kraken-rebalancing

Apps & Automation

Portfolio rebalancing to maintain target allocations across assets.

QUICK START

How to use this skill

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Prompt to paste

I want to install this Agent Skill for this project in Codex.

Source SKILL.md: https://github.com/krakenfx/kraken-cli/blob/HEAD/skills/kraken-rebalancing/SKILL.md

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First, summarize what it does, its dependencies, license status if identifiable, and any risks. Show the exact files you propose to add under .agents/skills/kraken-rebalancing/. Do not write files or run scripts until I approve.

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kraken-rebalancing

Use this skill for:

checking current portfolio allocation vs target weights
calculating rebalance trades
executing rebalance orders with minimum trade thresholds
scheduling periodic rebalance checks

Define Target Allocation

Example target: 50% BTC, 30% ETH, 20% SOL (by USD value).

The agent maintains these weights and compares against current holdings.

Read Current Portfolio

Get balances:
```
kraken balance -o json 2>/dev/null
```

Get current prices for all held assets:

kraken ticker BTCUSD ETHUSD SOLUSD -o json 2>/dev/null

Calculate USD value of each holding and total portfolio value.
Compute current weights: asset_value / total_value for each.

Calculate Rebalance Trades

For each asset:

Target value = total_portfolio * target_weight
Current value = holdings * current_price
Delta = target_value - current_value
If delta > threshold: buy (delta / price) units
If delta < -threshold: sell (|delta| / price) units

Set a minimum trade threshold (e.g., $50) to avoid placing tiny orders that waste fees.

Paper Rebalance Test

kraken paper init --balance 10000 -o json 2>/dev/null

# Initial buys to establish positions
kraken paper buy BTCUSD 0.05 -o json 2>/dev/null
kraken paper buy ETHUSD 1.0 -o json 2>/dev/null
kraken paper buy SOLUSD 10 -o json 2>/dev/null

kraken paper status -o json 2>/dev/null

# After price drift, rebalance
# Sell overweight asset, buy underweight asset
kraken paper sell BTCUSD 0.005 -o json 2>/dev/null
kraken paper buy SOLUSD 2 -o json 2>/dev/null

kraken paper status -o json 2>/dev/null

Live Rebalance Execution

Calculate all required trades.
Present the rebalance plan to the user:
- Current allocation vs target
- Proposed trades with estimated fees

Validate each order:

kraken order sell BTCUSD 0.005 --type market --validate -o json 2>/dev/null
kraken order buy SOLUSD 2 --type market --validate -o json 2>/dev/null

Execute sells first (to free capital), then buys (requires human approval):

kraken order sell BTCUSD 0.005 --type market -o json 2>/dev/null
kraken order buy SOLUSD 2 --type market -o json 2>/dev/null

Verify final state:
```
kraken balance -o json 2>/dev/null
```

Drift Detection

Periodically compare current weights to targets. Trigger rebalance when any asset drifts beyond a threshold (e.g., 5% absolute drift):

# Agent checks balance and prices on a schedule
# If |current_weight - target_weight| > 0.05 for any asset → rebalance

Rebalance with Limit Orders

For lower fees, use limit orders instead of market:

PRICE=$(kraken ticker SOLUSD -o json 2>/dev/null | jq -r '.[].a[0]')
kraken order buy SOLUSD 2 --type limit --price $PRICE -o json 2>/dev/null

Check fills before declaring rebalance complete:

kraken open-orders -o json 2>/dev/null

Hard Rules

Never execute rebalance trades without explicit human approval.
Always present the full rebalance plan (sells and buys) before execution.
Execute sells before buys to ensure sufficient quote currency.
Respect minimum order sizes for each pair (check pair info with kraken pairs).
Apply a minimum trade threshold to skip negligible adjustments.