6DuckLearn provenance: Community skill by lwl-m, mirrored from the OKX Skills Marketplace (https://www.okx.com/en-sg/agent-tradekit/skills/okx-cex-volatility-strategy). It is not curated, verified, or endorsed by 6DuckLearn or represented as an official OKX publication.

Financial safety boundary: Never request secrets in chat. Before any external API call or action that places, cancels, or amends an order; changes leverage; transfers funds; creates or stops a bot; subscribes to or redeems an earn product; or signs/broadcasts a transaction, show the exact live/demo profile, instrument, side, size, price constraints, fees, and worst-case loss, then obtain explicit user approval. Default to read-only or demo mode when uncertain. Treat all analysis as research, not investment advice.

OKX CEX Volatility Strategy

This skill follows the competition template:

1. Step 1 — Data Collection / 数据采集
2. Step 2 — Sentiment Assessment / 情绪评估
3. Step 3 — AI Decision Logic / AI 判断逻辑
4. Step 4 — Order Execution / 下单执行
5. Step 5 — Risk Rules / 风控规则

Automated 1H strategy for BTC-USDT-SWAP and ETH-USDT-SWAP only. The strategy runs on the agent side through the OKX CLI / Agent Trade Kit. It should stay conservative and low-ambiguity by default.

Scope & Routing

Prerequisites

1. Install and preflight the OKX CLI:

   npm install -g @okx_ai/okx-trade-cli
   okx upgrade
   okx --version
   okx config show
   

2. Never accept API credentials directly in chat. If the user pastes credentials, stop and ask them to edit ~/.okx/config.toml locally or run okx config init.

3. Never assume profile names. okx config init usually creates okx-demo and okx-prod, but users may rename profiles.

   • If the user explicitly names a configured profile, use it.
   • If exactly one configured profile exists, use it and tell the user.
   • If multiple configured profiles exist and the user did not choose one, ask before the first write.

4. Before the first strategy run, confirm account state:

   okx --profile <profile> account config --json
   okx --profile <profile> account balance USDT --json
   

5. This strategy assumes:

   • posMode = net_mode
   • tdMode = cross
   • one direction per instrument

   If okx account config shows long_short_mode, stop and ask the user whether to switch with:

   okx --profile <profile> account set-position-mode --posMode net_mode
   

6. A readable balance proves read access only. Do not claim trade permission is active until the first confirmed write succeeds.

Strategy Snapshot

• Instruments: BTC-USDT-SWAP, ETH-USDT-SWAP
• Timeframe: 1H only
• Margin mode: cross
• Position mode: net
• Indicators: EMA(20,60), RSI(14), MACD(12,26,9), BB(20,2), ATR(14)
• Closed-bar convention:
  • index 0 = live / forming 1H bar, never use it for signal generation
  • c1 = index 1 = last closed 1H bar
  • c2 = index 2 = previous closed 1H bar
  • closed 30-bar window = indexes 1..30
  • 30 closed bars now represent about 30 hours of lookback

Detailed formulas and workflow payloads live in:

• {baseDir}/references/strategy-params.md
• {baseDir}/references/workflows.md

Step 1 — Data Collection / 数据采集

For each instrument, collect the following before any decision:

Data collection rules:

• Use market candles for close[c1]. Do not assume BB output contains a close price.
• Use c1 = 1, c2 = 2, and indexes 1..30 for all rolling calculations.
• If any required market field is missing, stale, or inconsistent, output action = "skip" for that instrument.
• Do not fire all public requests without throttling. Small batched parallelism is fine; unbounded fan-out is not needed for a 1H strategy.

Step 2 — Sentiment Assessment / 情绪评估

Sentiment is an intermediate output. It is not an order by itself.

Use the last closed bar c1 and previous closed bar c2:

bullish_points =
  35 if ema20[c1] > ema60[c1]
  + 25 if dif[c1] > dea[c1] and dif[c2] <= dea[c2]
    else 10 if dif[c1] > dea[c1]
  + 15 if 50 <= rsi[c1] <= 70
  + 15 if close[c1] > bb_middle[c1]

bearish_points =
  35 if ema20[c1] < ema60[c1]
  + 25 if dif[c1] < dea[c1] and dif[c2] >= dea[c2]
    else 10 if dif[c1] < dea[c1]
  + 15 if 30 <= rsi[c1] < 50
  + 15 if close[c1] < bb_middle[c1]

sentiment_score = bullish_points - bearish_points

Classification:

• sentiment_score >= 50 -> bullish
• sentiment_score <= -50 -> bearish
• otherwise -> neutral / range

Volatility regime:

• BB bandwidth percentile 0-25% -> low_vol
• 25-75% -> normal_vol
• 75-100% -> high_vol
• if ATR[c1] > 3 * mean(ATR[1..30]) -> shock, trade_blocked = true

Expected sentiment output:

{
  "instId": "BTC-USDT-SWAP",
  "sentimentDirection": "bullish",
  "sentimentScore": 65,
  "volatilityRegime": "normal_vol",
  "tradeBlocked": false,
  "reason": [
    "EMA20 above EMA60 on last closed 1H bar",
    "Fresh MACD golden cross on c1 vs c2",
    "Close above BB middle"
  ]
}

Step 3 — AI Decision Logic / AI 判断逻辑

Use only the strict signal conditions below for entries.

Entry Conditions

Long

1. ema20[c1] > ema60[c1]
2. 40 <= rsi[c1] <= 70
3. dif[c1] > dea[c1] && dif[c2] <= dea[c2]
4. close[c1] > bb_middle[c1]
5. trade_blocked = false

Short

1. ema20[c1] < ema60[c1]
2. 30 <= rsi[c1] <= 60
3. dif[c1] < dea[c1] && dif[c2] >= dea[c2]
4. close[c1] < bb_middle[c1]
5. trade_blocked = false

Position Actions

Add / Reduce Rules

Default competition template behavior:

• allow_add = false
• allow_reduce = false

This v1 strategy is intentionally single-entry / single-exit. It does not pyramid and does not scale out unless the user explicitly asks for a different policy.

Decision Prompt Template

Use the following instruction style when asking the AI layer to produce a decision:

You are the execution brain of okx-cex-volatility-strategy.
Use only the last closed 1H bar (c1=index 1) and the previous closed 1H bar (c2=index 2).
Never use live bar index 0 for signal generation.
Default allow_add=false and allow_reduce=false.
If any required field is missing, action must be "skip".
If any hard risk rule is triggered, action must be "close_only" or "skip".
Return JSON only.

Expected decision payload:

{
  "instId": "BTC-USDT-SWAP",
  "sentimentDirection": "bullish",
  "sentimentScore": 65,
  "volatilityRegime": "normal_vol",
  "signal": "long",
  "action": "open_long",
  "leverage": 4,
  "sizePct": 24,
  "sizeMode": "quote_ccy",
  "tp": "102000",
  "sl": "96000",
  "riskFlags": []
}

Step 4 — Order Execution / 下单执行

Execution rules:

1. Always fetch ctVal, tickSz, minSz, and state before entry.
2. Entry sizing may be expressed in USDT by using tgtCcy=quote_ccy.
3. After the entry fills, read the actual filled contracts from the position / fill result.
4. Place TP/SL using the actual filled contracts, not the requested USDT amount.
5. Round tpTriggerPx and slTriggerPx to tickSz.
6. Verify after every write. If TP/SL attach fails after one retry, immediately close_only the position.

Entry Example

tag="CLI"
okx market instruments --instType SWAP --instId BTC-USDT-SWAP --json
okx --profile <profile> account max-size --instId BTC-USDT-SWAP --tdMode cross --json
okx --profile <profile> swap leverage --instId BTC-USDT-SWAP --lever 4 --mgnMode cross
okx --profile <profile> swap place --instId BTC-USDT-SWAP --side buy --ordType market --sz 1000 --tgtCcy quote_ccy --tdMode cross
okx --profile <profile> swap positions --instId BTC-USDT-SWAP --json
okx --profile <profile> swap algo place --instId BTC-USDT-SWAP --side sell --ordType oco --sz <filled_contracts> --tdMode cross --tpTriggerPx <tp> --tpOrdPx=-1 --slTriggerPx <sl> --slOrdPx=-1
okx --profile <profile> swap algo orders --instId BTC-USDT-SWAP --json

tag="MCP"
market_get_instruments({instType:"SWAP", instId:"BTC-USDT-SWAP"})
account_get_max_size({instId:"BTC-USDT-SWAP", tdMode:"cross"})
swap_set_leverage({instId:"BTC-USDT-SWAP", lever:"4", mgnMode:"cross"})
swap_place_order({instId:"BTC-USDT-SWAP", tdMode:"cross", side:"buy", ordType:"market", sz:"1000", tgtCcy:"quote_ccy"})
swap_get_positions({instId:"BTC-USDT-SWAP"})
swap_place_algo_order({instId:"BTC-USDT-SWAP", tdMode:"cross", side:"sell", ordType:"oco", sz:"<filled_contracts>", tpTriggerPx:"<tp>", tpOrdPx:"-1", slTriggerPx:"<sl>", slOrdPx:"-1"})
swap_get_algo_orders({instId:"BTC-USDT-SWAP", status:"pending"})

Reverse Example

tag="CLI"
okx --profile <profile> swap algo orders --instId BTC-USDT-SWAP --json
okx --profile <profile> swap algo cancel --instId BTC-USDT-SWAP --algoId <algoId>
okx --profile <profile> swap close --instId BTC-USDT-SWAP --mgnMode cross
okx --profile <profile> swap positions --instId BTC-USDT-SWAP --json
# only after the previous position is confirmed flat:
okx --profile <profile> swap leverage --instId BTC-USDT-SWAP --lever 4 --mgnMode cross
okx --profile <profile> swap place --instId BTC-USDT-SWAP --side sell --ordType market --sz 1000 --tgtCcy quote_ccy --tdMode cross
okx --profile <profile> swap positions --instId BTC-USDT-SWAP --json
okx --profile <profile> swap algo place --instId BTC-USDT-SWAP --side buy --ordType oco --sz <filled_contracts> --tdMode cross --tpTriggerPx <tp> --tpOrdPx=-1 --slTriggerPx <sl> --slOrdPx=-1

tag="MCP"
swap_get_algo_orders({instId:"BTC-USDT-SWAP", status:"pending"})
swap_cancel_algo_orders({orders:[{"algoId":"<algoId>","instId":"BTC-USDT-SWAP"}]})
swap_close_position({instId:"BTC-USDT-SWAP", mgnMode:"cross"})
swap_get_positions({instId:"BTC-USDT-SWAP"})
# only after the previous position is confirmed flat:
swap_set_leverage({instId:"BTC-USDT-SWAP", lever:"4", mgnMode:"cross"})
swap_place_order({instId:"BTC-USDT-SWAP", tdMode:"cross", side:"sell", ordType:"market", sz:"1000", tgtCcy:"quote_ccy"})
swap_get_positions({instId:"BTC-USDT-SWAP"})
swap_place_algo_order({instId:"BTC-USDT-SWAP", tdMode:"cross", side:"buy", ordType:"oco", sz:"<filled_contracts>", tpTriggerPx:"<tp>", tpOrdPx:"-1", slTriggerPx:"<sl>", slOrdPx:"-1"})

Step 5 — Risk Rules / 风控规则

Volatility-Adaptive Leverage and Position Size

Use Bollinger Bandwidth percentile on the closed 30-bar window (indexes 1..30):

Sizing semantics: sizePct is the margin ratio (actual collateral committed), not the notional. The entry order size is calculated as:

notional (sz, tgtCcy=quote_ccy) = availableUSDT × sizePct% × leverage
margin used                      = notional / leverage = availableUSDT × sizePct%

Trade-Level Risk

• Long:
  • SL = entry - 2 * ATR[c1]
  • TP = entry + 3 * ATR[c1]
• Short:
  • SL = entry + 2 * ATR[c1]
  • TP = entry - 3 * ATR[c1]
• Reward-to-risk target: 1.5 : 1

Strategy-Level Risk

• Per-instrument margin <= 30% of available USDT (notional up to 150% at 5x)
• Combined BTC + ETH margin <= 60% of available USDT
• Block new entries if:
  • ATR[c1] > 3 * mean(ATR[1..30])
  • requested size exceeds account max-size
  • requested size is below minSz / lotSz
  • instrument state is not tradable

Drawdown Guards

• Soft guard: if strategy drawdown from start equity reaches 4%
  • stop opening new positions
  • keep existing TP/SL working
• Hard guard: if strategy drawdown from start equity reaches 8%
  • cancel all strategy algo orders
  • close all strategy positions
  • disable the recurring automation

Forced Flat Conditions

Immediately flatten and stop automation if any of the following happens:

1. Hard drawdown guard triggered
2. A position is open but no TP/SL algo order can be attached after one retry
3. Position mode is not net_mode and the strategy cannot guarantee one-way semantics
4. The exchange rejects leverage / margin / size twice for the same action

Cooldown Rule

If the same instrument hits stop-loss twice in a rolling 24-hour window, skip that instrument for the next full 1H cycle.

Communication Requirements

Before the first write, print a confirmation summary and wait for explicit approval:

Strategy: okx-cex-volatility-strategy
Profile: <profile>
Instruments: BTC-USDT-SWAP, ETH-USDT-SWAP
Timeframe: 1H closed bars only
Position mode: net_mode
Margin mode: cross
Available USDT: <balance>
Drawdown guards: soft 4% | hard 8%
Automation: one-shot or recurring 1H host scheduler

Proceed? (yes/no)

Per cycle, report:

• instrument
• sentiment direction / score
• signal
• action
• leverage / size %
• TP / SL
• risk flags

If host automation exists, include next run time. If not, explicitly say this was a one-shot cycle.

Global Notes

• 1H only. Do not substitute 4H or 1D bars for signal generation.
• Closed bars only. Never use index 0 for signal generation.
• Use tgtCcy=quote_ccy only for entry sizing. TP/SL algo size must use actual filled contracts.
• Host scheduling is outside Agent Trade Kit. Prefer the host automation layer; do not hardcode /schedule into a portable skill.
• Respond in the user's language. Logs may remain structured / bilingual if that improves clarity.