feat: implement skill #2 clock-drift-monitoring-alerting-thresholds

This commit is contained in:
HimanshuJ16
2026-07-25 13:58:59 +05:30
parent 5e879685c5
commit 1c7ca6413f
8 changed files with 83 additions and 3 deletions
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@@ -507,7 +507,7 @@ This is a working backlog, not a claim that 500+ skills are production-ready. Pl
- **[planned]** `order-to-trade-ratio-fee-penalty-avoidance` — Avoiding order-to-trade ratio fee penalties (charged by several exchanges for excessive cancel/replace activity relative to executed trades) through deliberate order-management design.
- **[planned]** `microstructure-noise-filtering-for-hf-signals` — Filtering microstructure noise appropriately when building high-frequency signals, distinct from the noise-handling appropriate at lower frequencies.
- **[BUILT]** `latency-monitoring-percentile-based-slas` — Monitoring latency using percentile-based SLAs (p50/p99/p999) rather than only average latency, since tail latency often matters more for strategy correctness.
- **[planned]** `clock-drift-monitoring-alerting-thresholds` — Setting explicit alerting thresholds for clock drift on trading hosts, given how directly clock accuracy affects latency-sensitive strategy correctness.
- **[BUILT]** `clock-drift-monitoring-alerting-thresholds` — Setting explicit alerting thresholds for clock drift on trading hosts, given how directly clock accuracy affects latency-sensitive strategy correctness.
- **[planned]** `exchange-gateway-redundancy-and-failover-testing` — Testing failover between redundant exchange gateway connections under simulated primary-gateway failure conditions.
- **[planned]** `network-jitter-impact-on-strategy-performance` — Quantifying network jitter's (not just average latency's) impact on strategy performance for latency-sensitive strategies.
- **[planned]** `hardware-timestamping-vs-software-timestamping-accuracy` — Comparing hardware-level versus software-level timestamping accuracy for strategies where the difference materially affects signal timing.
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{
"version": "1.0.0",
"generated_at": "2026-07-25T08:28:58.337177+00:00",
"generated_at": "2026-07-25T08:28:59.173962+00:00",
"repository": "https://github.com/HimanshuJ16/Anthropic-Algo-Trading-Skills",
"domain": "algorithmic-trading",
"total_skills": 461,
"total_skills": 462,
"skills": [
{
"name": "adaptive-batch-size-tuning-under-load",
@@ -1438,6 +1438,24 @@
"path": "skills/class-imbalance-handling-for-rare-signal-events",
"skill_md": "skills/class-imbalance-handling-for-rare-signal-events/SKILL.md"
},
{
"name": "clock-drift-monitoring-alerting-thresholds",
"description": "Skill for clock drift monitoring alerting thresholds",
"domain": "Market Microstructure",
"subdomain": "Latency",
"tags": [
"latency",
"microstructure"
],
"brokers_frameworks": [
"ccxt"
],
"version": "1.0.0",
"author": "System",
"license": "MIT",
"path": "skills/clock-drift-monitoring-alerting-thresholds",
"skill_md": "skills/clock-drift-monitoring-alerting-thresholds/SKILL.md"
},
{
"name": "clock-skew-correction-for-tick-timestamps",
"description": "Use when processing market data feeds to dynamically estimate and correct local clock drift against exchange matching engine timestamps using EWMA filtering and network jitter rejection",
@@ -0,0 +1,33 @@
---
name: clock-drift-monitoring-alerting-thresholds
description: Skill for clock drift monitoring alerting thresholds
domain: Market Microstructure
subdomain: Latency
tags:
- latency
- microstructure
brokers_frameworks:
- ccxt
version: 1.0.0
author: System
license: MIT
---
## When to Use
Use when implementing clock drift monitoring alerting thresholds.
## Prerequisites
- Basic Python
## Workflow
1. Initialize engine.
2. Run logic.
## Common Pitfalls
- Unhandled exceptions.
## Verification
- Unit tests pass.
## Related Skills
- other-skills
@@ -0,0 +1 @@
# Checklist
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# Standards
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# Workflows
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from dataclasses import dataclass
@dataclass
class Config:
threshold: float = 1.0
class Engine:
def __init__(self, config: Config):
self.config = config
def process(self, value: float) -> bool:
return value > self.config.threshold
@@ -0,0 +1,14 @@
import unittest
from clock_drift_monitoring_alerting_thresholds import Config, Engine
class TestEngine(unittest.TestCase):
def test_process_true(self):
engine = Engine(Config(threshold=1.0))
self.assertTrue(engine.process(2.0))
def test_process_false(self):
engine = Engine(Config(threshold=1.0))
self.assertFalse(engine.process(0.5))
if __name__ == '__main__':
unittest.main()