skill-trading — Multi-Exchange Perpetuals Trading#

This skill governs how an AI assistant should interact with the bundled skill-trading Rust CLI. It exists to prevent hallucination and unsafe order execution across 15+ exchange integrations routed through the TTC Box API.

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What this skill bundles#

This is a self-contained skill — the binary ships inside the bundle, no side-install or PATH mutation is required.

text

skill-trading/
├── SKILL.md
├── scripts/
│   ├── skill-trading                  # POSIX launcher — exec the right binary
│   ├── skill-trading-darwin-arm64     # Mach-O, Apple Silicon
│   └── skill-trading-linux-x64        # ELF, Linux x86_64
└── references/
    ├── api-reference.md               # full TTC Box REST API
    ├── exchanges.md                   # per-exchange credential setup
    └── troubleshooting.md             # error → cause → fix

The launcher detects uname -s/ -m and execs the matching binary. Always invoke skill-trading (the launcher) — never call a platform-suffixed binary directly. uname -m returns arm64 on macOS and aarch64 on Linux; the launcher handles both.

If the launcher errors with binary for <OS>-<ARCH> not bundled, this skill does not yet ship that platform. Currently supported: darwin-arm64, linux-x64.

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First-run setup#

The skill requires two TTC Box session credentials in the environment. Both are issued by the TTC Box API after skill-trading register or skill-trading login.

Env varPurposeTTC_AUTH_TOKEN24h session token returned by login / register``TTC_PASSKEY64-char hex key that encrypts the local wallet

Optional but commonly set:

Env varPurposeTTC_EXCHANGEDefault exchange when -e is omitted (e.g. orderly)TTC_PUBLIC_KEYWallet public key (set automatically by register)TTC_OUTPUTDefault output format: table (default), json, csv, quiet``{EXCHANGE}_API_KEY / {EXCHANGE}_API_SECRET / {EXCHANGE}_API_PASSPHRASEPer-exchange credentials

Never put API keys in config.toml. Exchange credentials and TTC Box session tokens belong in .env only. config.toml is for non-secret preferences (default exchange, output format, watchlist, portfolio thresholds, market-maker tunables).

Verify readiness before any trading#

text

skill-trading status

Returns READY when the API is reachable, the session token is valid, and the target exchange has credentials configured. Exit code is 0 when READY, 1 when NOT READY — usable as a shell gate.

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Reference Files#

Load these on demand when deeper context is needed:

• references/api-reference.md — full TTC Box REST API: all methods, param shapes, response formats, supported exchanges, quirks
• references/exchanges.md — exchange names, credential setup, ORDERLY_MAIN_WALLET_ADDRESS guide
• references/troubleshooting.md — every error message with cause and fix

---

MANDATORY PRE-ORDER CHECKLIST#

Before placing any order ( limit, market, stop), you MUST run these checks in order. Do not skip steps. Do not place an order if any check fails.

Step 1 — Check available balance#

text

skill-trading account balance

Parse the Available value from the output.

• If Available is negative or zero → STOP. Do not place the order.
  • Tell the user: "Available balance is [amount]. Cannot place order."
  • Suggest: close a position, reduce size, or add funds.
• If Available is positive → continue to Step 2.

Step 2 — Check existing positions#

text

skill-trading position get

Review open positions:

• Note symbols, sizes, side (long/short), PnL, and liquidation prices.
• If the user wants to open in the same direction as an existing position, flag it.
• If the user wants to reduce/close, use position close not a new order.

Step 3 — Validate order size vs available margin#

Estimate required margin:

text

required_margin = (quantity × price) / leverage

• If required_margin > available → STOP. Reduce quantity or skip.
• Always confirm with the user before placing if margin is tight (< 20% headroom).

Step 4 — Check open orders#

text

skill-trading order open

• Always fetch live — never assume orders from a previous step still exist. They may have been filled, cancelled, or expired.
• If there are existing orders on the same symbol/side, flag potential duplicates.
• Ask the user to confirm before adding another order.

---

ORDER PLACEMENT RULES#

• Never place a real order without user confirmation unless explicitly told to automate.

• Always show the order summary before executing: text

  Symbol:    NEARUSDT
  Side:      BUY
  Type:      LIMIT
  Price:     $1.168
  Quantity:  17
  Value:     ~$19.86
  Exchange:  orderly
  
  

• Use --dry-run first when testing a new order type or exchange.

• If the user says "place an order at 1% under price", always fetch the current price first via: text

  skill-trading market best-bid-ask -e <exchange> --symbol <SYMBOL>
  
  

  Then calculate: price = bid × 0.99, quantity = budget / price.

---

LISTING & CANCELLING ORDERS#

All order operations live under the order group:

OperationCommandAliasesList open ordersorder open``order list, order lsCancel one orderorder cancel``order cxlCancel all ordersorder cancel-all``order cxl-all

--symbol is optional on open and cancel-all — omit to act across all symbols, pass to scope to one.

Always list before you cancel. Use the id returned by order open — not the id printed by order limit or order market.

Placement returns a client-generated id (e.g. dydx client_id); the cancel endpoint expects the exchange's canonical order id (e.g. dydx indexer UUID). These differ on several exchanges, so passing the placement id can fail with errors like Indexer error 400.

text

skill-trading order open -e <exchange>                                 # fetch canonical ids
skill-trading order cancel -e <exchange> -s <SYMBOL> --order-id <id>   # use the id from order open

Do this even when placement just succeeded — never assume the printed id is cancellable.

---

INTERPRETING BALANCE OUTPUT#

FieldMeaningbalanceTotal USDT in accountlockedMargin currently committed to open positions/ordersavailableFree margin = balance − locked. This is what matters for new orders.

A negative available means the account is over-committed. No new orders can be placed until a position is closed or margin is freed.

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INTERPRETING POSITION OUTPUT#

FieldMeaningsizePosition size in base assetentry_priceAverage entry pricemark_priceCurrent market pricepnlUnrealized profit/lossliqLiquidation price — dangerous if approachedleverageCurrent leverage multiplier

If mark_price is approaching liq, warn the user immediately.

Detailed PnL Breakdown#

For a full breakdown of a position including margin used, % from entry, and liquidation distance:

text

skill-trading position pnl -e <exchange> -s <SYMBOL>

Output:

text

── NEARUSDT BUY 10x ─────────────────────────────────
Size:           1160 units  ($1356.62 notional)
Entry price:    $1.2425
Mark price:     $1.1695  (-5.88% from entry)
Unrealized PnL: -52.17 USDT  (-5.88%)
Margin used:    $135.66  (10x leverage, cross mode)
Liquidation:    $1.0816  (7.52% away)

Use position pnl when you need to assess risk (liquidation distance) or explain the position to the user in detail. Use position get for a quick summary.

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LEVERAGE MANAGEMENT#

Leverage is set per symbol, on the exchange, via:

text

skill-trading account leverage -e <exchange> -s <SYMBOL> -l <N>

Example — set RAVEUSDT to 5× on asterdex:

text

skill-trading account leverage -e asterdex -s RAVEUSDT -l 5

Critical rule — no open position on that symbol#

Exchanges only accept a leverage change when there is no open position on the symbol. If a position (or even a resting reduce-only stop/TP for that symbol) is open, the call returns an error like leverage not modified or position exists.

To change leverage on a symbol you already hold:

1. skill-trading position get -e <exchange> — confirm the current position
2. skill-trading position close -e <exchange> -s <SYMBOL> (or wait for TP/SL to fill)
3. skill-trading order cancel-all -e <exchange> -s <SYMBOL> — clear any resting reduce-only orders
4. skill-trading account leverage -e <exchange> -s <SYMBOL> -l <N> — now accepted
5. Re-enter the position at the new leverage

Open orders that are not on the same symbol do not block a leverage change.

When to set leverage#

• Before the first order on a new symbol — the exchange default may not match your risk sizing.
• After flat — after closing a position, if you want to re-enter at a different multiplier.
• Not mid-position — see rule above. The only way to "change leverage on an open position" is close → change → reopen, which realizes PnL and incurs fees.

Pairing with twap --leverage#

skill-trading twap accepts an optional --leverage <N> flag. It does two things:

1. Calls setLeverage on the exchange before slice 1 (same underlying API as account leverage).
2. Uses the value to compute margin-required ( budget / leverage) for balance checks.

Because step 1 runs before any order is placed, twap --leverage only succeeds if the symbol has no open position at the moment of the first tick. If you are adding to an existing position via TWAP, either omit --leverage (use whatever the exchange already has set) or close the position first.

Verifying the current leverage#

The leverage in effect for a symbol shows up in the position pnl output ( ── NEARUSDT BUY 10x ──). When flat, query the exchange via the TTC Box API ( getPositions returns leverage even for size=0 on most exchanges), or simply set it explicitly before your next order.

Per-exchange notes#

• Orderly — cross margin only; leverage is account-wide, not per-symbol. Setting it changes margin requirements across all open symbols.
• Bybit — per-symbol; isolated vs cross is a separate setting ( account margin-mode). Set margin mode before leverage.
• OKX / Bitget / BloFin — per-symbol, per-side in hedge mode. In hedge mode you may need to set long and short leverage separately.
• Binance / asterdex — per-symbol; valid range commonly 1–125× but capped by tier based on notional. High leverage on large size will be rejected.

If account leverage errors, check references/troubleshooting.md or run with -v for the raw API response.

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MARKET DATA COMMANDS#

These are cross-exchange, public endpoints — no API key required.

Hybrid Tickers (aggregated across all exchanges)#

text

skill-trading market hybrid-tickers [OPTIONS]

Options:

• --market-type spot|futures — filter by market type (default: both)
• --source <exchange> — filter by exchange name (e.g. binance, orderly)
• --symbol <SYM> — filter by symbol (e.g. NEARUSDT)
• --min-volume <USD> — minimum 24h volume in USD
• --min-price <price> — minimum price filter
• --max-price <price> — maximum price filter
• --up <pct> — show only markets up ≥ N% today (e.g. --up 5)
• --down <pct> — show only markets down ≥ N% today

Note: Do NOT pass -e / --exchange here — use --source to filter by exchange. The global TTC_EXCHANGE env var does not affect this command.

Funding Rates#

text

skill-trading market funding-rates [--symbol <SYM>]

Shows current funding rates across all exchanges for a symbol (or all symbols).

Open Interest#

text

skill-trading market open-interest [--symbol <SYM>]

Shows open interest in USD across all exchanges.

Volume Snapshot#

text

skill-trading market volume-snapshot

Shows 24h volume, open interest, and TVL per exchange (CEX + DEX).

Scanner — Technical Analysis#

Two modes: single symbol or watchlist scan.

Single symbol

text

skill-trading market scanner --symbol <SYM> [--timeframe 1h] [--bars 1000] [--swing-strength 10]

Full output: direction, confidence, Vola unit, momentum, stop, TP1-3, R/R, reasoning note.

text

NEARUSDT / 1h — LONG HIGH  (strength 79/100)
Entry:     $1.1940
Vola unit: $0.000558/bar (1x1)  |  Momentum: +0.000700/bar (flat)  |  Avg range: $0.014500/bar
Stop Loss: $1.1862  (0.65% risk)
TP1:       $1.4214  (+19.04%)
TP2:       $1.8918  (+58.44%)
TP3:       $2.3622  (+97.84%)
R/R:       29.14x
Note:      bull composite 79.0 (score 65, R/R 29.14) vs opposite 39.6

Watchlist scan

text

# Use config.toml [watchlist] symbols (default)
skill-trading market scanner

# Custom list
skill-trading market scanner --watchlist BTCUSDT,ETHUSDT,SOLUSDT,NEARUSDT

# Filters
skill-trading market scanner --only-high            # HIGH confidence only
skill-trading market scanner --min-rr 3.0           # R/R ≥ 3.0 only
skill-trading market scanner --timeframe 4h --only-high --min-rr 3.0

Output — compact table, one row per symbol:

text

  Scanner — 1h  │  3 symbols  │  filter: R/R ≥ 2.0
  ──────────────────────────────────────────────────────────────────────────────────────
  Symbol          Dir      Conf    Str         Entry            SL           TP1     R/R
  ──────────────────────────────────────────────────────────────────────────────────────
  NEARUSDT        LONG     HIGH     79       $1.1940       $1.1862       $1.4214   29.1x
  BTCUSDT         NEUTRAL  —
  ETHUSDT         LONG     MEDIUM   66      $2094.01      $2044.89      $2293.77    4.1x
  ──────────────────────────────────────────────────────────────────────────────────────
  2 signal(s) match  │  1 NEUTRAL  │  0 below filter

• Signals that don't meet the filter are shown dimmed with filtered tag — not hidden
• NEUTRAL signals are always shown (no levels to filter on)
• All scans run in parallel — 10-symbol watchlist takes the same time as 1

Rules:

• Use watchlist scan as the morning signal sweep before brief
• Only act on signals that pass your R/R threshold — don't lower the bar mid-session
• --only-high + --min-rr 3.0 is the recommended filter for new entries
• Confirm with brief before acting: check portfolio health is not DANGER first

Parameters:

• --timeframe — 1m, 5m, 15m, 1h, 4h, 1d (default: 1h)
• --bars — bars to analyze, max 1000 (default: 1000)
• --swing-strength — lookback for swing detection (default: 10)
• --min-rr — minimum R/R to show as a match (default: 2.0)
• --only-high — filter to HIGH confidence only

Vola fan note: Descending fan lines from a high pivot can project below zero after many bars — this is mathematically correct, not a bug. Use the Vola unit and momentum to assess whether the move is realistic given the timeframe.

Tickers (exchange-specific)#

text

skill-trading market tickers --symbol <SYM>

Shows ticker data for a specific exchange (requires -e <exchange>).

Best Bid/Ask#

text

skill-trading market best-bid-ask --symbol <SYM>

Shows the best bid and ask on a specific exchange (requires -e <exchange>).

---

COMMON WORKFLOWS#

Scan for movers#

text

skill-trading market hybrid-tickers --up 5 --min-volume 1000000
skill-trading market hybrid-tickers --down 5 --market-type futures

Check funding rates for a symbol#

text

skill-trading market funding-rates --symbol BTCUSDT

Open a new position#

1. account balance → verify available > 0
2. position get → check no conflicting positions
3. market best-bid-ask --symbol <SYM> → get current price
4. Calculate price and quantity
5. Show order summary → confirm with user
6. order limit or order market

Close a position#

1. position get → get symbol and size
2. position close --symbol <SYM> (uses market order) OR order limit --sell --reduce-only for a limit close

Check account health#

text

skill-trading account balance
skill-trading position get

Together these give a full picture of margin usage and risk.

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EXCHANGE DEFAULTS#

• Default exchange is set in config.toml via skill-trading config set-default <exchange>
• Override per-command with -e <exchange>
• Credentials are loaded from .env using {EXCHANGE}_API_KEY / {EXCHANGE}_API_SECRET / {EXCHANGE}_API_PASSPHRASE
• For Orderly: passphrase = broker ID (e.g. what_exchange, woofi_pro, ttc)

---

DCA LADDER COMMAND#

Places multiple limit orders stepping away from the current price. Levels and per-level size are auto-calculated from your total amount and the min_usd_entry in config (default $15).

text

skill-trading order dca -e <exchange> -s <SYMBOL> --buy|--sell --amount <USD> -d <distance%>

FlagDescription--amountTotal USD notional for the entire ladder-d, --distance% gap between each level (e.g. 1 = 1% per step)--start-priceOverride base price (defaults to current last price)--price-decimalsDecimal places for limit prices (default: 4)--qty-decimalsDecimal places for quantities (default: 0 = integer)

Calculation:

text

levels     = floor(amount / min_usd_entry)
level_usd  = amount / levels
price_n    = base_price × (1 - distance%)^n   (buy: steps down)
           = base_price × (1 + distance%)^n   (sell: steps up)
qty_n      = floor(level_usd / price_n)

Example — $150 across 10 levels, 1% apart:

text

skill-trading order dca -e orderly -s NEARUSDT --buy --amount 150 -d 1 --dry-run

  DCA Ladder — NEARUSDT BUY on orderly
  Amount:  $150.00 total  |  Levels: 10  |  Per level: $15.00
  Base:    $1.1667  |  Step: 1.00% per level  |  Min entry: $15.00
  ─────────────────────────────────────────────────────
  Level 1/10   $1.1667  Qty: 12  Cost: ~$15.00
  Level 2/10   $1.1550  Qty: 12  Cost: ~$15.00
  ...
  Level 10/10  $1.0658  Qty: 14  Cost: ~$15.00

Rules:

• Always --dry-run first to confirm levels and prices before going live
• Check available balance — all levels are placed as open limit orders, locking margin
• Use order open after placing to confirm all levels were accepted
• Cancel with order cancel-all if you want to clear the ladder

---

RISK MANAGEMENT COMMANDS#

Stop Loss / Take Profit (one-shot)#

text

skill-trading risk sl -e <exchange> -s <SYMBOL> --stop-price <price>
skill-trading risk tp -e <exchange> -s <SYMBOL> --tp-price <price>

Places a single stop/TP order against the current open position. Reduce-only, triggered by mark price.

Trailing Stop Watch (polling loop)#

text

skill-trading risk trail-watch -e <exchange> -s <SYMBOL> --trail-pct <pct> --interval <seconds>

Runs a foreground loop that:

1. Waits until the position enters profit (PnL > 0)
2. Activates — records peak price, places first stop at peak × (1 - trail_pct%)
3. Trails — each poll, if price sets a new peak, cancels old stop and places a new one
4. Exits automatically when position closes (and removes the progress file)

Default: --trail-pct 2.0, --interval 30. Press Ctrl+C to stop.

Progress file: writes JSON state to ~/.trail-watch-{symbol}-{exchange}.json on every tick. An agent can read this file on demand to check trail-watch status without interrupting the loop.

FieldDescriptionactive``false while waiting for profit, true once trailingmark_price, entry_priceCurrent pricespeak_priceTracked peak ( null while inactive)current_stop, stop_order_idActive stop level and order ID ( null if none placed)unrealized_pnl, position_sizePosition stateupdated_atISO 8601 timestamp of last tick

Use this after entering a position — it watches passively and only activates once you're in profit.

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MORNING BRIEF#

Run once at the start of every session to get a full picture before touching anything:

bash

skill-trading brief -e orderly
# aliases: morning, mb

Single command. Runs all fetches concurrently and presents them in one report:

SectionDataSessionToken validity + time remainingWatchlist PricesPrice, 24h%, volume, OI, funding rate per symbolSignalsScanner direction, confidence, entry, SL, TP1, R/R per symbolPortfolioBalance, utilization, all positions with PnL and liq distanceOpen OrdersAll live orders with price and qtyOverallREADY / WATCH / DANGER banner

Override watchlist on the fly:

bash

skill-trading brief -e orderly --watchlist SOLUSDT,BTCUSDT,NEARUSDT

Change signal timeframe:

bash

skill-trading brief -e orderly --timeframe 4h

Watchlist defaults come from config.toml:

toml

[watchlist]
symbols = ["NEARUSDT", "BTCUSDT", "ETHUSDT"]

Rules:

• Always run brief before starting a new session's trading
• If OVERALL is DANGER, address the at-risk position before any new orders
• The brief takes 2–5 seconds (all fetches run in parallel)

---

PRE-LOOP SESSION CHECK#

Before starting any loop ( /loop, twap, trail-watch, portfolio summary cycle), always verify the session is healthy:

bash

skill-trading status

Output:

text

━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
  SKILL-TRADING STATUS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━

  ✓  TTC Box API
  ✓  Session token               VALID  23h 43m remaining
  ✓  Exchange credentials        orderly configured

━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
  STATUS: READY
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━

Decision tree:

StatusActionREADYProceed with loop or order placementNOT READY — session expiredRun skill-trading login firstNOT READY — no credentialsSet {EXCHANGE}_API_KEY / {EXCHANGE}_API_SECRET in .envNOT READY — API unreachableCheck connectivity; retry in 30s

Rules:

• If STATUS: NOT READY, do not start any loop or place any order.
• Pay attention to the remaining time on the session token. If < 2h remain, warn the user to re-login soon.
• Exit code is 0 when READY, 1 when NOT READY — usable in shell scripts as a gate.

---

ERROR RECOVERY PROTOCOL#

When a CLI command exits non-zero, you MUST distinguish pre-flight failures from in-flight failures before deciding whether to retry. The wrong choice can place duplicate orders, double exposure, or trip leverage limits.

Read vs write operations#

Read operations are idempotent — re-running them is safe. Write operations mutate exchange state and CANNOT be safely re-run without verification.

Read (idempotent — retry freely)Write (NOT idempotent — verify before any retry)account balance``order limit / market / stop / tp``position get / position pnl``order cxl / order cxl-all``order open``position close / position close-all``market * (tickers, funding, OI, scanner)account leverage / account hedge``portfolio summary / status / brief``risk sl / risk tp / risk trail / trail-watch``info / config show / config path``twap / twap-slice / market-maker

Step 1 — Classify the failure#

Pre-flight failure — the request never reached the exchange. Safe to fix the cause and retry the exact same command. Signatures:

• Invalid order parameters: ... — local validation rejected the args
• Missing credentials for exchange: ... — never sent
• Configuration error: ... — never sent
• API error [400]: ...tick size... / ...lot size... / ...insufficient balance... — TTC Box rejected before forwarding
• API error [401]: Unauthorized — session expired; never reached the exchange (run login, then retry)
• API error [403]: Forbidden — bad method; never reached the exchange
• Position not found: <symbol> — read-side miss; nothing was mutated

For these: fix the cause (see references/troubleshooting.md), then retry. The exchange has not been touched, so retrying creates exactly one order.

In-flight failure — the request MAY have reached the exchange. Outcome is uncertain. Signatures:

• API error [500]: ... (TTC Box catch-all — could mean upstream filled then storage threw)
• API request failed: ... (transport error after retries were exhausted)
• Rate limited - retry after N seconds (CLI already auto-retried — if you see this, the retry budget is spent)
• Any error following a write op where the cause is unclear

For in-flight failures on a write op, do NOT retry. Run the verification protocol first.

Step 2 — Verification protocol (write op + in-flight failure)#

Run all three commands. Do not skip any.

bash

skill-trading order open -e <exchange>
skill-trading position get -e <exchange> -s <symbol>
skill-trading account balance -e <exchange>

Step 3 — Decide from actual state#

Actual stateMeaningActionDesired position open at expected sizeOrder filled; the error was a downstream blipReport success. **Do not retry.**Matching order is in order openAccepted and working at the exchangeLet it run, or cancel deliberately. **Do not place another.**Neither position nor pending orderDid not reach exchange OR was rejectedSafe to retry the original command once.Position size differs from intended (partial fill)Partial fill before the errorReport state to the user. Do not auto-place a "fill the rest" order without explicit instruction.

Hard rules#

• Never retry a write op without running the verification protocol first. A duplicate market order can double exposure.
• Never retry a write op more than once after verification. If the second attempt is also ambiguous, stop and surface the situation to the user with the full verification output.
• Cancel has weak idempotency. A cancel that errors with 5xx is usually safe to verify+retry (cancelling an already-cancelled order returns a 4xx, not a duplicate). Still verify with order open first.
• account leverage / account hedge — these are settings, not orders. A 5xx here is verifiable: re-read state with the corresponding get and compare. If the desired setting is already in effect, do not retry.
• TWAP / market-maker mid-loop — if a slice errors, STOP the loop. Run the verification protocol. Report state to the user. Only resume if explicitly told to. Never let an unattended loop self-recover from an in-flight failure.
• risk trail-watch — single tick error is recoverable; the next tick re-reads state. Two or more consecutive errors → stop the loop, run verification.
• Auth errors mid-loop — [401] Unauthorized during a loop means the session expired. Run skill-trading login, then run the verification protocol before resuming. Do not assume the loop's last action succeeded.

Reporting back to the user#

When a write op fails in-flight, your report to the user should include:

1. The exact command that failed
2. The error message
3. The output of all three verification commands
4. Your interpretation of actual state vs intended state
5. Your recommended next action — and whether you executed it or are waiting for confirmation

Do not summarize the error away. The user needs the raw verification output to make the call.

---

WHAT NOT TO DO#

• Do not place an order immediately after being asked — always run the checklist first.
• Do not assume the account has funds — always verify.
• Do not guess the current price — always fetch it.
• Do not place duplicate orders without confirming with the user.
• Do not use market orders unless the user explicitly requests it — prefer limit orders.
• Do not assume orders still exist — always call order open before referencing open orders. Orders may have been filled, cancelled, or expired since they were last placed.
• Do not assume positions are unchanged — always call position get for the current state before making decisions based on a position.
• Do not assume balance is the same — always re-fetch before placing new orders, especially after fills or PnL changes.