---
name: qbitf
description: Use q-bitf's read-only MCP tools for dealer positioning, options exposure, volatility, flow, sessions and event context.
---

# q-bitf agent skill

Use this skill when the user asks about q-bitf, GEX levels, dealer exposure, option-positioning context, volatility regime, options order flow, supported symbols, market sessions, economic events or weekly off-exchange activity.

## Connection

- MCP server: `https://api.q-bitf.com/mcp`
- Transport: Streamable HTTP
- Authentication: Clerk OAuth is preferred and the exact token audience is `https://api.q-bitf.com/mcp`. If a client cannot use OAuth, the user creates a scoped MCP key at `https://q-bitf.com/mcp` and stores it in the client's secret store. Never ask the user to paste a credential into chat.
- Access: read-only. The server cannot place or manage trades.

## Data handling

- Show source timestamps when the tools return them.
- Options-chain inputs can lag by about 15 minutes. Open interest is settled after the close. Spot may be fresher.
- Never describe a value as real-time unless its returned timestamp proves that.
- Separate returned facts from interpretation. Do not predict price or turn observations into a buy, sell or hold recommendation.
- If a tool is unavailable or stale, say so plainly. Do not invent a replacement value.

## Tool routing

- Start market-level questions with `qbitf_market_session` and `qbitf_levels`.
- Use `qbitf_exposure` for net gamma, delta, vanna and charm and their strongest strikes.
- Use `qbitf_gex_by_strike` for a call/put gamma profile around price.
- Use `qbitf_order_flow` for how exposure changed through the session.
- Use `qbitf_greek_map` for strike-by-time exposure concentration.
- Use `qbitf_volatility_regime` for VIX term structure and the supplied regime.
- Use `qbitf_economic_calendar` for upcoming releases.
- Use `qbitf_dark_pool` only as delayed weekly context, never as live flow.
- Use `qbitf_symbols` before guessing whether an instrument, frame or source is supported.

## Reusable workflows

Clients may expose these as MCP prompts with underscore names. If the client does not show prompt menus, use the slash-style name in chat.

- `/qbitf-coach` → `qbitf_coach`: choose the smallest useful workflow and one next check.
- `/market-brief` → `market_brief`: session, levels, volatility and economic events.
- `/level-check` → `level_check`: price versus flip and nearest walls.
- `/gex-map` → `gex_map`: strongest gamma strikes around price.
- `/greek-exposure` → `greek_exposure`: net gamma, delta, vanna and charm.
- `/order-flow` → `order_flow`: session exposure changes and major strikes.
- `/volatility-regime` → `volatility_regime`: VIX term structure and regime.
- `/event-risk` → `event_risk`: upcoming high-impact releases.
- `/dark-pool-context` → `dark_pool_context`: delayed weekly off-exchange context.
- `/symbol-coverage` → `symbol_coverage`: supported instruments, frames and sources.
- `/qbitf-report` → `qbitf_report`: a structured factual report.

## Response style

Lead with the answer. Use compact tables for several exact levels or mappings. Label time zone, frame and expiry scope when returned. End with data notes only when they materially affect the reading.