Tetrac Perp Trader

Other

Multi-exchange perpetuals trading CLI for 15+ venues (Orderly, Bybit, Binance, Hyperliquid, dYdX, OKX, Bitget, BloFin, AsterDEX, and more) via the TTC Box API. Place orders, manage positions, run TWAP/DCA ladders, scan technical signals, build trailing-stop loops, and run an agentic /loop. Bundles a prebuilt Rust binary for darwin-arm64 and linux-x64 — no Rust toolchain required on the host.

Install

openclaw skills install tetrac-perp-trader

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.

What this skill bundles

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

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.

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 var	Purpose
`TTC_AUTH_TOKEN`	24h session token returned by `login` / `register`
`TTC_PASSKEY`	64-char hex key that encrypts the local wallet

Optional but commonly set:

Env var	Purpose
`TTC_EXCHANGE`	Default exchange when `-e` is omitted (e.g. `orderly`)
`TTC_PUBLIC_KEY`	Wallet public key (set automatically by `register`)
`TTC_OUTPUT`	Default output format: `table` (default), `json`, `csv`, `quiet`
`{EXCHANGE}_API_KEY` / `{EXCHANGE}_API_SECRET` / `{EXCHANGE}_API_PASSPHRASE`	Per-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

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.

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

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

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:

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

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:

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:
```
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:

Operation	Command	Aliases
List open orders	`order open`	`order list`, `order ls`
Cancel one order	`order cancel`	`order cxl`
Cancel all orders	`order 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.

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

Field	Meaning
`balance`	Total USDT in account
`locked`	Margin currently committed to open positions/orders
`available`	Free 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.

INTERPRETING POSITION OUTPUT

Field	Meaning
`size`	Position size in base asset
`entry_price`	Average entry price
`mark_price`	Current market price
`pnl`	Unrealized profit/loss
`liq`	Liquidation price — dangerous if approached
`leverage`	Current 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:

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

Output:

── 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.

LEVERAGE MANAGEMENT

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

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

Example — set RAVEUSDT to 5× on asterdex:

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:

skill-trading position get -e <exchange> — confirm the current position
skill-trading position close -e <exchange> -s <SYMBOL> (or wait for TP/SL to fill)
skill-trading order cancel-all -e <exchange> -s <SYMBOL> — clear any resting reduce-only orders
skill-trading account leverage -e <exchange> -s <SYMBOL> -l <N> — now accepted
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:

Calls setLeverage on the exchange before slice 1 (same underlying API as account leverage).
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.

MARKET DATA COMMANDS

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

Hybrid Tickers (aggregated across all exchanges)

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

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

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

Open Interest

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

Shows open interest in USD across all exchanges.

Volume Snapshot

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

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.

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

# 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:

  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)

skill-trading market tickers --symbol <SYM>

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

Best Bid/Ask

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

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

skill-trading market funding-rates --symbol BTCUSDT

Open a new position

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

Close a position

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

Check account health

skill-trading account balance
skill-trading position get

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

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).

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

Flag	Description
`--amount`	Total USD notional for the entire ladder
`-d, --distance`	% gap between each level (e.g. `1` = 1% per step)
`--start-price`	Override base price (defaults to current last price)
`--price-decimals`	Decimal places for limit prices (default: 4)
`--qty-decimals`	Decimal places for quantities (default: 0 = integer)

Calculation:

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:

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)

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)

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

Runs a foreground loop that:

Waits until the position enters profit (PnL > 0)
Activates — records peak price, places first stop at peak × (1 - trail_pct%)
Trails — each poll, if price sets a new peak, cancels old stop and places a new one
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.

Field	Description
`active`	`false` while waiting for profit, `true` once trailing
`mark_price`, `entry_price`	Current prices
`peak_price`	Tracked peak (`null` while inactive)
`current_stop`, `stop_order_id`	Active stop level and order ID (`null` if none placed)
`unrealized_pnl`, `position_size`	Position state
`updated_at`	ISO 8601 timestamp of last tick

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

MORNING BRIEF

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

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

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

Section	Data
Session	Token validity + time remaining
Watchlist Prices	Price, 24h%, volume, OI, funding rate per symbol
Signals	Scanner direction, confidence, entry, SL, TP1, R/R per symbol
Portfolio	Balance, utilization, all positions with PnL and liq distance
Open Orders	All live orders with price and qty
Overall	READY / WATCH / DANGER banner

Override watchlist on the fly:

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

Change signal timeframe:

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

Watchlist defaults come from config.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:

skill-trading status

Output:

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

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

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

Decision tree:

Status	Action
READY	Proceed with loop or order placement
NOT READY — session expired	Run `skill-trading login` first
NOT READY — no credentials	Set `{EXCHANGE}_API_KEY` / `{EXCHANGE}_API_SECRET` in `.env`
NOT READY — API unreachable	Check 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.

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 state	Meaning	Action
Desired position open at expected size	Order filled; the error was a downstream blip	Report success. Do not retry.
Matching order is in `order open`	Accepted and working at the exchange	Let it run, or cancel deliberately. Do not place another.
Neither position nor pending order	Did not reach exchange OR was rejected	Safe to retry the original command once.
Position size differs from intended (partial fill)	Partial fill before the error	Report 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:

The exact command that failed
The error message
The output of all three verification commands
Your interpretation of actual state vs intended state
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.

Tetrac Perp Trader

Install

skill-trading — Multi-Exchange Perpetuals Trading

What this skill bundles

First-run setup

Verify readiness before any trading

Reference Files

MANDATORY PRE-ORDER CHECKLIST

Step 1 — Check available balance

Step 2 — Check existing positions

Step 3 — Validate order size vs available margin

Step 4 — Check open orders

ORDER PLACEMENT RULES

LISTING & CANCELLING ORDERS

INTERPRETING BALANCE OUTPUT

INTERPRETING POSITION OUTPUT

Detailed PnL Breakdown

LEVERAGE MANAGEMENT

Critical rule — no open position on that symbol

When to set leverage

Pairing with twap --leverage

Verifying the current leverage

Per-exchange notes

MARKET DATA COMMANDS

Hybrid Tickers (aggregated across all exchanges)

Funding Rates

Open Interest

Volume Snapshot

Scanner — Technical Analysis

Single symbol

Watchlist scan

Tickers (exchange-specific)

Best Bid/Ask

COMMON WORKFLOWS

Scan for movers

Check funding rates for a symbol

Open a new position

Close a position

Check account health

EXCHANGE DEFAULTS

DCA LADDER COMMAND

RISK MANAGEMENT COMMANDS

Stop Loss / Take Profit (one-shot)

Trailing Stop Watch (polling loop)

MORNING BRIEF

PRE-LOOP SESSION CHECK

ERROR RECOVERY PROTOCOL

Read vs write operations

Step 1 — Classify the failure

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

Step 3 — Decide from actual state

Hard rules

Reporting back to the user

WHAT NOT TO DO

Pairing with `twap --leverage`