# liquidity-check

> Analyze portfolio liquidity risk and time-to-liquidate

- Author: maminul007
- Repository: maminul007/trading-platform
- Version: 20260208000611
- Stars: 1
- Forks: 0
- Last Updated: 2026-02-07
- Source: https://github.com/maminul007/trading-platform
- Web: https://mule.run/skillshub/@@maminul007/trading-platform~liquidity-check:20260208000611

---

---
name: liquidity-check
description: Analyze portfolio liquidity risk and time-to-liquidate
argument-hint: "[--position symbol|--portfolio|--stress|--schedule]"
---

# Liquidity Risk Analysis

Analyze liquidity risk, market impact, and liquidation timing.

## Usage

- `/liquidity-check` - Portfolio liquidity summary
- `/liquidity-check --position NVDA` - Single position analysis
- `/liquidity-check --stress` - Stressed liquidity scenario
- `/liquidity-check --schedule` - Optimal liquidation schedule
- `/liquidity-check --impact` - Market impact estimates

## Liquidity Metrics

| Metric | Description | Warning Level |
|--------|-------------|---------------|
| Days to Liquidate | Time to exit at 10% ADV | > 5 days |
| Market Impact | Expected slippage | > 50 bps |
| Bid-Ask Spread | Average spread | > 10 bps |
| ADV Ratio | Position vs daily volume | > 20% |

## Related Files

- `scripts/risk_management/liquidity_risk.py` - LiquidityRiskEngine
- `scripts/risk_management/execution_analytics.py` - Market impact
- `services/risk/risk_manager.py` - Liquidity limits

## Instructions

When this skill is invoked:

1. Run liquidity analysis:
   ```python
   from risk_management.liquidity_risk import LiquidityRiskEngine

   engine = LiquidityRiskEngine()
   profile = engine.analyze_portfolio_liquidity(positions, market_data)
   ```

2. Display liquidity report:
   ```
   Portfolio Liquidity Analysis
   ═══════════════════════════════════════════════════════════

   Portfolio Value: $12,500,000
   Liquidity Score: 78/100 (Good)

   LIQUIDITY BY POSITION
   ─────────────────────────────────────────────────────────
   Symbol   Value      ADV Ratio   Days to Liq   Impact
   NVDA     $1.56M     0.8%        < 1 day       3 bps
   AAPL     $1.23M     0.2%        < 1 day       1 bps
   MSFT     $1.03M     0.3%        < 1 day       2 bps
   SMALL1   $250K      15%         3 days        45 bps

   LIQUIDITY TIERS
   ─────────────────────────────────────────────────────────
   Highly Liquid (< 1 day):    85%    $10.6M
   Liquid (1-3 days):          10%    $1.25M
   Semi-Liquid (3-5 days):     4%     $500K
   Illiquid (> 5 days):        1%     $125K

   LIQUIDITY-ADJUSTED VAR
   ─────────────────────────────────────────────────────────
   Standard VaR 99%:      $180,000
   Liquidity Cost:        $25,000
   LVaR 99%:              $205,000
   ```

3. Generate liquidation schedule for `--schedule`
4. Stress test with 70% volume reduction for `--stress`