@okx_ai/okx-trade-cli 1.3.2-beta.7 → 1.3.3-beta.1

package/dist/index.js

@@ -1988,6 +1988,16 @@ function readBoolean(args, key) {
   }
   return value;
 }
+function readStringArray(args, key) {
+  const value = args[key];
+  if (value === void 0 || value === null) {
+    return void 0;
+  }
+  if (!Array.isArray(value) || value.some((item) => typeof item !== "string")) {
+    throw new ValidationError(`Parameter "${key}" must be an array of strings.`);
+  }
+  return value;
+}
 function requireString(args, key) {
   const value = readString(args, key);
   if (!value || value.length === 0) {
@@ -2028,12 +2038,170 @@ function validateSwapInstId(instId) {
     );
   }
 }
+var TP_ORD_KIND_SCHEMA = {
+  type: "string",
+  enum: ["condition", "limit"],
+  description: "condition(default)=trigger-based TP; limit=immediate limit order (no trigger phase)"
+};
+var TP_TRIGGER_PX_TYPE_SCHEMA = {
+  type: "string",
+  enum: ["last", "index", "mark"],
+  description: "TP trigger price source: last(default)|index|mark"
+};
+var SL_TRIGGER_PX_TYPE_SCHEMA = {
+  type: "string",
+  enum: ["last", "index", "mark"],
+  description: "SL trigger price source: last(default)|index|mark"
+};
+var STP_MODE_SCHEMA = {
+  type: "string",
+  enum: ["cancel_maker", "cancel_taker", "cancel_both"],
+  description: "Self-trade prevention: cancel_maker|cancel_taker|cancel_both"
+};
+var CXL_ON_CLOSE_POS_SCHEMA = {
+  type: "boolean",
+  description: "Auto-cancel TP/SL when associated position closes (algo only)"
+};
+var PHASE1_PLACE_FLAGS_SCHEMA = {
+  tpOrdKind: TP_ORD_KIND_SCHEMA,
+  tpTriggerPxType: TP_TRIGGER_PX_TYPE_SCHEMA,
+  slTriggerPxType: SL_TRIGGER_PX_TYPE_SCHEMA,
+  stpMode: STP_MODE_SCHEMA
+};
+var PHASE1_ALGO_FLAGS_SCHEMA = {
+  ...PHASE1_PLACE_FLAGS_SCHEMA,
+  cxlOnClosePos: CXL_ON_CLOSE_POS_SCHEMA
+};
+var TRIGGER_FLAGS_SCHEMA = {
+  triggerPx: {
+    type: "string",
+    description: "Activation price; order submits when market hits this level (trigger only)"
+  },
+  orderPx: {
+    type: "string",
+    description: "Order price submitted when trigger fires; -1=market (trigger only)"
+  },
+  advanceOrdType: {
+    type: "string",
+    enum: ["fok", "ioc"],
+    description: "Execution qualifier for triggered order: fok=fill-or-kill, ioc=immediate-or-cancel (trigger only)"
+  },
+  triggerPxType: {
+    type: "string",
+    enum: ["last", "index", "mark"],
+    description: "Price type used to evaluate trigger: last(default)|index|mark (trigger only)"
+  }
+};
+var CHASE_FLAGS_SCHEMA = {
+  chaseType: {
+    type: "string",
+    enum: ["distance", "ratio"],
+    description: "Chase unit: distance=price ticks, ratio=proportion of price (chase only, default distance)"
+  },
+  chaseVal: {
+    type: "string",
+    description: "Chase amount matching chaseType (e.g. 0.5 ticks for distance, 0.001 for ratio) (chase only)"
+  },
+  maxChaseType: {
+    type: "string",
+    enum: ["distance", "ratio"],
+    description: "Upper-bound unit for chase (chase only)"
+  },
+  maxChaseVal: {
+    type: "string",
+    description: "Upper-bound value for chase (chase only)"
+  }
+};
+var ICEBERG_TWAP_FLAGS_SCHEMA = {
+  pxVar: {
+    type: "string",
+    description: "Price variance % [0.0001, 0.01]; provide pxVar OR pxSpread (iceberg/twap only)"
+  },
+  pxSpread: {
+    type: "string",
+    description: "Price variance constant >= 0; provide pxVar OR pxSpread (iceberg/twap only)"
+  },
+  szLimit: {
+    type: "string",
+    description: "Average per-child-order size (iceberg/twap only)"
+  },
+  pxLimit: {
+    type: "string",
+    description: "Order price ceiling >= 0 (iceberg/twap only)"
+  },
+  timeInterval: {
+    type: "string",
+    description: "Seconds between child orders (iceberg/twap only)"
+  }
+};
+function buildTriggerOrdTypeBody(args) {
+  return compactObject({
+    triggerPx: readString(args, "triggerPx"),
+    orderPx: readString(args, "orderPx"),
+    advanceOrdType: readString(args, "advanceOrdType"),
+    triggerPxType: readString(args, "triggerPxType"),
+    attachAlgoOrds: buildAttachAlgoOrds(args)
+  });
+}
+function buildChaseOrdTypeBody(args) {
+  return compactObject({
+    chaseType: readString(args, "chaseType"),
+    chaseVal: readString(args, "chaseVal"),
+    maxChaseType: readString(args, "maxChaseType"),
+    maxChaseVal: readString(args, "maxChaseVal")
+  });
+}
+function buildIcebergTwapOrdTypeBody(args) {
+  return compactObject({
+    pxVar: readString(args, "pxVar"),
+    pxSpread: readString(args, "pxSpread"),
+    szLimit: readString(args, "szLimit"),
+    pxLimit: readString(args, "pxLimit"),
+    timeInterval: readString(args, "timeInterval")
+  });
+}
+function buildAlgoConditionalCommonFields(args) {
+  return {
+    tpTriggerPx: readString(args, "tpTriggerPx"),
+    tpOrdPx: readString(args, "tpOrdPx"),
+    tpOrdKind: readString(args, "tpOrdKind"),
+    tpTriggerPxType: readString(args, "tpTriggerPxType"),
+    tpTriggerRatio: readString(args, "tpTriggerRatio"),
+    slTriggerPx: readString(args, "slTriggerPx"),
+    slOrdPx: readString(args, "slOrdPx"),
+    slTriggerPxType: readString(args, "slTriggerPxType"),
+    slTriggerRatio: readString(args, "slTriggerRatio"),
+    closeFraction: readString(args, "closeFraction"),
+    activePx: readString(args, "activePx")
+  };
+}
 function buildAttachAlgoOrds(source) {
+  const tpLevels = source["tpLevels"];
+  if (Array.isArray(tpLevels) && tpLevels.length > 0) {
+    return tpLevels.map(
+      (level) => compactObject(level)
+    );
+  }
   const tpTriggerPx = readString(source, "tpTriggerPx");
   const tpOrdPx = readString(source, "tpOrdPx");
   const slTriggerPx = readString(source, "slTriggerPx");
   const slOrdPx = readString(source, "slOrdPx");
-  const entry = compactObject({ tpTriggerPx, tpOrdPx, slTriggerPx, slOrdPx });
+  const tpOrdKind = readString(source, "tpOrdKind");
+  const tpTriggerPxType = readString(source, "tpTriggerPxType");
+  const slTriggerPxType = readString(source, "slTriggerPxType");
+  const tpTriggerRatio = readString(source, "tpTriggerRatio");
+  const slTriggerRatio = readString(source, "slTriggerRatio");
+  const entry = compactObject({
+    tpTriggerPx,
+    tpOrdPx,
+    slTriggerPx,
+    slOrdPx,
+    tpOrdKind,
+    tpTriggerPxType,
+    slTriggerPxType,
+    tpTriggerRatio,
+    slTriggerRatio
+  });
   return Object.keys(entry).length > 0 ? [entry] : void 0;
 }
 var OKX_CANDLE_BARS = [
@@ -3108,7 +3276,7 @@ function registerAlgoTradeTools() {
     {
       name: "swap_place_algo_order",
       module: "swap",
-      description: "Place a SWAP/FUTURES algo order: TP/SL (conditional/oco) or trailing stop (move_order_stop). [CAUTION] Executes real trades. conditional: single TP, single SL, or both on one order. oco: TP+SL simultaneously \u2014 first trigger cancels the other. move_order_stop: provide callbackRatio (e.g. '0.01'=1%) OR callbackSpread, and optionally activePx. Set tpOrdPx='-1' or slOrdPx='-1' for market execution.",
+      description: "Place a SWAP/FUTURES algo order. [CAUTION] Executes real trades. conditional: single TP, single SL, or both on one order. oco: TP+SL simultaneously \u2014 first trigger cancels the other. move_order_stop: trailing stop (callbackRatio or callbackSpread). trigger: pending order activated when triggerPx is hit (provide triggerPx + orderPx). chase: smart-follow best bid/ask. iceberg: split large order into child orders at intervals. twap: time-weighted average price order splitting.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -3134,8 +3302,8 @@ function registerAlgoTradeTools() {
           },
           ordType: {
             type: "string",
-            enum: ["conditional", "oco", "move_order_stop"],
-            description: "conditional=single TP/SL or both; oco=TP+SL pair (first trigger cancels other); move_order_stop=trailing stop"
+            enum: ["conditional", "oco", "move_order_stop", "trigger", "chase", "iceberg", "twap"],
+            description: "conditional=single TP/SL or both; oco=TP+SL pair; move_order_stop=trailing stop; trigger=pending order; chase=follow best bid/ask; iceberg=split order; twap=time-weighted split"
           },
           sz: {
             type: "string",
@@ -3149,11 +3317,8 @@ function registerAlgoTradeTools() {
             type: "string",
             description: "TP order price; -1=market (conditional/oco only)"
           },
-          tpTriggerPxType: {
-            type: "string",
-            enum: ["last", "index", "mark"],
-            description: "last(default)|index|mark (conditional/oco only)"
-          },
+          tpOrdKind: TP_ORD_KIND_SCHEMA,
+          tpTriggerPxType: TP_TRIGGER_PX_TYPE_SCHEMA,
           slTriggerPx: {
             type: "string",
             description: "SL trigger price (conditional/oco only)"
@@ -3162,11 +3327,9 @@ function registerAlgoTradeTools() {
             type: "string",
             description: "SL order price; -1=market (recommended) (conditional/oco only)"
           },
-          slTriggerPxType: {
-            type: "string",
-            enum: ["last", "index", "mark"],
-            description: "last(default)|index|mark (conditional/oco only)"
-          },
+          slTriggerPxType: SL_TRIGGER_PX_TYPE_SCHEMA,
+          stpMode: STP_MODE_SCHEMA,
+          cxlOnClosePos: CXL_ON_CLOSE_POS_SCHEMA,
           callbackRatio: {
             type: "string",
             description: "Callback ratio (e.g. '0.01'=1%); provide either ratio or spread (move_order_stop only)"
@@ -3179,6 +3342,9 @@ function registerAlgoTradeTools() {
             type: "string",
             description: "Activation price; tracking starts after market reaches this level (move_order_stop only)"
           },
+          ...TRIGGER_FLAGS_SCHEMA,
+          ...CHASE_FLAGS_SCHEMA,
+          ...ICEBERG_TWAP_FLAGS_SCHEMA,
           tgtCcy: {
             type: "string",
             enum: ["base_ccy", "quote_ccy", "margin"],
@@ -3198,6 +3364,8 @@ function registerAlgoTradeTools() {
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
         const reduceOnly = args.reduceOnly;
+        const cxlOnClosePos = args.cxlOnClosePos;
+        const ordType = requireString(args, "ordType");
         const resolved = await resolveQuoteCcySz(
           requireString(args, "instId"),
           requireString(args, "sz"),
@@ -3206,29 +3374,44 @@ function registerAlgoTradeTools() {
           context.client,
           readString(args, "tdMode")
         );
+        const base = compactObject({
+          instId: requireString(args, "instId"),
+          tdMode: requireString(args, "tdMode"),
+          side: requireString(args, "side"),
+          posSide: readString(args, "posSide"),
+          ordType,
+          sz: resolved.sz,
+          tgtCcy: resolved.tgtCcy,
+          stpMode: readString(args, "stpMode"),
+          cxlOnClosePos: typeof cxlOnClosePos === "boolean" ? String(cxlOnClosePos) : void 0,
+          reduceOnly: typeof reduceOnly === "boolean" ? String(reduceOnly) : void 0,
+          clOrdId: readString(args, "clOrdId"),
+          // Phase 3a+c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+          pxAmendType: readString(args, "pxAmendType"),
+          tag: context.config.sourceTag
+        });
+        switch (ordType) {
+          case "trigger":
+            Object.assign(base, buildTriggerOrdTypeBody(args));
+            break;
+          case "chase":
+            Object.assign(base, buildChaseOrdTypeBody(args));
+            break;
+          case "iceberg":
+          case "twap":
+            Object.assign(base, buildIcebergTwapOrdTypeBody(args));
+            break;
+          default:
+            Object.assign(base, compactObject({
+              ...buildAlgoConditionalCommonFields(args),
+              callBackRatio: readString(args, "callbackRatio"),
+              callBackSpread: readString(args, "callbackSpread")
+            }));
+            break;
+        }
         const response = await context.client.privatePost(
           "/api/v5/trade/order-algo",
-          compactObject({
-            instId: requireString(args, "instId"),
-            tdMode: requireString(args, "tdMode"),
-            side: requireString(args, "side"),
-            posSide: readString(args, "posSide"),
-            ordType: requireString(args, "ordType"),
-            sz: resolved.sz,
-            tgtCcy: resolved.tgtCcy,
-            tpTriggerPx: readString(args, "tpTriggerPx"),
-            tpOrdPx: readString(args, "tpOrdPx"),
-            tpTriggerPxType: readString(args, "tpTriggerPxType"),
-            slTriggerPx: readString(args, "slTriggerPx"),
-            slOrdPx: readString(args, "slOrdPx"),
-            slTriggerPxType: readString(args, "slTriggerPxType"),
-            callBackRatio: readString(args, "callbackRatio"),
-            callBackSpread: readString(args, "callbackSpread"),
-            activePx: readString(args, "activePx"),
-            reduceOnly: typeof reduceOnly === "boolean" ? String(reduceOnly) : void 0,
-            clOrdId: readString(args, "clOrdId"),
-            tag: context.config.sourceTag
-          }),
+          base,
           privateRateLimit("swap_place_algo_order", 20)
         );
         const result = normalizeResponse(response);
@@ -3453,7 +3636,7 @@ function registerFuturesAlgoTools() {
     {
       name: "futures_place_algo_order",
       module: "futures",
-      description: "Place a FUTURES delivery algo order: TP/SL (conditional/oco) or trailing stop (move_order_stop). [CAUTION] Executes real trades. conditional: single TP, single SL, or both on one order. oco: TP+SL simultaneously \u2014 first trigger cancels the other. move_order_stop: provide callbackRatio (e.g. '0.01'=1%) OR callbackSpread, and optionally activePx. Set tpOrdPx='-1' or slOrdPx='-1' for market execution.",
+      description: "Place a FUTURES delivery algo order. [CAUTION] Executes real trades. conditional: single TP, single SL, or both on one order. oco: TP+SL simultaneously \u2014 first trigger cancels the other. move_order_stop: trailing stop (callbackRatio or callbackSpread). trigger: pending order activated when triggerPx is hit (provide triggerPx + orderPx). chase: smart-follow best bid/ask. iceberg: split large order into child orders at intervals. twap: time-weighted average price order splitting.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -3479,8 +3662,8 @@ function registerFuturesAlgoTools() {
           },
           ordType: {
             type: "string",
-            enum: ["conditional", "oco", "move_order_stop"],
-            description: "conditional=single TP/SL or both; oco=TP+SL pair; move_order_stop=trailing stop"
+            enum: ["conditional", "oco", "move_order_stop", "trigger", "chase", "iceberg", "twap"],
+            description: "conditional=single TP/SL or both; oco=TP+SL pair; move_order_stop=trailing stop; trigger=pending order; chase=follow best bid/ask; iceberg=split order; twap=time-weighted split"
           },
           sz: {
             type: "string",
@@ -3494,11 +3677,8 @@ function registerFuturesAlgoTools() {
             type: "string",
             description: "TP order price; -1=market (conditional/oco only)"
           },
-          tpTriggerPxType: {
-            type: "string",
-            enum: ["last", "index", "mark"],
-            description: "last(default)|index|mark (conditional/oco only)"
-          },
+          tpOrdKind: TP_ORD_KIND_SCHEMA,
+          tpTriggerPxType: TP_TRIGGER_PX_TYPE_SCHEMA,
           slTriggerPx: {
             type: "string",
             description: "SL trigger price (conditional/oco only)"
@@ -3507,11 +3687,9 @@ function registerFuturesAlgoTools() {
             type: "string",
             description: "SL order price; -1=market (conditional/oco only)"
           },
-          slTriggerPxType: {
-            type: "string",
-            enum: ["last", "index", "mark"],
-            description: "last(default)|index|mark (conditional/oco only)"
-          },
+          slTriggerPxType: SL_TRIGGER_PX_TYPE_SCHEMA,
+          stpMode: STP_MODE_SCHEMA,
+          cxlOnClosePos: CXL_ON_CLOSE_POS_SCHEMA,
           callbackRatio: {
             type: "string",
             description: "Callback ratio (e.g. '0.01'=1%); provide either ratio or spread (move_order_stop only)"
@@ -3524,6 +3702,9 @@ function registerFuturesAlgoTools() {
             type: "string",
             description: "Activation price; tracking starts after market reaches this level (move_order_stop only)"
           },
+          ...TRIGGER_FLAGS_SCHEMA,
+          ...CHASE_FLAGS_SCHEMA,
+          ...ICEBERG_TWAP_FLAGS_SCHEMA,
           tgtCcy: {
             type: "string",
             enum: ["base_ccy", "quote_ccy", "margin"],
@@ -3543,6 +3724,8 @@ function registerFuturesAlgoTools() {
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
         const reduceOnly = args.reduceOnly;
+        const cxlOnClosePos = args.cxlOnClosePos;
+        const ordType = requireString(args, "ordType");
         const resolved = await resolveQuoteCcySz(
           requireString(args, "instId"),
           requireString(args, "sz"),
@@ -3551,29 +3734,44 @@ function registerFuturesAlgoTools() {
           context.client,
           readString(args, "tdMode")
         );
+        const base = compactObject({
+          instId: requireString(args, "instId"),
+          tdMode: requireString(args, "tdMode"),
+          side: requireString(args, "side"),
+          posSide: readString(args, "posSide"),
+          ordType,
+          sz: resolved.sz,
+          tgtCcy: resolved.tgtCcy,
+          stpMode: readString(args, "stpMode"),
+          cxlOnClosePos: typeof cxlOnClosePos === "boolean" ? String(cxlOnClosePos) : void 0,
+          reduceOnly: typeof reduceOnly === "boolean" ? String(reduceOnly) : void 0,
+          clOrdId: readString(args, "clOrdId"),
+          // Phase 3a+c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+          pxAmendType: readString(args, "pxAmendType"),
+          tag: context.config.sourceTag
+        });
+        switch (ordType) {
+          case "trigger":
+            Object.assign(base, buildTriggerOrdTypeBody(args));
+            break;
+          case "chase":
+            Object.assign(base, buildChaseOrdTypeBody(args));
+            break;
+          case "iceberg":
+          case "twap":
+            Object.assign(base, buildIcebergTwapOrdTypeBody(args));
+            break;
+          default:
+            Object.assign(base, compactObject({
+              ...buildAlgoConditionalCommonFields(args),
+              callBackRatio: readString(args, "callbackRatio"),
+              callBackSpread: readString(args, "callbackSpread")
+            }));
+            break;
+        }
         const response = await context.client.privatePost(
           "/api/v5/trade/order-algo",
-          compactObject({
-            instId: requireString(args, "instId"),
-            tdMode: requireString(args, "tdMode"),
-            side: requireString(args, "side"),
-            posSide: readString(args, "posSide"),
-            ordType: requireString(args, "ordType"),
-            sz: resolved.sz,
-            tgtCcy: resolved.tgtCcy,
-            tpTriggerPx: readString(args, "tpTriggerPx"),
-            tpOrdPx: readString(args, "tpOrdPx"),
-            tpTriggerPxType: readString(args, "tpTriggerPxType"),
-            slTriggerPx: readString(args, "slTriggerPx"),
-            slOrdPx: readString(args, "slOrdPx"),
-            slTriggerPxType: readString(args, "slTriggerPxType"),
-            callBackRatio: readString(args, "callbackRatio"),
-            callBackSpread: readString(args, "callbackSpread"),
-            activePx: readString(args, "activePx"),
-            reduceOnly: typeof reduceOnly === "boolean" ? String(reduceOnly) : void 0,
-            clOrdId: readString(args, "clOrdId"),
-            tag: context.config.sourceTag
-          }),
+          base,
           privateRateLimit("futures_place_algo_order", 20)
         );
         const result = normalizeResponse(response);
@@ -6156,6 +6354,23 @@ function resolveOutcome(value) {
   }
   return resolved;
 }
+async function withConcurrency(items, maxConcurrency, fn) {
+  const results = new Array(items.length);
+  let nextIndex = 0;
+  async function runNext() {
+    while (nextIndex < items.length) {
+      const idx = nextIndex++;
+      try {
+        results[idx] = { status: "fulfilled", value: await fn(items[idx]) };
+      } catch (err) {
+        results[idx] = { status: "rejected", reason: err };
+      }
+    }
+  }
+  const workers = Array.from({ length: Math.min(maxConcurrency, items.length) }, runNext);
+  await Promise.all(workers);
+  return results;
+}
 function filterBrowseCandidates(allSeries, underlyingFilter) {
   const isHumanReadable = (id) => /^(BTC|ETH|TRX|EOS|SOL|IOTA|KISHU|SUSHI|BTG|XTZ|SOLVU)-/.test(id);
   const seen = /* @__PURE__ */ new Set();
@@ -6296,6 +6511,7 @@ function handlePlaceOrderError(base, rawArgs, endpoint) {
   }
   throw new OkxApiError(`[${sCode}] ${sMsg}`, { code: sCode, endpoint });
 }
+var MAX_CONCURRENT_MARKET_FETCHES = 8;
 var OUTCOME_SCHEMA = {
   type: "string",
   enum: ["UP", "YES", "DOWN", "NO"],
@@ -6335,10 +6551,15 @@ function registerEventContractTools() {
         const normalizedSeries = normalizeResponse(seriesResp);
         const allSeries = Array.isArray(normalizedSeries["data"]) ? normalizedSeries["data"] : [];
         const candidates = filterBrowseCandidates(allSeries, underlyingFilter);
-        const marketResults = await Promise.all(
-          candidates.map((s) => fetchActiveContractsForSeries(context.client, s))
+        const settled = await withConcurrency(
+          candidates,
+          MAX_CONCURRENT_MARKET_FETCHES,
+          (s) => fetchActiveContractsForSeries(context.client, s)
         );
-        const results = marketResults.filter(Boolean);
+        const fulfilled = settled.filter(
+          (r) => r.status === "fulfilled" && r.value !== null
+        );
+        const results = fulfilled.map((r) => r.value);
         return {
           data: results,
           total: results.reduce((n, r) => n + (r?.contracts?.length ?? 0), 0)
@@ -6758,379 +6979,1106 @@ function registerEventContractTools() {
     }
   ];
 }
+var SMARTMONEY_RPS = 5;
 var PATH_LEADERBOARD = "/api/v5/orbit/public/leaderboard";
 var PATH_POSITION_CURRENT = "/api/v5/orbit/public/position-current";
+var PATH_POSITION_HISTORY = "/api/v5/orbit/public/position-history";
 var PATH_TRADE_RECORDS = "/api/v5/orbit/public/trade-records";
+var PATH_TOP_TRADER_SEARCH = "/api/v5/orbit/top-trader-search";
 var PATH_OVERVIEW = "/api/v5/journal/smartmoney/overview";
-var PATH_SIGNAL = "/api/v5/journal/smartmoney/signal";
 var PATH_SIGNAL_HISTORY = "/api/v5/journal/smartmoney/signal-history";
+var PERIOD_DAYS = ["3", "7", "30", "90"];
 var SIGNAL_POOL_FILTER_PROPS = {
-  sortType: {
+  sortBy: {
     type: "string",
-    description: "Pool ranking: pnl|pnlRatio (default pnl)"
+    enum: ["pnl", "pnlRatio"],
+    default: "pnl",
+    description: "Ranking key used to pick traders into the aggregation pool. `pnl` = absolute USD profit (favors high-AUM whales); `pnlRatio` = percentage return (favors small-but-efficient traders)."
   },
   period: {
     type: "string",
-    description: "Win-rate window days: 3|7|30|90 (default 90). Not snapshot range."
+    enum: PERIOD_DAYS,
+    default: "7",
+    description: 'Lookback window in days. Pass as a quoted string: `"3"` / `"7"` / `"30"` / `"90"` (NOT integer 7). Drives capability metrics (avgLongWinRate / avgShortWinRate) and the `winRateTier` filter. Does NOT affect signal fields (which always use the latest snapshot).'
   },
-  pnl: {
+  pnlTier: {
     type: "string",
-    description: "Top N% by PnL: PNL_ANY|PNL_TOP50|PNL_TOP20|PNL_TOP5 (default PNL_ANY)"
+    enum: ["PNL_ANY", "PNL_TOP50", "PNL_TOP20", "PNL_TOP5"],
+    default: "PNL_ANY",
+    description: "PnL percentile gate applied on top of `sortBy`. ANY = no filter; TOP50 = PnL \u2265 P50 (median); TOP20 = \u2265 P80; TOP5 = \u2265 P95. PnL distribution is long-tailed \u2014 use percentile, not absolute thresholds."
   },
-  winRatio: {
+  winRateTier: {
     type: "string",
-    description: "Min win-rate: WR_ANY|WR_GE_50|WR_GE_80 (default WR_ANY)"
+    enum: ["WR_ANY", "WR_GE_50", "WR_GE_80"],
+    default: "WR_ANY",
+    description: "Minimum win-rate gate (fixed thresholds). ANY = no filter; WR_GE_50 = \u2265 50%; WR_GE_80 = \u2265 80%."
   },
-  maxRetreat: {
+  maxDrawdownTier: {
     type: "string",
-    description: "Max drawdown: MR_ANY|MR_LE_20|MR_LE_50 (default MR_ANY)"
+    enum: ["MR_ANY", "MR_LE_20", "MR_LE_50"],
+    default: "MR_ANY",
+    description: "Maximum-drawdown gate (fixed thresholds; smaller drawdown = lower risk). ANY = no filter; MR_LE_20 = drawdown \u2264 20%; MR_LE_50 = \u2264 50%."
   },
-  asset: {
+  aumTier: {
     type: "string",
-    description: "Top N% by AUM: AUM_ANY|AUM_TOP50|AUM_TOP20|AUM_TOP5 (default AUM_ANY)"
+    enum: ["AUM_ANY", "AUM_TOP50", "AUM_TOP20", "AUM_TOP5"],
+    default: "AUM_ANY",
+    description: "AUM (Assets Under Management) percentile gate. ANY = no filter; TOP50 = AUM \u2265 P50; TOP20 = \u2265 P80; TOP5 = \u2265 P95. AUM is long-tailed \u2014 use percentile, not absolute USD."
   }
 };
 var LEADERBOARD_POOL_FILTER_PROPS = {
-  sortType: {
+  sortBy: {
     type: "string",
-    description: "pnl or pnl_ratio"
+    enum: ["pnl", "pnlRatio"],
+    default: "pnl",
+    description: "Leaderboard sort key. `pnl` = absolute USD profit; `pnlRatio` = percentage return."
   },
   period: {
     type: "string",
-    description: "3|7|30|90 days, empty=all"
+    enum: PERIOD_DAYS,
+    default: "90",
+    description: 'Performance lookback window in days. Pass as a quoted string: `"3"` / `"7"` / `"30"` / `"90"` (NOT integer 90). Default `"90"` (matches leaderboard UI). Filters AND ranks traders by their PnL over that window.'
   },
-  pnl: {
+  minPnl: {
     type: "string",
-    description: "Min PnL USD"
+    description: 'Minimum absolute PnL in USD. Pass as a quoted numeric string, e.g. `"10000"` (NOT integer 10000) \u2192 traders with PnL \u2265 $10,000. Numeric threshold \u2014 distinct from the signal-side `pnlTier` percentile enum.'
   },
-  winRatio: {
+  minWinRate: {
     type: "string",
-    description: "Min ratio (0.8=80%)"
+    description: 'Minimum win-rate as decimal in 0~1 range. Pass as a quoted numeric string, e.g. `"0.8"` (NOT number 0.8) \u2192 traders with win-rate \u2265 80%. Numeric threshold \u2014 distinct from the signal-side `winRateTier` enum.'
   },
-  maxRetreat: {
+  maxDrawdown: {
     type: "string",
-    description: "Max DD (0.1=10%)"
+    description: 'Maximum drawdown as decimal. Pass as a quoted numeric string, e.g. `"0.1"` (NOT number 0.1) \u2192 traders with drawdown \u2264 10%. Lower = lower risk. Numeric threshold \u2014 distinct from the signal-side `maxDrawdownTier` enum.'
   },
-  asset: {
+  minAum: {
     type: "string",
-    description: "Min AUM USD"
+    description: 'Minimum AUM (Assets Under Management) in USD. Pass as a quoted numeric string, e.g. `"1000"` (NOT integer 1000) \u2192 traders with AUM \u2265 $1,000. Numeric threshold \u2014 distinct from the signal-side `aumTier` percentile enum.'
   }
 };
-var POOL_FILTER_KEYS = ["sortType", "period", "pnl", "winRatio", "maxRetreat", "asset"];
+var LEADERBOARD_FILTER_UPSTREAM_NAMES = {
+  sortBy: "sortBy",
+  period: "period",
+  minPnl: "pnl",
+  minWinRate: "winRate",
+  maxDrawdown: "maxDrawdown",
+  minAum: "asset"
+};
 function readPoolFilters(args) {
   const result = {};
-  for (const key of POOL_FILTER_KEYS) {
+  for (const [publicKey, upstreamKey] of Object.entries(LEADERBOARD_FILTER_UPSTREAM_NAMES)) {
+    const val = readString(args, publicKey);
+    if (val !== void 0 && val !== "") result[upstreamKey] = val;
+  }
+  return result;
+}
+function readSignalPoolFilters(args) {
+  const result = {};
+  for (const key of Object.keys(SIGNAL_POOL_FILTER_PROPS)) {
     const val = readString(args, key);
     if (val) result[key] = val;
   }
   return result;
 }
-function extractLeaderboardData(data) {
-  if (Array.isArray(data)) return data;
+function extractLeaderboardEnvelope(data) {
+  if (Array.isArray(data)) return { items: data };
   if (data && typeof data === "object") {
-    const inner = data.data;
-    if (Array.isArray(inner)) return inner;
+    const obj = data;
+    const inner = obj.data;
+    const updateTime = typeof obj.updateTime === "string" ? obj.updateTime : void 0;
+    if (Array.isArray(inner)) return { items: inner, updateTime };
+  }
+  return { items: [] };
+}
+function deriveDirection(posSide, pos) {
+  if (posSide === "long") return "long";
+  if (posSide === "short") return "short";
+  if (posSide === "both" && typeof pos === "string" && pos !== "") {
+    const n = Number(pos);
+    if (Number.isFinite(n) && n !== 0) return n > 0 ? "long" : "short";
+  }
+  return void 0;
+}
+function extractPositionData(data) {
+  if (!Array.isArray(data) || data.length === 0) return [];
+  const first = data[0];
+  if (first && typeof first === "object") {
+    const posData = first.posData;
+    if (Array.isArray(posData)) {
+      return posData.map((row) => {
+        if (!row || typeof row !== "object") return row;
+        const r = row;
+        const direction = deriveDirection(r.posSide, r.pos);
+        return direction ? { ...r, direction } : r;
+      });
+    }
   }
   return [];
 }
+function buildPagination(data, effectiveLimit, cursorField) {
+  const hasMore = data.length >= effectiveLimit;
+  const last = data.length > 0 ? data[data.length - 1] : void 0;
+  const nextAfter = hasMore && last && typeof last === "object" && last !== null ? last[cursorField] : void 0;
+  return nextAfter !== void 0 ? { hasMore, nextAfter } : { hasMore };
+}
+function extractBaseCcy(instId) {
+  if (!instId) return void 0;
+  const idx = instId.indexOf("-");
+  const base = idx === -1 ? instId : instId.slice(0, idx);
+  return base || void 0;
+}
+function actionableError(message, hint) {
+  return new ValidationError(`${message} ${hint}`);
+}
+function readArrayAsCsv(args, key) {
+  const arr = readStringArray(args, key);
+  if (!arr || arr.length === 0) return void 0;
+  return arr.join(",");
+}
+function envelope(dataSchema, extras = {}) {
+  return {
+    type: "object",
+    properties: {
+      endpoint: {
+        type: "string",
+        description: "Upstream API path that produced this payload (debug/audit aid)."
+      },
+      requestTime: { type: "string", description: "ISO-8601 timestamp when the request was issued." },
+      data: dataSchema,
+      ...extras
+    },
+    required: ["endpoint", "data"]
+  };
+}
+var PAGINATION_PROP = {
+  type: "object",
+  description: "Cursor pagination metadata. Only emitted on list tools that support paging.",
+  properties: {
+    hasMore: {
+      type: "boolean",
+      description: "True when `data.length` reached the requested `limit` (more pages likely). False guarantees there are no more results after this page."
+    },
+    nextAfter: {
+      type: "string",
+      description: "Cursor to pass back as `after` on the next call to fetch the following page. Absent/empty when `hasMore` is false."
+    }
+  }
+};
+var TRADER_ITEM_PROPS = {
+  authorId: { type: "string", description: "Trader's unique ID \u2014 pass to other smartmoney_get_trader_* tools." },
+  nickName: { type: "string", description: "Display nickname." },
+  pnl: { type: "string", description: "Absolute PnL in USD over the requested `period` (numeric string)." },
+  pnlRatio: { type: "string", description: 'PnL as a decimal ratio over the requested `period` (e.g. "0.35" = +35%).' },
+  asset: { type: "string", description: "AUM (Assets Under Management) in USD \u2014 same field that the input `minAum` filter applies to." },
+  winRate: { type: "string", description: "Lifetime win-rate as a decimal (0~1)." },
+  maxDrawdown: { type: "string", description: 'Max drawdown as a decimal (e.g. "0.2" = 20%). Lower = lower risk.' },
+  onboardDuration: { type: "string", description: "Days the trader has been onboarded on the leaderboard (numeric string)." },
+  portrait: { type: "string", description: "Avatar image URL." },
+  rates: {
+    type: "array",
+    description: "Equity-curve / PnL-rate time series (one entry per day).",
+    items: {
+      type: "object",
+      properties: {
+        statTime: { type: "string", description: 'Date stamp in `YYMMDD` (e.g. "240726" = 2024-07-26).' },
+        value: { type: "string", description: "Cumulative PnL ratio at that day (decimal)." }
+      }
+    }
+  }
+};
+var SIGNAL_ITEM_PROPS = {
+  ccy: { type: "string", description: "Instrument ID e.g. BTC-USDT-SWAP (outer identifier; the field name is `ccy`, not `instId`)." },
+  dataVersion: {
+    type: "string",
+    description: "Snapshot version key in `yyyyMMddHH` UTC (10 digits, e.g. `2026043014` = 2026-04-30 14:00 UTC; floored to the hour)."
+  },
+  tradersWithPosition: {
+    type: "integer",
+    description: "Pool traders holding this asset at latest_snap (double-sided counted once). Higher = stronger consensus."
+  },
+  tradersQualified: {
+    type: "integer",
+    description: "Pool size after applying tier filters (incl. those without positions on this instrument)."
+  },
+  longTraders: { type: "integer", description: "Number of pool traders currently long this asset (incl. double-sided)." },
+  shortTraders: { type: "integer", description: "Number of pool traders currently short this asset (incl. double-sided)." },
+  notional: {
+    type: "object",
+    description: "Notional / capital-flow group.",
+    properties: {
+      longNotionalUsdt: { type: "string", description: "Sum of long-side notional in USDT." },
+      shortNotionalUsdt: { type: "string", description: "Sum of short-side notional in USDT." },
+      netNotionalUsdt: { type: "string", description: "Net directional notional in USDT = long \u2212 short." },
+      totalNotionalUsdt: { type: "string", description: "Gross notional in USDT = long + short." },
+      totalNotionalVs24h: {
+        type: "string",
+        description: "Capital-flow change ratio vs 24h: (curr \u2212 hist_24h) / hist_24h. Positive = smart money adding exposure; negative = retreating. NULL when hist=0."
+      },
+      smartMoneyLongAvgEntry: {
+        type: "string",
+        description: "Long-side notional-weighted average entry price (USDT). NULL when no long. Compare to current price to judge whether following the longs is cheap/expensive now."
+      },
+      smartMoneyShortAvgEntry: {
+        type: "string",
+        description: "Short-side notional-weighted average entry price (USDT). NULL when no short."
+      }
+    }
+  },
+  longShortRatio: {
+    type: "object",
+    description: "Long/short ratio + historical-delta group.",
+    properties: {
+      longRatioVs1h: { type: "string", description: "longRatio \u2212 hist_1h.longRatio. NULL when no hist." },
+      longRatioVs24h: { type: "string", description: "longRatio \u2212 hist_24h.longRatio. NULL when no hist." },
+      longRatioVs7d: { type: "string", description: "longRatio \u2212 hist_7d.longRatio. NULL when no hist." },
+      longRatio: { type: "string", description: "Headcount long ratio = longTraders / tradersWithPosition. NULL when no traders." },
+      shortRatio: { type: "string", description: "1 \u2212 longRatio. NULL when no traders." },
+      weightedLongRatio: {
+        type: "string",
+        description: "Notional-weighted long ratio = \u03A3(long_notional) / \u03A3(notional). NULL when no notional."
+      },
+      weightedShortRatio: {
+        type: "string",
+        description: "Notional-weighted short ratio = \u03A3(short_notional) / \u03A3(notional). NULL when no notional."
+      }
+    }
+  },
+  winRate: {
+    type: "object",
+    description: "Capability (historical performance) group; driven by the `period` window.",
+    properties: {
+      avgLongWinRate: {
+        type: "string",
+        description: "Mean closed-position win-rate (full-market) over `period` days for users currently long. NULL when closed-position sample size is below the configured minimum."
+      },
+      avgShortWinRate: {
+        type: "string",
+        description: "Mean closed-position win-rate (full-market) over `period` days for users currently short. NULL when sample is below threshold."
+      }
+    }
+  }
+};
+var SIGNAL_HISTORY_ITEM_PROPS = {
+  ccy: { type: "string", description: "Base currency / instrument key for this bucket." },
+  longRatio: {
+    type: "string",
+    description: "Headcount long ratio at this bucket. Decimal 0~1."
+  },
+  shortRatio: {
+    type: "string",
+    description: "Headcount short ratio at this bucket = 1 \u2212 longRatio. Decimal 0~1."
+  },
+  weightedLongRatio: {
+    type: "string",
+    description: "Notional-weighted long ratio at this bucket. Decimal 0~1."
+  },
+  weightedShortRatio: {
+    type: "string",
+    description: "Notional-weighted short ratio at this bucket. Decimal 0~1."
+  },
+  longTraders: {
+    type: "integer",
+    description: "Number of traders with long exposure at this bucket (includes dual-side traders)."
+  },
+  shortTraders: {
+    type: "integer",
+    description: "Number of traders with short exposure at this bucket (includes dual-side traders)."
+  },
+  tradersWithPosition: {
+    type: "integer",
+    description: "Pool traders holding this asset at this bucket. Few traders = unreliable signal."
+  },
+  netNotionalUsdt: {
+    type: "string",
+    description: "Net directional notional in USDT at this bucket = long notional \u2212 short notional."
+  },
+  totalNotionalUsdt: {
+    type: "string",
+    description: "Gross notional in USDT at this bucket = long notional + short notional. Tracks total capital deployed (rising = adding, falling = retreating)."
+  },
+  tradersQualified: { type: "integer", description: "Pool size after applying tier filters (includes traders without a position)." },
+  dataVersion: { type: "string", description: "Snapshot version key in `yyyyMMddHH` UTC (10-digit, e.g. `2026042820`)." }
+};
 function registerSmartmoneyTools() {
   const tools = [
-    /* ---------- 1. Overview ---------- */
+    /* ===================================================== */
+    /*  Trader family (6)                                     */
+    /* ===================================================== */
+    /* ---------- T1. Top traders (leaderboard rank) ---------- */
     {
-      name: "smartmoney_get_overview",
+      name: "smartmoney_get_traders_by_filter",
       module: "smartmoney",
-      description: "Multi-currency smart money overview, ranked by tradersWithPosition DESC (most-watched first). Requires either ts (recommended, Date.now()) or dataVersion (yyyyMMddHHmm UTC) \u2014 at least one must be set; ts wins when both are sent. For single-currency signal with entry prices and trend, use smartmoney_get_signal.",
+      description: "Leaderboard ranking of OKX smart-money traders, filtered by pool conditions and ranked by `sortBy`. Use when: discovering top performers by criteria (PnL / win-rate / drawdown / AUM). See also: `smartmoney_get_performance_by_trader` (lookup by ID), `smartmoney_search_trader` (lookup by nickname). Note: `updateTime` is 12-digit `yyyyMMddHHmm` UTC+8, different from signal tools' 10-digit UTC `asOfTime`/`dataVersion` \u2014 do not cross-pass.",
       isWrite: false,
+      outputSchema: envelope(
+        { type: "array", items: { type: "object", properties: TRADER_ITEM_PROPS } },
+        {
+          updateTime: {
+            type: "string",
+            description: "Snapshot version of the leaderboard, in `yyyyMMddHHmm` (UTC+8, e.g. `202604301815`). Lives at the response top level (shared by every item in `data`), NOT inside each trader row. Refreshed approximately every 5 minutes."
+          },
+          pagination: PAGINATION_PROP
+        }
+      ),
       inputSchema: {
         type: "object",
         properties: {
-          ts: {
-            type: "string",
-            description: "Recommended. Timestamp ms \u2014 use Date.now() for latest."
-          },
-          dataVersion: {
-            type: "string",
-            description: "Alternative. yyyyMMddHHmm UTC for prior snapshot. If both sent, ts wins."
-          },
-          instType: {
-            type: "string",
-            description: "SPOT|MARGIN|FUTURES|SWAP|OPTION (default SWAP)"
-          },
-          ...SIGNAL_POOL_FILTER_PROPS,
-          lmtNum: {
+          updateTime: {
             type: "string",
-            description: "Trader pool size 1-500 (default 100)"
+            description: 'Snapshot version key. Pass as a quoted 12-digit string `yyyyMMddHHmm` (UTC+8), e.g. `"202604301815"` (NOT integer). Omit to query the latest snapshot (refreshed every ~5 min).'
           },
-          instCcyList: {
+          ...LEADERBOARD_POOL_FILTER_PROPS,
+          after: {
             type: "string",
-            description: "Comma-separated currency codes e.g. BTC,ETH,SOL (prefix-matched against instId)"
+            description: "Cursor for paginating backwards (older page). Pass the `authorId` of the last item from the previous page verbatim as a quoted string (NOT a number). Cursor anchors on `authorId` while preserving the current `sortBy` order."
           },
-          instCcy: {
+          before: {
             type: "string",
-            description: "Single currency e.g. BTC; alias for instCcyList (instCcyList wins if both set)"
+            description: "Cursor for paginating forwards (newer page). Pass the `authorId` of the first item from the previous page verbatim as a quoted string. Cursor anchors on `authorId` while preserving the current `sortBy` order."
           },
-          topInstruments: {
-            type: "string",
-            description: "Top N instruments 1-100 (default 20)"
+          limit: {
+            type: "integer",
+            minimum: 1,
+            maximum: 100,
+            default: 10,
+            description: "Max results per page (default 10, max 100)."
           }
         }
       },
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
-        const dv = readString(args, "dataVersion");
-        const ts = readString(args, "ts");
-        if (!dv && !ts) {
-          throw new ValidationError('Either "dataVersion" or "ts" is required for smartmoney_get_overview.');
-        }
+        const limit = readNumber(args, "limit");
         const response = await context.client.privateGet(
-          PATH_OVERVIEW,
+          PATH_LEADERBOARD,
           compactObject({
-            dataVersion: dv,
-            ts,
-            instType: readString(args, "instType"),
+            updateTime: readString(args, "updateTime"),
             ...readPoolFilters(args),
-            lmtNum: readString(args, "lmtNum"),
-            instCcyList: readString(args, "instCcyList"),
-            instCcy: readString(args, "instCcy"),
-            topInstruments: readString(args, "topInstruments")
+            after: readString(args, "after"),
+            before: readString(args, "before"),
+            limit
           }),
-          publicRateLimit("smartmoney_get_overview", 5)
+          publicRateLimit("smartmoney_get_traders_by_filter", SMARTMONEY_RPS)
         );
-        return normalizeResponse(response);
+        const normalized = normalizeResponse(response);
+        const { items, updateTime } = extractLeaderboardEnvelope(normalized.data);
+        return {
+          ...normalized,
+          data: items,
+          ...updateTime ? { updateTime } : {},
+          pagination: buildPagination(items, limit ?? 10, "authorId")
+        };
       }
     },
-    /* ---------- 2. Signal ---------- */
+    /* ---------- T2. Trader performance (by authorIds) ---------- */
     {
-      name: "smartmoney_get_signal",
+      name: "smartmoney_get_performance_by_trader",
       module: "smartmoney",
-      description: "Single-currency consensus signal: long/short ratio, entry prices, trend, capital flow. Requires either instId (e.g. BTC-USDT-SWAP, recommended) or instCcy (SPOT/SWAP only) \u2014 instId wins when both are sent. Requires either ts (recommended, Date.now()) or dataVersion (yyyyMMddHHmm UTC) \u2014 at least one must be set; ts wins when both are sent. For multi-currency overview, use smartmoney_get_overview. For timeline, use smartmoney_get_signal_history.",
+      description: "PnL / win-rate / drawdown profile for one or more traders looked up by `authorIds`. Use when: caller already has trader IDs and needs their performance metrics. See also: `smartmoney_search_trader` (resolve nickname \u2192 authorId), `smartmoney_get_traders_by_filter` (criteria-based discovery). Note: response `updateTime` is 12-digit `yyyyMMddHHmm` UTC+8 \u2014 do not pass to signal-side tools' `asOfTime` (10-digit UTC).",
       isWrite: false,
+      outputSchema: envelope(
+        { type: "array", items: { type: "object", properties: TRADER_ITEM_PROPS } },
+        {
+          updateTime: {
+            type: "string",
+            description: "Snapshot version of the leaderboard, in `yyyyMMddHHmm` (UTC+8, e.g. `202604301815`). Lives at the response top level (shared by every item in `data`), NOT inside each trader row."
+          }
+        }
+      ),
       inputSchema: {
         type: "object",
         properties: {
-          instId: {
-            type: "string",
-            description: "Recommended. e.g. BTC-USDT-SWAP"
-          },
-          instCcy: {
-            type: "string",
-            description: "e.g. BTC (SPOT/SWAP only); instId takes precedence if both set"
-          },
-          ts: {
-            type: "string",
-            description: "Recommended. Timestamp ms \u2014 use Date.now() for latest."
-          },
-          dataVersion: {
-            type: "string",
-            description: "Alternative. yyyyMMddHHmm UTC for prior snapshot. If both sent, ts wins."
-          },
-          ...SIGNAL_POOL_FILTER_PROPS,
-          lmtNum: {
-            type: "string",
-            description: "Trader pool size 1-500 (default 100)"
-          },
           authorIds: {
+            type: "array",
+            items: { type: "string" },
+            minItems: 1,
+            description: 'Trader IDs to look up, e.g. `["1001", "1002"]`. Required.'
+          },
+          period: {
             type: "string",
-            description: "Comma-separated user IDs e.g. 1001,1002 \u2014 restricts the trader pool to these IDs only (precise filter)"
+            enum: PERIOD_DAYS,
+            default: "90",
+            description: 'Performance lookback window in days. Pass as a quoted string: `"3"` / `"7"` / `"30"` / `"90"` (NOT integer). Default `"90"`.'
           }
-        }
+        },
+        required: ["authorIds"]
       },
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
-        const instId = readString(args, "instId");
-        const instCcy = readString(args, "instCcy");
-        if (!instId && !instCcy) {
-          throw new ValidationError('Either "instId" or "instCcy" is required for smartmoney_get_signal.');
-        }
-        const dv = readString(args, "dataVersion");
-        const ts = readString(args, "ts");
-        if (!dv && !ts) {
-          throw new ValidationError('Either "dataVersion" or "ts" is required for smartmoney_get_signal.');
+        const authorIds = readArrayAsCsv(args, "authorIds");
+        if (!authorIds) {
+          throw actionableError(
+            '"authorIds" is required and must be a non-empty array.',
+            'Discover trader IDs via `smartmoney_get_traders_by_filter`, then pass them as an array (e.g. ["1001", "1002"]).'
+          );
         }
         const response = await context.client.privateGet(
-          PATH_SIGNAL,
+          PATH_LEADERBOARD,
           compactObject({
-            instId,
-            instCcy,
-            dataVersion: dv,
-            ts,
-            ...readPoolFilters(args),
-            lmtNum: readString(args, "lmtNum"),
-            authorIds: readString(args, "authorIds")
+            authorIds,
+            period: readString(args, "period")
           }),
-          publicRateLimit("smartmoney_get_signal", 5)
+          publicRateLimit("smartmoney_get_performance_by_trader", SMARTMONEY_RPS)
         );
-        return normalizeResponse(response);
+        const normalized = normalizeResponse(response);
+        const { items, updateTime } = extractLeaderboardEnvelope(normalized.data);
+        return {
+          ...normalized,
+          data: items,
+          ...updateTime ? { updateTime } : {}
+        };
       }
     },
-    /* ---------- 3. Signal History ---------- */
+    /* ---------- T3. Trader current positions ---------- */
     {
-      name: "smartmoney_get_signal_history",
+      name: "smartmoney_get_trader_positions",
       module: "smartmoney",
-      description: "Signal history timeline sorted by ts DESC for trend analysis. Requires instId. Requires either ts (recommended, Date.now()) or dataVersion (yyyyMMddHHmm UTC) \u2014 at least one must be set; ts wins when both are sent. For current snapshot, use smartmoney_get_signal.",
+      description: "Currently-open positions held by a single trader (direction, size, leverage, entry, conviction). Use when: inspecting what a top trader is holding RIGHT NOW. See also: `smartmoney_get_trader_positions_history` (closed positions), `smartmoney_search_trader` (nickname \u2192 authorId), `smartmoney_get_traders_by_filter` (discover trader).",
       isWrite: false,
+      outputSchema: envelope({
+        type: "array",
+        items: {
+          type: "object",
+          properties: {
+            posId: { type: "string", description: "Unique position ID. Stable across the position's lifetime." },
+            instId: { type: "string", description: "Instrument ID e.g. BTC-USDT-SWAP." },
+            instType: {
+              type: "string",
+              description: "Instrument business line: `SWAP` (perpetual) | `SPOT` | `FUTURES` (delivery) | `MARGIN` | `OPTION`."
+            },
+            posSide: {
+              type: "string",
+              description: "Raw upstream position direction. `long` = long-side position (buy-to-open); `short` = short-side position (sell-to-open); `both` = net/one-way position mode where the sign of `pos` encodes direction. Prefer the derived `direction` field below for agent logic."
+            },
+            direction: {
+              type: "string",
+              enum: ["long", "short"],
+              description: 'Derived clean direction (`long` | `short`) \u2014 handler computes this from `posSide` + sign of `pos` so agents do not have to branch on the `posSide="both"` net-mode case.'
+            },
+            posCcy: { type: "string", description: 'Position currency \u2014 the asset being held, e.g. "BTC".' },
+            quoteCcy: { type: "string", description: 'Quote currency the position is priced/settled in, e.g. "USDT".' },
+            pos: {
+              type: "string",
+              description: "Position size (numeric string). Unit depends on instType: coins for SPOT/MARGIN, contracts (\u5F20) for SWAP/FUTURES/OPTION."
+            },
+            lever: { type: "string", description: 'Leverage multiplier (numeric string; "1" for spot).' },
+            avgPx: { type: "string", description: "Volume-weighted average entry price (numeric string)." },
+            last: { type: "string", description: "Latest market/mark price for the instrument (numeric string)." },
+            notionalUsd: { type: "string", description: "Current position notional value in USD." },
+            upl: { type: "string", description: "Unrealized (floating) PnL, denominated in `quoteCcy`." },
+            pnl: { type: "string", description: "Realized PnL accrued on this position so far, denominated in `quoteCcy`." },
+            cTime: { type: "string", description: "Position open time as Unix milliseconds (numeric string)." },
+            positionIntensity: {
+              type: "string",
+              description: "Conviction metric = notionalUsd / trader.asset (this position's notional as a share of the trader's AUM). Higher = the trader is betting a larger fraction of their book on this position."
+            }
+          }
+        }
+      }),
       inputSchema: {
         type: "object",
         properties: {
-          instId: {
+          authorId: {
             type: "string",
-            description: "e.g. BTC-USDT-SWAP"
+            description: "Trader's unique ID (obtain from `smartmoney_get_traders_by_filter`)."
           },
-          ts: {
+          instId: {
+            type: "string",
+            description: 'Optional instrument filter. Accepts either full instId (e.g. "BTC-USDT-SWAP") or bare base currency (e.g. "BTC") \u2014 the handler extracts the base currency for the upstream filter.'
+          }
+        },
+        required: ["authorId"]
+      },
+      handler: async (rawArgs, context) => {
+        const args = asRecord(rawArgs);
+        const authorId = readString(args, "authorId");
+        if (!authorId) {
+          throw actionableError(
+            '"authorId" is required.',
+            "Discover trader IDs via `smartmoney_get_traders_by_filter` and pass one ID here."
+          );
+        }
+        const response = await context.client.privateGet(
+          PATH_POSITION_CURRENT,
+          compactObject({
+            authorId,
+            instCcy: extractBaseCcy(readString(args, "instId"))
+          }),
+          publicRateLimit("smartmoney_get_trader_positions", SMARTMONEY_RPS)
+        );
+        const normalized = normalizeResponse(response);
+        return { ...normalized, data: extractPositionData(normalized.data) };
+      }
+    },
+    /* ---------- T4. Trader closed-position history ---------- */
+    {
+      name: "smartmoney_get_trader_positions_history",
+      module: "smartmoney",
+      description: "Closed-position history of a single trader, paginated by `posId` cursor. Use when: studying realized PnL pattern, holding duration, win/loss streaks, or how positions ended (closed vs liquidated). See also: `smartmoney_get_trader_positions` (currently-open), `smartmoney_search_trader` (nickname \u2192 authorId), `smartmoney_get_traders_by_filter` (discover trader).",
+      isWrite: false,
+      outputSchema: envelope(
+        {
+          type: "array",
+          items: {
+            type: "object",
+            properties: {
+              posId: { type: "string", description: "Unique closed-position ID. Use as the `after` / `before` cursor when paginating." },
+              instId: { type: "string", description: "Instrument ID e.g. BTC-USDT-SWAP." },
+              instType: {
+                type: "string",
+                description: "Instrument business line: `SWAP` (perpetual) | `FUTURES` (delivery) | `MARGIN` | `SPOT`."
+              },
+              ctVal: {
+                type: "string",
+                description: "Contract face value \u2014 USD value of a single contract (\u5F20). Numeric string. Empty/0 for non-contract instruments."
+              },
+              posSide: {
+                type: "string",
+                description: "Position direction at close. `long` = was long-side; `short` = was short-side."
+              },
+              lever: { type: "string", description: "Leverage multiplier used for this position (numeric string)." },
+              mgnMode: {
+                type: "string",
+                description: "Margin mode used for this position. `cross` = cross-margin (shared collateral pool); `isolated` = isolated-margin (per-position collateral)."
+              },
+              marginCcy: {
+                type: "string",
+                description: 'Margin currency held as collateral for this position, e.g. "BTC" or "USDT".'
+              },
+              quoteCcy: { type: "string", description: 'Quote currency the position settled in, e.g. "USDT".' },
+              openAvgPx: { type: "string", description: "Volume-weighted average price across all open fills (numeric string)." },
+              closeAvgPx: { type: "string", description: "Volume-weighted average price across all close fills (numeric string)." },
+              openMaxAmount: {
+                type: "string",
+                description: "Peak position size held during the position's lifetime, in contracts (\u5F20)."
+              },
+              closeAmount: {
+                type: "string",
+                description: "Total amount closed across all close fills, in contracts for SWAP/FUTURES or in base currency for SPOT/MARGIN (numeric string)."
+              },
+              realizedPnl: { type: "string", description: "Cumulative realized PnL during the position's lifetime, in `quoteCcy` units." },
+              pnl: {
+                type: "string",
+                description: "Total realized PnL for this position including fees and funding, denominated in quoteCcy (numeric string). Differs from `realizedPnl` which may exclude fees."
+              },
+              pnlRatio: {
+                type: "string",
+                description: 'Realized PnL as a decimal ratio of cost basis (e.g. "0.15" = +15%, "-0.20" = \u221220%).'
+              },
+              fee: {
+                type: "string",
+                description: "Cumulative trading fee paid over the position's lifetime, denominated in quoteCcy (numeric string, negative = cost)."
+              },
+              fundingFee: {
+                type: "string",
+                description: "Cumulative funding fee paid or received over the position's lifetime, denominated in quoteCcy (numeric string; negative = paid, positive = received)."
+              },
+              liquidationStatus: {
+                type: "string",
+                description: 'Whether the position was liquidated. `"0"` = normal close (not liquidated); `"1"` = liquidated. Use this dedicated field for liquidation checks; `closeType` may also encode liquidation via the `liquidateClose` / `liquidateReceive` / `adl` values.'
+              },
+              closeType: {
+                type: "string",
+                description: "How the position was closed. `allClose` = entire position closed in one action; `partClose` = partially closed (position reduced but not fully exited); `liquidateClose` = forced liquidation; `liquidateReceive` = received liquidation transfer; `adl` = auto-deleveraging."
+              },
+              cTime: { type: "string", description: "Position open time as Unix milliseconds (numeric string)." },
+              uTime: { type: "string", description: "Position close time as Unix milliseconds (numeric string)." }
+            }
+          }
+        },
+        { pagination: PAGINATION_PROP }
+      ),
+      inputSchema: {
+        type: "object",
+        properties: {
+          authorId: {
             type: "string",
-            description: "Recommended. Timestamp ms \u2014 use Date.now() for latest."
+            description: "Trader's unique ID (obtain from `smartmoney_get_traders_by_filter`)."
           },
-          dataVersion: {
+          instId: {
             type: "string",
-            description: "Alternative. yyyyMMddHHmm UTC for prior snapshot. If both sent, ts wins."
+            description: 'Optional instrument filter. Accepts either full instId (e.g. "BTC-USDT-SWAP") or bare base currency (e.g. "BTC") \u2014 the handler extracts the base currency for the upstream filter.'
           },
-          granularity: {
+          after: {
             type: "string",
-            description: "1h or 1d (default 1h)"
+            description: "Cursor: returns positions with `posId` smaller than this value (older \u2014 paginate backwards). Pass as quoted string (the `posId` value verbatim, NOT a number \u2014 `posId` is a 19-digit ID and number coercion can lose precision)."
           },
-          limit: {
+          before: {
             type: "string",
-            description: "Data points 1-500 (default 24)"
+            description: "Cursor: returns positions with `posId` greater than this value (newer \u2014 paginate forwards). Pass as quoted string."
           },
-          ...SIGNAL_POOL_FILTER_PROPS
+          limit: {
+            type: "integer",
+            minimum: 1,
+            maximum: 100,
+            default: 10,
+            description: "Max positions per page (default 10, max 100)."
+          }
         },
-        required: ["instId"]
+        required: ["authorId"]
       },
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
-        const dv = readString(args, "dataVersion");
-        const ts = readString(args, "ts");
-        if (!dv && !ts) {
-          throw new ValidationError('Either "dataVersion" or "ts" is required for smartmoney_get_signal_history.');
+        const authorId = readString(args, "authorId");
+        if (!authorId) {
+          throw actionableError(
+            '"authorId" is required.',
+            "Discover trader IDs via `smartmoney_get_traders_by_filter`."
+          );
         }
+        const limit = readNumber(args, "limit");
         const response = await context.client.privateGet(
-          PATH_SIGNAL_HISTORY,
+          PATH_POSITION_HISTORY,
           compactObject({
-            instId: requireString(args, "instId"),
-            dataVersion: dv,
-            ts,
-            granularity: readString(args, "granularity"),
-            limit: readString(args, "limit"),
-            ...readPoolFilters(args)
+            authorId,
+            instCcy: extractBaseCcy(readString(args, "instId")),
+            after: readString(args, "after"),
+            before: readString(args, "before"),
+            limit
           }),
-          publicRateLimit("smartmoney_get_signal_history", 5)
+          publicRateLimit("smartmoney_get_trader_positions_history", SMARTMONEY_RPS)
         );
-        return normalizeResponse(response);
+        const normalized = normalizeResponse(response);
+        const data = Array.isArray(normalized.data) ? normalized.data : [];
+        return {
+          ...normalized,
+          data,
+          pagination: buildPagination(data, limit ?? 10, "posId")
+        };
       }
     },
-    /* ---------- 4. Traders (list) ---------- */
+    /* ---------- T5. Trader order history ---------- */
     {
-      name: "smartmoney_get_traders",
+      name: "smartmoney_get_trader_orders_history",
       module: "smartmoney",
-      description: "List/filter leaderboard traders. For single trader detail: smartmoney_get_trader_detail.",
+      description: "Recent orders/fills placed by a single trader (direction, size, price, leverage), paginated by `ordId` cursor. Aligned with the cross-module `*_get_orders` family. Use when: tracking a top trader's latest trade activity. See also: `smartmoney_search_trader` (nickname \u2192 authorId), `smartmoney_get_traders_by_filter` (discover trader).",
       isWrite: false,
+      outputSchema: envelope(
+        {
+          type: "array",
+          items: {
+            type: "object",
+            properties: {
+              ordId: { type: "string", description: "Unique order ID. Use as the `after` / `before` cursor when paginating." },
+              instId: { type: "string", description: "Instrument ID e.g. BTC-USDT-SWAP." },
+              displayId: { type: "string", description: "Display-form instrument ID used in OKX UI." },
+              instType: {
+                type: "string",
+                description: "Instrument business line: `SWAP` (perpetual contract) | `SPOT`."
+              },
+              baseName: { type: "string", description: 'Base currency symbol, e.g. "BTC".' },
+              quoteName: { type: "string", description: 'Quote currency symbol, e.g. "USD".' },
+              tradeQuoteCcy: { type: "string", description: "Quote currency the fill actually settled in." },
+              side: {
+                type: "string",
+                description: "Order side. `buy` = open long / close short; `sell` = open short / close long."
+              },
+              posSide: {
+                type: "string",
+                description: "Position direction the order applies to: `long` | `short`. Indicates whether the trader was opening/closing a long-side or short-side position."
+              },
+              ordType: {
+                type: "string",
+                description: "Order type. `limit` = price-protected limit order; `market` = immediate at best available price."
+              },
+              lever: { type: "string", description: 'Leverage multiplier used for this order (numeric string; "1" for spot).' },
+              px: { type: "string", description: "Submitted order price (numeric string). For market orders this may be empty/0." },
+              avgPx: { type: "string", description: "Volume-weighted average fill price (numeric string)." },
+              sz: {
+                type: "string",
+                description: "Order size. Unit depends on instType: coins (\u5E01) for SPOT, contracts (\u5F20) for SWAP/FUTURES."
+              },
+              value: {
+                type: "string",
+                description: "Order notional value, denominated in `quoteName` units."
+              },
+              cTime: { type: "string", description: "Order creation time as Unix milliseconds (numeric string)." },
+              fillTime: {
+                type: "string",
+                description: "Timestamp when the order was last filled, as Unix milliseconds (numeric string)."
+              },
+              uTime: {
+                type: "string",
+                description: "Timestamp when the order record was last updated, as Unix milliseconds (numeric string)."
+              }
+            }
+          }
+        },
+        { pagination: PAGINATION_PROP }
+      ),
       inputSchema: {
         type: "object",
         properties: {
-          dataVersion: {
+          authorId: {
             type: "string",
-            description: "yyyyMMddHHmm, omit=latest"
+            description: "Trader's unique ID (obtain from `smartmoney_get_traders_by_filter`)."
           },
-          ...LEADERBOARD_POOL_FILTER_PROPS,
-          authorIds: {
+          instId: {
             type: "string",
-            description: "Comma-separated author IDs"
+            description: 'Optional instrument filter. Accepts either full instId (e.g. "BTC-USDT-SWAP") or bare base currency (e.g. "BTC") \u2014 the handler extracts the base currency for the upstream filter.'
           },
           after: {
             type: "string",
-            description: "Cursor after this authorId"
+            description: "Cursor: returns trades with `ordId` smaller than this value (older \u2014 paginate backwards). Pass as quoted string (the `ordId` value verbatim, NOT a number \u2014 `ordId` is a 19-digit ID and number coercion can lose precision)."
           },
           before: {
             type: "string",
-            description: "Cursor before this authorId"
+            description: "Cursor: returns trades with `ordId` greater than this value (newer \u2014 paginate forwards). Pass as quoted string."
           },
           limit: {
-            type: "string",
-            description: "Max results 1-100"
+            type: "integer",
+            minimum: 1,
+            maximum: 100,
+            default: 10,
+            description: "Max trades per page (default 10, max 100)."
           }
-        }
+        },
+        required: ["authorId"]
       },
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
+        const authorId = readString(args, "authorId");
+        if (!authorId) {
+          throw actionableError(
+            '"authorId" is required.',
+            "Discover trader IDs via `smartmoney_get_traders_by_filter`."
+          );
+        }
+        const limit = readNumber(args, "limit");
         const response = await context.client.privateGet(
-          PATH_LEADERBOARD,
+          PATH_TRADE_RECORDS,
           compactObject({
-            dataVersion: readString(args, "dataVersion"),
-            ...readPoolFilters(args),
-            authorIds: readString(args, "authorIds"),
+            authorId,
+            instCcy: extractBaseCcy(readString(args, "instId")),
             after: readString(args, "after"),
             before: readString(args, "before"),
-            limit: readString(args, "limit")
+            limit
           }),
-          publicRateLimit("smartmoney_get_traders", 5)
+          publicRateLimit("smartmoney_get_trader_orders_history", SMARTMONEY_RPS)
         );
         const normalized = normalizeResponse(response);
-        return { ...normalized, data: extractLeaderboardData(normalized.data) };
+        const data = Array.isArray(normalized.data) ? normalized.data : [];
+        return {
+          ...normalized,
+          data,
+          pagination: buildPagination(data, limit ?? 10, "ordId")
+        };
       }
     },
-    /* ---------- 5. Trader Detail (composite) ---------- */
+    /* ---------- T6. Search top traders by nickname keyword ---------- */
     {
-      name: "smartmoney_get_trader_detail",
+      name: "smartmoney_search_trader",
       module: "smartmoney",
-      description: "Trader portrait: profile + positions + trades. Requires authorId from smartmoney_get_traders. Do NOT use for listing \u2014 use smartmoney_get_traders.",
+      description: "Search Top Traders by nickname keyword, ranked by OKX-platform follower count DESC. Returns up to 10 matches; intersects KOL full-text recall with the Top Trader set. Use when: resolving a nickname or partial name to `authorId`(s) before calling other `smartmoney_get_trader_*` tools. See also: `smartmoney_get_traders_by_filter` (discover top performers by criteria), `smartmoney_get_performance_by_trader` (lookup by known authorId).",
       isWrite: false,
+      outputSchema: envelope({
+        type: "array",
+        description: "Matched Top Traders (\u226410), sorted by `followerCount` DESC. Empty array when no recall intersects the Top Trader set.",
+        items: {
+          type: "object",
+          properties: {
+            authorId: { type: "string", description: "Trader's unique ID \u2014 pass to other `smartmoney_get_trader_*` tools." },
+            nickName: { type: "string", description: "Display nickname matched against the keyword." },
+            followerCount: { type: "string", description: "OKX-platform follower count (numeric string; Twitter followers excluded). Sort key." }
+          }
+        }
+      }),
       inputSchema: {
         type: "object",
         properties: {
-          authorId: {
+          keyword: {
             type: "string",
-            description: "Trader author ID"
+            description: "Nickname search keyword. Required, must be non-empty / non-whitespace. Matched candidates are intersected with the Top Trader set."
+          }
+        },
+        required: ["keyword"]
+      },
+      handler: async (rawArgs, context) => {
+        const args = asRecord(rawArgs);
+        const keyword = readString(args, "keyword");
+        if (!keyword || keyword.trim() === "") {
+          throw actionableError(
+            '"keyword" is required and must be non-empty.',
+            'Pass a nickname fragment (e.g. "alice", "\u5C0F\u660E"). For known author IDs use `smartmoney_get_performance_by_trader` instead.'
+          );
+        }
+        const response = await context.client.privateGet(
+          PATH_TOP_TRADER_SEARCH,
+          compactObject({ keyword }),
+          publicRateLimit("smartmoney_search_trader", SMARTMONEY_RPS)
+        );
+        const normalized = normalizeResponse(response);
+        const data = Array.isArray(normalized.data) ? normalized.data : [];
+        return { ...normalized, data };
+      }
+    },
+    /* ===================================================== */
+    /*  Signal/Coin family (4)                                */
+    /* ===================================================== */
+    /* ---------- S1. Signal overview by filter (multi-asset, tier-filtered pool) ---------- */
+    {
+      name: "smartmoney_get_signal_overview_by_filter",
+      module: "smartmoney",
+      description: "Multi-asset smart-money consensus signals (long/short ratio, weighted entry, capital flow, deltas vs 1h/24h/7d), aggregated over a tier-filtered trader pool (PnL / win-rate / drawdown / AUM). Pick instruments via `topInstruments` OR `instCcyList` \u2014 exactly one. Snapshot time auto-resolved to current hour. Use when: latest cross-asset consensus from a criteria-defined pool. See also: `smartmoney_get_signal_overview_by_trader` (restrict pool to specific traders), `smartmoney_get_signal_trend_by_filter` (time-series instead of latest snapshot).",
+      isWrite: false,
+      outputSchema: envelope({
+        type: "array",
+        description: "Per-instrument snapshot, one element per requested coin.",
+        items: { type: "object", properties: SIGNAL_ITEM_PROPS }
+      }),
+      inputSchema: {
+        type: "object",
+        properties: {
+          topInstruments: {
+            type: "integer",
+            minimum: 1,
+            maximum: 100,
+            default: 20,
+            description: "Top-N hottest instruments to aggregate (sorted by `tradersWithPosition` DESC). Mutually exclusive with `instCcyList`; one of the two is required (default 20 if neither provided)."
           },
-          period: {
-            type: "string",
-            description: "3|7|30|90 days, omit=all"
+          instCcyList: {
+            type: "array",
+            items: { type: "string" },
+            minItems: 1,
+            description: 'Base currencies to aggregate, e.g. `["BTC", "ETH", "SOL"]`. Mutually exclusive with `topInstruments`.'
+          },
+          ...SIGNAL_POOL_FILTER_PROPS,
+          lmtNum: {
+            type: "integer",
+            minimum: 1,
+            maximum: 2e3,
+            default: 100,
+            description: "Top-N traders to pull into the aggregation pool, ranked by `sortBy` (DESC). Larger pool = stronger signal but slower. Default 100 is fine for most cases."
+          }
+        }
+      },
+      handler: async (rawArgs, context) => {
+        const args = asRecord(rawArgs);
+        const instCcyList = readArrayAsCsv(args, "instCcyList");
+        const topInstrumentsRaw = readNumber(args, "topInstruments");
+        if (instCcyList && topInstrumentsRaw !== void 0) {
+          throw actionableError(
+            '"topInstruments" and "instCcyList" are mutually exclusive.',
+            "Pass exactly one \u2014 `topInstruments` for top-N hottest coins, or `instCcyList` for specific coins."
+          );
+        }
+        const response = await context.client.privateGet(
+          PATH_OVERVIEW,
+          compactObject({
+            ...instCcyList ? { instCcyList } : { topInstruments: topInstrumentsRaw ?? 20 },
+            ...readSignalPoolFilters(args),
+            lmtNum: readNumber(args, "lmtNum")
+          }),
+          publicRateLimit("smartmoney_get_signal_overview_by_filter", SMARTMONEY_RPS)
+        );
+        return normalizeResponse(response);
+      }
+    },
+    /* ---------- S2. Signal overview by trader (multi-asset, authorIds-restricted) ---------- */
+    {
+      name: "smartmoney_get_signal_overview_by_trader",
+      module: "smartmoney",
+      description: "Multi-asset smart-money signals aggregated over a hand-picked set of traders (`authorIds`). Pick instruments via `topInstruments` OR `instCcyList`. Pool sizing / ranking / capability filters not exposed \u2014 backend uses defaults for direct-lookup scenarios. Use when: caller already knows which traders to follow and wants their cross-asset consensus at the latest hour. See also: `smartmoney_get_signal_overview_by_filter` (criteria-defined pool), `smartmoney_get_signal_trend_by_trader` (time-series), `smartmoney_get_traders_by_filter` / `smartmoney_search_trader` (discover authorIds).",
+      isWrite: false,
+      outputSchema: envelope({
+        type: "array",
+        description: "Per-instrument snapshot, one element per requested coin.",
+        items: { type: "object", properties: SIGNAL_ITEM_PROPS }
+      }),
+      inputSchema: {
+        type: "object",
+        properties: {
+          authorIds: {
+            type: "array",
+            items: { type: "string" },
+            minItems: 1,
+            description: 'Trader IDs to aggregate over, e.g. `["1001", "1002"]`. Required.'
+          },
+          topInstruments: {
+            type: "integer",
+            minimum: 1,
+            maximum: 100,
+            default: 20,
+            description: "Top-N hottest instruments held by the given traders (sorted by `tradersWithPosition` DESC). Mutually exclusive with `instCcyList`; one of the two is required (default 20 if neither provided)."
           },
+          instCcyList: {
+            type: "array",
+            items: { type: "string" },
+            minItems: 1,
+            description: 'Base currencies to aggregate, e.g. `["BTC", "ETH", "SOL"]`. Mutually exclusive with `topInstruments`.'
+          }
+        },
+        required: ["authorIds"]
+      },
+      handler: async (rawArgs, context) => {
+        const args = asRecord(rawArgs);
+        const authorIds = readArrayAsCsv(args, "authorIds");
+        if (!authorIds) {
+          throw actionableError(
+            '"authorIds" is required and must be a non-empty array.',
+            'Pass IDs from `smartmoney_get_traders_by_filter` as an array (e.g. ["1001", "1002"]).'
+          );
+        }
+        const instCcyList = readArrayAsCsv(args, "instCcyList");
+        const topInstrumentsRaw = readNumber(args, "topInstruments");
+        if (instCcyList && topInstrumentsRaw !== void 0) {
+          throw actionableError(
+            '"topInstruments" and "instCcyList" are mutually exclusive.',
+            "Pass exactly one \u2014 `topInstruments` for top-N hottest coins, or `instCcyList` for specific coins."
+          );
+        }
+        const response = await context.client.privateGet(
+          PATH_OVERVIEW,
+          compactObject({
+            authorIds,
+            ...instCcyList ? { instCcyList } : { topInstruments: topInstrumentsRaw ?? 20 }
+          }),
+          publicRateLimit("smartmoney_get_signal_overview_by_trader", SMARTMONEY_RPS)
+        );
+        return normalizeResponse(response);
+      }
+    },
+    /* ---------- S3. Signal trend by filter (single-asset, tier-filtered pool, asOfTime anchor) ---------- */
+    {
+      name: "smartmoney_get_signal_trend_by_filter",
+      module: "smartmoney",
+      description: "Time-series of single-asset smart-money signal across hourly/daily buckets, aggregated over a tier-filtered trader pool. Returns the latest `limit` buckets ending at `asOfTime` (defaults to current UTC hour). Use when: tracking how long/short conviction and capital evolve over time (smart money adding exposure or retreating). See also: `smartmoney_get_signal_overview_by_filter` (latest snapshot only), `smartmoney_get_signal_trend_by_trader` (restrict to specific traders). Note: `asOfTime` is 10-digit `yyyyMMddHH` UTC, different from leaderboard tools' 12-digit UTC+8 `updateTime` \u2014 do not cross-pass.",
+      isWrite: false,
+      outputSchema: envelope({
+        type: "array",
+        description: "Time-bucket series for the requested instrument, sorted by time DESC (newest first).",
+        items: { type: "object", properties: SIGNAL_HISTORY_ITEM_PROPS }
+      }),
+      inputSchema: {
+        type: "object",
+        properties: {
           instCcy: {
             type: "string",
-            description: "Currency filter e.g. BTC"
+            description: 'Base currency to scope the time-series, e.g. "BTC". Required.'
           },
-          tradeLimit: {
+          asOfTime: {
             type: "string",
-            description: "Max trades 1-100"
+            description: 'Anchor snapshot time. Pass as a quoted 10-digit string `yyyyMMddHH` UTC, e.g. `"2026050100"` (NOT integer 2026050100). Returns the latest `limit` buckets ending at this anchor. Omit to use the current UTC hour.'
+          },
+          granularity: {
+            type: "string",
+            enum: ["1h", "1d"],
+            default: "1h",
+            description: "Time-bucket size. `1h` = hourly snapshots (intraday/short-term trend), `1d` = daily snapshots (multi-day trend)."
+          },
+          limit: {
+            type: "integer",
+            minimum: 1,
+            maximum: 500,
+            default: 24,
+            description: "Number of buckets to return (newest first), ending at `asOfTime`. Default 24, max 500."
+          },
+          ...SIGNAL_POOL_FILTER_PROPS,
+          lmtNum: {
+            type: "integer",
+            minimum: 1,
+            maximum: 2e3,
+            default: 100,
+            description: "Top-N traders to pull into the aggregation pool, ranked by `sortBy` (DESC). Default 100, max 2000."
           }
         },
-        required: ["authorId"]
+        required: ["instCcy"]
       },
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
-        const authorId = requireString(args, "authorId");
-        const period = readString(args, "period");
         const instCcy = readString(args, "instCcy");
-        const tradeLimit = readString(args, "tradeLimit");
-        const [profileRes, positionsRes, tradesRes] = await Promise.all([
-          context.client.privateGet(
-            PATH_LEADERBOARD,
-            compactObject({ authorIds: authorId, period }),
-            publicRateLimit("smartmoney_get_traders", 5)
-          ),
-          context.client.privateGet(
-            PATH_POSITION_CURRENT,
-            compactObject({ authorId, instCcy }),
-            publicRateLimit("smartmoney_trader_positions", 5)
-          ),
-          context.client.privateGet(
-            PATH_TRADE_RECORDS,
-            compactObject({ authorId, instCcy, limit: tradeLimit }),
-            publicRateLimit("smartmoney_trade_records", 5)
-          )
-        ]);
-        const profileNorm = normalizeResponse(profileRes);
-        const positionsNorm = normalizeResponse(positionsRes);
-        const tradesNorm = normalizeResponse(tradesRes);
-        return {
-          endpoint: "smartmoney_get_trader_detail (composite)",
-          requestTime: (/* @__PURE__ */ new Date()).toISOString(),
-          data: {
-            profile: extractLeaderboardData(profileNorm.data),
-            positions: positionsNorm.data,
-            trades: tradesNorm.data
+        if (!instCcy) {
+          throw actionableError(
+            '"instCcy" is required.',
+            'Pass a base currency, e.g. "BTC".'
+          );
+        }
+        const response = await context.client.privateGet(
+          PATH_SIGNAL_HISTORY,
+          compactObject({
+            instCcy,
+            asOfTime: readString(args, "asOfTime"),
+            granularity: readString(args, "granularity"),
+            limit: readNumber(args, "limit"),
+            ...readSignalPoolFilters(args),
+            lmtNum: readNumber(args, "lmtNum")
+          }),
+          publicRateLimit("smartmoney_get_signal_trend_by_filter", SMARTMONEY_RPS)
+        );
+        return normalizeResponse(response);
+      }
+    },
+    /* ---------- S4. Signal trend by trader (single-asset, authorIds-restricted) ---------- */
+    {
+      name: "smartmoney_get_signal_trend_by_trader",
+      module: "smartmoney",
+      description: "Time-series of single-asset smart-money signal aggregated over a hand-picked set of traders (`authorIds`). Returns the latest `limit` buckets ending at `asOfTime` (defaults to current UTC hour). Pool sizing / ranking / capability filters not exposed \u2014 backend uses defaults for direct-lookup scenarios. Use when: tracking how a specific group of traders has evolved their long/short consensus over time on one coin. See also: `smartmoney_get_signal_trend_by_filter` (criteria-defined pool), `smartmoney_get_signal_overview_by_trader` (latest snapshot only), `smartmoney_get_traders_by_filter` / `smartmoney_search_trader` (discover authorIds). Note: `asOfTime` is 10-digit `yyyyMMddHH` UTC, different from leaderboard tools' 12-digit UTC+8 `updateTime` \u2014 do not cross-pass.",
+      isWrite: false,
+      outputSchema: envelope({
+        type: "array",
+        description: "Time-bucket series for the requested instrument, sorted by time DESC (newest first).",
+        items: { type: "object", properties: SIGNAL_HISTORY_ITEM_PROPS }
+      }),
+      inputSchema: {
+        type: "object",
+        properties: {
+          authorIds: {
+            type: "array",
+            items: { type: "string" },
+            minItems: 1,
+            description: 'Trader IDs to aggregate over, e.g. `["1001", "1002"]`. Required.'
+          },
+          instCcy: {
+            type: "string",
+            description: 'Base currency to scope the time-series, e.g. "BTC". Required.'
+          },
+          asOfTime: {
+            type: "string",
+            description: 'Anchor snapshot time. Pass as a quoted 10-digit string `yyyyMMddHH` UTC, e.g. `"2026050100"` (NOT integer 2026050100). Returns the latest `limit` buckets ending at this anchor. Omit to use the current UTC hour.'
+          },
+          granularity: {
+            type: "string",
+            enum: ["1h", "1d"],
+            default: "1h",
+            description: "Time-bucket size. `1h` = hourly snapshots (intraday/short-term trend), `1d` = daily snapshots (multi-day trend)."
+          },
+          limit: {
+            type: "integer",
+            minimum: 1,
+            maximum: 500,
+            default: 24,
+            description: "Number of buckets to return (newest first), ending at `asOfTime`. Default 24, max 500."
           }
-        };
+        },
+        required: ["authorIds", "instCcy"]
+      },
+      handler: async (rawArgs, context) => {
+        const args = asRecord(rawArgs);
+        const authorIds = readArrayAsCsv(args, "authorIds");
+        const instCcy = readString(args, "instCcy");
+        if (!authorIds) {
+          throw actionableError(
+            '"authorIds" is required and must be a non-empty array.',
+            'Pass IDs from `smartmoney_get_traders_by_filter` as an array (e.g. ["1001", "1002"]).'
+          );
+        }
+        if (!instCcy) {
+          throw actionableError(
+            '"instCcy" is required.',
+            'Pass a base currency, e.g. "BTC".'
+          );
+        }
+        const response = await context.client.privateGet(
+          PATH_SIGNAL_HISTORY,
+          compactObject({
+            authorIds,
+            instCcy,
+            asOfTime: readString(args, "asOfTime"),
+            granularity: readString(args, "granularity"),
+            limit: readNumber(args, "limit")
+          }),
+          publicRateLimit("smartmoney_get_signal_trend_by_trader", SMARTMONEY_RPS)
+        );
+        return normalizeResponse(response);
       }
     }
   ];
@@ -7189,8 +8137,12 @@ function buildContractTradeTools(cfg) {
           clOrdId: { type: "string", description: "Client order ID (max 32 chars)" },
           tpTriggerPx: { type: "string", description: "TP trigger price" },
           tpOrdPx: { type: "string", description: "TP order price; -1=market" },
+          tpOrdKind: TP_ORD_KIND_SCHEMA,
+          tpTriggerPxType: TP_TRIGGER_PX_TYPE_SCHEMA,
           slTriggerPx: { type: "string", description: "SL trigger price" },
-          slOrdPx: { type: "string", description: "SL order price; -1=market" }
+          slOrdPx: { type: "string", description: "SL order price; -1=market" },
+          slTriggerPxType: SL_TRIGGER_PX_TYPE_SCHEMA,
+          stpMode: STP_MODE_SCHEMA
         },
         required: ["instId", "tdMode", "side", "ordType", "sz"]
       },
@@ -7219,6 +8171,9 @@ function buildContractTradeTools(cfg) {
             px: readString(args, "px"),
             reduceOnly: typeof reduceOnly === "boolean" ? String(reduceOnly) : void 0,
             clOrdId: readString(args, "clOrdId"),
+            stpMode: readString(args, "stpMode"),
+            // Phase 3c CLI power-user flag (issue #182, CLI-only no MCP/skill exposure)
+            pxAmendType: readString(args, "pxAmendType"),
             tag: context.config.sourceTag,
             attachAlgoOrds
           }),
@@ -9218,6 +10173,8 @@ function registerOptionTools() {
             type: "string",
             description: "TP order price; -1=market"
           },
+          tpOrdKind: TP_ORD_KIND_SCHEMA,
+          tpTriggerPxType: TP_TRIGGER_PX_TYPE_SCHEMA,
           slTriggerPx: {
             type: "string",
             description: "SL trigger price"
@@ -9225,7 +10182,9 @@ function registerOptionTools() {
           slOrdPx: {
             type: "string",
             description: "SL order price; -1=market"
-          }
+          },
+          slTriggerPxType: SL_TRIGGER_PX_TYPE_SCHEMA,
+          stpMode: STP_MODE_SCHEMA
         },
         required: ["instId", "tdMode", "side", "ordType", "sz"]
       },
@@ -9253,6 +10212,7 @@ function registerOptionTools() {
             px: readString(args, "px"),
             reduceOnly: typeof reduceOnly === "boolean" ? String(reduceOnly) : void 0,
             clOrdId: readString(args, "clOrdId"),
+            stpMode: readString(args, "stpMode"),
             tag: context.config.sourceTag,
             attachAlgoOrds
           }),
@@ -9621,6 +10581,8 @@ function registerSpotTradeTools() {
             type: "string",
             description: "TP order price, -1=market"
           },
+          tpOrdKind: TP_ORD_KIND_SCHEMA,
+          tpTriggerPxType: TP_TRIGGER_PX_TYPE_SCHEMA,
           slTriggerPx: {
             type: "string",
             description: "SL trigger price"
@@ -9628,13 +10590,16 @@ function registerSpotTradeTools() {
           slOrdPx: {
             type: "string",
             description: "SL order price, -1=market"
-          }
+          },
+          slTriggerPxType: SL_TRIGGER_PX_TYPE_SCHEMA,
+          stpMode: STP_MODE_SCHEMA
         },
         required: ["instId", "tdMode", "side", "ordType", "sz"]
       },
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
         const attachAlgoOrds = buildAttachAlgoOrds(args);
+        const banAmend = args.banAmend;
         const response = await context.client.privatePost(
           "/api/v5/trade/order",
           compactObject({
@@ -9646,6 +10611,11 @@ function registerSpotTradeTools() {
             tgtCcy: readString(args, "tgtCcy"),
             px: readString(args, "px"),
             clOrdId: readString(args, "clOrdId"),
+            stpMode: readString(args, "stpMode"),
+            // Phase 3c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+            tradeQuoteCcy: readString(args, "tradeQuoteCcy"),
+            banAmend: typeof banAmend === "boolean" ? String(banAmend) : void 0,
+            pxAmendType: readString(args, "pxAmendType"),
             tag: context.config.sourceTag,
             attachAlgoOrds
           }),
@@ -9810,7 +10780,7 @@ function registerSpotTradeTools() {
     {
       name: "spot_place_algo_order",
       module: "spot",
-      description: "Place a spot algo order: TP/SL (conditional/oco) or trailing stop (move_order_stop). [CAUTION] Executes real trades.",
+      description: "Place a spot algo order. [CAUTION] Executes real trades. conditional: single TP/SL. oco: TP+SL pair. move_order_stop: trailing stop. trigger: pending order at triggerPx. chase: follow best bid/ask. iceberg: split large order into child orders. twap: time-weighted split.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -9830,8 +10800,8 @@ function registerSpotTradeTools() {
           },
           ordType: {
             type: "string",
-            enum: ["conditional", "oco", "move_order_stop"],
-            description: "conditional=single TP/SL, oco=TP+SL pair, move_order_stop=trailing stop"
+            enum: ["conditional", "oco", "move_order_stop", "trigger", "chase", "iceberg", "twap"],
+            description: "conditional=single TP/SL, oco=TP+SL pair, move_order_stop=trailing stop, trigger=pending order, chase=follow best bid/ask, iceberg=split order, twap=time-weighted split"
           },
           sz: {
             type: "string",
@@ -9845,6 +10815,8 @@ function registerSpotTradeTools() {
             type: "string",
             description: "TP order price, -1=market (conditional/oco only)"
           },
+          tpOrdKind: TP_ORD_KIND_SCHEMA,
+          tpTriggerPxType: TP_TRIGGER_PX_TYPE_SCHEMA,
           slTriggerPx: {
             type: "string",
             description: "SL trigger price (conditional/oco only)"
@@ -9853,6 +10825,8 @@ function registerSpotTradeTools() {
             type: "string",
             description: "SL order price, -1=market (conditional/oco only)"
           },
+          slTriggerPxType: SL_TRIGGER_PX_TYPE_SCHEMA,
+          stpMode: STP_MODE_SCHEMA,
           tgtCcy: {
             type: "string",
             enum: ["base_ccy", "quote_ccy"],
@@ -9869,30 +10843,50 @@ function registerSpotTradeTools() {
           activePx: {
             type: "string",
             description: "Activation price, trailing starts when market hits this (move_order_stop only)"
-          }
+          },
+          ...TRIGGER_FLAGS_SCHEMA,
+          ...CHASE_FLAGS_SCHEMA,
+          ...ICEBERG_TWAP_FLAGS_SCHEMA
         },
         required: ["instId", "side", "ordType", "sz"]
       },
       handler: async (rawArgs, context) => {
         const args = asRecord(rawArgs);
-        const response = await context.client.privatePost(
-          "/api/v5/trade/order-algo",
-          compactObject({
-            instId: requireString(args, "instId"),
-            tdMode: readString(args, "tdMode") ?? "cash",
-            side: requireString(args, "side"),
-            ordType: requireString(args, "ordType"),
-            sz: requireString(args, "sz"),
-            tgtCcy: readString(args, "tgtCcy"),
-            tpTriggerPx: readString(args, "tpTriggerPx"),
-            tpOrdPx: readString(args, "tpOrdPx"),
-            slTriggerPx: readString(args, "slTriggerPx"),
-            slOrdPx: readString(args, "slOrdPx"),
-            callbackRatio: readString(args, "callbackRatio"),
-            callbackSpread: readString(args, "callbackSpread"),
-            activePx: readString(args, "activePx"),
-            tag: context.config.sourceTag
-          }),
+        const ordType = requireString(args, "ordType");
+        const base = compactObject({
+          instId: requireString(args, "instId"),
+          tdMode: readString(args, "tdMode") ?? "cash",
+          side: requireString(args, "side"),
+          ordType,
+          sz: requireString(args, "sz"),
+          tgtCcy: readString(args, "tgtCcy"),
+          stpMode: readString(args, "stpMode"),
+          // Phase 3a+c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+          pxAmendType: readString(args, "pxAmendType"),
+          tag: context.config.sourceTag
+        });
+        switch (ordType) {
+          case "trigger":
+            Object.assign(base, buildTriggerOrdTypeBody(args));
+            break;
+          case "chase":
+            Object.assign(base, buildChaseOrdTypeBody(args));
+            break;
+          case "iceberg":
+          case "twap":
+            Object.assign(base, buildIcebergTwapOrdTypeBody(args));
+            break;
+          default:
+            Object.assign(base, compactObject({
+              ...buildAlgoConditionalCommonFields(args),
+              callbackRatio: readString(args, "callbackRatio"),
+              callbackSpread: readString(args, "callbackSpread")
+            }));
+            break;
+        }
+        const response = await context.client.privatePost(
+          "/api/v5/trade/order-algo",
+          base,
           privateRateLimit("spot_place_algo_order", 20)
         );
         return normalizeResponse(response);
@@ -10941,7 +11935,7 @@ var DOWNLOAD_TIMEOUT_MS = 3e4;
 var PLATFORM_MAP = {
   "darwin-arm64": "darwin-arm64",
   "darwin-x64": "darwin-x64",
-  "linux-arm64": "linux-x64",
+  "linux-arm64": "linux-arm64",
   "linux-x64": "linux-x64",
   "win32-arm64": "win32-arm64",
   "win32-x64": "win32-x64"
@@ -12374,7 +13368,7 @@ async function cmdDiagnoseMcp(options = {}) {
 
 // src/commands/diagnose.ts
 var CLI_VERSION = readCliVersion();
-var GIT_HASH = true ? "7705482" : "dev";
+var GIT_HASH = true ? "d0f8ad6" : "dev";
 function maskKey2(key) {
   if (!key) return "(not set)";
   if (key.length <= 8) return "****";
@@ -13066,7 +14060,7 @@ var CLI_REGISTRY = {
       },
       place: {
         toolName: "spot_place_order",
-        usage: "okx spot place --instId <id> --side <buy|sell> --ordType <type> --sz <n> [--px <price>] [--tdMode <cash|cross|isolated>]\n                [--tgtCcy <base_ccy|quote_ccy>] [--clOrdId <id>]\n                [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--slTriggerPx <price>] [--slOrdPx <price|-1>]",
+        usage: 'okx spot place --instId <id> --side <buy|sell> --ordType <type> --sz <n> [--px <price>] [--tdMode <cash|cross|isolated>]\n                [--tgtCcy <base_ccy|quote_ccy>] [--clOrdId <id>]\n                [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--tpOrdKind <condition|limit>] [--tpTriggerPxType <last|index|mark>]\n                [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--slTriggerPxType <last|index|mark>]\n                [--stpMode <cancel_maker|cancel_taker|cancel_both>]\n                power-user (CLI-only): [--tradeQuoteCcy <USDT|USDC|BTC>] [--banAmend] [--pxAmendType <0|1>]\n                power-user (CLI-only): [--tpLevel "px:78000,sz:0.5,kind:limit"] [--tpLevel "px:81000,sz:0.5"] (repeatable; split multi-tier take-profit; mutually exclusive with --tpTriggerPx/--tpOrdPx)',
         description: "Place a new spot order (supports attached TP/SL)"
       },
       amend: {
@@ -13102,8 +14096,8 @@ var CLI_REGISTRY = {
           },
           place: {
             toolName: "spot_place_algo_order",
-            usage: "okx spot algo place --instId <id> --side <buy|sell> --sz <n> [--ordType <conditional|oco>]\n                    [--tpTriggerPx <price>] [--tpOrdPx <price|-1>]\n                    [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--tdMode <cash|cross|isolated>]",
-            description: "Place a spot algo order (take-profit/stop-loss)"
+            usage: 'okx spot algo place --instId <id> --side <buy|sell> --sz <n> [--ordType <conditional|oco|move_order_stop|trigger|chase|iceberg|twap>]\n                    [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--tpOrdKind <condition|limit>] [--tpTriggerPxType <last|index|mark>]\n                    [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--slTriggerPxType <last|index|mark>]\n                    [--stpMode <cancel_maker|cancel_taker|cancel_both>] [--tdMode <cash|cross|isolated>]\n                    trigger: [--triggerPx <price>] [--orderPx <price|-1>] [--advanceOrdType <fok|ioc>] [--triggerPxType <last|index|mark>]\n                    chase:   [--chaseType <distance|ratio>] [--chaseVal <n>] [--maxChaseType <distance|ratio>] [--maxChaseVal <n>]\n                    iceberg/twap: [--pxVar <n>|--pxSpread <n>] [--szLimit <n>] [--pxLimit <price>] [--timeInterval <secs>]\n                    power-user (CLI-only): [--tpTriggerRatio <ratio>] [--slTriggerRatio <ratio>] [--closeFraction <frac>] [--pxAmendType <0|1>]\n                    power-user (CLI-only): [--tpLevel "px:78000,sz:0.5,kind:limit"] [--tpLevel "px:81000,sz:0.5"] (repeatable; split multi-tier take-profit)',
+            description: "Place a spot algo order (TP/SL, pending order, chase, iceberg, twap)"
           },
           trail: {
             toolName: "spot_place_algo_order",
@@ -13150,7 +14144,7 @@ var CLI_REGISTRY = {
       },
       place: {
         toolName: "swap_place_order",
-        usage: "okx swap place --instId <id> --side <buy|sell> --ordType <type> --sz <n> [--posSide <side>] [--px <price>]\n               [--tdMode <cross|isolated>] [--tgtCcy <base_ccy|quote_ccy|margin>] [--reduceOnly] [--clOrdId <id>]\n               [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--slTriggerPx <price>] [--slOrdPx <price|-1>]",
+        usage: 'okx swap place --instId <id> --side <buy|sell> --ordType <type> --sz <n> [--posSide <side>] [--px <price>]\n               [--tdMode <cross|isolated>] [--tgtCcy <base_ccy|quote_ccy|margin>] [--reduceOnly] [--clOrdId <id>]\n               [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--tpOrdKind <condition|limit>] [--tpTriggerPxType <last|index|mark>]\n               [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--slTriggerPxType <last|index|mark>]\n               [--stpMode <cancel_maker|cancel_taker|cancel_both>]\n               power-user (CLI-only): [--pxAmendType <0|1>]\n               power-user (CLI-only): [--tpLevel "px:78000,sz:0.5,kind:limit"] [--tpLevel "px:81000,sz:0.5"] (repeatable; split multi-tier take-profit; mutually exclusive with --tpTriggerPx/--tpOrdPx)',
         description: "Place a new perpetual swap order (supports attached TP/SL)"
       },
       cancel: {
@@ -13202,8 +14196,8 @@ var CLI_REGISTRY = {
           },
           place: {
             toolName: "swap_place_algo_order",
-            usage: "okx swap algo place --instId <id> --side <buy|sell> --sz <n> [--ordType <conditional|oco>]\n                   [--tpTriggerPx <price>] [--tpOrdPx <price|-1>]\n                   [--slTriggerPx <price>] [--slOrdPx <price|-1>]\n                   [--posSide <net|long|short>] [--tdMode <cross|isolated>] [--reduceOnly]",
-            description: "Place a swap algo order (take-profit/stop-loss)"
+            usage: 'okx swap algo place --instId <id> --side <buy|sell> --sz <n> [--ordType <conditional|oco|move_order_stop|trigger|chase|iceberg|twap>]\n                   [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--tpOrdKind <condition|limit>] [--tpTriggerPxType <last|index|mark>]\n                   [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--slTriggerPxType <last|index|mark>]\n                   [--stpMode <cancel_maker|cancel_taker|cancel_both>] [--cxlOnClosePos]\n                   [--posSide <net|long|short>] [--tdMode <cross|isolated>] [--reduceOnly]\n                   trigger: [--triggerPx <price>] [--orderPx <price|-1>] [--advanceOrdType <fok|ioc>] [--triggerPxType <last|index|mark>]\n                   chase:   [--chaseType <distance|ratio>] [--chaseVal <n>] [--maxChaseType <distance|ratio>] [--maxChaseVal <n>]\n                   iceberg/twap: [--pxVar <n>|--pxSpread <n>] [--szLimit <n>] [--pxLimit <price>] [--timeInterval <secs>]\n                   power-user (CLI-only): [--tpTriggerRatio <ratio>] [--slTriggerRatio <ratio>] [--closeFraction <frac>] [--pxAmendType <0|1>]\n                   power-user (CLI-only): [--tpLevel "px:78000,sz:0.5,kind:limit"] [--tpLevel "px:81000,sz:0.5"] (repeatable; split multi-tier take-profit)',
+            description: "Place a swap algo order (TP/SL, pending order, chase, iceberg, twap)"
           },
           amend: {
             toolName: "swap_amend_algo_order",
@@ -13240,7 +14234,7 @@ var CLI_REGISTRY = {
       },
       place: {
         toolName: "futures_place_order",
-        usage: "okx futures place --instId <id> --side <buy|sell> --ordType <type> --sz <n>\n                 [--tdMode <cross|isolated>] [--posSide <net|long|short>] [--px <price>] [--reduceOnly]\n                 [--tgtCcy <base_ccy|quote_ccy|margin>] [--clOrdId <id>]\n                 [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--slTriggerPx <price>] [--slOrdPx <price|-1>]",
+        usage: 'okx futures place --instId <id> --side <buy|sell> --ordType <type> --sz <n>\n                 [--tdMode <cross|isolated>] [--posSide <net|long|short>] [--px <price>] [--reduceOnly]\n                 [--tgtCcy <base_ccy|quote_ccy|margin>] [--clOrdId <id>]\n                 [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--tpOrdKind <condition|limit>] [--tpTriggerPxType <last|index|mark>]\n                 [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--slTriggerPxType <last|index|mark>]\n                 [--stpMode <cancel_maker|cancel_taker|cancel_both>]\n                 power-user (CLI-only): [--pxAmendType <0|1>]\n                 power-user (CLI-only): [--tpLevel "px:78000,sz:0.5,kind:limit"] [--tpLevel "px:81000,sz:0.5"] (repeatable; split multi-tier take-profit; mutually exclusive with --tpTriggerPx/--tpOrdPx)',
         description: "Place a new futures order (supports attached TP/SL)"
       },
       cancel: {
@@ -13296,7 +14290,7 @@ var CLI_REGISTRY = {
           },
           place: {
             toolName: "futures_place_algo_order",
-            usage: "okx futures algo place --instId <id> --side <buy|sell> --sz <n> [--ordType <conditional|oco>]\n                   [--tpTriggerPx <price>] [--tpOrdPx <price|-1>]\n                   [--slTriggerPx <price>] [--slOrdPx <price|-1>]\n                   [--posSide <net|long|short>] [--tdMode <cross|isolated>] [--reduceOnly]",
+            usage: 'okx futures algo place --instId <id> --side <buy|sell> --sz <n> [--ordType <conditional|oco|move_order_stop|trigger|chase|iceberg|twap>]\n                   [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--tpOrdKind <condition|limit>] [--tpTriggerPxType <last|index|mark>]\n                   [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--slTriggerPxType <last|index|mark>]\n                   [--stpMode <cancel_maker|cancel_taker|cancel_both>] [--cxlOnClosePos]\n                   [--posSide <net|long|short>] [--tdMode <cross|isolated>] [--reduceOnly]\n                   trigger: [--triggerPx <price>] [--orderPx <price|-1>] [--advanceOrdType <fok|ioc>] [--triggerPxType <last|index|mark>]\n                   chase:   [--chaseType <distance|ratio>] [--chaseVal <n>] [--maxChaseType <distance|ratio>] [--maxChaseVal <n>]\n                   iceberg/twap: [--pxVar <n>|--pxSpread <n>] [--szLimit <n>] [--pxLimit <price>] [--timeInterval <secs>]\n                   power-user (CLI-only): [--tpTriggerRatio <ratio>] [--slTriggerRatio <ratio>] [--closeFraction <frac>] [--pxAmendType <0|1>]\n                   power-user (CLI-only): [--tpLevel "px:78000,sz:0.5,kind:limit"] [--tpLevel "px:81000,sz:0.5"] (repeatable; split multi-tier take-profit)',
             description: "Place a futures algo order (take-profit/stop-loss)"
           },
           amend: {
@@ -13349,7 +14343,7 @@ var CLI_REGISTRY = {
       },
       place: {
         toolName: "option_place_order",
-        usage: "okx option place --instId <id> --tdMode <cash|cross|isolated> --side <buy|sell> --ordType <type> --sz <n>\n               [--px <price>] [--tgtCcy <base_ccy|quote_ccy|margin>] [--reduceOnly] [--clOrdId <id>]\n               [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--slTriggerPx <price>] [--slOrdPx <price|-1>]",
+        usage: "okx option place --instId <id> --tdMode <cash|cross|isolated> --side <buy|sell> --ordType <type> --sz <n>\n               [--px <price>] [--tgtCcy <base_ccy|quote_ccy|margin>] [--reduceOnly] [--clOrdId <id>]\n               [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--tpOrdKind <condition|limit>] [--tpTriggerPxType <last|index|mark>]\n               [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--slTriggerPxType <last|index|mark>]\n               [--stpMode <cancel_maker|cancel_taker|cancel_both>]",
         description: "Place a new option order"
       },
       cancel: {
@@ -13379,7 +14373,7 @@ var CLI_REGISTRY = {
           },
           place: {
             toolName: "option_place_algo_order",
-            usage: "okx option algo place --instId <id> --tdMode <cash|cross|isolated> --side <buy|sell> --sz <n>\n                   [--ordType <conditional|oco>] [--tpTriggerPx <price>] [--tpOrdPx <price|-1>]\n                   [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--reduceOnly] [--clOrdId <id>]",
+            usage: "okx option algo place --instId <id> --tdMode <cash|cross|isolated> --side <buy|sell> --sz <n>\n                   [--ordType <conditional|oco>] [--tpTriggerPx <price>] [--tpOrdPx <price|-1>] [--tpTriggerPxType <last|index|mark>]\n                   [--slTriggerPx <price>] [--slOrdPx <price|-1>] [--slTriggerPxType <last|index|mark>]\n                   [--reduceOnly] [--clOrdId <id>]",
             description: "Place an option algo order (take-profit/stop-loss)"
           },
           amend: {
@@ -13678,32 +14672,57 @@ var CLI_REGISTRY = {
   },
   // ── smartmoney ─────────────────────────────────────────────────────────────
   smartmoney: {
-    description: "Smart money signals \u2014 trader leaderboard, consensus signals, and position analysis",
+    description: "Smart money analytics \u2014 trader leaderboard, consensus signals, and position analysis",
     commands: {
-      overview: {
-        toolName: "smartmoney_get_overview",
-        usage: "okx smartmoney overview [--ts <ms> | --dataVersion <ver>] [--instType <SWAP|SPOT>] [--sortType <pnl|pnlRatio>] [--period <3|7|30|90>] [--pnl <tier>] [--winRatio <tier>] [--maxRetreat <tier>] [--asset <tier>] [--lmtNum <n>] [--instCcyList <ccys>] [--instCcy <ccy>] [--topInstruments <n>] [--json]",
-        description: "Multi-currency smart money overview ranked by tradersWithPosition DESC (requires --ts or --dataVersion; --ts takes precedence)"
-      },
-      signal: {
-        toolName: "smartmoney_get_signal",
-        usage: "okx smartmoney signal [--instId <id>] [--instCcy <ccy>] [--ts <ms> | --dataVersion <ver>] [--sortType <pnl|pnlRatio>] [--period <3|7|30|90>] [--pnl <tier>] [--winRatio <tier>] [--maxRetreat <tier>] [--asset <tier>] [--lmtNum <n>] [--authorIds <ids>] [--json]",
-        description: "Single-currency aggregated consensus signal (requires --instId or --instCcy, and --ts or --dataVersion; --instId / --ts take precedence)"
-      },
-      "signal-history": {
-        toolName: "smartmoney_get_signal_history",
-        usage: "okx smartmoney signal-history --instId <id> [--ts <ms> | --dataVersion <ver>] [--granularity <1h|1d>] [--limit <n>] [--sortType <pnl|pnlRatio>] [--period <3|7|30|90>] [--pnl <tier>] [--winRatio <tier>] [--maxRetreat <tier>] [--asset <tier>] [--json]",
-        description: "Signal history timeline sorted by ts DESC (requires --instId and --ts/--dataVersion)"
-      },
-      traders: {
-        toolName: "smartmoney_get_traders",
-        usage: 'okx smartmoney traders [--dataVersion <ts>] [--sortType <pnl|pnl_ratio>] [--period <""|3|7|30|90>] [--pnl <n>] [--winRatio <r>] [--maxRetreat <r>] [--asset <n>] [--authorIds <ids>] [--limit <n>] [--after <id>] [--before <id>] [--json]',
-        description: "List/filter traders from the smart money leaderboard"
-      },
-      trader: {
-        toolName: "smartmoney_get_trader_detail",
-        usage: "okx smartmoney trader --authorId <id> [--period <3|7|30|90>] [--instCcy <ccy>] [--tradeLimit <n>] [--json]",
-        description: "Trader full portrait (profile + positions + trades)"
+      "traders-by-filter": {
+        toolName: "smartmoney_get_traders_by_filter",
+        usage: "okx smartmoney traders-by-filter [--updateTime <ts>] [--sortBy <pnl|pnlRatio>] [--period <3|7|30|90>] [--minPnl <n>] [--minWinRate <r>] [--maxDrawdown <r>] [--minAum <n>] [--after <id>] [--before <id>] [--limit <n>] [--json]",
+        description: "Leaderboard of top smart-money traders, ranked and filtered by pool conditions"
+      },
+      "performance-by-trader": {
+        toolName: "smartmoney_get_performance_by_trader",
+        usage: "okx smartmoney performance-by-trader --authorIds <id1,id2> [--period <3|7|30|90>] [--json]",
+        description: "PnL / win-rate / drawdown profile for one or more traders by authorIds"
+      },
+      "trader-positions": {
+        toolName: "smartmoney_get_trader_positions",
+        usage: "okx smartmoney trader-positions --authorId <id> [--instId <id>] [--json]",
+        description: "Currently-open positions held by a single trader"
+      },
+      "trader-positions-history": {
+        toolName: "smartmoney_get_trader_positions_history",
+        usage: "okx smartmoney trader-positions-history --authorId <id> [--instId <id>] [--after <posId>] [--before <posId>] [--limit <n>] [--json]",
+        description: "Closed-position history of a single trader (paginated)"
+      },
+      "trader-orders-history": {
+        toolName: "smartmoney_get_trader_orders_history",
+        usage: "okx smartmoney trader-orders-history --authorId <id> [--instId <id>] [--after <ordId>] [--before <ordId>] [--limit <n>] [--json]",
+        description: "Recent orders/fills placed by a single trader (paginated)"
+      },
+      "search-trader": {
+        toolName: "smartmoney_search_trader",
+        usage: "okx smartmoney search-trader --keyword <name> [--json]",
+        description: "Search Top Traders by nickname keyword (\u226410 results, ranked by follower count)"
+      },
+      "signal-overview-by-filter": {
+        toolName: "smartmoney_get_signal_overview_by_filter",
+        usage: "okx smartmoney signal-overview-by-filter [--topInstruments <n> | --instCcyList <BTC,ETH,...>] [--sortBy <pnl|pnlRatio>] [--period <3|7|30|90>] [--pnlTier <tier>] [--winRateTier <tier>] [--maxDrawdownTier <tier>] [--aumTier <tier>] [--lmtNum <n>] [--json]",
+        description: "Multi-asset smart-money consensus signal aggregated over a tier-filtered pool"
+      },
+      "signal-overview-by-trader": {
+        toolName: "smartmoney_get_signal_overview_by_trader",
+        usage: "okx smartmoney signal-overview-by-trader --authorIds <id1,id2> [--topInstruments <n> | --instCcyList <BTC,ETH,...>] [--json]",
+        description: "Multi-asset smart-money signal aggregated over a hand-picked set of traders (authorIds-direct-lookup; pool filters not exposed)"
+      },
+      "signal-trend-by-filter": {
+        toolName: "smartmoney_get_signal_trend_by_filter",
+        usage: "okx smartmoney signal-trend-by-filter --instCcy <ccy> [--asOfTime <yyyyMMddHH>] [--granularity <1h|1d>] [--limit <n>] [--sortBy <pnl|pnlRatio>] [--period <3|7|30|90>] [--pnlTier <tier>] [--winRateTier <tier>] [--maxDrawdownTier <tier>] [--aumTier <tier>] [--lmtNum <n>] [--json]",
+        description: "Single-coin smart-money signal time-series aggregated over a tier-filtered pool, anchored at asOfTime"
+      },
+      "signal-trend-by-trader": {
+        toolName: "smartmoney_get_signal_trend_by_trader",
+        usage: "okx smartmoney signal-trend-by-trader --authorIds <id1,id2> --instCcy <ccy> [--asOfTime <yyyyMMddHH>] [--granularity <1h|1d>] [--limit <n>] [--json]",
+        description: "Single-coin smart-money signal time-series aggregated over a hand-picked set of traders (authorIds-direct-lookup; pool filters not exposed)"
       }
     }
   },
@@ -14407,6 +15426,33 @@ var CLI_OPTIONS = {
   tpOrdPx: { type: "string" },
   slTriggerPx: { type: "string" },
   slOrdPx: { type: "string" },
+  // Phase 1 algo order flags (issue #178)
+  tpOrdKind: { type: "string" },
+  tpTriggerPxType: { type: "string" },
+  slTriggerPxType: { type: "string" },
+  stpMode: { type: "string" },
+  cxlOnClosePos: { type: "boolean", default: false },
+  // Phase 3a+c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+  tpTriggerRatio: { type: "string" },
+  slTriggerRatio: { type: "string" },
+  closeFraction: { type: "string" },
+  banAmend: { type: "boolean", default: false },
+  pxAmendType: { type: "string" },
+  // Phase 3b CLI power-user flag (issue #183, CLI-only no MCP/skill exposure)
+  tpLevel: { type: "string", multiple: true },
+  // Phase 2 algo ordType flags (issue #181)
+  orderPx: { type: "string" },
+  advanceOrdType: { type: "string" },
+  triggerPxType: { type: "string" },
+  chaseType: { type: "string" },
+  chaseVal: { type: "string" },
+  maxChaseType: { type: "string" },
+  maxChaseVal: { type: "string" },
+  pxVar: { type: "string" },
+  pxSpread: { type: "string" },
+  szLimit: { type: "string" },
+  pxLimit: { type: "string" },
+  timeInterval: { type: "string" },
   algoId: { type: "string" },
   reduceOnly: { type: "boolean", default: false },
   // algo amend
@@ -14494,19 +15540,23 @@ var CLI_OPTIONS = {
   // smartmoney
   authorId: { type: "string" },
   authorIds: { type: "string" },
-  dataVersion: { type: "string" },
-  sortType: { type: "string" },
+  updateTime: { type: "string" },
   granularity: { type: "string" },
   lmtNum: { type: "string" },
   instCcy: { type: "string" },
   instCcyList: { type: "string" },
   topInstruments: { type: "string" },
-  tradeLimit: { type: "string" },
-  // smartmoney pool filters
-  pnl: { type: "string" },
-  winRatio: { type: "string" },
-  maxRetreat: { type: "string" },
-  asset: { type: "string" },
+  asOfTime: { type: "string" },
+  // smartmoney pool filters — leaderboard (numeric thresholds)
+  minPnl: { type: "string" },
+  minWinRate: { type: "string" },
+  maxDrawdown: { type: "string" },
+  minAum: { type: "string" },
+  // smartmoney pool filters — signal endpoints (enum tiers)
+  pnlTier: { type: "string" },
+  winRateTier: { type: "string" },
+  maxDrawdownTier: { type: "string" },
+  aumTier: { type: "string" },
   // upgrade
   beta: { type: "boolean", default: false },
   check: { type: "boolean", default: false },
@@ -14593,6 +15643,42 @@ var CLI_OPTIONS = {
   output: { type: "string" }
   // diagnose --output only: save report to file
 };
+var TP_LEVEL_KEY_MAP = {
+  px: "tpOrdPx",
+  sz: "sz",
+  kind: "tpOrdKind",
+  triggerPx: "tpTriggerPx",
+  triggerPxType: "tpTriggerPxType",
+  amendPxOnTrigger: "amendPxOnTriggerType",
+  clOrdId: "attachAlgoClOrdId"
+};
+function parseTpLevel(s) {
+  if (!s || !s.includes(":")) {
+    throw new Error(
+      `Invalid --tpLevel format: "${s}". Expected "key:value,key:value,..." (e.g. "px:78000,sz:0.5,kind:limit")`
+    );
+  }
+  const result = {};
+  const pairs = s.split(",");
+  for (const pair of pairs) {
+    const colonIdx = pair.indexOf(":");
+    if (colonIdx < 1) {
+      throw new Error(
+        `Invalid --tpLevel format: "${pair}". Each entry must be "key:value", not "${pair}". Valid keys: ${Object.keys(TP_LEVEL_KEY_MAP).join(", ")}`
+      );
+    }
+    const key = pair.slice(0, colonIdx).trim();
+    const value = pair.slice(colonIdx + 1).trim();
+    const mapped = TP_LEVEL_KEY_MAP[key];
+    if (!mapped) {
+      throw new Error(
+        `Unknown --tpLevel key: "${key}". Valid keys: ${Object.keys(TP_LEVEL_KEY_MAP).join(", ")}`
+      );
+    }
+    result[mapped] = value;
+  }
+  return result;
+}
 function parseCli(argv) {
   const negated = /* @__PURE__ */ new Set();
   const filtered = argv.filter((arg) => {
@@ -15338,8 +16424,16 @@ async function cmdSpotPlace(run, opts) {
     clOrdId: opts.clOrdId,
     tpTriggerPx: opts.tpTriggerPx,
     tpOrdPx: opts.tpOrdPx,
+    tpOrdKind: opts.tpOrdKind,
+    tpTriggerPxType: opts.tpTriggerPxType,
     slTriggerPx: opts.slTriggerPx,
-    slOrdPx: opts.slOrdPx
+    slOrdPx: opts.slOrdPx,
+    slTriggerPxType: opts.slTriggerPxType,
+    stpMode: opts.stpMode,
+    tradeQuoteCcy: opts.tradeQuoteCcy,
+    banAmend: opts.banAmend,
+    pxAmendType: opts.pxAmendType,
+    tpLevels: opts.tpLevels
   });
   const data = getData4(result);
   if (opts.json) return printJson(data);
@@ -15364,11 +16458,33 @@ async function cmdSpotAlgoPlace(run, opts) {
     tgtCcy: opts.tgtCcy,
     tpTriggerPx: opts.tpTriggerPx,
     tpOrdPx: opts.tpOrdPx,
+    tpOrdKind: opts.tpOrdKind,
+    tpTriggerPxType: opts.tpTriggerPxType,
     slTriggerPx: opts.slTriggerPx,
     slOrdPx: opts.slOrdPx,
+    slTriggerPxType: opts.slTriggerPxType,
+    stpMode: opts.stpMode,
     callbackRatio: opts.callbackRatio,
     callbackSpread: opts.callbackSpread,
-    activePx: opts.activePx
+    activePx: opts.activePx,
+    triggerPx: opts.triggerPx,
+    orderPx: opts.orderPx,
+    advanceOrdType: opts.advanceOrdType,
+    triggerPxType: opts.triggerPxType,
+    chaseType: opts.chaseType,
+    chaseVal: opts.chaseVal,
+    maxChaseType: opts.maxChaseType,
+    maxChaseVal: opts.maxChaseVal,
+    pxVar: opts.pxVar,
+    pxSpread: opts.pxSpread,
+    szLimit: opts.szLimit,
+    pxLimit: opts.pxLimit,
+    timeInterval: opts.timeInterval,
+    tpTriggerRatio: opts.tpTriggerRatio,
+    slTriggerRatio: opts.slTriggerRatio,
+    closeFraction: opts.closeFraction,
+    pxAmendType: opts.pxAmendType,
+    tpLevels: opts.tpLevels
   });
   const data = getData4(result);
   if (opts.json) return printJson(data);
@@ -15602,8 +16718,14 @@ async function cmdSwapPlace(run, opts) {
     clOrdId: opts.clOrdId,
     tpTriggerPx: opts.tpTriggerPx,
     tpOrdPx: opts.tpOrdPx,
+    tpOrdKind: opts.tpOrdKind,
+    tpTriggerPxType: opts.tpTriggerPxType,
     slTriggerPx: opts.slTriggerPx,
-    slOrdPx: opts.slOrdPx
+    slOrdPx: opts.slOrdPx,
+    slTriggerPxType: opts.slTriggerPxType,
+    stpMode: opts.stpMode,
+    pxAmendType: opts.pxAmendType,
+    tpLevels: opts.tpLevels
   });
   const data = getData5(result);
   if (opts.json) return printJson(data);
@@ -15629,12 +16751,35 @@ async function cmdSwapAlgoPlace(run, opts) {
     posSide: opts.posSide,
     tpTriggerPx: opts.tpTriggerPx,
     tpOrdPx: opts.tpOrdPx,
+    tpOrdKind: opts.tpOrdKind,
+    tpTriggerPxType: opts.tpTriggerPxType,
     slTriggerPx: opts.slTriggerPx,
     slOrdPx: opts.slOrdPx,
+    slTriggerPxType: opts.slTriggerPxType,
+    stpMode: opts.stpMode,
+    cxlOnClosePos: opts.cxlOnClosePos,
     reduceOnly: opts.reduceOnly,
     callbackRatio: opts.callbackRatio,
     callbackSpread: opts.callbackSpread,
-    activePx: opts.activePx
+    activePx: opts.activePx,
+    triggerPx: opts.triggerPx,
+    orderPx: opts.orderPx,
+    advanceOrdType: opts.advanceOrdType,
+    triggerPxType: opts.triggerPxType,
+    chaseType: opts.chaseType,
+    chaseVal: opts.chaseVal,
+    maxChaseType: opts.maxChaseType,
+    maxChaseVal: opts.maxChaseVal,
+    pxVar: opts.pxVar,
+    pxSpread: opts.pxSpread,
+    szLimit: opts.szLimit,
+    pxLimit: opts.pxLimit,
+    timeInterval: opts.timeInterval,
+    tpTriggerRatio: opts.tpTriggerRatio,
+    slTriggerRatio: opts.slTriggerRatio,
+    closeFraction: opts.closeFraction,
+    pxAmendType: opts.pxAmendType,
+    tpLevels: opts.tpLevels
   });
   const data = getData5(result);
   if (opts.json) return printJson(data);
@@ -15908,8 +17053,14 @@ async function cmdFuturesPlace(run, opts) {
     clOrdId: opts.clOrdId,
     tpTriggerPx: opts.tpTriggerPx,
     tpOrdPx: opts.tpOrdPx,
+    tpOrdKind: opts.tpOrdKind,
+    tpTriggerPxType: opts.tpTriggerPxType,
     slTriggerPx: opts.slTriggerPx,
-    slOrdPx: opts.slOrdPx
+    slOrdPx: opts.slOrdPx,
+    slTriggerPxType: opts.slTriggerPxType,
+    stpMode: opts.stpMode,
+    pxAmendType: opts.pxAmendType,
+    tpLevels: opts.tpLevels
   });
   const data = getData6(result);
   if (opts.json) return printJson(data);
@@ -16037,12 +17188,35 @@ async function cmdFuturesAlgoPlace(run, opts) {
     posSide: opts.posSide,
     tpTriggerPx: opts.tpTriggerPx,
     tpOrdPx: opts.tpOrdPx,
+    tpOrdKind: opts.tpOrdKind,
+    tpTriggerPxType: opts.tpTriggerPxType,
     slTriggerPx: opts.slTriggerPx,
     slOrdPx: opts.slOrdPx,
+    slTriggerPxType: opts.slTriggerPxType,
+    stpMode: opts.stpMode,
+    cxlOnClosePos: opts.cxlOnClosePos,
     reduceOnly: opts.reduceOnly,
     callbackRatio: opts.callbackRatio,
     callbackSpread: opts.callbackSpread,
-    activePx: opts.activePx
+    activePx: opts.activePx,
+    triggerPx: opts.triggerPx,
+    orderPx: opts.orderPx,
+    advanceOrdType: opts.advanceOrdType,
+    triggerPxType: opts.triggerPxType,
+    chaseType: opts.chaseType,
+    chaseVal: opts.chaseVal,
+    maxChaseType: opts.maxChaseType,
+    maxChaseVal: opts.maxChaseVal,
+    pxVar: opts.pxVar,
+    pxSpread: opts.pxSpread,
+    szLimit: opts.szLimit,
+    pxLimit: opts.pxLimit,
+    timeInterval: opts.timeInterval,
+    tpTriggerRatio: opts.tpTriggerRatio,
+    slTriggerRatio: opts.slTriggerRatio,
+    closeFraction: opts.closeFraction,
+    pxAmendType: opts.pxAmendType,
+    tpLevels: opts.tpLevels
   });
   const data = getData6(result);
   if (opts.json) return printJson(data);
@@ -16274,8 +17448,12 @@ async function cmdOptionPlace(run, opts) {
     clOrdId: opts.clOrdId,
     tpTriggerPx: opts.tpTriggerPx,
     tpOrdPx: opts.tpOrdPx,
+    tpOrdKind: opts.tpOrdKind,
+    tpTriggerPxType: opts.tpTriggerPxType,
     slTriggerPx: opts.slTriggerPx,
-    slOrdPx: opts.slOrdPx
+    slOrdPx: opts.slOrdPx,
+    slTriggerPxType: opts.slTriggerPxType,
+    stpMode: opts.stpMode
   });
   const data = getData7(result);
   if (opts.json) return printJson(data);
@@ -16894,175 +18072,267 @@ function extractFixedOffers(result) {
 }
 
 // src/commands/smartmoney.ts
-function printDataList2(data, json, emptyMsg, mapper) {
-  if (json) {
-    printJson(data);
-    return;
-  }
+function printDataTable(data, emptyMsg, mapper) {
   if (!data.length) {
     outputLine(emptyMsg);
     return;
   }
   printTable(data.map(mapper));
 }
-function poolFilterArgs(o) {
+function csvToArray(value) {
+  if (!value) return void 0;
+  const arr = value.split(",").map((s) => s.trim()).filter((s) => s.length > 0);
+  return arr.length > 0 ? arr : void 0;
+}
+function printPaginationHint(result) {
+  if (!result || typeof result !== "object") return;
+  const pagination = result.pagination;
+  if (!pagination || typeof pagination !== "object") return;
+  const { hasMore, nextAfter } = pagination;
+  if (hasMore !== true) return;
+  const cursor = typeof nextAfter === "string" || typeof nextAfter === "number" ? String(nextAfter) : "";
+  errorLine(cursor ? `more results \u2014 pass --after ${cursor} for next page` : "more results \u2014 pass --after <cursor> for next page");
+}
+function signalPoolFilterArgs(o) {
   const result = {};
-  if (o.sortType) result.sortType = o.sortType;
+  if (o.sortBy) result.sortBy = o.sortBy;
   if (o.period) result.period = o.period;
-  if (o.pnl) result.pnl = o.pnl;
-  if (o.winRatio) result.winRatio = o.winRatio;
-  if (o.maxRetreat) result.maxRetreat = o.maxRetreat;
-  if (o.asset) result.asset = o.asset;
+  if (o.pnlTier) result.pnlTier = o.pnlTier;
+  if (o.winRateTier) result.winRateTier = o.winRateTier;
+  if (o.maxDrawdownTier) result.maxDrawdownTier = o.maxDrawdownTier;
+  if (o.aumTier) result.aumTier = o.aumTier;
   return result;
 }
-async function cmdSmartmoneyOverview(run, opts) {
-  const result = await run("smartmoney_get_overview", {
-    dataVersion: opts.dataVersion,
-    ts: opts.ts,
-    instType: opts.instType,
-    ...poolFilterArgs(opts),
-    lmtNum: opts.lmtNum,
-    instCcyList: opts.instCcyList,
-    instCcy: opts.instCcy,
-    topInstruments: opts.topInstruments
+function leaderboardPoolFilterArgs(o) {
+  const result = {};
+  if (o.sortBy) result.sortBy = o.sortBy;
+  if (o.period) result.period = o.period;
+  if (o.minPnl) result.minPnl = o.minPnl;
+  if (o.minWinRate) result.minWinRate = o.minWinRate;
+  if (o.maxDrawdown) result.maxDrawdown = o.maxDrawdown;
+  if (o.minAum) result.minAum = o.minAum;
+  return result;
+}
+async function cmdSmartmoneyTradersByFilter(run, opts) {
+  const result = await run("smartmoney_get_traders_by_filter", {
+    updateTime: opts.updateTime,
+    ...leaderboardPoolFilterArgs(opts),
+    after: opts.after,
+    before: opts.before,
+    limit: opts.limit
   });
+  if (opts.json) {
+    printJson(result);
+    return;
+  }
   const data = extractData(result);
-  printDataList2(data, opts.json, "No overview data", (r) => ({
-    instId: r["instId"],
-    tradersWithPosition: r["tradersWithPosition"],
-    longRatio: r["longRatio"],
-    weightedLongRatio: r["weightedLongRatio"],
-    netNotionalUsdt: r["netNotionalUsdt"],
-    vs24h: r["vs24h"]
+  printDataTable(data, "No traders found", (r) => ({
+    authorId: r["authorId"],
+    nickName: r["nickName"],
+    pnl: r["pnl"],
+    pnlRatio: r["pnlRatio"],
+    winRate: r["winRate"],
+    maxDrawdown: r["maxDrawdown"],
+    asset: r["asset"]
   }));
+  printPaginationHint(result);
 }
-async function cmdSmartmoneySignal(run, opts) {
-  const result = await run("smartmoney_get_signal", {
-    instId: opts.instId,
-    instCcy: opts.instCcy,
-    dataVersion: opts.dataVersion,
-    ts: opts.ts,
-    ...poolFilterArgs(opts),
-    lmtNum: opts.lmtNum,
-    authorIds: opts.authorIds
+async function cmdSmartmoneyPerformanceByTrader(run, opts) {
+  const result = await run("smartmoney_get_performance_by_trader", {
+    authorIds: csvToArray(opts.authorIds),
+    period: opts.period
   });
-  const data = extractData(result);
-  const signal = data[0];
   if (opts.json) {
-    printJson(signal ?? {});
+    printJson(result);
     return;
   }
-  if (!signal) {
-    outputLine("No signal data");
+  const data = extractData(result);
+  printDataTable(data, "No traders found", (r) => ({
+    authorId: r["authorId"],
+    nickName: r["nickName"],
+    pnl: r["pnl"],
+    pnlRatio: r["pnlRatio"],
+    winRate: r["winRate"],
+    maxDrawdown: r["maxDrawdown"],
+    asset: r["asset"]
+  }));
+}
+async function cmdSmartmoneyTraderPositions(run, opts) {
+  const result = await run("smartmoney_get_trader_positions", {
+    authorId: opts.authorId,
+    instId: opts.instId
+  });
+  if (opts.json) {
+    printJson(result);
     return;
   }
-  printKv({
-    instId: signal["instId"],
-    instType: signal["instType"],
-    tradersWithPosition: signal["tradersWithPosition"],
-    tradersTotal: signal["tradersTotal"],
-    longRatio: signal["longRatio"],
-    weightedLongRatio: signal["weightedLongRatio"],
-    avgLongWinRatio: signal["avgLongWinRatio"],
-    avgShortWinRatio: signal["avgShortWinRatio"],
-    longNotionalUsdt: signal["longNotionalUsdt"],
-    shortNotionalUsdt: signal["shortNotionalUsdt"],
-    netNotionalUsdt: signal["netNotionalUsdt"],
-    longTraders: signal["longTraders"],
-    shortTraders: signal["shortTraders"],
-    vs1h: signal["vs1h"],
-    vs24h: signal["vs24h"],
-    vs7d: signal["vs7d"],
-    smartMoneyLongAvgEntry: signal["smartMoneyLongAvgEntry"],
-    smartMoneyShortAvgEntry: signal["smartMoneyShortAvgEntry"],
-    totalNotionalVs24h: signal["totalNotionalVs24h"],
-    currentPrice: signal["currentPrice"],
-    priceChange24h: signal["priceChange24h"],
-    fundingRate: signal["fundingRate"],
-    openInterest: signal["openInterest"],
-    longShortAccountRatio: signal["longShortAccountRatio"]
-  });
+  const data = extractData(result);
+  printDataTable(data, "No open positions", (r) => ({
+    instId: r["instId"],
+    direction: r["direction"] ?? r["posSide"],
+    pos: r["pos"],
+    lever: r["lever"],
+    avgPx: r["avgPx"],
+    last: r["last"],
+    notionalUsd: r["notionalUsd"],
+    upl: r["upl"],
+    pnl: r["pnl"],
+    positionIntensity: r["positionIntensity"]
+  }));
 }
-async function cmdSmartmoneySignalHistory(run, opts) {
-  const result = await run("smartmoney_get_signal_history", {
+async function cmdSmartmoneyTraderPositionsHistory(run, opts) {
+  const result = await run("smartmoney_get_trader_positions_history", {
+    authorId: opts.authorId,
     instId: opts.instId,
-    dataVersion: opts.dataVersion,
-    ts: opts.ts,
-    granularity: opts.granularity,
-    limit: opts.limit,
-    ...poolFilterArgs(opts)
+    after: opts.after,
+    before: opts.before,
+    limit: opts.limit
   });
+  if (opts.json) {
+    printJson(result);
+    return;
+  }
   const data = extractData(result);
-  printDataList2(data, opts.json, "No signal history data", (r) => ({
-    ts: r["ts"],
-    longRatio: r["longRatio"],
-    weightedLongRatio: r["weightedLongRatio"],
-    tradersWithPosition: r["tradersWithPosition"],
-    netNotionalUsdt: r["netNotionalUsdt"],
-    totalNotionalUsdt: r["totalNotionalUsdt"],
-    tradersQualified: r["tradersQualified"]
+  printDataTable(data, "No closed positions", (r) => ({
+    cTime: r["cTime"],
+    uTime: r["uTime"],
+    instId: r["instId"],
+    posSide: r["posSide"],
+    openAvgPx: r["openAvgPx"],
+    closeAvgPx: r["closeAvgPx"],
+    pnl: r["pnl"],
+    pnlRatio: r["pnlRatio"],
+    closeType: r["closeType"]
   }));
+  printPaginationHint(result);
 }
-async function cmdSmartmoneyTraders(run, opts) {
-  const data = extractData(await run("smartmoney_get_traders", {
-    dataVersion: opts.dataVersion,
-    ...poolFilterArgs(opts),
-    authorIds: opts.authorIds,
+async function cmdSmartmoneyTraderOrdersHistory(run, opts) {
+  const result = await run("smartmoney_get_trader_orders_history", {
+    authorId: opts.authorId,
+    instId: opts.instId,
     after: opts.after,
     before: opts.before,
     limit: opts.limit
+  });
+  if (opts.json) {
+    printJson(result);
+    return;
+  }
+  const data = extractData(result);
+  printDataTable(data, "No order history", (r) => ({
+    cTime: r["cTime"],
+    instId: r["instId"],
+    side: r["side"],
+    posSide: r["posSide"],
+    ordType: r["ordType"],
+    avgPx: r["avgPx"],
+    sz: r["sz"],
+    value: r["value"]
   }));
-  printDataList2(data, opts.json, "No traders found", (r) => ({
+  printPaginationHint(result);
+}
+async function cmdSmartmoneySearchTrader(run, opts) {
+  const result = await run("smartmoney_search_trader", {
+    keyword: opts.keyword
+  });
+  if (opts.json) {
+    printJson(result);
+    return;
+  }
+  const data = extractData(result);
+  printDataTable(data, "No matching top traders", (r) => ({
     authorId: r["authorId"],
     nickName: r["nickName"],
-    pnl: r["pnl"],
-    pnlRatio: r["pnlRatio"],
-    winRatio: r["winRatio"],
-    asset: r["asset"]
+    followerCount: r["followerCount"]
   }));
 }
-async function cmdSmartmoneyTraderDetail(run, opts) {
-  const result = await run("smartmoney_get_trader_detail", {
-    authorId: opts.authorId,
-    period: opts.period,
-    instCcy: opts.instCcy,
-    tradeLimit: opts.tradeLimit
+var signalRowMapper = (r) => {
+  const lsr = r["longShortRatio"] ?? {};
+  const notional = r["notional"] ?? {};
+  return {
+    ccy: r["ccy"],
+    tradersWithPosition: r["tradersWithPosition"],
+    longRatio: lsr["longRatio"],
+    weightedLongRatio: lsr["weightedLongRatio"],
+    longTraders: r["longTraders"],
+    shortTraders: r["shortTraders"],
+    netNotionalUsdt: notional["netNotionalUsdt"],
+    longRatioVs1h: lsr["longRatioVs1h"],
+    longRatioVs24h: lsr["longRatioVs24h"],
+    longRatioVs7d: lsr["longRatioVs7d"]
+  };
+};
+async function cmdSmartmoneySignalOverviewByFilter(run, opts) {
+  const result = await run("smartmoney_get_signal_overview_by_filter", {
+    topInstruments: opts.topInstruments,
+    instCcyList: csvToArray(opts.instCcyList),
+    ...signalPoolFilterArgs(opts),
+    lmtNum: opts.lmtNum
   });
-  const data = result;
-  const inner = data["data"];
   if (opts.json) {
-    printJson(inner ?? {});
+    printJson(result);
     return;
   }
-  if (!inner) {
-    outputLine("No data");
+  const data = extractData(result);
+  printDataTable(data, "No signal data", signalRowMapper);
+}
+async function cmdSmartmoneySignalOverviewByTrader(run, opts) {
+  const result = await run("smartmoney_get_signal_overview_by_trader", {
+    authorIds: csvToArray(opts.authorIds),
+    topInstruments: opts.topInstruments,
+    instCcyList: csvToArray(opts.instCcyList)
+  });
+  if (opts.json) {
+    printJson(result);
     return;
   }
-  const profileArr = inner["profile"];
-  if (Array.isArray(profileArr) && profileArr.length > 0) {
-    const p = profileArr[0];
-    outputLine("=== Profile ===");
-    printKv({
-      authorId: p["authorId"],
-      nickName: p["nickName"],
-      pnl: p["pnl"],
-      pnlRatio: p["pnlRatio"],
-      winRatio: p["winRatio"],
-      maxRetreat: p["maxRetreat"],
-      asset: p["asset"],
-      onboardDuration: p["onboardDuration"]
-    });
-  }
-  const posArr = inner["positions"];
-  if (Array.isArray(posArr) && posArr.length > 0) {
-    outputLine("\n=== Current Positions ===");
-    printJson(posArr);
+  const data = extractData(result);
+  printDataTable(data, "No signal data", signalRowMapper);
+}
+var trendRowMapper = (r) => ({
+  dataVersion: r["dataVersion"],
+  ccy: r["ccy"],
+  longRatio: r["longRatio"],
+  shortRatio: r["shortRatio"],
+  weightedLongRatio: r["weightedLongRatio"],
+  weightedShortRatio: r["weightedShortRatio"],
+  longTraders: r["longTraders"],
+  shortTraders: r["shortTraders"],
+  tradersWithPosition: r["tradersWithPosition"],
+  tradersQualified: r["tradersQualified"],
+  netNotionalUsdt: r["netNotionalUsdt"],
+  totalNotionalUsdt: r["totalNotionalUsdt"]
+});
+async function cmdSmartmoneySignalTrendByFilter(run, opts) {
+  const result = await run("smartmoney_get_signal_trend_by_filter", {
+    instCcy: opts.instCcy,
+    asOfTime: opts.asOfTime,
+    granularity: opts.granularity,
+    limit: opts.limit,
+    ...signalPoolFilterArgs(opts),
+    lmtNum: opts.lmtNum
+  });
+  if (opts.json) {
+    printJson(result);
+    return;
   }
-  const tradeArr = inner["trades"];
-  if (Array.isArray(tradeArr) && tradeArr.length > 0) {
-    outputLine("\n=== Recent Trades ===");
-    printJson(tradeArr);
+  const data = extractData(result);
+  printDataTable(data, "No signal trend data", trendRowMapper);
+}
+async function cmdSmartmoneySignalTrendByTrader(run, opts) {
+  const result = await run("smartmoney_get_signal_trend_by_trader", {
+    authorIds: csvToArray(opts.authorIds),
+    instCcy: opts.instCcy,
+    asOfTime: opts.asOfTime,
+    granularity: opts.granularity,
+    limit: opts.limit
+  });
+  if (opts.json) {
+    printJson(result);
+    return;
   }
+  const data = extractData(result);
+  printDataTable(data, "No signal trend data", trendRowMapper);
 }
 
 // src/commands/auto-earn.ts
@@ -18579,7 +19849,7 @@ async function cmdEventCancel(run, opts) {
 // src/index.ts
 var _require3 = createRequire3(import.meta.url);
 var CLI_VERSION2 = _require3("../package.json").version;
-var GIT_HASH2 = true ? "7705482" : "dev";
+var GIT_HASH2 = true ? "d0f8ad6" : "dev";
 function handlePilotCommand(action, json, force, binaryPath) {
   if (action === "status") return cmdPilotStatus(json, binaryPath);
   if (action === "install") return cmdPilotInstall(json, binaryPath);
@@ -18809,7 +20079,8 @@ function handleSpotAlgoCommand(run, subAction, v, json) {
       tdMode: v.tdMode,
       json
     });
-  if (subAction === "place")
+  if (subAction === "place") {
+    assertNoTpConflict(v.tpLevel, { tpTriggerPx: v.tpTriggerPx, tpOrdPx: v.tpOrdPx });
     return cmdSpotAlgoPlace(run, {
       instId: v.instId,
       tdMode: v.tdMode,
@@ -18820,13 +20091,38 @@ function handleSpotAlgoCommand(run, subAction, v, json) {
       tgtCcy: v.tgtCcy,
       tpTriggerPx: v.tpTriggerPx,
       tpOrdPx: v.tpOrdPx,
+      tpOrdKind: v.tpOrdKind,
+      tpTriggerPxType: v.tpTriggerPxType,
       slTriggerPx: v.slTriggerPx,
       slOrdPx: v.slOrdPx,
+      slTriggerPxType: v.slTriggerPxType,
+      stpMode: v.stpMode,
       callbackRatio: v.callbackRatio,
       callbackSpread: v.callbackSpread,
       activePx: v.activePx,
+      triggerPx: v.triggerPx,
+      orderPx: v.orderPx,
+      advanceOrdType: v.advanceOrdType,
+      triggerPxType: v.triggerPxType,
+      chaseType: v.chaseType,
+      chaseVal: v.chaseVal,
+      maxChaseType: v.maxChaseType,
+      maxChaseVal: v.maxChaseVal,
+      pxVar: v.pxVar,
+      pxSpread: v.pxSpread,
+      szLimit: v.szLimit,
+      pxLimit: v.pxLimit,
+      timeInterval: v.timeInterval,
+      // Phase 3a+c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+      tpTriggerRatio: v.tpTriggerRatio,
+      slTriggerRatio: v.slTriggerRatio,
+      closeFraction: v.closeFraction,
+      pxAmendType: v.pxAmendType,
+      // Phase 3b CLI power-user flag (issue #183, CLI-only no MCP/skill exposure)
+      tpLevels: v.tpLevel?.map(parseTpLevel),
       json
     });
+  }
   if (subAction === "amend")
     return cmdSpotAlgoAmend(run, {
       instId: v.instId,
@@ -18849,6 +20145,16 @@ function handleSpotAlgoCommand(run, subAction, v, json) {
     });
   unknownSubcommand("spot algo", subAction, ["trail", "place", "amend", "cancel", "orders"]);
 }
+function assertNoTpConflict(tpLevel, singleFields) {
+  if (!tpLevel || tpLevel.length === 0) return;
+  const conflicting = ["tpTriggerPx", "tpOrdPx"].filter((k) => singleFields[k] !== void 0);
+  if (conflicting.length > 0) {
+    const flagNames = conflicting.map((k) => `--${k}`).join(", ");
+    throw new Error(
+      `Cannot use --tpLevel together with ${flagNames}. Use --tpLevel for split multi-tier take-profit, or single-TP flags for a single TP \u2014 not both.`
+    );
+  }
+}
 function handleSpotCommand(run, action, rest, v, json) {
   if (action === "orders")
     return cmdSpotOrders(run, {
@@ -18869,7 +20175,8 @@ function handleSpotCommand(run, action, rest, v, json) {
       newPx: v.newPx,
       json
     });
-  if (action === "place")
+  if (action === "place") {
+    assertNoTpConflict(v.tpLevel, { tpTriggerPx: v.tpTriggerPx, tpOrdPx: v.tpOrdPx });
     return cmdSpotPlace(run, {
       instId: v.instId,
       tdMode: v.tdMode,
@@ -18881,10 +20188,21 @@ function handleSpotCommand(run, action, rest, v, json) {
       clOrdId: v.clOrdId,
       tpTriggerPx: v.tpTriggerPx,
       tpOrdPx: v.tpOrdPx,
+      tpOrdKind: v.tpOrdKind,
+      tpTriggerPxType: v.tpTriggerPxType,
       slTriggerPx: v.slTriggerPx,
       slOrdPx: v.slOrdPx,
+      slTriggerPxType: v.slTriggerPxType,
+      stpMode: v.stpMode,
+      // Phase 3c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+      tradeQuoteCcy: v.tradeQuoteCcy,
+      banAmend: v.banAmend,
+      pxAmendType: v.pxAmendType,
+      // Phase 3b CLI power-user flag (issue #183, CLI-only no MCP/skill exposure)
+      tpLevels: v.tpLevel?.map(parseTpLevel),
       json
     });
+  }
   if (action === "cancel")
     return cmdSpotCancel(run, { instId: v.instId ?? rest[0], ordId: v.ordId, clOrdId: v.clOrdId, json });
   if (action === "algo")
@@ -18925,7 +20243,8 @@ function handleSwapAlgoCommand(run, subAction, v, json) {
       reduceOnly: v.reduceOnly,
       json
     });
-  if (subAction === "place")
+  if (subAction === "place") {
+    assertNoTpConflict(v.tpLevel, { tpTriggerPx: v.tpTriggerPx, tpOrdPx: v.tpOrdPx });
     return cmdSwapAlgoPlace(run, {
       instId: v.instId,
       side: v.side,
@@ -18937,14 +20256,40 @@ function handleSwapAlgoCommand(run, subAction, v, json) {
       tgtCcy: v.tgtCcy,
       tpTriggerPx: v.tpTriggerPx,
       tpOrdPx: v.tpOrdPx,
+      tpOrdKind: v.tpOrdKind,
+      tpTriggerPxType: v.tpTriggerPxType,
       slTriggerPx: v.slTriggerPx,
       slOrdPx: v.slOrdPx,
+      slTriggerPxType: v.slTriggerPxType,
+      stpMode: v.stpMode,
+      cxlOnClosePos: v.cxlOnClosePos,
       reduceOnly: v.reduceOnly,
       callbackRatio: v.callbackRatio,
       callbackSpread: v.callbackSpread,
       activePx: v.activePx,
+      triggerPx: v.triggerPx,
+      orderPx: v.orderPx,
+      advanceOrdType: v.advanceOrdType,
+      triggerPxType: v.triggerPxType,
+      chaseType: v.chaseType,
+      chaseVal: v.chaseVal,
+      maxChaseType: v.maxChaseType,
+      maxChaseVal: v.maxChaseVal,
+      pxVar: v.pxVar,
+      pxSpread: v.pxSpread,
+      szLimit: v.szLimit,
+      pxLimit: v.pxLimit,
+      timeInterval: v.timeInterval,
+      // Phase 3a+c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+      tpTriggerRatio: v.tpTriggerRatio,
+      slTriggerRatio: v.slTriggerRatio,
+      closeFraction: v.closeFraction,
+      pxAmendType: v.pxAmendType,
+      // Phase 3b CLI power-user flag (issue #183, CLI-only no MCP/skill exposure)
+      tpLevels: v.tpLevel?.map(parseTpLevel),
       json
     });
+  }
   if (subAction === "amend")
     return cmdSwapAlgoAmend(run, {
       instId: v.instId,
@@ -19000,7 +20345,8 @@ function handleSwapCommand(run, action, rest, v, json) {
       autoCxl: v.autoCxl,
       json
     });
-  if (action === "place")
+  if (action === "place") {
+    assertNoTpConflict(v.tpLevel, { tpTriggerPx: v.tpTriggerPx, tpOrdPx: v.tpOrdPx });
     return cmdSwapPlace(run, {
       instId: v.instId,
       side: v.side,
@@ -19014,10 +20360,19 @@ function handleSwapCommand(run, action, rest, v, json) {
       clOrdId: v.clOrdId,
       tpTriggerPx: v.tpTriggerPx,
       tpOrdPx: v.tpOrdPx,
+      tpOrdKind: v.tpOrdKind,
+      tpTriggerPxType: v.tpTriggerPxType,
       slTriggerPx: v.slTriggerPx,
       slOrdPx: v.slOrdPx,
+      slTriggerPxType: v.slTriggerPxType,
+      stpMode: v.stpMode,
+      // Phase 3c CLI power-user flag (issue #182, CLI-only no MCP/skill exposure)
+      pxAmendType: v.pxAmendType,
+      // Phase 3b CLI power-user flag (issue #183, CLI-only no MCP/skill exposure)
+      tpLevels: v.tpLevel?.map(parseTpLevel),
       json
     });
+  }
   if (action === "cancel")
     return cmdSwapCancel(run, { instId: v.instId ?? rest[0], ordId: v.ordId, clOrdId: v.clOrdId, json });
   if (action === "amend")
@@ -19125,8 +20480,12 @@ function handleOptionCommand(run, action, rest, v, json) {
       clOrdId: v.clOrdId,
       tpTriggerPx: v.tpTriggerPx,
       tpOrdPx: v.tpOrdPx,
+      tpOrdKind: v.tpOrdKind,
+      tpTriggerPxType: v.tpTriggerPxType,
       slTriggerPx: v.slTriggerPx,
       slOrdPx: v.slOrdPx,
+      slTriggerPxType: v.slTriggerPxType,
+      stpMode: v.stpMode,
       json
     });
   if (action === "cancel")
@@ -19172,7 +20531,8 @@ function handleFuturesAlgoCommand(run, subAction, v, json) {
       reduceOnly: v.reduceOnly,
       json
     });
-  if (subAction === "place")
+  if (subAction === "place") {
+    assertNoTpConflict(v.tpLevel, { tpTriggerPx: v.tpTriggerPx, tpOrdPx: v.tpOrdPx });
     return cmdFuturesAlgoPlace(run, {
       instId: v.instId,
       side: v.side,
@@ -19184,14 +20544,40 @@ function handleFuturesAlgoCommand(run, subAction, v, json) {
       tgtCcy: v.tgtCcy,
       tpTriggerPx: v.tpTriggerPx,
       tpOrdPx: v.tpOrdPx,
+      tpOrdKind: v.tpOrdKind,
+      tpTriggerPxType: v.tpTriggerPxType,
       slTriggerPx: v.slTriggerPx,
       slOrdPx: v.slOrdPx,
+      slTriggerPxType: v.slTriggerPxType,
+      stpMode: v.stpMode,
+      cxlOnClosePos: v.cxlOnClosePos,
       reduceOnly: v.reduceOnly,
       callbackRatio: v.callbackRatio,
       callbackSpread: v.callbackSpread,
       activePx: v.activePx,
+      triggerPx: v.triggerPx,
+      orderPx: v.orderPx,
+      advanceOrdType: v.advanceOrdType,
+      triggerPxType: v.triggerPxType,
+      chaseType: v.chaseType,
+      chaseVal: v.chaseVal,
+      maxChaseType: v.maxChaseType,
+      maxChaseVal: v.maxChaseVal,
+      pxVar: v.pxVar,
+      pxSpread: v.pxSpread,
+      szLimit: v.szLimit,
+      pxLimit: v.pxLimit,
+      timeInterval: v.timeInterval,
+      // Phase 3a+c CLI power-user flags (issue #182, CLI-only no MCP/skill exposure)
+      tpTriggerRatio: v.tpTriggerRatio,
+      slTriggerRatio: v.slTriggerRatio,
+      closeFraction: v.closeFraction,
+      pxAmendType: v.pxAmendType,
+      // Phase 3b CLI power-user flag (issue #183, CLI-only no MCP/skill exposure)
+      tpLevels: v.tpLevel?.map(parseTpLevel),
       json
     });
+  }
   if (subAction === "amend")
     return cmdFuturesAlgoAmend(run, {
       instId: v.instId,
@@ -19239,7 +20625,8 @@ function handleFuturesQuery(run, action, v, json) {
 function handleFuturesCommand(run, action, rest, v, json) {
   const queryResult = handleFuturesQuery(run, action, v, json);
   if (queryResult !== void 0) return queryResult;
-  if (action === "place")
+  if (action === "place") {
+    assertNoTpConflict(v.tpLevel, { tpTriggerPx: v.tpTriggerPx, tpOrdPx: v.tpOrdPx });
     return cmdFuturesPlace(run, {
       instId: v.instId,
       side: v.side,
@@ -19253,10 +20640,19 @@ function handleFuturesCommand(run, action, rest, v, json) {
       clOrdId: v.clOrdId,
       tpTriggerPx: v.tpTriggerPx,
       tpOrdPx: v.tpOrdPx,
+      tpOrdKind: v.tpOrdKind,
+      tpTriggerPxType: v.tpTriggerPxType,
       slTriggerPx: v.slTriggerPx,
       slOrdPx: v.slOrdPx,
+      slTriggerPxType: v.slTriggerPxType,
+      stpMode: v.stpMode,
+      // Phase 3c CLI power-user flag (issue #182, CLI-only no MCP/skill exposure)
+      pxAmendType: v.pxAmendType,
+      // Phase 3b CLI power-user flag (issue #183, CLI-only no MCP/skill exposure)
+      tpLevels: v.tpLevel?.map(parseTpLevel),
       json
     });
+  }
   if (action === "cancel")
     return cmdFuturesCancel(run, { instId: v.instId ?? rest[0], ordId: v.ordId, clOrdId: v.clOrdId, json });
   if (action === "amend")
@@ -19457,79 +20853,171 @@ function handleEarnFlashEarnCommand(run, action, v, json) {
   process.exitCode = 1;
 }
 function handleSmartmoneyCommand(run, action, rest, v, json) {
-  const poolFilters = {
-    sortType: v.sortType,
+  void rest;
+  const signalPoolFilters = {
+    sortBy: v.sortBy,
     period: v.period,
-    pnl: v.pnl,
-    winRatio: v.winRatio,
-    maxRetreat: v.maxRetreat,
-    asset: v.asset
+    pnlTier: v.pnlTier,
+    winRateTier: v.winRateTier,
+    maxDrawdownTier: v.maxDrawdownTier,
+    aumTier: v.aumTier
   };
-  if (action === "overview")
-    return cmdSmartmoneyOverview(run, {
-      dataVersion: v.dataVersion,
-      ts: v.ts,
-      instType: v.instType,
-      ...poolFilters,
-      lmtNum: v.lmtNum,
-      instCcyList: v.instCcyList,
-      instCcy: v.instCcy,
-      topInstruments: v.topInstruments,
+  const leaderboardPoolFilters = {
+    sortBy: v.sortBy,
+    period: v.period,
+    minPnl: v.minPnl,
+    minWinRate: v.minWinRate,
+    maxDrawdown: v.maxDrawdown,
+    minAum: v.minAum
+  };
+  if (action === "traders-by-filter")
+    return cmdSmartmoneyTradersByFilter(run, {
+      updateTime: v.updateTime,
+      ...leaderboardPoolFilters,
+      after: v.after,
+      before: v.before,
+      limit: v.limit,
       json
     });
-  if (action === "signal")
-    return cmdSmartmoneySignal(run, {
-      instId: v.instId,
-      dataVersion: v.dataVersion,
-      ts: v.ts,
-      ...poolFilters,
-      instCcy: v.instCcy,
-      lmtNum: v.lmtNum,
+  if (action === "performance-by-trader") {
+    if (!v.authorIds) {
+      errorLine("Missing required --authorIds: okx smartmoney performance-by-trader --authorIds <id1,id2> [--period <3|7|30|90>]");
+      process.exitCode = 1;
+      return;
+    }
+    return cmdSmartmoneyPerformanceByTrader(run, {
       authorIds: v.authorIds,
+      period: v.period,
       json
     });
-  if (action === "signal-history") {
-    if (!v.instId) {
-      errorLine("Missing required --instId: okx smartmoney signal-history --instId <id>");
+  }
+  if (action === "trader-positions") {
+    if (!v.authorId) {
+      errorLine("Missing required --authorId: okx smartmoney trader-positions --authorId <id> [--instId <id>]");
       process.exitCode = 1;
       return;
     }
-    return cmdSmartmoneySignalHistory(run, {
+    return cmdSmartmoneyTraderPositions(run, {
+      authorId: v.authorId,
       instId: v.instId,
-      dataVersion: v.dataVersion,
-      ts: v.ts,
-      granularity: v.granularity,
-      limit: v.limit,
-      ...poolFilters,
       json
     });
   }
-  if (action === "traders")
-    return cmdSmartmoneyTraders(run, {
-      dataVersion: v.dataVersion,
-      ...poolFilters,
-      authorIds: v.authorIds,
+  if (action === "trader-positions-history") {
+    if (!v.authorId) {
+      errorLine("Missing required --authorId: okx smartmoney trader-positions-history --authorId <id> [--instId <id>] [--limit <n>]");
+      process.exitCode = 1;
+      return;
+    }
+    return cmdSmartmoneyTraderPositionsHistory(run, {
+      authorId: v.authorId,
+      instId: v.instId,
       after: v.after,
       before: v.before,
       limit: v.limit,
       json
     });
-  if (action === "trader") {
+  }
+  if (action === "trader-orders-history") {
     if (!v.authorId) {
-      errorLine("Missing required --authorId: okx smartmoney trader --authorId <id>");
+      errorLine("Missing required --authorId: okx smartmoney trader-orders-history --authorId <id> [--instId <id>] [--limit <n>]");
       process.exitCode = 1;
       return;
     }
-    return cmdSmartmoneyTraderDetail(run, {
+    return cmdSmartmoneyTraderOrdersHistory(run, {
       authorId: v.authorId,
-      period: v.period,
+      instId: v.instId,
+      after: v.after,
+      before: v.before,
+      limit: v.limit,
+      json
+    });
+  }
+  if (action === "search-trader") {
+    if (!v.keyword || v.keyword.trim() === "") {
+      errorLine("Missing required --keyword: okx smartmoney search-trader --keyword <name>");
+      process.exitCode = 1;
+      return;
+    }
+    return cmdSmartmoneySearchTrader(run, {
+      keyword: v.keyword,
+      json
+    });
+  }
+  if (action === "signal-overview-by-filter") {
+    if (v.topInstruments && v.instCcyList) {
+      errorLine(
+        "--topInstruments and --instCcyList are mutually exclusive. Pass exactly one \u2014 `--topInstruments` for top-N hottest coins, or `--instCcyList` for specific coins."
+      );
+      process.exitCode = 1;
+      return;
+    }
+    return cmdSmartmoneySignalOverviewByFilter(run, {
+      topInstruments: v.topInstruments,
+      instCcyList: v.instCcyList,
+      ...signalPoolFilters,
+      lmtNum: v.lmtNum,
+      json
+    });
+  }
+  if (action === "signal-overview-by-trader") {
+    if (!v.authorIds) {
+      errorLine("Missing required --authorIds: okx smartmoney signal-overview-by-trader --authorIds <id1,id2> [--topInstruments <n> | --instCcyList <BTC,ETH>]");
+      process.exitCode = 1;
+      return;
+    }
+    if (v.topInstruments && v.instCcyList) {
+      errorLine(
+        "--topInstruments and --instCcyList are mutually exclusive. Pass exactly one \u2014 `--topInstruments` for top-N hottest coins, or `--instCcyList` for specific coins."
+      );
+      process.exitCode = 1;
+      return;
+    }
+    return cmdSmartmoneySignalOverviewByTrader(run, {
+      authorIds: v.authorIds,
+      topInstruments: v.topInstruments,
+      instCcyList: v.instCcyList,
+      json
+    });
+  }
+  if (action === "signal-trend-by-filter") {
+    if (!v.instCcy) {
+      errorLine("Missing required --instCcy: okx smartmoney signal-trend-by-filter --instCcy <ccy> [--asOfTime <yyyyMMddHH>] [--granularity <1h|1d>] [--limit <n>]");
+      process.exitCode = 1;
+      return;
+    }
+    return cmdSmartmoneySignalTrendByFilter(run, {
       instCcy: v.instCcy,
-      tradeLimit: v.tradeLimit,
+      asOfTime: v.asOfTime,
+      granularity: v.granularity,
+      limit: v.limit,
+      ...signalPoolFilters,
+      lmtNum: v.lmtNum,
+      json
+    });
+  }
+  if (action === "signal-trend-by-trader") {
+    if (!v.authorIds) {
+      errorLine("Missing required --authorIds: okx smartmoney signal-trend-by-trader --authorIds <id1,id2> --instCcy <ccy> [--asOfTime <yyyyMMddHH>]");
+      process.exitCode = 1;
+      return;
+    }
+    if (!v.instCcy) {
+      errorLine("Missing required --instCcy: okx smartmoney signal-trend-by-trader --authorIds <id1,id2> --instCcy <ccy> [--asOfTime <yyyyMMddHH>]");
+      process.exitCode = 1;
+      return;
+    }
+    return cmdSmartmoneySignalTrendByTrader(run, {
+      authorIds: v.authorIds,
+      instCcy: v.instCcy,
+      asOfTime: v.asOfTime,
+      granularity: v.granularity,
+      limit: v.limit,
       json
     });
   }
   errorLine(`Unknown smartmoney command: ${action}`);
-  errorLine("Valid: overview, signal, signal-history, traders, trader");
+  errorLine("Valid: traders-by-filter, performance-by-trader, trader-positions, trader-positions-history, trader-orders-history, search-trader, signal-overview-by-filter, signal-overview-by-trader, signal-trend-by-filter, signal-trend-by-trader");
   process.exitCode = 1;
 }
 function handleEarnSavingsCommand(run, action, rest, v, json) {
@@ -19860,6 +21348,7 @@ main().catch((error) => {
   process.exitCode = 1;
 });
 export {
+  assertNoTpConflict,
   handleAccountWriteCommand,
   handleBotCommand,
   handleBotDcaCommand,