HTX USDT-M Futures Trading

USDT-margined perpetual futures trading. HIGH RISK. Leverage amplifies losses — liquidation can wipe a position. Every write operation must be confirmed by the user before execution.

When to use this skill

• "Open a 10x long on BTC-USDT cross at 85000"
• "Close all my ETH perp positions"
• "Flash-close my BTC position"
• "Set TP 90000 / SL 82000 on my BTC long"
• "Place a trigger order to open short if BTC drops to 80000"
• "Change my leverage from 10x to 20x"
• "Cancel all my open orders and strategy orders"

Underlying tool

Drives htx-cli. Binary on $PATH or $HTX_CLI_BIN. Always --json.

htx-cli config set-key    <AccessKeyId>
htx-cli config set-secret <SecretKey>

Key must have trade permission. Futures base URL defaults to https://api.hbdm.com.

Mandatory confirmation flow

Before any write, present to the user:

Field	Value
Action	place / cancel / cancel-all / flash-close / leverage-change / position-mode / trigger / TP-SL
Contract	e.g. BTC-USDT
Mode	isolated / cross
Direction	buy (long) / sell (short); open / close
Quantity	contracts
Order type	limit / market / post-only / FOK / IOC
Price	limit price, omit for market
Leverage	current and new (when changing)
Estimated liquidation price	critical for user to see before confirming

Require an explicit "yes" / "confirm". For batch cancels, list IDs first. For flash-close, show current unrealized PnL.

Endpoint catalog (50)

All paths base at /linear-swap-api. Mode column: I = isolated, C = cross, * = both / general.

Base orders & position controls (14)

#	Method	Path	CLI	Mode	RW
1	POST	/v1/swap_order	htx-cli futures order place --contract-code <c> --direction <buy/sell> --offset <open/close> --lever-rate <n> --volume <n> [--price <p>] [--order-price-type limit/opponent/optimal_20/post_only/ioc/fok] --json	I	W
2	POST	/v1/swap_cross_order	htx-cli futures call POST /linear-swap-api/v1/swap_cross_order --body '{...}' --json	C	W
3	POST	/v1/swap_cross_batch_orders	htx-cli futures call POST /linear-swap-api/v1/swap_cross_batch_orders --body '{"orders_data":[{...}]}' --json	C	W
4	POST	/v1/swap_cancel	htx-cli futures order cancel --contract-code <c> --order-id <id> --json	I	W
5	POST	/v1/swap_cross_cancel	htx-cli futures call POST /linear-swap-api/v1/swap_cross_cancel --body '{...}' --json	C	W
6	POST	/v1/swap_cancelall	htx-cli futures call POST /linear-swap-api/v1/swap_cancelall --body '{"contract_code":"..."}' --json	I	W
7	POST	/v1/swap_cross_cancelall	htx-cli futures call POST /linear-swap-api/v1/swap_cross_cancelall --body '{...}' --json	C	W
8	POST	/v1/swap_lightning_close_position	htx-cli futures call POST /linear-swap-api/v1/swap_lightning_close_position --body '{...}' --json	I	W
9	POST	/v1/swap_cross_lightning_close_position	htx-cli futures call POST /linear-swap-api/v1/swap_cross_lightning_close_position --body '{...}' --json	C	W
10	POST	/v1/swap_switch_lever_rate	htx-cli futures call POST /linear-swap-api/v1/swap_switch_lever_rate --body '{"contract_code":"...","lever_rate":...}' --json	I	W
11	POST	/v1/swap_cross_switch_lever_rate	htx-cli futures call POST /linear-swap-api/v1/swap_cross_switch_lever_rate --body '{...}' --json	C	W
12	POST	/v1/swap_switch_position_mode	htx-cli futures call POST /linear-swap-api/v1/swap_switch_position_mode --body '{"position_mode":"single_side/dual_side"}' --json	I	W
13	POST	/v1/swap_cross_switch_position_mode	htx-cli futures call POST /linear-swap-api/v1/swap_cross_switch_position_mode --body '{...}' --json	C	W
14	POST	/v1/linear-cancel-after	htx-cli futures call POST /linear-swap-api/v1/linear-cancel-after --body '{"trigger_time":...}' --json	*	W

Order queries — read (16)

#	Method	Path	CLI	Mode
1	POST	/v1/swap_cross_query_trade_state	htx-cli futures call POST /linear-swap-api/v1/swap_cross_query_trade_state --json	C
2	POST	/v1/swap_order_info	htx-cli futures call POST /linear-swap-api/v1/swap_order_info --body '{"order_id":"..."}' --json	I
3	POST	/v1/swap_cross_order_info	htx-cli futures call POST /linear-swap-api/v1/swap_cross_order_info --json	C
4	POST	/v1/swap_order_detail	htx-cli futures call POST /linear-swap-api/v1/swap_order_detail --json	I
5	POST	/v1/swap_cross_order_detail	htx-cli futures call POST /linear-swap-api/v1/swap_cross_order_detail --json	C
6	POST	/v1/swap_openorders	htx-cli futures order list [--contract-code <c>] --json	I
7	POST	/v1/swap_cross_openorders	htx-cli futures call POST /linear-swap-api/v1/swap_cross_openorders --json	C
8	POST	/v3/swap_hisorders	htx-cli futures call POST /linear-swap-api/v3/swap_hisorders --json	I
9	POST	/v3/swap_cross_hisorders	htx-cli futures call POST /linear-swap-api/v3/swap_cross_hisorders --json	C
10	POST	/v3/swap_hisorders_exact	htx-cli futures call POST /linear-swap-api/v3/swap_hisorders_exact --json	I
11	POST	/v3/swap_cross_hisorders_exact	htx-cli futures call POST /linear-swap-api/v3/swap_cross_hisorders_exact --json	C
12	POST	/v3/swap_matchresults	htx-cli futures call POST /linear-swap-api/v3/swap_matchresults --json	I
13	POST	/v3/swap_cross_matchresults	htx-cli futures call POST /linear-swap-api/v3/swap_cross_matchresults --json	C
14	POST	/v3/swap_matchresults_exact	htx-cli futures call POST /linear-swap-api/v3/swap_matchresults_exact --json	I
15	POST	/v3/swap_cross_matchresults_exact	htx-cli futures call POST /linear-swap-api/v3/swap_cross_matchresults_exact --json	C
16	GET	/v1/swap_position_side / /v1/swap_cross_position_side	htx-cli futures call GET /linear-swap-api/v1/swap_position_side --json	*

Trigger orders (10)

#	Method	Path	CLI	Mode	RW
1	POST	/v1/swap_trigger_order	htx-cli futures call POST /linear-swap-api/v1/swap_trigger_order --body '{...}' --json	I	W
2	POST	/v1/swap_cross_trigger_order	htx-cli futures call POST /linear-swap-api/v1/swap_cross_trigger_order --json	C	W
3	POST	/v1/swap_trigger_cancel	htx-cli futures call POST /linear-swap-api/v1/swap_trigger_cancel --json	I	W
4	POST	/v1/swap_cross_trigger_cancel	htx-cli futures call POST /linear-swap-api/v1/swap_cross_trigger_cancel --json	C	W
5	POST	/v1/swap_trigger_cancelall	htx-cli futures call POST /linear-swap-api/v1/swap_trigger_cancelall --json	I	W
6	POST	/v1/swap_cross_trigger_cancelall	htx-cli futures call POST /linear-swap-api/v1/swap_cross_trigger_cancelall --json	C	W
7	POST	/v1/swap_trigger_openorders	htx-cli futures call POST /linear-swap-api/v1/swap_trigger_openorders --json	I	R
8	POST	/v1/swap_cross_trigger_openorders	htx-cli futures call POST /linear-swap-api/v1/swap_cross_trigger_openorders --json	C	R
9	POST	/v1/swap_trigger_hisorders	htx-cli futures call POST /linear-swap-api/v1/swap_trigger_hisorders --json	I	R
10	POST	/v1/swap_cross_trigger_hisorders	htx-cli futures call POST /linear-swap-api/v1/swap_cross_trigger_hisorders --json	C	R

TP / SL orders (10)

#	Method	Path	CLI	Mode	RW
1	POST	/v1/swap_tpsl_order	htx-cli futures call POST /linear-swap-api/v1/swap_tpsl_order --body '{...}' --json	I	W
2	POST	/v1/swap_cross_tpsl_order	htx-cli futures call POST /linear-swap-api/v1/swap_cross_tpsl_order --json	C	W
3	POST	/v1/swap_tpsl_cancel	htx-cli futures call POST /linear-swap-api/v1/swap_tpsl_cancel --json	I	W
4	POST	/v1/swap_cross_tpsl_cancel	htx-cli futures call POST /linear-swap-api/v1/swap_cross_tpsl_cancel --json	C	W
5	POST	/v1/swap_tpsl_cancelall	htx-cli futures call POST /linear-swap-api/v1/swap_tpsl_cancelall --json	I	W
6	POST	/v1/swap_cross_tpsl_cancelall	htx-cli futures call POST /linear-swap-api/v1/swap_cross_tpsl_cancelall --json	C	W
7	POST	/v1/swap_tpsl_openorders	htx-cli futures call POST /linear-swap-api/v1/swap_tpsl_openorders --json	I	R
8	POST	/v1/swap_cross_tpsl_openorders	htx-cli futures call POST /linear-swap-api/v1/swap_cross_tpsl_openorders --json	C	R
9	POST	/v1/swap_tpsl_hisorders	htx-cli futures call POST /linear-swap-api/v1/swap_tpsl_hisorders --json	I	R
10	POST	/v1/swap_cross_tpsl_hisorders	htx-cli futures call POST /linear-swap-api/v1/swap_cross_tpsl_hisorders --json	C	R

Safety checklist

Before every write:

• Fetch current mark price from futures-market skill.
• Show: contract, direction, offset (open/close), volume, price, leverage.
• Compute and show the estimated liquidation price for the resulting position.
• For leverage changes: show old → new and the new liquidation price.
• For flash-close: show current position size and unrealized PnL.
• For batch / cancel-all: list the order IDs first.
• For TP/SL: show the trigger price and its distance from current mark.
• Wait for explicit user confirmation ("yes" / "confirm").
• Execute and report the JSON response.

Typical session — open long

# 1. Price check
htx-cli futures market funding-rate BTC-USDT --json

# 2. Current position / available
htx-cli futures account info --contract-code BTC-USDT --json

# 3. User confirms preview, then:
htx-cli futures order place \
    --contract-code BTC-USDT --direction buy --offset open \
    --lever-rate 10 --volume 1 --price 85000 \
    --order-price-type limit --json

# 4. Monitor
htx-cli futures order list --contract-code BTC-USDT --json

References

• references/authentication.md
• references/order-types.md — order types, trigger/TPSL field layout