Claude Agent Skill · by Okx

Okx Cex Trade

Install Okx Cex Trade skill for Claude Code from okx/agent-skills.

Install
Terminal · npx
$npx skills add https://github.com/okx/agent-skills --skill okx-cex-trade
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How Okx Cex Trade fits into a Paperclip company.

Okx Cex Trade drops into any Paperclip agent that handles this kind of work. Assign it to a specialist inside a pre-configured PaperclipOrg company and the skill becomes available on every heartbeat — no prompt engineering, no tool wiring.

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Source file
SKILL.md452 lines
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---name: okx-cex-tradedescription: "This skill should be used 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', 'set stop loss', 'add a trailing stop', 'set leverage', 'check my orders', 'order status', 'fill history', 'trade history', 'buy a call', 'sell a put', 'buy call option', 'sell put option', 'option chain', 'implied volatility', 'IV', 'option Greeks', 'delta', 'gamma', 'theta', 'vega', 'delta hedge', 'option order', 'option position', 'option fills', 'event contract', 'buy Yes', 'buy No', 'buy Up', 'buy Down', 'BTC above', 'price above', '15min price', 'prediction market', or any request to place/cancel/amend spot, perpetual swap, delivery futures, options, or event contract orders on OKX CEX. Covers spot trading, swap/perpetual contracts, delivery futures, options (calls/puts, Greeks, IV), event contracts (binary Yes/No or Up/Down outcomes), and conditional (TP/SL/trailing) algo orders. Requires API credentials. Do NOT use for market data (use okx-cex-market), account balance/positions (use okx-cex-portfolio), or grid/DCA bots (use okx-cex-bot)."license: MITmetadata:  author: okx  version: "1.3.1"  homepage: "https://www.okx.com"  agent:    requires:      bins: ["okx"]    install:      - id: npm        kind: node        package: "@okx_ai/okx-trade-cli"        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.** ## 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   ```   Or set environment variables:   ```bash   export OKX_API_KEY=your_key   export OKX_SECRET_KEY=your_secret   export OKX_PASSPHRASE=your_passphrase   ```3. Test with demo mode (simulated trading, no real funds):   ```bash   okx --profile demo spot orders   ``` ## Credential & Profile Check **Run this check before any authenticated command.** ### Step A — Verify credentials ```bashokx config show       # verify configuration status (output is masked)``` - If the command returns an error or shows no configuration: **stop all operations**, guide the user to run `okx config init`, and wait for setup to complete before retrying.- If credentials are configured: proceed to Step B. ### Step B — Confirm profile (required) `--profile` is **required** for all authenticated commands. Never add a profile implicitly. | Value | Mode | Funds ||---|---|---|| `live` | 实盘 | Real funds || `demo` | 模拟盘 | Simulated funds | **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: `"Using --profile live (实盘)"` or `"Using --profile demo (模拟盘)"`2. Current message has no explicit declaration → check conversation context for a previous profile:   - Found → use it, inform user: `"Continuing with --profile live (实盘) from earlier"`   - Not found → ask: `"Live (实盘) or Demo (模拟盘)?"` — wait for answer before proceeding ### Handling 401 Authentication Errors If any command returns a 401 / authentication error:1. **Stop immediately** — do not retry the same command2. Inform the user: "Authentication failed (401). Your API credentials may be invalid or expired."3. Guide the user to update credentials by editing the file directly with their local editor:   ```   ~/.okx/config.toml   ```   Update the fields `api_key`, `secret_key`, `passphrase` under the relevant profile.   Do NOT paste the new credentials into chat.4. After the user confirms the file is updated, run `okx config show` to verify (output is masked)5. Only then retry the original operation ## Demo vs Live Mode Profile is the single control for 实盘/模拟盘 switching: | `--profile` | Mode | Funds ||---|---|---|| `live` | 实盘 | Real money — irreversible || `demo` | 模拟盘 | Simulated — no real funds | **Rules:**1. `--profile` is **required** on every authenticated command — determined in "Credential & Profile Check" Step B2. Every response after a command must append: `[profile: live]` or `[profile: demo]`3. Do **not** use the `--demo` flag for mode switching — use `--profile` instead ## 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 event contracts (prediction markets, binary outcomes) → use `okx-cex-trade` (this skill)- For grid and DCA trading bots → use `okx-cex-bot` ## 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 marketokx 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 positionokx 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 ordersokx spot orders # View open swap positionsokx swap positions # Cancel a spot orderokx spot cancel --instId BTC-USDT --ordId <ordId> # --- Event Contract ---# List event seriesokx event series # Browse live markets in a seriesokx event markets BTC-ABOVE-DAILY --state live # Place event contract orderokx event place --instId BTC-ABOVE-DAILY-260224-1600-70000 --side buy --outcome YES --sz 10``` ## Command Index ### Spot Orders (11 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 | For full command syntax, parameter tables, and edge cases, read `{baseDir}/references/spot-commands.md`. ### Swap / Perpetual Orders (15 commands) | # | Command | Type | Description ||---|---|---|---|| 12 | `okx swap place` | WRITE | Place perpetual swap order || 13 | `okx swap cancel` | WRITE | Cancel swap order || 14 | `okx swap amend` | WRITE | Amend swap order price or size || 15 | `okx swap close` | WRITE | Close entire position at market || 16 | `okx swap leverage` | WRITE | Set leverage for an instrument || 17 | `okx swap algo place` | WRITE | Place swap TP/SL algo order || 18 | `okx swap algo trail` | WRITE | Place swap trailing stop order || 19 | `okx swap algo amend` | WRITE | Amend swap algo order || 20 | `okx swap algo cancel` | WRITE | Cancel swap algo order || 21 | `okx swap positions` | READ | Open perpetual swap positions || 22 | `okx swap orders` | READ | List open or historical swap orders || 23 | `okx swap get` | READ | Single swap order details || 24 | `okx swap fills` | READ | Swap trade fill history || 25 | `okx swap get-leverage` | READ | Current leverage settings || 26 | `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 ||---|---|---|---|| 27 | `okx futures place` | WRITE | Place delivery futures order || 28 | `okx futures cancel` | WRITE | Cancel delivery futures order || 29 | `okx futures amend` | WRITE | Amend delivery futures order price or size || 30 | `okx futures close` | WRITE | Close entire futures position at market || 31 | `okx futures leverage` | WRITE | Set leverage for a futures instrument || 32 | `okx futures algo place` | WRITE | Place futures TP/SL algo order || 33 | `okx futures algo trail` | WRITE | Place futures trailing stop order || 34 | `okx futures algo amend` | WRITE | Amend futures algo order || 35 | `okx futures algo cancel` | WRITE | Cancel futures algo order || 36 | `okx futures orders` | READ | List delivery futures orders || 37 | `okx futures positions` | READ | Open delivery futures positions || 38 | `okx futures fills` | READ | Delivery futures fill history || 39 | `okx futures get` | READ | Single delivery futures order details || 40 | `okx futures get-leverage` | READ | Current futures leverage settings || 41 | `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 ||---|---|---|---|| 42 | `okx option instruments` | READ | Option chain: list available contracts for an underlying || 43 | `okx option greeks` | READ | Implied volatility + Greeks (delta/gamma/theta/vega) by underlying || 44 | `okx option place` | WRITE | Place option order (call or put, buyer or seller) || 45 | `okx option cancel` | WRITE | Cancel unfilled option order || 46 | `okx option amend` | WRITE | Amend option order price or size || 47 | `okx option batch-cancel` | WRITE | Batch cancel up to 20 option orders || 48 | `okx option orders` | READ | List option orders (live / history / archive) || 49 | `okx option get` | READ | Single option order details || 50 | `okx option positions` | READ | Open option positions with live Greeks || 51 | `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 ||---|---|---|---|| 52 | `okx event browse` | READ | Browse active event contracts grouped by type (series + live markets in one call) || 53 | `okx event series` | READ | List event series (e.g. BTC-ABOVE-DAILY, BTC-UPDOWN-15MIN) || 54 | `okx event events <seriesId>` | READ | List events in a series || 55 | `okx event markets <seriesId>` | READ | List markets; expired includes Outcome and Settlement value || 56 | `okx event place ...` | WRITE | Place event order (outcome required) || 57 | `okx event amend <instId> <ordId>` | WRITE | Amend event order (price/size) || 58 | `okx event cancel <instId> <ordId>` | WRITE | Cancel event order || 59 | `okx event orders` | READ | Pending or historical orders || 60 | `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 profile (`live` or `demo`) before executing. After every command result: append `[profile: live]` or `[profile: 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 ID2. **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 trading3. **Check event details** → `okx event events <seriesId>`4. **Confirm + Place** → `okx event place <instId> <side> <outcome> <sz>` — only after user explicitly confirms5. **Track** → `okx event orders --state live` / `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. **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 verbatim2. **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/stopped4. **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 --state live` 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 in `~/.okx/config.toml` or env vars- `--profile <name>` is required for all authenticated commands- `--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`.