okx-cex-trade

SKILL.md

---
name: okx-cex-trade
description: "Use when the user asks to 'buy BTC', 'sell ETH', 'place a limit order', 'place a market order', 'cancel my order', 'amend my order', 'long BTC perp', 'short ETH swap', 'open a position', 'close a position', 'set take profit', 'limit take profit', 'immediate TP', 'set stop loss', 'self-trade prevention', 'stpMode', 'auto-cancel on close', 'trailing stop', 'pending order', 'chase order', 'iceberg', 'TWAP', 'split order', 'large order', 'set leverage', 'check my orders', 'fill history', 'buy a call', 'sell a put', 'option chain', 'implied volatility', 'IV', 'Greeks', 'delta', 'gamma', 'event contract', 'buy Yes', 'buy No', 'buy Up', 'buy Down', 'prediction market', or any request to place, cancel, or amend spot, swap, futures, options, or event contract orders on OKX CEX. Covers conditional (TP/SL/trailing) algo orders. Requires API credentials. Do NOT use for market data (okx-cex-market), account balance (okx-cex-portfolio), or bots (okx-cex-bot)."
license: MIT
metadata:
  author: okx
  version: "1.3.5"
  homepage: "https://www.okx.com"
  agent:
    requires:
      bins: ["okx"]
    install:
      - id: npm
        kind: node
        package: "@okx_ai/okx-trade-cli@1.3.3"
        bins: ["okx"]
        label: "Install okx CLI (npm)"
---

# OKX CEX Trading CLI

Spot, perpetual swap, delivery futures, **options**, and **event contract** order management on OKX exchange. Place, cancel, amend, and monitor orders; query option chains and Greeks; trade binary outcome event contracts (Yes/No, Up/Down); set take-profit/stop-loss and trailing stops; manage leverage and positions. **Requires API credentials.**

> **CLI vs MCP tool names** — Subcommands use spaces (`okx swap algo place`, `okx bot grid create`), not hyphens. Do NOT convert an MCP tool identifier (`swap_place_algo_order`) into a hyphen-joined CLI command (`okx swap place-algo`) — that will be rejected with "Unknown command". Per-module mapping tables live in `references/<module>-commands.md`.

## Preflight

Before running any command, follow [`../_shared/preflight.md`](../_shared/preflight.md).
Use `metadata.version` from this file's frontmatter as the reference for Step 2.

## Prerequisites

1. Install `okx` CLI:
   ```bash
   npm install -g @okx_ai/okx-trade-cli
   ```
2. Configure credentials:
   ```bash
   okx config init   # select site -> follow browser OAuth flow
   ```
3. Test with demo mode (simulated trading, no real funds):
   ```bash
   okx --demo spot orders
   ```

> **Security**: NEVER accept credentials in chat. Guide users to `okx config init` for setup.

## Credential & Profile Check

**Run this check before any authenticated command.** The auth method is detected during [preflight](../_shared/preflight.md) Step 2 and remembered for the session.

### Step A — Verify credentials

Run **both** commands — the `apiKey` field from `okx auth status --json` is the auth-binary's internal state and is always `false` regardless of whether `~/.okx/config.toml` has an API-key profile. `okx config show --json` is the only authoritative source for API-key presence.

```bash
okx config show --json      # reveals API-key profiles (TOML config)
okx auth status --json      # reveals OAuth session state (auth-binary state)
```

Apply **in this order** — first match wins:

- `config show --json` has any profile with a non-empty `api_key` field → **API Key mode**. Proceed to Step B.
- No API-key profile **AND** `auth status --json` returns `"status":"logged_in"` → **OAuth mode**. Proceed to Step B.
- No API-key profile **AND** `"status":"pending"` — login is in progress, wait for it to complete.
- No API-key profile **AND** `"status":"not_logged_in"` — **stop all operations**, load `okx-cex-auth` skill and follow login steps, wait for completion.

### Step B — Confirm trading mode

**Resolution rules:**
1. Current message intent is clear (e.g. "real" / "实盘" / "live" → live; "test" / "模拟" / "demo" → demo) → use it and inform the user
2. Current message has no explicit declaration → check conversation context for a previous choice:
   - Found → reuse it, inform user
   - Not found → ask: `"Live (实盘) or Demo (模拟盘)?"` — wait for answer before proceeding

**How to apply the mode depends on auth method (detected in Step A):**

| Auth method | Live (实盘) | Demo (模拟盘) |
|---|---|---|
| **API Key** | `--profile <live-profile>` | `--profile <demo-profile>` |
| **OAuth** | *(no flag needed, live is default)* | `--demo` |

- **API Key users**: run `okx config show --json` to discover available profile names and their `demo` settings. Use `--profile <name>` to select the correct one.
- **OAuth users**: omit flags for live trading; add `--demo` for simulated trading. Do **not** use `--profile` to switch modes.

### Handling Authentication Errors

**Authentication error** (error contains "401", "Session expired", or "Run `okx auth login` first"):
1. **Stop immediately** — do not retry the same command
2. Inform the user: "Authentication failed. Your session may have expired."
3. Load `okx-cex-auth` skill and follow the re-authentication steps
4. After successful re-authentication, retry the original command

## Demo vs Live Mode

| Mode | Funds | API Key param | OAuth param |
|---|---|---|---|
| 实盘 (live) | Real money — irreversible | `--profile <live-profile>` | *(default, no flag)* |
| 模拟盘 (demo) | Simulated — no real funds | `--profile <demo-profile>` | `--demo` |

**Rules:**
1. Trading mode is **required** on every authenticated command — determined in "Credential & Profile Check" Step B
2. Every response after a command must append: `[mode: live]` or `[mode: demo]`

## Skill Routing

- For market data (prices, charts, depth, funding rates) → use `okx-cex-market`
- For account balance, P&L, positions, fees, transfers → use `okx-cex-portfolio`
- For regular spot/swap/futures/options/algo orders → use `okx-cex-trade` (this skill)
- For **browsing/discovering** event contracts (what's available, how many, list active) → use `okx-cex-trade` with `okx event browse` / `okx event series`
- For **trading** event contracts (place/cancel/amend prediction market orders) → use `okx-cex-trade` with `okx event place` / `okx event cancel` / `okx event amend`
- For grid and DCA trading bots → use `okx-cex-bot`

> **Important**: When user asks about "contracts" in the context of event contracts or prediction markets, route to this skill — NOT to `okx-cex-portfolio`. Portfolio does not handle event contracts — it covers account balance, positions, P&L, and transfers only.

## Sz Handling for Derivatives

### ⚠ CRITICAL: Always verify contract face value before placing orders

Before placing any SWAP/FUTURES/OPTION order, call `market_get_instruments` to get `ctVal` (contract face value). **Do NOT assume contract sizes** — they vary by instrument (e.g. ETH-USDT-SWAP = 0.1 ETH/contract, BTC-USDT-SWAP = 0.01 BTC/contract).

Use `ctVal` to:
- Calculate the correct number of contracts from user's intended position size
- Verify margin requirements before submitting the order
- Show the user the actual position value: `sz × ctVal × price`

### SWAP and FUTURES orders

**Three tgtCcy modes for USDT-denominated sizing:**

| `--tgtCcy` | sz meaning | Conversion formula | Example: "500U" at 10x lever |
|---|---|---|---|
| `base_ccy` (default) | contract count | no conversion | 500 contracts |
| `quote_ccy` | USDT notional value | `floor(sz / (ctVal * lastPx))` | 500 USDT notional |
| `margin` | USDT margin cost | `floor(sz * lever / (ctVal * lastPx))` | 500 USDT margin = 5000 USDT notional |

**When user specifies a USDT amount** (e.g. "200U", "500 USDT", "$1000"):
→ **AMBIGUOUS** — this could mean notional value OR margin cost.
  You MUST ask the user to clarify before proceeding:
  - **notional value**: sz = position value in USDT (e.g. 500 USDT buys 500 USDT worth of contracts directly)
  - **margin cost**: actual position = sz × leverage (e.g. 500 USDT margin at 10× = 5000 USDT notional position)
  Wait for the user's answer before continuing.
- If notional value → use `--tgtCcy quote_ccy`
- If margin cost → use `--tgtCcy margin`

**When user specifies contracts** (e.g. "2 张", "5 contracts"):
→ First verify `ctVal` via `market_get_instruments`, then use `--sz` with the contract count. Confirm with user: "X contracts = X × ctVal underlying, total value ≈ $Y".

**When user gives a plain number with no unit** (for swap/futures):
→ **AMBIGUOUS** — You MUST ask the user to clarify before proceeding:
  - **contract count**: X contracts (each worth ctVal of underlying)
  - **USDT notional value**: position value in USDT
  - **USDT margin cost**: margin amount (actual position = X × leverage)
  Wait for the user's answer before continuing.

⚠ **Inverse contracts** (`*-USD-SWAP`, `*-USD-YYMMDD`): `tgtCcy=quote_ccy` and `tgtCcy=margin` also work (note: `quote_ccy` = USD, not USDT, for inverse instruments). Always warn: "This is an inverse contract. Margin and P&L are settled in BTC, not USDT."

### Option orders

When the user specifies a USDT amount for options, use `--tgtCcy quote_ccy` (notional) or `--tgtCcy margin` (margin cost) and pass the amount as `--sz`. The system automatically converts to contracts. Note: option contracts typically have large face values (e.g. ctVal=1 BTC ≈ $84,000), so the minimum USDT amount for 1 contract is high. For option sellers (`cross`/`isolated` tdMode), `margin` mode accounts for leverage automatically.

## Quickstart

```bash
# Market buy 0.01 BTC (spot)
okx spot place --instId BTC-USDT --side buy --ordType market --sz 0.01

# Buy $10 worth of SOL (spot, USDT amount)
okx spot place --instId SOL-USDT --side buy --ordType market --sz 10 --tgtCcy quote_ccy

# Limit sell 0.01 BTC at $100,000 (spot)
okx spot place --instId BTC-USDT --side sell --ordType limit --sz 0.01 --px 100000

# Long 1 contract BTC perp (cross margin)
okx swap place --instId BTC-USDT-SWAP --side buy --ordType market --sz 1 \
  --tdMode cross --posSide long

# Long 1000 USDT notional value of BTC perp (auto-convert to contracts)
okx swap place --instId BTC-USDT-SWAP --side buy --ordType market --sz 1000 \
  --tgtCcy quote_ccy --tdMode cross --posSide long

# Long with 500 USDT margin at current leverage (e.g. 10x → 5000 USDT notional)
okx swap place --instId BTC-USDT-SWAP --side buy --ordType market --sz 500 \
  --tgtCcy margin --tdMode cross --posSide long

# Long 1 contract with attached TP/SL (one step)
okx swap place --instId BTC-USDT-SWAP --side buy --ordType market --sz 1 \
  --tdMode cross --posSide long \
  --tpTriggerPx 105000 --tpOrdPx=-1 --slTriggerPx 88000 --slOrdPx=-1

# Close BTC perp long position entirely at market
okx swap close --instId BTC-USDT-SWAP --mgnMode cross --posSide long

# Set 10x leverage on BTC perp (cross)
okx swap leverage --instId BTC-USDT-SWAP --lever 10 --mgnMode cross

# Set TP/SL on a spot BTC position
okx spot algo place --instId BTC-USDT --side sell --ordType oco --sz 0.01 \
  --tpTriggerPx 105000 --tpOrdPx=-1 \
  --slTriggerPx 88000 --slOrdPx=-1

# Place trailing stop on BTC perp long (callback 2%)
okx swap algo trail --instId BTC-USDT-SWAP --side sell --sz 1 \
  --tdMode cross --posSide long --callbackRatio 0.02

# View open spot orders
okx spot orders

# View open swap positions
okx swap positions

# Cancel a spot order
okx spot cancel --instId BTC-USDT --ordId <ordId>

# --- Event Contract ---
# List event series
okx event series

# Browse live markets in a series
okx event markets BTC-ABOVE-DAILY --state live

# Place event contract order
okx event place --instId BTC-ABOVE-DAILY-260224-1600-70000 --side buy --outcome YES --sz 10
```

## Command Index

### Spot Orders (12 commands)

| # | Command | Type | Description |
|---|---|---|---|
| 1 | `okx spot place` | WRITE | Place spot order (market/limit/post_only/fok/ioc) |
| 2 | `okx spot cancel` | WRITE | Cancel spot order |
| 3 | `okx spot amend` | WRITE | Amend spot order price or size |
| 4 | `okx spot algo place` | WRITE | Place spot TP/SL algo order |
| 5 | `okx spot algo amend` | WRITE | Amend spot TP/SL levels |
| 6 | `okx spot algo cancel` | WRITE | Cancel spot algo order |
| 7 | `okx spot algo trail` | WRITE | Place spot trailing stop order |
| 8 | `okx spot orders` | READ | List open or historical spot orders |
| 9 | `okx spot get` | READ | Single spot order details |
| 10 | `okx spot fills` | READ | Spot trade fill history |
| 11 | `okx spot algo orders` | READ | List spot TP/SL algo orders |
| 12 | `okx spot leverage` | WRITE | Set leverage for spot **margin** (borrowing). Pair-level (`--instId`) or currency-level cross (`--ccy`, required for borrow-enabled / multi-ccy / portfolio margin) |

For full command syntax, parameter tables, and edge cases, read `{baseDir}/references/spot-commands.md`.

### Swap / Perpetual Orders (15 commands)

| # | Command | Type | Description |
|---|---|---|---|
| 13 | `okx swap place` | WRITE | Place perpetual swap order |
| 14 | `okx swap cancel` | WRITE | Cancel swap order |
| 15 | `okx swap amend` | WRITE | Amend swap order price or size |
| 16 | `okx swap close` | WRITE | Close entire position at market |
| 17 | `okx swap leverage` | WRITE | Set leverage for an instrument |
| 18 | `okx swap algo place` | WRITE | Place swap TP/SL algo order |
| 19 | `okx swap algo trail` | WRITE | Place swap trailing stop order |
| 20 | `okx swap algo amend` | WRITE | Amend swap algo order |
| 21 | `okx swap algo cancel` | WRITE | Cancel swap algo order |
| 22 | `okx swap positions` | READ | Open perpetual swap positions |
| 23 | `okx swap orders` | READ | List open or historical swap orders |
| 24 | `okx swap get` | READ | Single swap order details |
| 25 | `okx swap fills` | READ | Swap trade fill history |
| 26 | `okx swap get-leverage` | READ | Current leverage settings |
| 27 | `okx swap algo orders` | READ | List swap algo orders |

For full command syntax, parameter tables, and edge cases, read `{baseDir}/references/swap-commands.md`.

### Futures / Delivery Orders (15 commands)

| # | Command | Type | Description |
|---|---|---|---|
| 28 | `okx futures place` | WRITE | Place delivery futures order |
| 29 | `okx futures cancel` | WRITE | Cancel delivery futures order |
| 30 | `okx futures amend` | WRITE | Amend delivery futures order price or size |
| 31 | `okx futures close` | WRITE | Close entire futures position at market |
| 32 | `okx futures leverage` | WRITE | Set leverage for a futures instrument |
| 33 | `okx futures algo place` | WRITE | Place futures TP/SL algo order |
| 34 | `okx futures algo trail` | WRITE | Place futures trailing stop order |
| 35 | `okx futures algo amend` | WRITE | Amend futures algo order |
| 36 | `okx futures algo cancel` | WRITE | Cancel futures algo order |
| 37 | `okx futures orders` | READ | List delivery futures orders |
| 38 | `okx futures positions` | READ | Open delivery futures positions |
| 39 | `okx futures fills` | READ | Delivery futures fill history |
| 40 | `okx futures get` | READ | Single delivery futures order details |
| 41 | `okx futures get-leverage` | READ | Current futures leverage settings |
| 42 | `okx futures algo orders` | READ | List futures algo orders |

For full command syntax, parameter tables, and edge cases, read `{baseDir}/references/futures-commands.md`.

### Options Orders (10 commands)

| # | Command | Type | Description |
|---|---|---|---|
| 43 | `okx option instruments` | READ | Option chain: list available contracts for an underlying |
| 44 | `okx option greeks` | READ | Implied volatility + Greeks (delta/gamma/theta/vega) by underlying |
| 45 | `okx option place` | WRITE | Place option order (call or put, buyer or seller) |
| 46 | `okx option cancel` | WRITE | Cancel unfilled option order |
| 47 | `okx option amend` | WRITE | Amend option order price or size |
| 48 | `okx option batch-cancel` | WRITE | Batch cancel up to 20 option orders |
| 49 | `okx option orders` | READ | List option orders (live / history / archive) |
| 50 | `okx option get` | READ | Single option order details |
| 51 | `okx option positions` | READ | Open option positions with live Greeks |
| 52 | `okx option fills` | READ | Option trade fill history |

For full command syntax, USDT-to-contracts conversion formula, tdMode rules, and edge cases, read `{baseDir}/references/options-commands.md`.

### Event Contract Orders (9 commands)

| # | Command | Type | Description |
|---|---|---|---|
| 53 | `okx event browse` | READ | Browse active event contracts grouped by type (series + live markets in one call) |
| 54 | `okx event series` | READ | List event series (e.g. BTC-ABOVE-DAILY, BTC-UPDOWN-15MIN) |
| 55 | `okx event events <seriesId>` | READ | List events in a series |
| 56 | `okx event markets <seriesId>` | READ | List markets; expired includes Outcome and Settlement value |
| 57 | `okx event place ...` | WRITE | Place event order (outcome required) |
| 58 | `okx event amend <instId> <ordId>` | WRITE | Amend event order (price/size) |
| 59 | `okx event cancel <instId> <ordId>` | WRITE | Cancel event order |
| 60 | `okx event orders` | READ | Pending or historical orders |
| 61 | `okx event fills` | READ | Fill history |

For full command syntax, parameter tables, and edge cases, read `{baseDir}/references/event-commands.md`.

## Operation Flow

### Step 0 — Credential & Profile Check

Before any authenticated command: see [Credential & Profile Check](#credential--profile-check). Determine auth method and trading mode before executing.

After every command result: append `[mode: live]` or `[mode: demo]`.

### Step 1 — Identify instrument type and action

**Spot** (instId format: `BTC-USDT`):
- Place/cancel/amend order → `okx spot place/cancel/amend`
- TP/SL conditional → `okx spot algo place/amend/cancel`
- Trailing stop → `okx spot algo trail`
- Query → `okx spot orders/get/fills/algo orders`

**Swap/Perpetual** (instId format: `BTC-USDT-SWAP`):
- Place/cancel/amend order → `okx swap place/cancel/amend`
- Close position → `okx swap close`
- Leverage → `okx swap leverage` / `okx swap get-leverage`
- TP/SL conditional → `okx swap algo place/amend/cancel`
- Trailing stop → `okx swap algo trail`
- Query → `okx swap positions/orders/get/fills/get-leverage/algo orders`

**Futures/Delivery** (instId format: `BTC-USDT-<YYMMDD>`):
- Place/cancel/amend order → `okx futures place/cancel/amend`
- Close position → `okx futures close`
- Leverage → `okx futures leverage` / `okx futures get-leverage`
- TP/SL conditional → `okx futures algo place/amend/cancel`
- Trailing stop → `okx futures algo trail`
- Query → `okx futures orders/positions/fills/get/get-leverage/algo orders`

**Options** (instId format: `BTC-USD-250328-95000-C` or `...-P`):
- Step 1 (required): find valid instId → `okx option instruments --uly BTC-USD`
- Step 2 (recommended): check IV and Greeks → `okx option greeks --uly BTC-USD`
- Place/cancel/amend → `okx option place/cancel/amend`
- Batch cancel → `okx option batch-cancel --orders '[...]'`
- Query → `okx option orders/get/positions/fills`
- **tdMode**: `cash` for buyers; `cross` or `isolated` for sellers

**Event Contracts**:

Instrument ID (`instId`, API field) format: `{UNDERLYING}-{TYPE}-{YYMMDD}-{HHMM}-{STRIKE}` for "Price Above Target" / "One Touch" contracts (e.g. `BTC-ABOVE-DAILY-260224-1600-70000`), or `{UNDERLYING}-{TYPE}-{YYMMDD}-{START}-{END}` for "Price Direction (Up/Down)" contracts (e.g. `BTC-UPDOWN-15MIN-260224-1600-1615`). Always obtain the instrument ID from `okx event markets <seriesId>` — never guess or use placeholders.

Series ID (`seriesId`, API field): human-readable (e.g. `BTC-ABOVE-DAILY`, `BTC-UPDOWN-15MIN`) or internal random string (e.g. `FMQRZ`). Both are valid for subsequent commands. Obtain from `okx event series`.

Event contract trading flow:
1. **Discover** → `okx event browse` (preferred, returns series + live markets in one call) or `okx event series` — present results grouped by type; highlight named series; always show the Series ID
2. **Browse live markets** → `okx event markets <seriesId> --state live` — obtains the instrument ID for each tradeable contract; if a live Price is shown, it is the event contract price (0.01–0.99), not the underlying asset price — reflects the market-implied probability when actively trading
3. **Check event details** → `okx event events <seriesId>`
4. **Confirm + Place** → `okx event place <instId> <side> <outcome> <sz>` — only after user explicitly confirms
5. **Track** → `okx event orders --status open` / `okx account positions --instType EVENTS`
6. **Exit or settle** → sell via `okx event place <instId> sell <outcome> <sz>`, or wait for `--state expired`

Edge cases:
- **Settled results**: `okx event markets <seriesId> --state expired` — no separate ended tool

**Event Contract sz Rules:**

- **Market order** (`ordType=market`): `--sz` is quote currency amount.
- **Limit order** (`ordType=limit` / `post_only`): `--sz` is number of contracts (integer). Each contract settles at 1 unit of quote currency; cost per contract = `px` (event contract price, 0.01–0.99). E.g. 10 contracts at px=0.5 costs 5.
- **px semantics**: `px` is the event contract price (0.01–0.99), NOT the underlying asset price. When actively trading, it reflects the market-implied probability. Example: `px=0.6` means the market is pricing the event at roughly 60%.
- **Outcome display**: expired/result views show translated values. For `price_up_down`, treat `YES/NO` as `UP/DOWN`.

For event contract workflows and step-by-step examples, read `{baseDir}/references/event-workflows.md`.

For cross-skill workflows and step-by-step examples, read `{baseDir}/references/workflows.md`.

### Step 2 — Confirm profile, then confirm write parameters

**Read commands** (orders, positions, fills, get, get-leverage, algo orders): run immediately.

- `--history` flag: defaults to active/open; use `--history` only if user explicitly asks for history
- `--ordType` for algo: `conditional` = single TP or SL; `oco` = both TP and SL together
- `--tdMode` for swap/futures: `cross` or `isolated`; spot always uses `cash` (set automatically)
- `--posSide` for hedge mode: `long` or `short`; omit in net mode

**Write commands** (place, cancel, amend, close, leverage, algo): confirm the key order details once before executing:
- Spot place: confirm `--instId`, `--side`, `--ordType`, `--sz` (and `--tgtCcy quote_ccy` if quote-currency amount)
- Swap/Futures place: confirm `--instId`, `--side`, `--sz`, `--tdMode`, and **explicitly confirm order mode** when user specifies a USDT amount: `--tgtCcy quote_ccy` (notional value, sz = position value) or `--tgtCcy margin` (margin cost, actual position = sz * leverage). Always state which mode is being used.
- Option place: confirm `--instId`, `--side`, `--sz`, `--tdMode` (and `--tgtCcy quote_ccy` or `--tgtCcy margin` if USDT amount — system auto-converts); do NOT attach TP/SL
- Event Contract place: confirm `--instId`, `--side`, `--outcome`, `--sz`, `--ordType`; for market orders sz is quote currency amount, for limit orders sz is number of contracts + `--px` required
- Swap/Futures close: confirm `--instId`, `--mgnMode`, `--posSide`
- Leverage: confirm new leverage and impact on existing positions. **Pre-checks to avoid common 400s**: (a) `--lever` must be a positive number within the instrument's max (see `okx market instruments` → `lever`); (b) for `--mgnMode isolated` in hedge pos mode, `--posSide` is required — each side (`long`, `short`) must be set **separately**, setting one does NOT auto-apply to the other; (c) **portfolio-margin accounts cannot adjust `cross` leverage for SWAP/FUTURES** — OKX will reject; if unsure, run `okx account config` and check `acctLv` first. **If set-leverage fails** (error mentions "cancel orders or stop bots"): troubleshoot in priority order — (1) query pending algo orders first (`swap/futures algo-orders --status pending`), as this is the most common blocker; (2) only if no algo orders, check active bots (`bot grid-orders`). **Do NOT automatically cancel orders or stop bots** — present findings and let the user decide
- Algo place (TP/SL): confirm trigger prices; use `--tpOrdPx=-1` for market execution
- Algo trail: confirm `--callbackRatio` (e.g., `0.02` = 2%) or `--callbackSpread`

For full parameter details per command, read the relevant reference file.

### Error-suggested remediation safeguard

When an OKX API error message suggests a fix that involves **write operations** (cancel orders, close positions, stop bots/strategies, transfer funds, etc.), you **MUST NOT** automatically execute those actions. Instead:

1. **Report** the error and its suggestion to the user verbatim
2. **Diagnose** — run read-only queries to identify what is blocking (e.g., `algo-orders --status pending`, `positions`, `bot grid-orders --status active`)
3. **Present findings** — show the user what was found and which specific items would need to be cancelled/closed/stopped
4. **Wait for explicit confirmation** before executing any remediation

This applies to all error codes whose messages suggest destructive actions, including but not limited to:
- Set-leverage blocked by pending algo orders or active bots
- Account setting changes requiring order/position/strategy cleanup (e.g., error codes 59000, 59002, 59007)
- Margin mode switches requiring position closure
- Any error containing phrases like "cancel", "close", "stop", "transfer … before"

**Rationale:** Error messages list _all possible_ blockers generically — the actual blocker is often just one item (e.g., a single TP/SL order). Blindly following the error text can cause unnecessary position closures or bot shutdowns that the user did not intend.

### Step 3 — Verify after writes

- After `spot place`: run `okx spot orders` to confirm order is live or `okx spot fills` if market order
- After `swap place`: run `okx swap orders` or `okx swap positions` to confirm
- After `swap close`: run `okx swap positions` to confirm position size is 0
- After `futures place`: run `okx futures orders` or `okx futures positions` to confirm
- After `futures close`: run `okx futures positions` to confirm position size is 0
- After spot algo place/trail: run `okx spot algo orders` to confirm algo is active
- After swap algo place/trail: run `okx swap algo orders` to confirm algo is active
- After futures algo place/trail: run `okx futures algo orders` to confirm algo is active
- After cancel: run `okx spot orders` / `okx swap orders` / `okx futures orders` / `okx event orders` to confirm order is gone
- After `event place`: run `okx event orders --status open` to confirm order is pending
- After `event cancel`: run `okx event orders` to confirm order is gone

## Global Notes

- All write commands require valid credentials (OAuth session or API key in `~/.okx/config.toml`)
- Auth method and trading mode are determined in "Credential & Profile Check"; see that section for parameter rules
- `--json` returns the raw OKX API v5 response by default. Add `--env` to wrap the output as `{"env": "<live|demo>", "profile": "<name>", "data": <response>}` — useful when you need to know the active environment and credential profile
- Rate limit: 60 order operations per 2 seconds per UID
- Batch operations (batch cancel, batch amend) are available via MCP tools directly if needed
- Position mode (`net` vs `long_short_mode`) affects whether `--posSide` is required
- **Network errors**: If commands fail with a connection error, prompt user to check VPN: `curl -I https://www.okx.com`
- **Capability discovery**: Run `okx list-tools --json` to get a machine-readable JSON listing of all CLI commands, tool names, and parameters — useful for programmatic enumeration without parsing `--help` text

For MCP tool reference, output conventions, and order amount safety rules, read `{baseDir}/references/templates.md`.