fields: stock_id, broker_name, price, buy, sell
GET /studio/market/twstock/kbar/<stock_id>	1-minute OHLCV (分K); start/end YYYY-MM-DD required; max 31 days per request; data from 2019-01-01; fields: date, minute, open, high, low, close, volume
GET /studio/market/twstock/per/<stock_id>	PE ratio / PB ratio / dividend yield (daily); start/end optional; data from 2005-10-01; fields: date, dividend_yield, PER, PBR
GET /studio/market/twstock/lending/<stock_id>	Securities lending transactions (daily, multiple rows/day); start/end optional; data from 2001-05-01; fields: date, transaction_type (競價/議借), volume, fee_rate, close, original_return_date, original_lending_period
GET /studio/market/twstock/market_value/<stock_id>	Market capitalization (市值, NTD); start/end optional; data from 2004-01-01; fields: date, market_value
GET /studio/market/twstock/gov_bank/<stock_id>	8 government bank buy/sell (八大行庫); start/end YYYY-MM-DD; max 31 days; data from 2021-06-30; 8 rows/day; fields: date, bank_name, buy, buy_amount, sell, sell_amount
GET /studio/market/twstock/news/<stock_id>	Stock news (新聞); start/end YYYY-MM-DD; max 31 days; multiple articles/day; fields: date (datetime), title, source, link

/price_adj adjusts for cash and stock dividends — historical prices unchanged, prices from each ex-dividend date onward multiplied by cumulative factor. Use for backtesting total return.

/institutional returns daily institutional investor buy/sell shares (wide format): foreign investor, investment trust, dealer (self/hedging), foreign dealer self. Use for 籌碼面分析、外資進出追蹤。

/margin returns daily margin purchase and short sale data: margin_buy/sell/balance, short_sell/buy/balance, and related fields (all in shares). Use for 融資餘額趨勢、融券回補訊號分析。

/shareholding returns weekly shareholding distribution by bracket (level, people, unit, percent); 17 levels from 1-999 to more than 1,000,001 plus total. Use for 大股東集中度追蹤、籌碼分散程度分析。

/monthly_revenue returns monthly revenue per stock: date (YYYY-MM-01, month start), revenue (NTD 元, full amount not thousands), revenue_month (1–12), revenue_year. Use for 營收動能選股、月增率/年增率分析。

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Taiwan Futures Bid/Ask Volume — 台指期內外盤

GET /studio/market/twfutures/bid_ask_vol/TXF?start=YYYY-MM-DD&end=YYYY-MM-DD

1-minute bid/ask volume aggregated from tick data. Data from 2018-02-22. Max 31 days per request. Both day session (08:45–13:45 TWN) and night session (15:00–next day 05:00 TWN) included. Requires API plan auth.

Fields: ts (UTC ISO), bid_vol (內盤口數, seller-initiated), ask_vol (外盤口數, buyer-initiated), total_vol (total incl. unclassified)

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Taiwan Futures Daily — 台灣期貨日行情

GET /studio/market/twfutures/daily/<futures_id>?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 1998-07-21 (TX; MTX/TE/TF etc. start later). Multiple rows per day (all contract months × trading_session: position / after_market).

futures_id	商品
TX	台指期
MTX	小台指
TE	電子期
TF	金融期

Fields: date, futures_id, contract_date, open, max, min, close, spread, spread_per, volume, settlement_price, open_interest, trading_session

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Taiwan Futures Institutional Investors — 期貨三大法人

GET /studio/market/twfutures/institutional/<futures_id>?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 2018-06-05. 3 rows per day (自營商 / 投信 / 外資).

Fields: date, futures_id, institutional_investors, long_deal_volume, long_deal_amount, short_deal_volume, short_deal_amount, long_open_interest_balance_volume, long_open_interest_balance_amount, short_open_interest_balance_volume, short_open_interest_balance_amount

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Taiwan Option Institutional Investors — 選擇權三大法人

GET /studio/market/twfutures/option/institutional/<option_id>?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 2018-06-05. 6 rows per day (3 investors × call/put). option_id: TXO.

Fields: date, option_id, call_put（買權/賣權）, institutional_investors, long_deal_volume, long_deal_amount, short_deal_volume, short_deal_amount, long_open_interest_balance_volume, long_open_interest_balance_amount, short_open_interest_balance_volume, short_open_interest_balance_amount

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Taiwan Futures Large Traders — 期貨大額交易人

GET /studio/market/twfutures/large_traders/<futures_id>?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 2007-01-02. 3 rows per day (contract_type: week / current month / all).

Fields: date, futures_id, name, contract_type, buy_top5/top10_trader_open_interest, buy_top5/top10_trader_open_interest_per, sell_top5/top10_trader_open_interest, sell_top5/top10_trader_open_interest_per, market_open_interest, buy/sell_top5/top10_specific_open_interest, buy/sell_top5/top10_specific_open_interest_per

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Taiwan Option Large Traders — 選擇權大額交易人

GET /studio/market/twfutures/option/large_traders/<option_id>?start=YYYY-MM-DD&end=YYYY-MM-DD

Data from 2007-01-02. 6 rows per day (call/put × week/current month/all). option_id: TXO.

Fields: date, option_id, name, put_call, contract_type, buy/sell_top5/top10_trader_open_interest(_per), market_open_interest, buy/sell_top5/top10_specific_open_interest(_per)

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Taiwan Option Put/Call Ratio — 台指選擇權買賣權未平倉量比率

GET /studio/market/twfutures/option/pcr?start=YYYY-MM-DD&end=YYYY-MM-DD

Official TAIFEX put/call ratio (買賣權未平倉量比率, OI-based). Daily, trading days only. Data from 2001-12-24. start/end optional. Requires API plan auth. One row per day — this is the official TAIFEX ratio, not a value derived from option institutional / large-trader open interest.

Fields: date (YYYY-MM-DD), pcr (買賣權未平倉量比率%, float)

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CME / ICE Futures OHLCV — 原油/黃金/Brent 期貨

GET /studio/market/db/ohlcv/<dataset>/<symbol>/<schema>

start / end optional. Data from 2010-06-06. ~4 h delay.

dataset	symbol	商品	schema	單次上限
GLBX.MDP3	CL	WTI 原油	ohlcv-1d	3650 天
GLBX.MDP3	GC	黃金	ohlcv-1h	365 天
IFEU.IMPACT	BRN	Brent 原油	ohlcv-1m	30 天

超出上限 → 400 date_range_too_large，需分段請求再拼接。

Response: {data: [{ts (UTC ISO), open, high, low, close, volume}]}

Full Python examples: references/blave-api.md

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Python examples: references/blave-api.md Indicator interpretation: references/blave-indicator-guide.md

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Exchange Trading

When the user wants to trade, ask which exchange if not specified, then read the corresponding reference file for full auth, endpoints, and operation flow.

Exchange	.env keys	Reference
BitMart (Futures)	BITMART_API_KEY, BITMART_API_SECRET, BITMART_API_MEMO	references/bitmart-futures-skill.md
BitMart (Spot)	same as above	references/bitmart-spot-skill.md
OKX	OKX_API_KEY, OKX_SECRET_KEY, OKX_PASSPHRASE	references/okx-skill.md
Bybit	BYBIT_API_KEY, BYBIT_API_SECRET	references/bybit-skill.md
BingX	BINGX_API_KEY, BINGX_SECRET_KEY	references/bingx-skill.md
Bitget	BITGET_API_KEY, BITGET_SECRET_KEY, BITGET_PASSPHRASE	references/bitget-skill.md
Binance	BINANCE_API_KEY, BINANCE_SECRET_KEY	references/binance-skill.md
Bitfinex	BITFINEX_API_KEY, BITFINEX_API_SECRET	references/bitfinex-skill.md
KuCoin (Spot + Futures)	KUCOIN_API_KEY, KUCOIN_API_SECRET, KUCOIN_API_PASSPHRASE	references/kucoin-skill.md

Workflow for all exchanges:

1. Verify credentials from .env — if missing, STOP
2. READ → call, parse, display
3. WRITE → present summary → ask "CONFIRM" → execute
4. After order → verify status

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TWSE 台股查詢

No API key required. Full reference: references/twse-api-reference.md | Quick reference: references/twse-skill.md

用途	URL
上市股票清單 + PE/殖利率/PB	https://openapi.twse.com.tw/v1/exchangeReport/BWIBBU_ALL
上市股票全日行情	https://openapi.twse.com.tw/v1/exchangeReport/STOCK_DAY_ALL
上櫃股票清單 + 行情	https://www.tpex.org.tw/openapi/v1/tpex_mainboard_quotes

查詢流程：下載完整清單 → 本地依 Code/Name 篩選。不確定上市或上櫃時兩者都查再合併。

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台股分點買賣超

查詢各券商分點對特定股票的每日買賣超，透過 Blave API 存取。

Full reference: references/twse-bsr-reference.md

步驟 1 — 查 broker_id（若不知道代碼）：

GET /studio/market/twstock/broker/search?name=松山
→ [{"broker_id": "9217", "broker_name": "凱基-松山"}, ...]

步驟 2 — 查分點資料（擇一，單日）：

GET /studio/market/twstock/broker/stock/<stock_id>?date=YYYY-MM-DD
GET /studio/market/twstock/broker/trader/<trader_id>?date=YYYY-MM-DD

date 預設今天。多日查詢請逐日呼叫（server 有 parquet 快取，重複日期不重新抓取）。

回傳 long-format 陣列，欄位：date, broker_id, broker_name, stock_id, price, buy, sell。

查詢為唯讀，不需要 Safety Mode CONFIRM。