@okx_ai/okx-trade-cli 1.3.4 → 1.3.5-beta.1

package/dist/index.js

@@ -1157,8 +1157,8 @@ var PilotManager = class {
    * Apply a Pilot node: set up the custom Agent + base URL.
    *
    * node.ip may be a real IP or a domain (CNAME like *.aliyunddos1021.com).
-   * - Real IP → use directly in lookup callback
-   * - Domain  → dns.lookup on every connection to get a fresh IP
+   * - Real IP -> use directly in lookup callback
+   * - Domain  -> dns.lookup on every connection to get a fresh IP
    */
   applyNode(node, protocol) {
     this.pilotNode = node;
@@ -1508,29 +1508,29 @@ var RateLimiter = class {
   }
 };
 var OKX_CODE_BEHAVIORS = {
-  // Rate limit → throw RateLimitError
+  // Rate limit -> throw RateLimitError
   "50011": { retry: true, suggestion: "Rate limited. Back off and retry after a delay." },
   "50061": { retry: true, suggestion: "Too many connections. Reduce request frequency and retry." },
-  // Server temporarily unavailable → retryable
+  // Server temporarily unavailable -> retryable
   "50001": { retry: true, suggestion: "Service temporarily unavailable. Retry in a few minutes." },
   "50004": { retry: true, suggestion: "Endpoint request timeout. Retry later." },
   "50013": { retry: true, suggestion: "System busy. Retry after 1-2 seconds." },
   "50026": { retry: true, suggestion: "System error. Retry in a few minutes." },
-  // Region / compliance restriction → do not retry
+  // Region / compliance restriction -> do not retry
   "51155": { retry: false, suggestion: "Feature unavailable in your region (site: {site}). Verify your site setting matches your account registration region. Available sites: global, eea, us. Do not retry." },
   "51734": { retry: false, suggestion: "Feature not supported for your KYC country (site: {site}). Verify your site setting matches your account registration region. Available sites: global, eea, us. Do not retry." },
-  // Account issues → do not retry
+  // Account issues -> do not retry
   "50007": { retry: false, suggestion: "Account suspended. Contact OKX support. Do not retry." },
   "50009": { retry: false, suggestion: "Account blocked by risk control. Contact OKX support. Do not retry." },
   "51009": { retry: false, suggestion: "Account mode not supported for this operation. Check account settings." },
-  // API key permission / expiry → do not retry
+  // API key permission / expiry -> do not retry
   "50100": { retry: false, suggestion: "API key lacks required permissions. Update API key permissions." },
   "50110": { retry: false, suggestion: "API key expired. Generate a new API key." },
-  // Insufficient funds / margin → do not retry
-  "51008": { retry: false, suggestion: "Insufficient balance in trading account. Check funding account via account_get_asset_balance \u2014 funds may be there. Use account_transfer (from=18, to=6) to move funds to trading account, then retry." },
+  // Insufficient funds / margin -> do not retry
+  "51008": { retry: false, suggestion: "Insufficient balance in trading account. Check funding account via account_get_asset_balance - funds may be there. Use account_transfer (from=18, to=6) to move funds to trading account, then retry." },
   "51119": { retry: false, suggestion: "Insufficient margin. Add margin or check funding account (account_get_asset_balance). Transfer via account_transfer (from=18, to=6) if needed." },
   "51127": { retry: false, suggestion: "Insufficient available margin. Reduce position, add margin, or transfer from funding account (account_transfer from=18 to=6)." },
-  // Instrument unavailable → do not retry
+  // Instrument unavailable -> do not retry
   "51021": { retry: false, suggestion: "Instrument does not exist. Check instId." },
   "51022": { retry: false, suggestion: "Instrument not available for trading." },
   "51027": { retry: false, suggestion: "Contract has expired." }
@@ -1614,11 +1614,11 @@ var OkxRestClient = class _OkxRestClient {
     }
   }
   /**
-   * Dynamic auth — determines auth method per request.
+   * Dynamic auth - determines auth method per request.
    *
-   * 1. API key in config → HMAC signing (no OAuth fallback)
-   * 2. OAuth token via okx-auth binary → Bearer token
-   * 3. Neither → throw ConfigError
+   * 1. API key in config -> HMAC signing (no OAuth fallback)
+   * 2. OAuth token via okx-auth binary -> Bearer token
+   * 3. Neither -> throw ConfigError
    */
   async applyAuth(headers, method, requestPath, bodyJson, timestamp) {
     if (this.config.apiKey && this.config.secretKey && this.config.passphrase) {
@@ -1772,7 +1772,7 @@ var OkxRestClient = class _OkxRestClient {
     };
   }
   // ---------------------------------------------------------------------------
-  // Binary (non-JSON) download — reuses auth, proxy, rate-limit, verbose
+  // Binary (non-JSON) download - reuses auth, proxy, rate-limit, verbose
   // ---------------------------------------------------------------------------
   static DEFAULT_MAX_BYTES = 50 * 1024 * 1024;
   // 50 MB
@@ -2384,7 +2384,7 @@ var INDICATOR_CODE_OVERRIDES = {
   // default: NVI_PVI
   "top-long-short": "TOPLONGSHORT"
   // default: TOP_LONG_SHORT
-  // Note: range-filter → RANGE_FILTER is correct via the default rule; no override needed.
+  // Note: range-filter -> RANGE_FILTER is correct via the default rule; no override needed.
 };
 var KNOWN_INDICATORS = [
   // Moving Averages
@@ -2633,7 +2633,7 @@ var MODULES = [
   "skills"
 ];
 var DEFAULT_MODULES = ["spot", "swap", "option", "account", ...BOT_DEFAULT_SUB_MODULES, "skills"];
-var SKILLS_MARKETPLACE_DESC = "OKX Skills Marketplace \u2014 search, install, and manage agent skills";
+var SKILLS_MARKETPLACE_DESC = "OKX Skills Marketplace - search, install, and manage agent skills";
 var MODULE_DESCRIPTIONS = {
   market: "Market data (ticker, orderbook, candles, trades)",
   spot: "Spot trading (orders, algo orders)",
@@ -2641,18 +2641,18 @@ var MODULE_DESCRIPTIONS = {
   futures: "Futures trading (orders, positions, algo orders, leverage)",
   option: "Options trading (orders, positions, greeks)",
   account: "Account balance, positions, bills, and configuration",
-  "earn.savings": "Simple Earn \u2014 flexible savings, fixed-term, and lending",
-  "earn.onchain": "On-chain Earn \u2014 staking and DeFi products",
-  "earn.dcd": "DCD (Dual Currency Deposit) \u2014 structured products with fixed yield",
-  "earn.autoearn": "Auto-earn \u2014 automatically lend, stake, or earn on idle assets",
-  "earn.flash": "Flash Earn \u2014 short-window high-yield earn projects",
-  event: "Event contracts \u2014 binary prediction markets (YES/NO, UP/DOWN)",
-  "bot.grid": "Grid trading bot \u2014 create, monitor, and stop grid orders",
-  "bot.dca": "DCA (Martingale) bot \u2014 spot or contract recurring buys",
+  "earn.savings": "Simple Earn - flexible savings, fixed-term, and lending",
+  "earn.onchain": "On-chain Earn - staking and DeFi products",
+  "earn.dcd": "DCD (Dual Currency Deposit) - structured products with fixed yield",
+  "earn.autoearn": "Auto-earn - automatically lend, stake, or earn on idle assets",
+  "earn.flash": "Flash Earn - short-window high-yield earn projects",
+  event: "Event contracts - binary prediction markets (YES/NO, UP/DOWN)",
+  "bot.grid": "Grid trading bot - create, monitor, and stop grid orders",
+  "bot.dca": "DCA (Martingale) bot - spot or contract recurring buys",
   news: "Crypto news, sentiment analysis, and coin trend tracking",
-  smartmoney: "Smart money signals \u2014 trader leaderboard, consensus signals, and position analysis",
+  smartmoney: "Smart money signals - trader leaderboard, consensus signals, and position analysis",
   skills: SKILLS_MARKETPLACE_DESC,
-  earn: "Earn products \u2014 Simple Earn, On-chain Earn, DCD, Flash Earn, and Auto-Earn",
+  earn: "Earn products - Simple Earn, On-chain Earn, DCD, Flash Earn, and Auto-Earn",
   bot: "Trading bot strategies (grid, dca)",
   config: "Manage CLI configuration profiles",
   setup: "Set up client integrations (Cursor, Windsurf, Claude, etc.)",
@@ -2713,7 +2713,7 @@ function registerAccountTools() {
           },
           type: {
             type: "string",
-            description: "0=main account (default), 1=main\u2192sub, 2=sub\u2192main, 3=sub\u2192sub"
+            description: "0=main account (default), 1=main->sub, 2=sub->main, 3=sub->sub"
           },
           subAcct: {
             type: "string",
@@ -3297,7 +3297,7 @@ function computeContracts(p) {
     );
   }
   const contractsStr = contractsRounded.toFixed(lotSzDecimals);
-  const conversionNote = isMarginMode ? `Converting ${sz} USDT margin (${leverStr}x leverage) \u2192 ${contractsStr} contracts (notional value \u2248 ${(contractsRounded * contractValue).toFixed(2)} USDT, ctVal=${ctValStr}, lastPx=${lastStr}, lever=${leverStr}, minSz=${minSzStr}, lotSz=${lotSzStr})` : `Converting ${sz} USDT \u2192 ${contractsStr} contracts (ctVal=${ctValStr}, lastPx=${lastStr}, minSz=${minSzStr}, lotSz=${lotSzStr})`;
+  const conversionNote = isMarginMode ? `Converting ${sz} USDT margin (${leverStr}x leverage) -> ${contractsStr} contracts (notional value \u2248 ${(contractsRounded * contractValue).toFixed(2)} USDT, ctVal=${ctValStr}, lastPx=${lastStr}, lever=${leverStr}, minSz=${minSzStr}, lotSz=${lotSzStr})` : `Converting ${sz} USDT -> ${contractsStr} contracts (ctVal=${ctValStr}, lastPx=${lastStr}, minSz=${minSzStr}, lotSz=${lotSzStr})`;
   return { contractsStr, conversionNote };
 }
 async function resolveQuoteCcySz(instId, sz, tgtCcy, instType, client, tdMode) {
@@ -3345,7 +3345,7 @@ function registerAlgoTradeTools() {
     {
       name: "swap_place_algo_order",
       module: "swap",
-      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.",
+      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 - 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",
@@ -3705,7 +3705,7 @@ function registerFuturesAlgoTools() {
     {
       name: "futures_place_algo_order",
       module: "futures",
-      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.",
+      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 - 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",
@@ -3930,7 +3930,7 @@ function registerFuturesAlgoTools() {
     {
       name: "futures_amend_algo_order",
       module: "futures",
-      description: "Amend a pending FUTURES delivery algo order (modify TP/SL prices or size). Also covers TP/SL orders attached when placing the main order \u2014 look up algoId via futures_get_algo_orders first.",
+      description: "Amend a pending FUTURES delivery algo order (modify TP/SL prices or size). Also covers TP/SL orders attached when placing the main order - look up algoId via futures_get_algo_orders first.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -4383,7 +4383,7 @@ function registerSkillsTools() {
     {
       name: "skills_get_categories",
       module: "skills",
-      description: "List all available skill categories in OKX Skills Marketplace. Use the returned categoryId as input to skills_search for category filtering. Do NOT use for searching or downloading skills \u2014 use skills_search or skills_download.",
+      description: "List all available skill categories in OKX Skills Marketplace. Use the returned categoryId as input to skills_search for category filtering. Do NOT use for searching or downloading skills - use skills_search or skills_download.",
       inputSchema: {
         type: "object",
         properties: {},
@@ -4395,7 +4395,7 @@ function registerSkillsTools() {
     {
       name: "skills_search",
       module: "skills",
-      description: "Search for skills in OKX Skills Marketplace by keyword or category. To get valid category IDs, call skills_get_categories first. Returns skill names for use with skills_download. Do NOT use for downloading \u2014 use skills_download.",
+      description: "Search for skills in OKX Skills Marketplace by keyword or category. To get valid category IDs, call skills_get_categories first. Returns skill names for use with skills_download. Do NOT use for downloading - use skills_download.",
       inputSchema: {
         type: "object",
         properties: {
@@ -4424,7 +4424,7 @@ function registerSkillsTools() {
     {
       name: "skills_download",
       module: "skills",
-      description: "Download a skill package from OKX Skills Marketplace to a local directory. Always call skills_search first to confirm the skill name exists. Downloads the latest approved version. NOTE: Downloads third-party developer content \u2014 does NOT install to agents. For full installation use CLI: okx skill add <name>. Use when the user wants to inspect or manually install a skill package.",
+      description: "Download a skill package from OKX Skills Marketplace to a local directory. Always call skills_search first to confirm the skill name exists. Downloads the latest approved version. NOTE: Downloads third-party developer content - does NOT install to agents. For full installation use CLI: okx skill add <name>. Use when the user wants to inspect or manually install a skill package.",
       inputSchema: {
         type: "object",
         properties: {
@@ -4705,7 +4705,7 @@ function registerGridTools() {
     {
       name: "grid_amend_order",
       module: "bot.grid",
-      description: "Amend a running grid bot. [CAUTION] Modifies a running bot. Use grid_list_orders to confirm the bot is running and obtain the algoId before calling.\nSupports two modes, which can be combined in a single call:\n\u2022 Price-range mode (maxPx+minPx+gridNum): change upper/lower price boundary and grid count. Contract grid: if new range requires more margin, pass topUpAmt; omit to auto-use the minimum required. Spot grid: topUpAmt is not supported.\n\u2022 TP/SL mode (instId + any of tpTriggerPx/slTriggerPx/tpRatio/slRatio): update take-profit and/or stop-loss. Pass '-1' to explicitly clear an existing TP or SL. tpTriggerPx/slTriggerPx are absolute prices; tpRatio/slRatio are profit ratios (e.g. '0.1' = 10%).\nWhen both sets of params are provided, both APIs are called sequentially.\nDo NOT use to create a new grid bot \u2014 use grid_create_order instead. Do NOT use to stop a grid bot \u2014 use grid_stop_order instead.",
+      description: "Amend a running grid bot. [CAUTION] Modifies a running bot. Use grid_list_orders to confirm the bot is running and obtain the algoId before calling.\nSupports two modes, which can be combined in a single call:\n\u2022 Price-range mode (maxPx+minPx+gridNum): change upper/lower price boundary and grid count. Contract grid: if new range requires more margin, pass topUpAmt; omit to auto-use the minimum required. Spot grid: topUpAmt is not supported.\n\u2022 TP/SL mode (instId + any of tpTriggerPx/slTriggerPx/tpRatio/slRatio): update take-profit and/or stop-loss. Pass '-1' to explicitly clear an existing TP or SL. tpTriggerPx/slTriggerPx are absolute prices; tpRatio/slRatio are profit ratios (e.g. '0.1' = 10%).\nWhen both sets of params are provided, both APIs are called sequentially.\nDo NOT use to create a new grid bot - use grid_create_order instead. Do NOT use to stop a grid bot - use grid_stop_order instead.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -4783,7 +4783,7 @@ function registerGridTools() {
               maxPx,
               minPx: requireString(args, "minPx"),
               gridNum: requireString(args, "gridNum"),
-              // API field is "topupAmount" (lowercase u) — different from TP/SL mode's "topUpAmt"
+              // API field is "topupAmount" (lowercase u) - different from TP/SL mode's "topUpAmt"
               // Contract grid only; omitting lets the API use the minimum required
               topupAmount: readString(args, "topUpAmt")
             }),
@@ -4804,7 +4804,7 @@ function registerGridTools() {
                 tpRatio: readString(args, "tpRatio"),
                 slRatio: readString(args, "slRatio"),
                 topUpAmt: readString(args, "topUpAmt")
-                // API field is "topUpAmt" (uppercase U) — different from price-range mode's "topupAmount"
+                // API field is "topUpAmt" (uppercase U) - different from price-range mode's "topupAmount"
               }),
               privateRateLimit("grid_amend_order", 20),
               true
@@ -4828,7 +4828,7 @@ function registerGridTools() {
     {
       name: "grid_stop_order",
       module: "bot.grid",
-      description: "Stop a running grid bot. [CAUTION] This stops the strategy and handles open orders/positions according to stopType. Default (stopType='1') closes all positions immediately \u2014 use this for a clean exit. stopType='2' stops the strategy without selling: spot grid keeps all base assets as-is (no sell-back to quote); contract grid cancels all grid orders but leaves the position open for manual close later.",
+      description: "[CAUTION] Stop a grid bot or close its remaining open position \u2014 real trades, irreversible. Workflow: (1) If the user has not specified which bot to stop, call grid_get_orders first and ask the user to confirm which bot before proceeding. (2) Call grid_get_order_details to check the current 'state' field. (3) If state='running' \u2192 call this tool: stopType='1' (default, clean exit) \u2014 spot grid sells all base assets back to quote; contract grid market-closes all positions. stopType='2' (keep assets) \u2014 spot grid keeps base assets as-is; contract grid cancels grid orders but leaves the position open. (4) If state='no_close_position' \u2192 call this tool with stopType='1' to close the remaining open position.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -4843,7 +4843,7 @@ function registerGridTools() {
           stopType: {
             type: "string",
             enum: ["1", "2"],
-            description: "'1' (default): stop strategy and sell \u2014 spot grid sells all base assets back to quote; contract grid market-closes all positions. '2': stop strategy without selling \u2014 spot grid keeps base assets as-is; contract grid cancels all grid orders but leaves the position open. After stopType='2', the remaining position can be closed manually from the Positions page."
+            description: "'1' (default): stop strategy and sell - spot grid sells all base assets back to quote; contract grid market-closes all positions. '2': stop strategy without selling - spot grid keeps base assets as-is; contract grid cancels all grid orders but leaves the position open. After stopType='2', the remaining position can be closed manually from the Positions page."
           }
         },
         required: ["algoId", "algoOrdType", "instId"]
@@ -4860,7 +4860,7 @@ function registerGridTools() {
           })],
           privateRateLimit("grid_stop_order", 20),
           true
-          // retryOnNetworkError: safe to retry — already-stopped returns an error but does not harm state
+          // retryOnNetworkError: safe to retry - already-stopped returns an error but does not harm state
         );
         return normalizeWrite(response);
       }
@@ -5006,7 +5006,7 @@ function registerDcaTools() {
     {
       name: "dca_stop_order",
       module: "bot.dca",
-      description: "Stop a running DCA bot. [CAUTION] spot_dca needs stopType: 1=sell, 2=keep.",
+      description: "[CAUTION] Stop a DCA bot or close its remaining open position \u2014 real trades, irreversible. Workflow: (1) If the user has not specified which bot to stop, call dca_get_orders first and ask the user to confirm which bot before proceeding. (2) Call dca_get_order_details to check the current 'state' field. (3) If state='running' \u2192 call this tool. (4) If state='no_close_position' \u2192 call this tool with stopType='1' to close the remaining open position. spot_dca requires stopType: 1=sell all tokens, 2=keep tokens.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -5161,7 +5161,7 @@ function registerEarnTools() {
     {
       name: "earn_get_savings_balance",
       module: "earn.savings",
-      description: "Get Simple Earn (savings/flexible earn) balance. Returns current holdings for all currencies or a specific one. To show market rates alongside balance (\u5E02\u573A\u5747\u5229\u7387), call earn_get_lending_rate_history. earn_get_lending_rate_history also returns fixed-term (\u5B9A\u671F) product offers, so one call gives a complete view of both flexible and fixed options. Do NOT use for fixed-term (\u5B9A\u671F) order queries \u2014 use earn_get_fixed_order_list instead.",
+      description: "Get Simple Earn (savings/flexible earn) balance. Returns current holdings for all currencies or a specific one. To show market rates alongside balance (\u5E02\u573A\u5747\u5229\u7387), call earn_get_lending_rate_history. earn_get_lending_rate_history also returns fixed-term (\u5B9A\u671F) product offers, so one call gives a complete view of both flexible and fixed options. Do NOT use for fixed-term (\u5B9A\u671F) order queries - use earn_get_fixed_order_list instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -5185,7 +5185,7 @@ function registerEarnTools() {
     {
       name: "earn_get_fixed_order_list",
       module: "earn.savings",
-      description: "Get Simple Earn Fixed (\u5B9A\u671F\u8D5A\u5E01) lending order list. Returns orders sorted by creation time descending. Use this to check status of fixed-term lending orders (pending/earning/expired/settled/cancelled). Do NOT use for flexible earn balance \u2014 use earn_get_savings_balance instead. If the result is empty, do NOT display any fixed-term section in the output.",
+      description: "Get Simple Earn Fixed (\u5B9A\u671F\u8D5A\u5E01) lending order list. Returns orders sorted by creation time descending. Use this to check status of fixed-term lending orders (pending/earning/expired/settled/cancelled). Do NOT use for flexible earn balance - use earn_get_savings_balance instead. If the result is empty, do NOT display any fixed-term section in the output.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -5237,7 +5237,7 @@ function registerEarnTools() {
           },
           rate: {
             type: "string",
-            description: "Minimum lending rate threshold (annual, decimal). e.g. 0.01 = 1%. Only matched when market rate \u2265 this value. Defaults to 0.01. Keep at 0.01 to maximize matching probability \u2014 do NOT raise this to increase yield, as actual yield (lendingRate) is determined by market supply/demand, not this setting."
+            description: "Minimum lending rate threshold (annual, decimal). e.g. 0.01 = 1%. Only matched when market rate \u2265 this value. Defaults to 0.01. Keep at 0.01 to maximize matching probability - do NOT raise this to increase yield, as actual yield (lendingRate) is determined by market supply/demand, not this setting."
           }
         },
         required: ["ccy", "amt"]
@@ -5304,7 +5304,7 @@ function registerEarnTools() {
           },
           rate: {
             type: "string",
-            description: "Minimum lending rate threshold (annual, decimal). e.g. 0.01 = 1%. Only matched when market rate \u2265 this value. Keep at 0.01 to maximize matching probability \u2014 do NOT raise this to increase yield, as actual yield (lendingRate) is determined by market supply/demand, not this setting."
+            description: "Minimum lending rate threshold (annual, decimal). e.g. 0.01 = 1%. Only matched when market rate \u2265 this value. Keep at 0.01 to maximize matching probability - do NOT raise this to increase yield, as actual yield (lendingRate) is determined by market supply/demand, not this setting."
           }
         },
         required: ["ccy", "rate"]
@@ -5366,7 +5366,7 @@ function registerEarnTools() {
     {
       name: "earn_fixed_purchase",
       module: "earn.savings",
-      description: "Purchase Simple Earn Fixed (\u5B9A\u671F) product, two-step flow. First call (confirm omitted or false): returns purchase preview with product details and risk warning. Preview offer fields: lendQuota = remaining quota (\u5269\u4F59\u989D\u5EA6), soldOut = whether product is sold out (lendQuota is 0). YOU MUST display the 'warning' field from the preview response to the user VERBATIM before asking for confirmation \u2014 do NOT omit or summarize it. Second call (confirm=true): executes the purchase. Only proceed after the user explicitly confirms. IMPORTANT: Orders in 'pending' (\u5339\u914D\u4E2D) state can still be cancelled via earn_fixed_redeem; once the status changes to 'earning' (\u8D5A\u5E01\u4E2D), funds are LOCKED until maturity \u2014 no early redemption allowed.",
+      description: "Purchase Simple Earn Fixed (\u5B9A\u671F) product, two-step flow. First call (confirm omitted or false): returns purchase preview with product details and risk warning. Preview offer fields: lendQuota = remaining quota (\u5269\u4F59\u989D\u5EA6), soldOut = whether product is sold out (lendQuota is 0). YOU MUST display the 'warning' field from the preview response to the user VERBATIM before asking for confirmation - do NOT omit or summarize it. Second call (confirm=true): executes the purchase. Only proceed after the user explicitly confirms. IMPORTANT: Orders in 'pending' (\u5339\u914D\u4E2D) state can still be cancelled via earn_fixed_redeem; once the status changes to 'earning' (\u8D5A\u5E01\u4E2D), funds are LOCKED until maturity - no early redemption allowed.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -5425,7 +5425,7 @@ function registerEarnTools() {
             term,
             offer: offerWithSoldOut,
             currentFlexibleRate: rateArr[0]?.["lendingRate"] ?? null,
-            warning: "\u26A0\uFE0F Orders still in 'pending' state can be cancelled before matching completes. Once the status changes to 'earning', funds are LOCKED until maturity \u2014 early redemption is NOT allowed. Please call again with confirm=true to proceed."
+            warning: "\u26A0\uFE0F Orders still in 'pending' state can be cancelled before matching completes. Once the status changes to 'earning', funds are LOCKED until maturity - early redemption is NOT allowed. Please call again with confirm=true to proceed."
           };
         }
         assertNotDemo(context.config, "earn_fixed_purchase");
@@ -5440,7 +5440,7 @@ function registerEarnTools() {
     {
       name: "earn_fixed_redeem",
       module: "earn.savings",
-      description: "Redeem Simple Earn Fixed (\u5B9A\u671F\u8D5A\u5E01) order. [CAUTION] Redeems a fixed-term lending order. Always redeems the full order amount. Only orders in 'pending' (\u5339\u914D\u4E2D) state can be redeemed \u2014 orders in 'earning' state are locked until maturity and cannot be redeemed early. Do NOT use for flexible earn redemption \u2014 use earn_savings_redeem instead.",
+      description: "Redeem Simple Earn Fixed (\u5B9A\u671F\u8D5A\u5E01) order. [CAUTION] Redeems a fixed-term lending order. Always redeems the full order amount. Only orders in 'pending' (\u5339\u914D\u4E2D) state can be redeemed - orders in 'earning' state are locked until maturity and cannot be redeemed early. Do NOT use for flexible earn redemption - use earn_savings_redeem instead.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -5468,7 +5468,7 @@ function registerEarnTools() {
     {
       name: "earn_get_lending_rate_history",
       module: "earn.savings",
-      description: "Query Simple Earn lending rates and fixed-term offers. Use this tool when the user asks about Simple Earn products, current or historical lending rates, or when displaying savings balance with market rate context (\u5E02\u573A\u5747\u5229\u7387). Returns lending rate history (lendingRate field, newest-first) AND available fixed-term (\u5B9A\u671F) offers with APR, term, min amount, and quota \u2014 one call gives a complete view of both flexible and fixed options. In fixedOffers: lendQuota = remaining quota (\u5269\u4F59\u989D\u5EA6), soldOut = whether product is sold out (lendQuota is 0). To get current flexible APY: use limit=1 and read lendingRate.",
+      description: "Query Simple Earn lending rates and fixed-term offers. Use this tool when the user asks about Simple Earn products, current or historical lending rates, or when displaying savings balance with market rate context (\u5E02\u573A\u5747\u5229\u7387). Returns lending rate history (lendingRate field, newest-first) AND available fixed-term (\u5B9A\u671F) offers with APR, term, min amount, and quota - one call gives a complete view of both flexible and fixed options. In fixedOffers: lendQuota = remaining quota (\u5269\u4F59\u989D\u5EA6), soldOut = whether product is sold out (lendQuota is 0). To get current flexible APY: use limit=1 and read lendingRate.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -5801,7 +5801,7 @@ function registerOnchainEarnTools() {
 }
 var DCD_CODE_BEHAVIORS = {
   "50001": { retry: true, suggestion: "Service temporarily unavailable. Retry in a few minutes." },
-  "50002": { retry: false, suggestion: "Invalid JSON in request body. This is likely a bug \u2014 check request parameters." },
+  "50002": { retry: false, suggestion: "Invalid JSON in request body. This is likely a bug - check request parameters." },
   "50014": { retry: false, suggestion: "Missing required parameter. Check that all required fields are provided." },
   "50016": { retry: false, suggestion: "notionalCcy does not match productId option type. Use baseCcy for CALL, quoteCcy for PUT." },
   "50026": { retry: true, suggestion: "DCD system error. Retry in a few minutes." },
@@ -6176,7 +6176,7 @@ function registerFlashEarnTools() {
     {
       name: "earn_get_flash_earn_projects",
       module: "earn.flash",
-      description: "Get Flash Earn projects. Use this to browse upcoming or in-progress Flash Earn opportunities. Do NOT use for purchase or redeem actions \u2014 Flash Earn is query-only in this module.",
+      description: "Get Flash Earn projects. Use this to browse upcoming or in-progress Flash Earn opportunities. Do NOT use for purchase or redeem actions - Flash Earn is query-only in this module.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -6572,7 +6572,7 @@ function handlePlaceOrderError(base, rawArgs, endpoint) {
     const seriesId = extractSeriesId(instId);
     const expiryMs = inferExpiryMsFromInstId(instId);
     const isExpired = expiryMs !== null && expiryMs < Date.now();
-    const reason = isExpired ? `The contract (${instId}) has expired.` : `The contract (${instId}) was not found \u2014 it may not exist or has not started yet.`;
+    const reason = isExpired ? `The contract (${instId}) has expired.` : `The contract (${instId}) was not found - it may not exist or has not started yet.`;
     throw new OkxApiError(
       `${reason} Ask the user if they'd like to place the same order on the next session. If yes, call event_get_markets with seriesId=${seriesId} and state=live to find available contracts.`,
       { code: sCode, endpoint }
@@ -6588,17 +6588,17 @@ var OUTCOME_SCHEMA = {
 UP/DOWN direction contracts: UP (price rises during the period) or DOWN (price falls).
 YES/NO price-target or touch contracts: YES (condition met) or NO (condition not met).
 Check the series type from event_get_series to determine which applies.
-NOTE: px is the event contract price (0.01\u20130.99), NOT the underlying asset price. It reflects market-implied probability when actively trading.`
+NOTE: px is the event contract price (0.01-0.99), NOT the underlying asset price. It reflects market-implied probability when actively trading.`
 };
 function registerEventContractTools() {
   return [
     // -----------------------------------------------------------------------
-    // Read-only — browse (user-facing) + series / events / markets (internal)
+    // Read-only - browse (user-facing) + series / events / markets (internal)
     // -----------------------------------------------------------------------
     {
       name: "event_browse",
       module: "event",
-      description: "Browse currently active (in-progress) event contracts. Call when user asks what event contracts are available to trade. Returns only in-progress contracts (floorStrike set). If a live quote field px is present, it is the event contract price (0.01\u20130.99), not the underlying asset price; it reflects the market-implied probability when actively trading. Grouped by settlement type and underlying. Do NOT use for querying contracts within a specific series \u2014 use event_get_markets with seriesId instead.",
+      description: "Browse currently active (in-progress) event contracts. Call when user asks what event contracts are available to trade. Returns only in-progress contracts (floorStrike set). If a live quote field px is present, it is the event contract price (0.01-0.99), not the underlying asset price; it reflects the market-implied probability when actively trading. Grouped by settlement type and underlying. Do NOT use for querying contracts within a specific series - use event_get_markets with seriesId instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -6717,7 +6717,7 @@ function registerEventContractTools() {
     {
       name: "event_get_markets",
       module: "event",
-      description: "List tradeable contracts within a series. state=live for active contracts, state=expired for settlement results. floorStrike=strike price; px (when present) is the event contract price (0.01\u20130.99), not the underlying asset price \u2014 reflects the market-implied probability when actively trading; outcome pre-translated (pending/YES/NO/UP/DOWN); timestamps UTC+8. Do NOT use for discovering what series are available across all underlyings \u2014 use event_browse instead.",
+      description: "List tradeable contracts within a series. state=live for active contracts, state=expired for settlement results. floorStrike=strike price; px (when present) is the event contract price (0.01-0.99), not the underlying asset price - reflects the market-implied probability when actively trading; outcome pre-translated (pending/YES/NO/UP/DOWN); timestamps UTC+8. Do NOT use for discovering what series are available across all underlyings - use event_browse instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -6798,7 +6798,7 @@ function registerEventContractTools() {
     {
       name: "event_get_orders",
       module: "event",
-      description: "Query event contract orders (open, 7d history, or 3-month archive). outcome pre-translated (YES/NO/UP/DOWN). Do NOT use for trade executions \u2014 use event_get_fills for fill records and settlement outcomes.",
+      description: "Query event contract orders (open, 7d history, or 3-month archive). outcome pre-translated (YES/NO/UP/DOWN). Do NOT use for trade executions - use event_get_fills for fill records and settlement outcomes.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -6856,7 +6856,7 @@ function registerEventContractTools() {
     {
       name: "event_get_fills",
       module: "event",
-      description: "Get event contract fill history (trade executions and settlement payouts). archive=true for up to 3mo, false (default) for last 3d. outcome pre-translated (YES/NO/UP/DOWN). Each record includes a 'type' field: 'fill' (opening trade) or 'settlement' (expiry payout with settlementResult win/loss and pnl). Do NOT use for order status \u2014 use event_get_orders instead.",
+      description: "Get event contract fill history (trade executions and settlement payouts). archive=true for up to 3mo, false (default) for last 3d. outcome pre-translated (YES/NO/UP/DOWN). Each record includes a 'type' field: 'fill' (opening trade) or 'settlement' (expiry payout with settlementResult win/loss and pnl). Do NOT use for order status - use event_get_orders instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -6898,15 +6898,15 @@ function registerEventContractTools() {
       }
     },
     // -----------------------------------------------------------------------
-    // Private — write
+    // Private - write
     // -----------------------------------------------------------------------
     {
       name: "event_place_order",
       module: "event",
       description: `Place an event contract order. [CAUTION] Places a real order. Before placing, call event_get_markets(seriesId, state=live) to obtain the instId of the target contract.
 - outcome: UP/YES (bet price goes up/condition met) or DOWN/NO (bet price goes down/condition not met)
-- For limit orders: px is the event contract price (0.01\u20130.99), NOT the underlying asset price. It reflects market-implied probability when actively trading
-- tdMode is always isolated; speedBump is auto-set per exchange requirement \u2014 do not pass either`,
+- For limit orders: px is the event contract price (0.01-0.99), NOT the underlying asset price. It reflects market-implied probability when actively trading
+- tdMode is always isolated; speedBump is auto-set per exchange requirement - do not pass either`,
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -6932,7 +6932,7 @@ function registerEventContractTools() {
           },
           px: {
             type: "string",
-            description: "Event contract price (0.01\u20130.99). Required when ordType=limit. Do NOT use for market orders."
+            description: "Event contract price (0.01-0.99). Required when ordType=limit. Do NOT use for market orders."
           }
         },
         required: ["instId", "side", "outcome", "sz"]
@@ -6985,7 +6985,7 @@ function registerEventContractTools() {
         properties: {
           instId: { type: "string", description: "Event contract instrument ID" },
           ordId: { type: "string", description: "Order ID to amend" },
-          newPx: { type: "string", description: "New event contract price (0.01\u20130.99). Omit to keep current." },
+          newPx: { type: "string", description: "New event contract price (0.01-0.99). Omit to keep current." },
           newSz: { type: "string", description: "New size in contracts (omit to keep current)" }
         },
         required: ["instId", "ordId"]
@@ -7039,7 +7039,7 @@ function registerEventContractTools() {
           if (sCode === "51001") {
             const expiryMs = inferExpiryMsFromInstId(instId);
             const isExpired = expiryMs !== null && expiryMs < Date.now();
-            const reason = isExpired ? `The contract (${instId}) has already expired \u2014 the order was auto-cancelled at settlement. Check event_get_fills to confirm the outcome.` : `Instrument (${instId}) not found. Verify the instId with event_get_markets before retrying.`;
+            const reason = isExpired ? `The contract (${instId}) has already expired - the order was auto-cancelled at settlement. Check event_get_fills to confirm the outcome.` : `Instrument (${instId}) not found. Verify the instId with event_get_markets before retrying.`;
             throw new OkxApiError(reason, { code: sCode, endpoint: response.endpoint });
           }
         }
@@ -7074,25 +7074,25 @@ var SIGNAL_POOL_FILTER_PROPS = {
     type: "string",
     enum: ["PNL_ANY", "PNL_TOP50", "PNL_TOP20", "PNL_TOP5"],
     default: "PNL_ANY",
-    description: "PnL percentile gate applied on top of `sortBy`. Naming: `TOP{N}` = top N% percentile (NOT an absolute PnL value). PNL_ANY = no filter; PNL_TOP50 = PnL \u2265 P50 (median); PNL_TOP20 = \u2265 P80; PNL_TOP5 = \u2265 P95. PnL distribution is long-tailed \u2014 use percentile, not absolute thresholds."
+    description: "PnL percentile gate. Naming: `TOP{N}` = top N% percentile (NOT an absolute PnL value). PNL_ANY = no filter; PNL_TOP50 = PnL \u2265 P50 (median); PNL_TOP20 = \u2265 P80; PNL_TOP5 = \u2265 P95. PnL distribution is long-tailed - use percentile, not absolute thresholds."
   },
   winRateTier: {
     type: "string",
     enum: ["WR_ANY", "WR_GE_50", "WR_GE_80"],
     default: "WR_ANY",
-    description: "Minimum win-rate gate (absolute thresholds, NOT percentile). Naming: `GE_{N}` = career win-rate \u2265 N% \u2014 distinct from `pnlTier`/`aumTier` `TOP{N}` which are percentiles. WR_ANY = no filter; WR_GE_50 = \u2265 50%; WR_GE_80 = \u2265 80%."
+    description: "Minimum win-rate gate (absolute thresholds, NOT percentile). Naming: `GE_{N}` = career win-rate \u2265 N% - distinct from `pnlTier`/`aumTier` `TOP{N}` which are percentiles. WR_ANY = no filter; WR_GE_50 = \u2265 50%; WR_GE_80 = \u2265 80%."
   },
   maxDrawdownTier: {
     type: "string",
     enum: ["MR_ANY", "MR_LE_20", "MR_LE_50"],
     default: "MR_ANY",
-    description: "Maximum-drawdown gate (absolute thresholds, NOT percentile; smaller drawdown = lower risk). Naming: `LE_{N}` = drawdown \u2264 N% \u2014 distinct from `pnlTier`/`aumTier` `TOP{N}` which are percentiles. MR_ANY = no filter; MR_LE_20 = drawdown \u2264 20%; MR_LE_50 = \u2264 50%."
+    description: "Maximum-drawdown gate (absolute thresholds, NOT percentile; smaller drawdown = lower risk). Naming: `LE_{N}` = drawdown \u2264 N% - distinct from `pnlTier`/`aumTier` `TOP{N}` which are percentiles. MR_ANY = no filter; MR_LE_20 = drawdown \u2264 20%; MR_LE_50 = \u2264 50%."
   },
   aumTier: {
     type: "string",
     enum: ["AUM_ANY", "AUM_TOP50", "AUM_TOP20", "AUM_TOP5"],
     default: "AUM_ANY",
-    description: "AUM (Assets Under Management) percentile gate. Naming: `TOP{N}` = top N% percentile (NOT an absolute USD amount). AUM_ANY = no filter; AUM_TOP50 = AUM \u2265 P50; AUM_TOP20 = \u2265 P80; AUM_TOP5 = \u2265 P95. AUM is long-tailed \u2014 use percentile, not absolute USD."
+    description: "AUM (Assets Under Management) percentile gate. Naming: `TOP{N}` = top N% percentile (NOT an absolute USD amount). AUM_ANY = no filter; AUM_TOP50 = AUM \u2265 P50; AUM_TOP20 = \u2265 P80; AUM_TOP5 = \u2265 P95. AUM is long-tailed - use percentile, not absolute USD."
   }
 };
 var LEADERBOARD_POOL_FILTER_PROPS = {
@@ -7110,19 +7110,19 @@ var LEADERBOARD_POOL_FILTER_PROPS = {
   },
   minPnl: {
     type: "string",
-    description: 'Minimum absolute PnL in USD as a string, e.g. `"10000"` \u2192 traders with PnL \u2265 $10,000. Numeric threshold \u2014 distinct from the signal-side `pnlTier` percentile enum.'
+    description: 'Minimum absolute PnL in USD as a string, e.g. `"10000"` -> traders with PnL \u2265 $10,000. Numeric threshold - distinct from the signal-side `pnlTier` percentile enum.'
   },
   minWinRate: {
     type: "string",
-    description: 'Minimum win-rate as a decimal in 0~1 range, passed as a string, e.g. `"0.8"` \u2192 traders with win-rate \u2265 80%. Numeric threshold \u2014 distinct from the signal-side `winRateTier` enum.'
+    description: 'Minimum win-rate as a decimal in 0~1 range, passed as a string, e.g. `"0.8"` -> traders with win-rate \u2265 80%. Numeric threshold - distinct from the signal-side `winRateTier` enum.'
   },
   maxDrawdown: {
     type: "string",
-    description: 'Maximum drawdown as a decimal, passed as a string, e.g. `"0.1"` \u2192 traders with drawdown \u2264 10%. Lower = lower risk. Numeric threshold \u2014 distinct from the signal-side `maxDrawdownTier` enum.'
+    description: 'Maximum drawdown as a decimal, passed as a string, e.g. `"0.1"` -> traders with drawdown \u2264 10%. Lower = lower risk. Numeric threshold - distinct from the signal-side `maxDrawdownTier` enum.'
   },
   minAum: {
     type: "string",
-    description: 'Minimum AUM (Assets Under Management) in USD as a string, e.g. `"1000"` \u2192 traders with AUM \u2265 $1,000. Numeric threshold \u2014 distinct from the signal-side `aumTier` percentile enum.'
+    description: 'Minimum AUM (Assets Under Management) in USD as a string, e.g. `"1000"` -> traders with AUM \u2265 $1,000. Numeric threshold - distinct from the signal-side `aumTier` percentile enum.'
   }
 };
 var LEADERBOARD_FILTER_UPSTREAM_NAMES = {
@@ -7256,11 +7256,11 @@ var PAGINATION_PROP = {
   }
 };
 var TRADER_ITEM_PROPS = {
-  authorId: { type: "string", description: "Trader's unique ID \u2014 pass to other smartmoney_get_trader_* tools." },
+  authorId: { type: "string", description: "Trader's unique ID - 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." },
+  asset: { type: "string", description: "AUM (Assets Under Management) in USD - 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)." },
@@ -7289,7 +7289,7 @@ var SIGNAL_ITEM_PROPS = {
   },
   tradersQualified: {
     type: "integer",
-    description: "Pool size after applying tier filters (incl. those without positions on this instrument)."
+    description: "Final aggregation pool size after tier filters + top-N truncation by `sortBy`. Bounded by the request's pool size limit (`lmtNum` for `_by_filter` variants, `authorIds.length` for `_by_trader` variants). Smaller than the bound only when the upstream candidate pool (traders passing all tier filters) contains fewer entries than the bound \u2014 typical for low-volume instruments or very strict tier combos."
   },
   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)." },
@@ -7299,19 +7299,19 @@ var SIGNAL_ITEM_PROPS = {
     properties: {
       longNotionalUsdt: {
         type: "string",
-        description: "Sum of long-side notional in USDT, weighted by each trader's ENTRY PRICE (price_avg), not mark price. Moves only when positions are opened / closed / scaled \u2014 stays constant when positions are unchanged."
+        description: "Sum of long-side notional in USDT, weighted by each trader's ENTRY PRICE (price_avg), not mark price. Moves only when positions are opened / closed / scaled - stays constant when positions are unchanged."
       },
       shortNotionalUsdt: {
         type: "string",
-        description: "Sum of short-side notional in USDT, weighted by each trader's ENTRY PRICE (price_avg), not mark price. Moves only when positions are opened / closed / scaled \u2014 stays constant when positions are unchanged."
+        description: "Sum of short-side notional in USDT, weighted by each trader's ENTRY PRICE (price_avg), not mark price. Moves only when positions are opened / closed / scaled - stays constant when positions are unchanged."
       },
       netNotionalUsdt: {
         type: "string",
-        description: "Net directional notional in USDT = long \u2212 short. Weighted by each trader's ENTRY PRICE (price_avg), not mark price \u2014 reflects position scaling, not underlying price movement."
+        description: "Net directional notional in USDT = long \u2212 short. Weighted by each trader's ENTRY PRICE (price_avg), not mark price - reflects position scaling, not underlying price movement."
       },
       totalNotionalUsdt: {
         type: "string",
-        description: "Gross notional in USDT = long + short. Weighted by each trader's ENTRY PRICE (price_avg), not mark price \u2014 reflects position scaling (open / close / add), not underlying price movement. Stays constant across buckets when traders hold positions unchanged."
+        description: "Gross notional in USDT = long + short. Weighted by each trader's ENTRY PRICE (price_avg), not mark price - reflects position scaling (open / close / add), not underlying price movement. Stays constant across buckets when traders hold positions unchanged."
       },
       totalNotionalVs24h: {
         type: "string",
@@ -7341,7 +7341,7 @@ var SIGNAL_ITEM_PROPS = {
       },
       weightedLongRatio: {
         type: "string",
-        description: "Notional-weighted long ratio = \u03A3(long_notional) / \u03A3(notional). Notional uses each trader's ENTRY PRICE (price_avg), not mark price \u2014 ratio shifts only when positions are scaled. NULL when no notional."
+        description: "Notional-weighted long ratio = \u03A3(long_notional) / \u03A3(notional). Notional uses each trader's ENTRY PRICE (price_avg), not mark price - ratio shifts only when positions are scaled. NULL when no notional."
       },
       weightedShortRatio: {
         type: "string",
@@ -7376,7 +7376,7 @@ var SIGNAL_HISTORY_ITEM_PROPS = {
   },
   weightedLongRatio: {
     type: "string",
-    description: "Notional-weighted long ratio at this bucket = \u03A3(long_notional) / \u03A3(notional). Decimal 0~1. Notional uses each trader's ENTRY PRICE (price_avg), not mark price \u2014 ratio shifts only when positions are scaled."
+    description: "Notional-weighted long ratio at this bucket = \u03A3(long_notional) / \u03A3(notional). Decimal 0~1. Notional uses each trader's ENTRY PRICE (price_avg), not mark price - ratio shifts only when positions are scaled."
   },
   weightedShortRatio: {
     type: "string",
@@ -7396,13 +7396,16 @@ var SIGNAL_HISTORY_ITEM_PROPS = {
   },
   netNotionalUsdt: {
     type: "string",
-    description: "Net directional notional in USDT at this bucket = long notional \u2212 short notional. Weighted by each trader's ENTRY PRICE (price_avg), not mark price \u2014 reflects position scaling, not underlying price movement."
+    description: "Net directional notional in USDT at this bucket = long notional \u2212 short notional. Weighted by each trader's ENTRY PRICE (price_avg), not mark price - reflects position scaling, not underlying price movement."
   },
   totalNotionalUsdt: {
     type: "string",
-    description: "Gross notional in USDT at this bucket = long notional + short notional. Weighted by each trader's ENTRY PRICE (price_avg), not mark price \u2014 tracks capital deployed (rising = adding, falling = retreating). Stays constant across buckets when traders hold positions unchanged."
+    description: "Gross notional in USDT at this bucket = long notional + short notional. Weighted by each trader's ENTRY PRICE (price_avg), not mark price - tracks capital deployed (rising = adding, falling = retreating). Stays constant across buckets when traders hold positions unchanged."
+  },
+  tradersQualified: {
+    type: "integer",
+    description: "Final aggregation pool size in this bucket after tier filters + top-N truncation by `sortBy`. Bounded by the request's pool size limit (`lmtNum` for `_by_filter` variants, `authorIds.length` for `_by_trader` variants). The funnel + top-N selection runs once per query (not per bucket); each bucket reuses the same selected pool for position aggregation. Smaller than the bound only when the upstream candidate pool underflows."
   },
-  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() {
@@ -7414,7 +7417,7 @@ function registerSmartmoneyTools() {
     {
       name: "smartmoney_get_traders_by_filter",
       module: "smartmoney",
-      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.",
+      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` - do not cross-pass.",
       isWrite: false,
       outputSchema: envelope(
         { type: "array", items: { type: "object", properties: TRADER_ITEM_PROPS } },
@@ -7431,16 +7434,16 @@ function registerSmartmoneyTools() {
         properties: {
           updateTime: {
             type: "string",
-            description: 'Snapshot version key \u2014 12-digit `yyyyMMddHHmm` (UTC+8) as a string, e.g. `"202604301815"`. Omit to query the latest snapshot (refreshed every ~5 min).'
+            description: 'Snapshot version key - 12-digit `yyyyMMddHHmm` (UTC+8) as a string, e.g. `"202604301815"`. Omit to query the latest snapshot (refreshed every ~5 min).'
           },
           ...LEADERBOARD_POOL_FILTER_PROPS,
           after: {
             type: "string",
-            description: 'Pagination cursor (older page) \u2014 pass the `authorId` of the last item from the previous page as a string, e.g. `"872913470357110787"`. Cursor anchors on `authorId` while preserving the current `sortBy` order.'
+            description: 'Pagination cursor (older page) - pass the `authorId` of the last item from the previous page as a string, e.g. `"872913470357110787"`. Cursor anchors on `authorId` while preserving the current `sortBy` order.'
           },
           before: {
             type: "string",
-            description: 'Pagination cursor (newer page) \u2014 pass the `authorId` of the first item from the previous page as a string, e.g. `"872913470357110787"`. Cursor anchors on `authorId` while preserving the current `sortBy` order.'
+            description: 'Pagination cursor (newer page) - pass the `authorId` of the first item from the previous page as a string, e.g. `"872913470357110787"`. Cursor anchors on `authorId` while preserving the current `sortBy` order.'
           },
           limit: {
             type: "integer",
@@ -7480,7 +7483,7 @@ function registerSmartmoneyTools() {
     {
       name: "smartmoney_get_performance_by_trader",
       module: "smartmoney",
-      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).",
+      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 -> authorId), `smartmoney_get_traders_by_filter` (criteria-based discovery). Note: response `updateTime` is 12-digit `yyyyMMddHHmm` UTC+8 - do not pass to signal-side tools' `asOfTime` (10-digit UTC).",
       isWrite: false,
       outputSchema: envelope(
         { type: "array", items: { type: "object", properties: TRADER_ITEM_PROPS } },
@@ -7550,7 +7553,7 @@ function registerSmartmoneyTools() {
     {
       name: "smartmoney_get_trader_positions",
       module: "smartmoney",
-      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).",
+      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 -> authorId), `smartmoney_get_traders_by_filter` (discover trader).",
       isWrite: false,
       outputSchema: envelope({
         type: "array",
@@ -7570,9 +7573,9 @@ function registerSmartmoneyTools() {
             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="net"` net-mode case.'
+              description: 'Derived clean direction (`long` | `short`) - handler computes this from `posSide` + sign of `pos` so agents do not have to branch on the `posSide="net"` net-mode case.'
             },
-            posCcy: { type: "string", description: 'Position currency \u2014 the asset being held, e.g. "BTC".' },
+            posCcy: { type: "string", description: 'Position currency - 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",
@@ -7601,7 +7604,7 @@ function registerSmartmoneyTools() {
           },
           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.'
+            description: 'Optional instrument filter. Accepts either full instId (e.g. "BTC-USDT-SWAP") or bare base currency (e.g. "BTC") - the handler extracts the base currency for the upstream filter.'
           }
         },
         required: ["authorId"]
@@ -7631,7 +7634,7 @@ function registerSmartmoneyTools() {
     {
       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).",
+      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 -> authorId), `smartmoney_get_traders_by_filter` (discover trader).",
       isWrite: false,
       outputSchema: envelope(
         {
@@ -7647,7 +7650,7 @@ function registerSmartmoneyTools() {
               },
               ctVal: {
                 type: "string",
-                description: "Contract face value \u2014 USD value of a single contract (\u5F20). Numeric string. Empty/0 for non-contract instruments."
+                description: "Contract face value - USD value of a single contract (\u5F20). Numeric string. Empty/0 for non-contract instruments."
               },
               posSide: {
                 type: "string",
@@ -7714,15 +7717,15 @@ function registerSmartmoneyTools() {
           },
           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.'
+            description: 'Optional instrument filter. Accepts either full instId (e.g. "BTC-USDT-SWAP") or bare base currency (e.g. "BTC") - the handler extracts the base currency for the upstream filter.'
           },
           after: {
             type: "string",
-            description: 'Pagination cursor (older) \u2014 returns positions with `posId` smaller than this value. Pass the `posId` as a string, e.g. `"872913470357110787"`.'
+            description: 'Pagination cursor (older) - returns positions with `posId` smaller than this value. Pass the `posId` as a string, e.g. `"872913470357110787"`.'
           },
           before: {
             type: "string",
-            description: 'Pagination cursor (newer) \u2014 returns positions with `posId` greater than this value. Pass the `posId` as a string, e.g. `"872913470357110787"`.'
+            description: 'Pagination cursor (newer) - returns positions with `posId` greater than this value. Pass the `posId` as a string, e.g. `"872913470357110787"`.'
           },
           limit: {
             type: "integer",
@@ -7768,7 +7771,7 @@ function registerSmartmoneyTools() {
     {
       name: "smartmoney_get_trader_orders_history",
       module: "smartmoney",
-      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).",
+      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 -> authorId), `smartmoney_get_traders_by_filter` (discover trader).",
       isWrite: false,
       outputSchema: envelope(
         {
@@ -7832,15 +7835,15 @@ function registerSmartmoneyTools() {
           },
           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.'
+            description: 'Optional instrument filter. Accepts either full instId (e.g. "BTC-USDT-SWAP") or bare base currency (e.g. "BTC") - the handler extracts the base currency for the upstream filter.'
           },
           after: {
             type: "string",
-            description: 'Pagination cursor (older) \u2014 returns trades with `ordId` smaller than this value. Pass the `ordId` as a string, e.g. `"872913470357110787"`.'
+            description: 'Pagination cursor (older) - returns trades with `ordId` smaller than this value. Pass the `ordId` as a string, e.g. `"872913470357110787"`.'
           },
           before: {
             type: "string",
-            description: 'Pagination cursor (newer) \u2014 returns trades with `ordId` greater than this value. Pass the `ordId` as a string, e.g. `"872913470357110787"`.'
+            description: 'Pagination cursor (newer) - returns trades with `ordId` greater than this value. Pass the `ordId` as a string, e.g. `"872913470357110787"`.'
           },
           limit: {
             type: "integer",
@@ -7894,7 +7897,7 @@ function registerSmartmoneyTools() {
         items: {
           type: "object",
           properties: {
-            authorId: { type: "string", description: "Trader's unique ID \u2014 pass to other `smartmoney_get_trader_*` tools." },
+            authorId: { type: "string", description: "Trader's unique ID - 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." }
           }
@@ -7936,7 +7939,7 @@ function registerSmartmoneyTools() {
     {
       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. **Linear (USDT/USDS-margined) contracts only \u2014 coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions are excluded by upstream and silently omitted from the aggregation.** 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).",
+      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` - exactly one. Snapshot time auto-resolved to current hour. **Linear (USDT/USDS-margined) contracts only - coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions are excluded by upstream and silently omitted from the aggregation.** 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",
@@ -7957,7 +7960,7 @@ function registerSmartmoneyTools() {
             type: "array",
             items: { type: "string" },
             minItems: 1,
-            description: 'Base currencies to aggregate, e.g. `["BTC", "ETH", "SOL"]`. Mutually exclusive with `topInstruments`. Scope: only USDT-margined and USDS-margined (linear) instruments \u2014 e.g. `BTC` covers `BTC-USDT-SWAP` + `BTC-USDS-SWAP`. Coin-margined contracts (`BTC-USD-SWAP`, `BTC-USD-DELIVERY`) are NOT included; positions a trader holds in those instruments are silently dropped from the aggregation.'
+            description: 'Base currencies to aggregate, e.g. `["BTC", "ETH", "SOL"]`. Mutually exclusive with `topInstruments`. Scope: only USDT-margined and USDS-margined (linear) instruments - e.g. `BTC` covers `BTC-USDT-SWAP` + `BTC-USDS-SWAP`. Coin-margined contracts (`BTC-USD-SWAP`, `BTC-USD-DELIVERY`) are NOT included; positions a trader holds in those instruments are silently dropped from the aggregation.'
           },
           ...SIGNAL_POOL_FILTER_PROPS,
           lmtNum: {
@@ -7965,7 +7968,7 @@ function registerSmartmoneyTools() {
             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."
+            description: "Upper bound on `tradersQualified` (final aggregation pool size). Candidates pass through tier filters (`pnlTier` / `winRateTier` / `aumTier` / `maxDrawdownTier`), then are truncated to top-N by `sortBy` (DESC). `tradersQualified` \u2264 `lmtNum` always; equals `lmtNum` unless candidate pool underflows (rare ccy / strict tier combos). Default 100; values above ~1500 add latency without benefit (exceeds typical candidate pool size)."
           }
         },
         required: ["sortBy", "period"]
@@ -7977,7 +7980,7 @@ function registerSmartmoneyTools() {
         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."
+            "Pass exactly one - `topInstruments` for top-N hottest coins, or `instCcyList` for specific coins."
           );
         }
         const response = await context.client.privateGet(
@@ -7996,7 +7999,7 @@ function registerSmartmoneyTools() {
     {
       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`. Capability tier filters (pnlTier / winRateTier / etc.) not exposed \u2014 backend uses defaults for direct-lookup scenarios. **Linear (USDT/USDS-margined) contracts only \u2014 a trader's coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions are silently excluded from the aggregation, even when those positions are large.** Use `smartmoney_get_trader_positions` if the full position book is needed. 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).",
+      description: "Multi-asset smart-money signals aggregated over a hand-picked set of traders (`authorIds`). Pick instruments via `topInstruments` OR `instCcyList`. Capability tier filters (pnlTier / winRateTier / etc.) not exposed - backend uses defaults for direct-lookup scenarios. **Linear (USDT/USDS-margined) contracts only - a trader's coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions are silently excluded from the aggregation, even when those positions are large.** Use `smartmoney_get_trader_positions` if the full position book is needed. 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",
@@ -8023,7 +8026,7 @@ function registerSmartmoneyTools() {
             type: "array",
             items: { type: "string" },
             minItems: 1,
-            description: 'Base currencies to aggregate, e.g. `["BTC", "ETH", "SOL"]`. Mutually exclusive with `topInstruments`. Scope: only USDT-margined and USDS-margined (linear) instruments \u2014 e.g. `BTC` covers `BTC-USDT-SWAP` + `BTC-USDS-SWAP`. Coin-margined contracts (`BTC-USD-SWAP`, `BTC-USD-DELIVERY`) are NOT included; the trader\'s positions in those instruments are silently dropped.'
+            description: 'Base currencies to aggregate, e.g. `["BTC", "ETH", "SOL"]`. Mutually exclusive with `topInstruments`. Scope: only USDT-margined and USDS-margined (linear) instruments - e.g. `BTC` covers `BTC-USDT-SWAP` + `BTC-USDS-SWAP`. Coin-margined contracts (`BTC-USD-SWAP`, `BTC-USD-DELIVERY`) are NOT included; the trader\'s positions in those instruments are silently dropped.'
           },
           sortBy: {
             type: "string",
@@ -8056,7 +8059,7 @@ function registerSmartmoneyTools() {
         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."
+            "Pass exactly one - `topInstruments` for top-N hottest coins, or `instCcyList` for specific coins."
           );
         }
         const response = await context.client.privateGet(
@@ -8078,7 +8081,7 @@ function registerSmartmoneyTools() {
     {
       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). **Linear (USDT/USDS-margined) contracts only \u2014 coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions are excluded by upstream and silently omitted.** 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.",
+      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). **Linear (USDT/USDS-margined) contracts only - coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions are excluded by upstream and silently omitted.** 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` - do not cross-pass.",
       isWrite: false,
       outputSchema: envelope({
         type: "array",
@@ -8090,11 +8093,11 @@ function registerSmartmoneyTools() {
         properties: {
           instCcy: {
             type: "string",
-            description: 'Base currency to scope the time-series, e.g. "BTC". Required. Scope: USDT-margined and USDS-margined (linear) instruments only \u2014 coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions are NOT included.'
+            description: 'Base currency to scope the time-series, e.g. "BTC". Required. Scope: USDT-margined and USDS-margined (linear) instruments only - coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions are NOT included.'
           },
           asOfTime: {
             type: "string",
-            description: 'Anchor snapshot time \u2014 10-digit `yyyyMMddHH` UTC as a string, e.g. `"2026050100"`. Returns the latest `limit` buckets ending at this anchor. Omit to use the current UTC hour.'
+            description: 'Anchor snapshot time - 10-digit `yyyyMMddHH` UTC as a string, e.g. `"2026050100"`. Returns the latest `limit` buckets ending at this anchor. Omit to use the current UTC hour.'
           },
           granularity: {
             type: "string",
@@ -8115,7 +8118,7 @@ function registerSmartmoneyTools() {
             minimum: 1,
             maximum: 2e3,
             default: 100,
-            description: "Top-N traders to pull into the aggregation pool, ranked by `sortBy` (DESC). Default 100, max 2000."
+            description: "Upper bound on `tradersQualified` per bucket (final aggregation pool size). Candidates pass through tier filters (`pnlTier` / `winRateTier` / `aumTier` / `maxDrawdownTier`), then are truncated to top-N by `sortBy` (DESC). `tradersQualified` \u2264 `lmtNum` always; equals `lmtNum` unless candidate pool underflows (rare ccy / strict tier combos). Default 100; values above ~1500 add latency without benefit (exceeds typical candidate pool size)."
           }
         },
         required: ["instCcy", "granularity", "sortBy", "period"]
@@ -8150,7 +8153,7 @@ function registerSmartmoneyTools() {
     {
       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). Capability tier filters (pnlTier / winRateTier / etc.) not exposed \u2014 backend uses defaults for direct-lookup scenarios. **Linear (USDT/USDS-margined) contracts only \u2014 a trader's coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions on the requested base ccy are silently excluded from each bucket.** Use `smartmoney_get_trader_positions` to inspect the full position book. 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.",
+      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). Capability tier filters (pnlTier / winRateTier / etc.) not exposed - backend uses defaults for direct-lookup scenarios. **Linear (USDT/USDS-margined) contracts only - a trader's coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions on the requested base ccy are silently excluded from each bucket.** Use `smartmoney_get_trader_positions` to inspect the full position book. 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` - do not cross-pass.",
       isWrite: false,
       outputSchema: envelope({
         type: "array",
@@ -8168,11 +8171,11 @@ function registerSmartmoneyTools() {
           },
           instCcy: {
             type: "string",
-            description: 'Base currency to scope the time-series, e.g. "BTC". Required. Scope: USDT-margined and USDS-margined (linear) instruments only \u2014 coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions held by the trader set are NOT included.'
+            description: 'Base currency to scope the time-series, e.g. "BTC". Required. Scope: USDT-margined and USDS-margined (linear) instruments only - coin-margined (`-USD-SWAP` / `-USD-DELIVERY`) positions held by the trader set are NOT included.'
           },
           asOfTime: {
             type: "string",
-            description: 'Anchor snapshot time \u2014 10-digit `yyyyMMddHH` UTC as a string, e.g. `"2026050100"`. Returns the latest `limit` buckets ending at this anchor. Omit to use the current UTC hour.'
+            description: 'Anchor snapshot time - 10-digit `yyyyMMddHH` UTC as a string, e.g. `"2026050100"`. Returns the latest `limit` buckets ending at this anchor. Omit to use the current UTC hour.'
           },
           granularity: {
             type: "string",
@@ -8252,7 +8255,7 @@ function buildContractTradeTools(cfg) {
     {
       name: n("place_order"),
       module,
-      description: `Place ${label} order. Attach TP/SL via tpTriggerPx/slTriggerPx. Before placing, use market_get_instruments to get ctVal (contract face value) \u2014 do NOT assume contract sizes. [CAUTION] Executes real trades.`,
+      description: `Place ${label} order. Attach TP/SL via tpTriggerPx/slTriggerPx. Before placing, use market_get_instruments to get ctVal (contract face value) - do NOT assume contract sizes. [CAUTION] Executes real trades.`,
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -8592,10 +8595,10 @@ function buildContractTradeTools(cfg) {
       module,
       description: `Set leverage for a ${label} instrument or position. [CAUTION] Changes risk parameters.
 Scenarios (SWAP/FUTURES only):
-  \u2022 cross + any instId under the index \u2192 sets leverage at the index level
-  \u2022 isolated + buy-sell (net) posMode \u2192 instId only
-  \u2022 isolated + long-short (hedge) posMode \u2192 instId + posSide=long|short (BOTH directions must be set separately)
-Not supported: PORTFOLIO MARGIN accounts cannot adjust cross leverage for SWAP/FUTURES \u2014 the request will be rejected by OKX. Use account_get_config first if unsure of the account's margin mode.`,
+  \u2022 cross + any instId under the index -> sets leverage at the index level
+  \u2022 isolated + buy-sell (net) posMode -> instId only
+  \u2022 isolated + long-short (hedge) posMode -> instId + posSide=long|short (BOTH directions must be set separately)
+Not supported: PORTFOLIO MARGIN accounts cannot adjust cross leverage for SWAP/FUTURES - the request will be rejected by OKX. Use account_get_config first if unsure of the account's margin mode.`,
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -8603,13 +8606,13 @@ Not supported: PORTFOLIO MARGIN accounts cannot adjust cross leverage for SWAP/F
           instId: { type: "string", description: instIdExample },
           lever: {
             type: "string",
-            description: "Leverage multiplier as a positive number string, e.g. '10'. Max value depends on the instrument (query market_get_instruments \u2192 lever)."
+            description: "Leverage multiplier as a positive number string, e.g. '10'. Max value depends on the instrument (query market_get_instruments -> lever)."
           },
           mgnMode: { type: "string", enum: ["cross", "isolated"] },
           posSide: {
             type: "string",
             enum: ["long", "short"],
-            description: "REQUIRED when mgnMode=isolated AND the account is in hedge (long/short) position mode. Use 'long' or 'short' \u2014 setting one side does NOT auto-apply to the other. Omit entirely for one-way (net) position mode or for cross margin."
+            description: "REQUIRED when mgnMode=isolated AND the account is in hedge (long/short) position mode. Use 'long' or 'short' - setting one side does NOT auto-apply to the other. Omit entirely for one-way (net) position mode or for cross margin."
           }
         },
         required: ["instId", "lever", "mgnMode"]
@@ -9425,12 +9428,12 @@ var OI_BARS = ["5m", "15m", "1H", "4H", "1D"];
 function registerMarketFilterTools() {
   return [
     // ─────────────────────────────────────────────────────────────────────────
-    // market_filter — /api/v5/aigc/mcp/market-filter
+    // market_filter - /api/v5/aigc/mcp/market-filter
     // ─────────────────────────────────────────────────────────────────────────
     {
       name: "market_filter",
       module: "market",
-      description: "Screen / rank instruments across SPOT, SWAP, or FUTURES by multi-dimensional criteria: price range, 24h change %, market cap, 24h volume (USD), funding rate (SWAP), open interest (USD), listing time. Returns ranked rows with full ticker snapshot. Use to find top movers, high-OI contracts, newly listed tokens, etc. No credentials required. Do NOT use to get OI change rankings across contracts \u2014 use market_filter_oi_change instead. Do NOT use to get OI time series for a single instrument \u2014 use market_get_oi_history instead.",
+      description: "Screen / rank instruments across SPOT, SWAP, or FUTURES by multi-dimensional criteria: price range, 24h change %, market cap, 24h volume (USD), funding rate (SWAP), open interest (USD), listing time. Returns ranked rows with full ticker snapshot. Use to find top movers, high-OI contracts, newly listed tokens, etc. No credentials required. Do NOT use to get OI change rankings across contracts - use market_filter_oi_change instead. Do NOT use to get OI time series for a single instrument - use market_get_oi_history instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -9514,7 +9517,7 @@ function registerMarketFilterTools() {
           sortBy: {
             type: "string",
             enum: ["last", "chg24hPct", "marketCapUsd", "volUsd24h", "fundingRate", "oiUsd", "listTime"],
-            description: "Sort field. Default: volUsd24h. Note: marketCapUsd is only meaningful for SPOT (null for SWAP/FUTURES). To rank by OI *change* (oiDeltaPct / absOiDeltaPct), use market_filter_oi_change \u2014 market_filter only sorts by the current snapshot."
+            description: "Sort field. Default: volUsd24h. Note: marketCapUsd is only meaningful for SPOT (null for SWAP/FUTURES). To rank by OI *change* (oiDeltaPct / absOiDeltaPct), use market_filter_oi_change - market_filter only sorts by the current snapshot."
           },
           sortOrder: {
             type: "string",
@@ -9562,12 +9565,12 @@ function registerMarketFilterTools() {
       }
     },
     // ─────────────────────────────────────────────────────────────────────────
-    // market_get_oi_history — /api/v5/aigc/mcp/oi-history
+    // market_get_oi_history - /api/v5/aigc/mcp/oi-history
     // ─────────────────────────────────────────────────────────────────────────
     {
       name: "market_get_oi_history",
       module: "market",
-      description: "Get open interest (OI) history time series for a single SWAP or FUTURES instrument. Returns per-bar OI in contracts, base currency and USD, plus bar-over-bar delta and delta %. Useful for tracking how OI evolves around price moves. No credentials required. Do NOT use to compare OI changes across multiple contracts \u2014 use market_filter_oi_change instead. Do NOT use to screen instruments by current OI level \u2014 use market_filter instead.",
+      description: "Get open interest (OI) history time series for a single SWAP or FUTURES instrument. Returns per-bar OI in contracts, base currency and USD, plus bar-over-bar delta and delta %. Useful for tracking how OI evolves around price moves. No credentials required. Do NOT use to compare OI changes across multiple contracts - use market_filter_oi_change instead. Do NOT use to screen instruments by current OI level - use market_filter instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -9609,12 +9612,12 @@ function registerMarketFilterTools() {
       }
     },
     // ─────────────────────────────────────────────────────────────────────────
-    // market_filter_oi_change — /api/v5/aigc/mcp/oi-change-filter
+    // market_filter_oi_change - /api/v5/aigc/mcp/oi-change-filter
     // ─────────────────────────────────────────────────────────────────────────
     {
       name: "market_filter_oi_change",
       module: "market",
-      description: "Find SWAP or FUTURES instruments with significant open interest changes over a given bar window. Returns ranked rows with current OI (USD), previous OI (USD), OI delta (USD and %), price change %, 24h volume and funding rate. Ideal for spotting unusual accumulation/distribution or confirming trend momentum. No credentials required. Do NOT use to get OI time series for a single instrument \u2014 use market_get_oi_history instead. Do NOT use to screen by current OI absolute level or other non-OI metrics \u2014 use market_filter instead.",
+      description: "Find SWAP or FUTURES instruments with significant open interest changes over a given bar window. Returns ranked rows with current OI (USD), previous OI (USD), OI delta (USD and %), price change %, 24h volume and funding rate. Ideal for spotting unusual accumulation/distribution or confirming trend momentum. No credentials required. Do NOT use to get OI time series for a single instrument - use market_get_oi_history instead. Do NOT use to screen by current OI absolute level or other non-OI metrics - use market_filter instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -9646,7 +9649,7 @@ function registerMarketFilterTools() {
           sortBy: {
             type: "string",
             enum: ["oiUsd", "oiDeltaUsd", "oiDeltaPct", "absOiDeltaPct", "volUsd24h", "fundingRate", "last"],
-            description: "Sort field. Default: oiDeltaPct (largest movers first, signed \u2014 longs and shorts separate). Use absOiDeltaPct to sort by |oiDeltaPct| (largest-magnitude moves regardless of direction). fundingRate is also supported for SWAP. Do NOT use the market_filter tool's sort fields (chg24hPct, marketCapUsd, listTime) here \u2014 they are not in the OI-change Row."
+            description: "Sort field. Default: oiDeltaPct (largest movers first, signed - longs and shorts separate). Use absOiDeltaPct to sort by |oiDeltaPct| (largest-magnitude moves regardless of direction). fundingRate is also supported for SWAP. Do NOT use the market_filter tool's sort fields (chg24hPct, marketCapUsd, listTime) here - they are not in the OI-change Row."
           },
           sortOrder: {
             type: "string",
@@ -9679,6 +9682,58 @@ function registerMarketFilterTools() {
         );
         return normalizeResponse(response);
       }
+    },
+    // ─────────────────────────────────────────────────────────────────────────
+    // market_get_pair_spread - /api/v5/aigc/mcp/pair-spread
+    // ─────────────────────────────────────────────────────────────────────────
+    {
+      name: "market_get_pair_spread",
+      module: "market",
+      description: "Compute spread statistics between two instruments over a lookback window. Returns absolute and ratio spread (mean / stdDev / median / min / max) plus an optional realtime spread snapshot. Use to size pairs trades, detect mean-reversion setups, or compare cross-listed contracts. Results are cached ~60s per (pair, bar, window) tuple. Read-only, no credentials required.\nDo NOT use to fetch raw candles (use market_get_candles) or single-instrument OI/funding (use market_get_oi_history / market_filter_oi_change).",
+      isWrite: false,
+      inputSchema: {
+        type: "object",
+        properties: {
+          instIdA: {
+            type: "string",
+            description: "First instrument ID, e.g. BTC-USDT-SWAP"
+          },
+          instIdB: {
+            type: "string",
+            description: "Second instrument ID; must differ from instIdA"
+          },
+          bar: {
+            type: "string",
+            enum: ["5m", "15m"],
+            description: "Bar size for the spread series. Default 15m. 1m is not supported."
+          },
+          window: {
+            type: "string",
+            description: "Lookback window. Format <n><unit>, units m/H/D/W (case-sensitive), max 1W. Default 1W."
+          },
+          backtestTime: {
+            type: "number",
+            description: "Anchor timestamp (ms epoch) for backtest mode. When provided, realtime is omitted."
+          }
+        },
+        required: ["instIdA", "instIdB"]
+      },
+      handler: async (rawArgs, context) => {
+        const args = asRecord(rawArgs);
+        const body = compactObject({
+          instIdA: requireString(args, "instIdA"),
+          instIdB: requireString(args, "instIdB"),
+          bar: readString(args, "bar"),
+          window: readString(args, "window"),
+          backtestTime: readNumber(args, "backtestTime")
+        });
+        const response = await context.client.publicPost(
+          "/api/v5/aigc/mcp/pair-spread",
+          body,
+          publicRateLimit("market_get_pair_spread", 5)
+        );
+        return normalizeResponse(response);
+      }
     }
   ];
 }
@@ -9915,7 +9970,7 @@ var D_COINS_SENTIMENT = 'Comma-separated uppercase ticker symbols, max 20 (e.g.
 var D_LANGUAGE = "Content language: zh-CN or en-US. Infer from user's message. No server default.";
 var D_BEGIN = "Start time, Unix epoch milliseconds. API defaults to 72 hours ago when omitted. Pass explicitly for older topics (e.g. 'last 30 days'). Max range: 180 days. Parse relative time if given.";
 var D_END = "End time, Unix epoch milliseconds. Parse relative time if given. Omit for no upper bound.";
-var D_IMPORTANCE = "Importance filter: 'low' returns all news (both low and high importance); 'high' narrows to major/breaking news only. Omitted \u2192 server default (high-only). Default to 'low' for broad browsing; pass 'high' only when the user explicitly asks for major news.";
+var D_IMPORTANCE = "Importance filter: 'low' returns all news (both low and high importance); 'high' narrows to major/breaking news only. Omitted -> server default (high-only). Default to 'low' for broad browsing; pass 'high' only when the user explicitly asks for major news.";
 var D_PLATFORM = "Filter by news source. Use values from news_get_domains (e.g. blockbeats, odaily_flash). Omit for all sources.";
 var D_LIMIT = "Number of results (default 10, max 50).";
 function registerNewsTools() {
@@ -10014,7 +10069,7 @@ function registerNewsTools() {
     {
       name: "news_search",
       module: "news",
-      description: "Search crypto news by keyword with optional filters. Use when user provides specific search terms: 'SEC ETF news', 'stablecoin regulation'. Keyword is optional \u2014 pass sentiment alone to browse by sentiment direction. For coin-only queries prefer news_get_by_coin.",
+      description: "Search crypto news by keyword with optional filters. Use when user provides specific search terms: 'SEC ETF news', 'stablecoin regulation'. Keyword is optional - pass sentiment alone to browse by sentiment direction. For coin-only queries prefer news_get_by_coin.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -10124,7 +10179,7 @@ function registerNewsTools() {
     {
       name: "news_get_coin_sentiment",
       module: "news",
-      description: "Get sentiment snapshot or time-series trend for coins. Returns bullish/bearish ratios and mention counts. Pass trendPoints for trend data (1h\u219224 points, 4h\u21926, 24h\u21927). Use when user asks about coin sentiment, sentiment trend, or how bullish/bearish a coin is. For ranking all coins by sentiment, use news_get_sentiment_ranking instead.",
+      description: "Get sentiment snapshot or time-series trend for coins. Returns bullish/bearish ratios and mention counts. Pass trendPoints for trend data (1h->24 points, 4h->6, 24h->7). Use when user asks about coin sentiment, sentiment trend, or how bullish/bearish a coin is. For ranking all coins by sentiment, use news_get_sentiment_ranking instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -10137,7 +10192,7 @@ function registerNewsTools() {
           },
           trendPoints: {
             type: "number",
-            description: "Trend data points. Pass for time-series trend; omit for snapshot. Guide: 1h\u219224, 4h\u21926, 24h\u21927."
+            description: "Trend data points. Pass for time-series trend; omit for snapshot. Guide: 1h->24, 4h->6, 24h->7."
           }
         },
         required: ["coins"]
@@ -10204,7 +10259,7 @@ function registerNewsTools() {
     {
       name: "news_list_calendar_regions",
       module: "news",
-      description: "List all valid region values for the economic calendar. Returns a string array of snake_case region codes. Call this when economic-calendar returns empty results to verify the region value, or to help the user pick a valid region. Do NOT use to list news source platforms \u2014 use news_get_domains instead.",
+      description: "List all valid region values for the economic calendar. Returns a string array of snake_case region codes. Call this when economic-calendar returns empty results to verify the region value, or to help the user pick a valid region. Do NOT use to list news source platforms - use news_get_domains instead.",
       isWrite: false,
       inputSchema: { type: "object", properties: {}, required: [] },
       handler: async () => ({ data: CALENDAR_REGIONS })
@@ -10212,15 +10267,15 @@ function registerNewsTools() {
     {
       name: "news_get_economic_calendar",
       module: "news",
-      description: "Get macro-economic calendar data (GDP, CPI, NFP, interest rate decisions, PMI, etc.). Returns scheduled and released economic events with forecast, previous, and actual values. Use when user asks about economic calendar, macro data, or specific indicators like NFP/CPI/GDP/FOMC. Do NOT use for news articles or sentiment \u2014 use news_get_latest or news_search instead.",
+      description: "Get macro-economic calendar data (GDP, CPI, NFP, interest rate decisions, PMI, etc.). Returns scheduled and released economic events with forecast, previous, and actual values. Use when user asks about economic calendar, macro data, or specific indicators like NFP/CPI/GDP/FOMC. Do NOT use for news articles or sentiment - use news_get_latest or news_search instead.",
       isWrite: false,
       inputSchema: {
         type: "object",
         properties: {
           region: { type: "string", description: "Country/region filter in snake_case (e.g. united_states, euro_area, japan). Invalid values return empty results silently. If empty results, call news_list_calendar_regions to verify the value." },
           importance: { type: "string", enum: ["1", "2", "3"], description: "Importance level: 1=low, 2=medium, 3=high. Omit for all levels." },
-          before: { type: "string", description: "Lower time bound \u2014 returns events NEWER than this timestamp (reversed semantics). Pair with 'after' for future-event windows. Unix ms." },
-          after: { type: "string", description: "Upper time bound \u2014 returns events OLDER than this timestamp (reversed semantics). Default=now (returns past events). Pair with 'before' for a bounded window. Unix ms." },
+          before: { type: "string", description: "Lower time bound - returns events NEWER than this timestamp (reversed semantics). Pair with 'after' for future-event windows. Unix ms." },
+          after: { type: "string", description: "Upper time bound - returns events OLDER than this timestamp (reversed semantics). Default=now (returns past events). Pair with 'before' for a bounded window. Unix ms." },
           limit: { type: "number", minimum: 1, maximum: 100, description: "Number of results (default 100, max 100)." }
         },
         required: []
@@ -10378,7 +10433,7 @@ function registerOptionAlgoTools() {
     {
       name: "option_amend_algo_order",
       module: "option",
-      description: "Amend a pending OPTION algo order (modify TP/SL prices or size). Also covers TP/SL orders attached when placing the main order \u2014 look up algoId via option_get_algo_orders first.",
+      description: "Amend a pending OPTION algo order (modify TP/SL prices or size). Also covers TP/SL orders attached when placing the main order - look up algoId via option_get_algo_orders first.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -10541,7 +10596,7 @@ function registerOptionTools() {
     {
       name: "option_place_order",
       module: "option",
-      description: "Place OPTION order. instId: {uly}-{expiry}-{strike}-C/P, e.g. BTC-USD-241227-50000-C. Before placing, use market_get_instruments to get ctVal (contract face value) \u2014 do NOT assume contract sizes. [CAUTION] Executes real trades.",
+      description: "Place OPTION order. instId: {uly}-{expiry}-{strike}-C/P, e.g. BTC-USD-241227-50000-C. Before placing, use market_get_instruments to get ctVal (contract face value) - do NOT assume contract sizes. [CAUTION] Executes real trades.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -11315,7 +11370,7 @@ function registerSpotTradeTools() {
     {
       name: "spot_amend_algo_order",
       module: "spot",
-      description: "Amend a pending spot algo order (modify TP/SL prices or size). Also covers TP/SL orders attached when placing the main order \u2014 look up algoId via spot_get_algo_orders first.",
+      description: "Amend a pending spot algo order (modify TP/SL prices or size). Also covers TP/SL orders attached when placing the main order - look up algoId via spot_get_algo_orders first.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -11384,7 +11439,7 @@ function registerSpotTradeTools() {
     {
       name: "spot_get_algo_orders",
       module: "spot",
-      description: "Query spot algo orders (TP/SL) \u2014 pending or history.",
+      description: "Query spot algo orders (TP/SL) - pending or history.",
       isWrite: false,
       inputSchema: {
         type: "object",
@@ -11677,16 +11732,16 @@ function registerSpotTradeTools() {
       }
     },
     // ── set_leverage (SPOT margin: instId-level isolated OR ccy-level cross) ──
-    // Covers OKX scenarios 1–5 (everything except SWAP/FUTURES, which are in
+    // Covers OKX scenarios 1-5 (everything except SWAP/FUTURES, which are in
     // contract-trade.ts). Callers supply exactly one of {instId, ccy}:
-    //  • instId + isolated       → scenario 1 (pair-level margin)
-    //  • instId + cross          → scenario 3 (contract-mode pair-level cross margin)
-    //  • ccy + cross             → scenarios 2 / 4 / 5 (spot/multi-ccy/PM currency-level cross)
+    //  • instId + isolated       -> scenario 1 (pair-level margin)
+    //  • instId + cross          -> scenario 3 (contract-mode pair-level cross margin)
+    //  • ccy + cross             -> scenarios 2 / 4 / 5 (spot/multi-ccy/PM currency-level cross)
     // Not applicable: posSide (spot has no long/short hedge).
     {
       name: "spot_set_leverage",
       module: "spot",
-      description: "Set leverage for SPOT margin trading. Provide exactly ONE of instId (pair-level) or ccy (currency-level cross, requires borrow-enabled account / multi-ccy / portfolio margin). [CAUTION] Changes risk parameters.\nScenarios:\n  \u2022 instId + mgnMode=isolated \u2192 pair-level isolated margin\n  \u2022 instId + mgnMode=cross    \u2192 pair-level cross margin (contract-mode account)\n  \u2022 ccy    + mgnMode=cross    \u2192 currency-level cross margin (spot-with-borrow / multi-ccy / portfolio margin)\nWhen ccy is supplied, mgnMode MUST be cross. posSide is never applicable to spot margin.",
+      description: "Set leverage for SPOT margin trading. Provide exactly ONE of instId (pair-level) or ccy (currency-level cross, requires borrow-enabled account / multi-ccy / portfolio margin). [CAUTION] Changes risk parameters.\nScenarios:\n  \u2022 instId + mgnMode=isolated -> pair-level isolated margin\n  \u2022 instId + mgnMode=cross    -> pair-level cross margin (contract-mode account)\n  \u2022 ccy    + mgnMode=cross    -> currency-level cross margin (spot-with-borrow / multi-ccy / portfolio margin)\nWhen ccy is supplied, mgnMode MUST be cross. posSide is never applicable to spot margin.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -11701,7 +11756,7 @@ function registerSpotTradeTools() {
           },
           lever: {
             type: "string",
-            description: "Leverage multiplier as a positive number string, e.g. '3'. Max depends on the pair (query market_get_instruments \u2192 lever) or the account policy for ccy-level."
+            description: "Leverage multiplier as a positive number string, e.g. '3'. Max depends on the pair (query market_get_instruments -> lever) or the account policy for ccy-level."
           },
           mgnMode: {
             type: "string",
@@ -11722,7 +11777,7 @@ function registerSpotTradeTools() {
         }
         if (instId && ccy) {
           throw new ValidationError(
-            `Parameters "instId" and "ccy" are mutually exclusive \u2014 provide only one. instId sets pair-level leverage; ccy sets currency-level cross margin leverage.`
+            `Parameters "instId" and "ccy" are mutually exclusive - provide only one. instId sets pair-level leverage; ccy sets currency-level cross margin leverage.`
           );
         }
         const leverRaw = requireString(args, "lever");
@@ -11769,7 +11824,7 @@ function registerSwapTradeTools() {
     {
       name: "swap_amend_algo_order",
       module: "swap",
-      description: "Amend a pending SWAP/FUTURES algo order (modify TP/SL prices or size). Also covers TP/SL orders attached when placing the main order \u2014 look up algoId via swap_get_algo_orders first.",
+      description: "Amend a pending SWAP/FUTURES algo order (modify TP/SL prices or size). Also covers TP/SL orders attached when placing the main order - look up algoId via swap_get_algo_orders first.",
       isWrite: true,
       inputSchema: {
         type: "object",
@@ -11911,9 +11966,9 @@ function readFullConfig() {
     throw new ConfigError(
       `Failed to parse ${path42}: ${err instanceof Error ? err.message : String(err)}`,
       `If your passphrase or keys contain special characters:
-  - Contains # \\ "  \u2192 use single quotes:  passphrase = 'your#pass'
-  - Contains '       \u2192 use double quotes:  passphrase = "your'pass"
-  - Contains both    \u2192 use triple quotes:  passphrase = '''your'#pass'''
+  - Contains # \\ "  -> use single quotes:  passphrase = 'your#pass'
+  - Contains '       -> use double quotes:  passphrase = "your'pass"
+  - Contains both    -> use triple quotes:  passphrase = '''your'#pass'''
 Or re-run: okx config init`
     );
   }
@@ -12056,6 +12111,9 @@ async function loadConfig(cli) {
 }
 var CACHE_FILE = join8(homedir6(), ".okx", "update-check.json");
 var CHECK_INTERVAL_MS = 24 * 60 * 60 * 1e3;
+var NEGATIVE_CHECK_INTERVAL_MS = 60 * 60 * 1e3;
+var DEFAULT_REGISTRY = "https://registry.npmjs.org/";
+var FETCH_TIMEOUT_MS = 3e3;
 function readCache2() {
   try {
     if (existsSync4(CACHE_FILE)) {
@@ -12072,7 +12130,73 @@ function writeCache2(cache) {
   } catch {
   }
 }
+function resolveNpmRegistry() {
+  const envRegistry = process.env.npm_config_registry;
+  if (envRegistry) {
+    return envRegistry.endsWith("/") ? envRegistry : `${envRegistry}/`;
+  }
+  for (const filePath of buildNpmrcCandidates()) {
+    const registry = readNpmrcRegistry(filePath);
+    if (registry) {
+      return registry.endsWith("/") ? registry : `${registry}/`;
+    }
+  }
+  return DEFAULT_REGISTRY;
+}
+function buildNpmrcCandidates() {
+  const paths = [];
+  const seen = /* @__PURE__ */ new Set();
+  const add = (p) => {
+    if (!seen.has(p)) {
+      seen.add(p);
+      paths.push(p);
+    }
+  };
+  let dir = process.cwd();
+  const root = dir.startsWith("/") ? "/" : dir.slice(0, 3);
+  while (true) {
+    add(join8(dir, ".npmrc"));
+    if (dir === root) break;
+    const parent = join8(dir, "..");
+    if (parent === dir) break;
+    dir = parent;
+  }
+  add(join8(homedir6(), ".npmrc"));
+  if (process.platform !== "win32") {
+    add("/etc/npmrc");
+  }
+  return paths;
+}
+function readNpmrcRegistry(filePath) {
+  try {
+    if (!existsSync4(filePath)) return null;
+    const lines = readFileSync5(filePath, "utf-8").split(/\r?\n/);
+    for (const line of lines) {
+      const trimmed = line.trim();
+      if (trimmed.startsWith("#") || !trimmed.includes("=")) continue;
+      const eqIdx = trimmed.indexOf("=");
+      const key = trimmed.slice(0, eqIdx).trim();
+      const value = trimmed.slice(eqIdx + 1).trim();
+      if (key === "registry" && value) return value;
+    }
+  } catch {
+  }
+  return null;
+}
+async function fetchFromRegistry(packageName, suffix = "") {
+  const registry = resolveNpmRegistry();
+  const url = `${registry}${encodeURIComponent(packageName)}${suffix}`;
+  try {
+    return await fetch(url, {
+      signal: AbortSignal.timeout(FETCH_TIMEOUT_MS),
+      headers: { accept: "application/json" }
+    });
+  } catch {
+    return null;
+  }
+}
 function isNewerVersion(current, latest) {
+  if (!latest) return false;
   const parse2 = (v) => v.replace(/^v/, "").split(".").map((n) => parseInt(n, 10));
   const [cMaj, cMin, cPat] = parse2(current);
   const [lMaj, lMin, lPat] = parse2(latest);
@@ -12082,14 +12206,8 @@ function isNewerVersion(current, latest) {
 }
 async function fetchDistTags(packageName) {
   try {
-    const controller = new AbortController();
-    const timeout = setTimeout(() => controller.abort(), 3e3);
-    const res = await fetch(`https://registry.npmjs.org/${encodeURIComponent(packageName)}`, {
-      signal: controller.signal,
-      headers: { accept: "application/json" }
-    });
-    clearTimeout(timeout);
-    if (!res.ok) return null;
+    const res = await fetchFromRegistry(packageName);
+    if (!res || !res.ok) return null;
     const data = await res.json();
     return data["dist-tags"] ?? null;
   } catch {
@@ -12098,14 +12216,8 @@ async function fetchDistTags(packageName) {
 }
 async function fetchLatestVersion(packageName) {
   try {
-    const controller = new AbortController();
-    const timeout = setTimeout(() => controller.abort(), 3e3);
-    const res = await fetch(`https://registry.npmjs.org/${encodeURIComponent(packageName)}/latest`, {
-      signal: controller.signal,
-      headers: { accept: "application/json" }
-    });
-    clearTimeout(timeout);
-    if (!res.ok) return null;
+    const res = await fetchFromRegistry(packageName, "/latest");
+    if (!res || !res.ok) return null;
     const data = await res.json();
     return data.version ?? null;
   } catch {
@@ -12114,26 +12226,31 @@ async function fetchLatestVersion(packageName) {
 }
 function refreshCacheInBackground(packageName) {
   fetchLatestVersion(packageName).then((latest) => {
-    if (!latest) return;
     const cache = readCache2();
-    cache[packageName] = { latestVersion: latest, checkedAt: Date.now() };
+    if (latest) {
+      cache[packageName] = { latestVersion: latest, checkedAt: Date.now() };
+    } else {
+      cache[packageName] = { latestVersion: null, checkedAt: Date.now(), failed: true };
+    }
     writeCache2(cache);
   }).catch(() => {
   });
 }
 function checkForUpdates(packageName, currentVersion) {
+  if (process.env.OKX_UPDATE_CHECK === "false") return;
   const cache = readCache2();
   const entry = cache[packageName];
-  if (entry && isNewerVersion(currentVersion, entry.latestVersion)) {
+  if (entry && entry.latestVersion && isNewerVersion(currentVersion, entry.latestVersion)) {
     process.stderr.write(
       `
-Update available for ${packageName}: ${currentVersion} \u2192 ${entry.latestVersion}
+Update available for ${packageName}: ${currentVersion} -> ${entry.latestVersion}
 Run: npm install -g ${packageName}
 
 `
     );
   }
-  if (!entry || Date.now() - entry.checkedAt > CHECK_INTERVAL_MS) {
+  const ttl = entry?.failed ? NEGATIVE_CHECK_INTERVAL_MS : CHECK_INTERVAL_MS;
+  if (!entry || Date.now() - entry.checkedAt > ttl) {
     refreshCacheInBackground(packageName);
   }
 }
@@ -12318,7 +12435,7 @@ function mergeJsonConfig(configPath, serverName, entry) {
     }
     const backupPath = configPath + ".bak";
     fs3.copyFileSync(configPath, backupPath);
-    process.stdout.write(`  Backup \u2192 ${backupPath}
+    process.stdout.write(`  Backup -> ${backupPath}
 `);
   }
   if (typeof data.mcpServers !== "object" || data.mcpServers === null) {
@@ -12389,7 +12506,7 @@ function validateRedirect(res, requestUrl, redirectCount, maxRedirects) {
   }
   const location = res.headers.location;
   if (requestUrl.startsWith("https") && !location.startsWith("https")) {
-    throw new Error("Refused HTTPS \u2192 HTTP redirect downgrade");
+    throw new Error("Refused HTTPS -> HTTP redirect downgrade");
   }
   return location;
 }
@@ -12987,10 +13104,10 @@ async function cmdAuthLogin(args) {
         status: "skipped",
         reason: "api_key_configured",
         profile: apiKeyProfile,
-        message: `API key already configured (profile: ${apiKeyProfile}). OAuth login skipped \u2014 API key will be used automatically.`
+        message: `API key already configured (profile: ${apiKeyProfile}). OAuth login skipped - API key will be used automatically.`
       }));
     } else {
-      outputLine(`API key already configured (profile: ${apiKeyProfile}). OAuth login skipped \u2014 API key will be used automatically.`);
+      outputLine(`API key already configured (profile: ${apiKeyProfile}). OAuth login skipped - API key will be used automatically.`);
     }
     return;
   }
@@ -13509,7 +13626,7 @@ function checkToolCount(report, configuredClients, getSpecs = allToolSpecs) {
     if (totalCount > limits.total) {
       warn(
         "tool count",
-        `${totalCount} tools loaded \u2014 exceeds ${name} limit (${limits.total} total / ${limits.perServer} per server)`,
+        `${totalCount} tools loaded - exceeds ${name} limit (${limits.total} total / ${limits.perServer} per server)`,
         [
           `Use --modules to reduce: okx-trade-mcp --modules ${defaultModulesArg} (${defaultCount} tools)`
         ]
@@ -13519,7 +13636,7 @@ function checkToolCount(report, configuredClients, getSpecs = allToolSpecs) {
     } else if (totalCount > limits.perServer) {
       warn(
         "tool count",
-        `${totalCount} tools loaded \u2014 exceeds ${name} per-server limit (${limits.perServer})`,
+        `${totalCount} tools loaded - exceeds ${name} per-server limit (${limits.perServer})`,
         [
           `Use --modules to reduce: okx-trade-mcp --modules ${defaultModulesArg} (${defaultCount} tools)`
         ]
@@ -13586,7 +13703,7 @@ function checkMcpLogs(report) {
     } catch (_e) {
     }
   }
-  ok("log file", "(not found \u2014 logs only appear after MCP server has been started)");
+  ok("log file", "(not found - logs only appear after MCP server has been started)");
   report.add("mcp_log", "not_found");
 }
 function parseHandshakeResponse(line) {
@@ -13662,7 +13779,7 @@ async function checkStdioHandshake(entryPath, report) {
         const parsed = parseHandshakeResponse(line);
         if (!parsed) continue;
         if (parsed.ok) {
-          ok("handshake", `OK \u2014 ${parsed.serverName} v${parsed.serverVer}`);
+          ok("handshake", `OK - ${parsed.serverName} v${parsed.serverVer}`);
           report.add("handshake", `OK ${parsed.serverName}@${parsed.serverVer}`);
         } else {
           fail("handshake", `JSON-RPC error: ${parsed.errMsg}`, [
@@ -13689,7 +13806,7 @@ async function checkStdioHandshake(entryPath, report) {
 function checkModuleLoading(entryPath, report) {
   section("Module Loading");
   if (!entryPath) {
-    ok("module load", "(skipped \u2014 entry point not found)");
+    ok("module load", "(skipped - entry point not found)");
     report.add("module_load", "skipped");
     return true;
   }
@@ -13732,7 +13849,7 @@ async function cmdDiagnoseMcp(options = {}) {
     handshakePassed = await checkStdioHandshake(entryPath, report);
   } else {
     section("stdio Handshake");
-    ok("handshake", "(skipped \u2014 entry point not available)");
+    ok("handshake", "(skipped - entry point not available)");
     report.add("handshake", "skipped");
     handshakePassed = true;
   }
@@ -13751,7 +13868,7 @@ async function cmdDiagnoseMcp(options = {}) {
 
 // src/commands/diagnose.ts
 var CLI_VERSION = readCliVersion();
-var GIT_HASH = true ? "cd99d487" : "dev";
+var GIT_HASH = true ? "ce35abd7" : "dev";
 function maskKey2(key) {
   if (!key) return "(not set)";
   if (key.length <= 8) return "****";
@@ -14008,13 +14125,13 @@ async function checkPilot(report) {
   report.add("pilot_binary", `installed (${local.platform ?? "unknown"})`);
   const cdnChecksum = await fetchCdnChecksum(void 0, 5e3);
   if (!cdnChecksum) {
-    warn("Pilot checksum", "CDN unreachable \u2014 cannot verify");
+    warn("Pilot checksum", "CDN unreachable - cannot verify");
     report.add("pilot_checksum", "CDN unreachable");
   } else if (cdnChecksum.sha256 === local.sha256) {
     ok("Pilot checksum", `match (${cdnChecksum.source})`);
     report.add("pilot_checksum", `match (${cdnChecksum.source})`);
   } else {
-    warn("Pilot checksum", "mismatch \u2014 update available", ["Run: okx pilot install"]);
+    warn("Pilot checksum", "mismatch - update available", ["Run: okx pilot install"]);
     report.add("pilot_checksum", "mismatch");
   }
   try {
@@ -14043,9 +14160,9 @@ function checkConfigFile(report) {
     const msg = e instanceof Error ? e.message : String(e);
     fail("Config parse", msg, [
       `If passphrase contains special characters (# \\ " '), wrap in quotes:`,
-      `  Contains # \\ "  \u2192 passphrase = 'value'`,
-      `  Contains '       \u2192 passphrase = "value"`,
-      "  Contains both    \u2192 passphrase = '''value'''",
+      `  Contains # \\ "  -> passphrase = 'value'`,
+      `  Contains '       -> passphrase = "value"`,
+      "  Contains both    -> passphrase = '''value'''",
       "Or re-run: okx config init"
     ]);
     report.add("config_parse", `FAIL ${msg}`);
@@ -14144,13 +14261,13 @@ function printResult(result, json) {
         break;
       case "update-available":
         process.stderr.write(
-          `[info]  Update available: ${result.currentVersion} \u2192 ${result.latestVersion}
+          `[info]  Update available: ${result.currentVersion} -> ${result.latestVersion}
         Run: okx upgrade
 `
         );
         break;
       case "updated":
-        process.stderr.write(`[ok]    Upgraded: ${result.currentVersion} \u2192 ${result.latestVersion}
+        process.stderr.write(`[ok]    Upgraded: ${result.currentVersion} -> ${result.latestVersion}
 `);
         break;
       case "error":
@@ -14327,6 +14444,11 @@ var CLI_REGISTRY = {
         toolName: "market_filter_oi_change",
         usage: "okx market oi-change --instType <SWAP|FUTURES> [--bar <5m|15m|1H|4H|1D>] [--sortBy <oiUsd|oiDeltaUsd|oiDeltaPct|absOiDeltaPct|volUsd24h|fundingRate|last>] [--sortOrder <asc|desc>] [--limit <1-100>] [--minOiUsd <n>] [--minVolUsd24h <n>] [--minAbsOiDeltaPct <n>]",
         description: "Find instruments with largest OI changes over a bar window (accumulation/distribution scanner)"
+      },
+      "pair-spread": {
+        toolName: "market_get_pair_spread",
+        usage: "okx market pair-spread <instIdA> <instIdB> [--bar <5m|15m>] [--window <window>] [--backtest-time <ms>] [--json]",
+        description: "Compute spread statistics (abs + ratio) between two instruments over a lookback window"
       }
     },
     subgroups: {
@@ -14549,7 +14671,7 @@ var CLI_REGISTRY = {
       leverage: {
         toolName: "swap_set_leverage",
         usage: "okx swap leverage --instId <id> --lever <positive-number> --mgnMode <cross|isolated> [--posSide <long|short>]",
-        description: "Set leverage for a swap instrument. posSide is REQUIRED when mgnMode=isolated and account is in hedge mode \u2014 must be set for BOTH long and short separately. Not supported for portfolio margin + cross."
+        description: "Set leverage for a swap instrument. posSide is REQUIRED when mgnMode=isolated and account is in hedge mode - must be set for BOTH long and short separately. Not supported for portfolio margin + cross."
       },
       "get-leverage": {
         toolName: "swap_get_leverage",
@@ -14648,7 +14770,7 @@ var CLI_REGISTRY = {
       leverage: {
         toolName: "futures_set_leverage",
         usage: "okx futures leverage --instId <id> --lever <positive-number> --mgnMode <cross|isolated> [--posSide <long|short>]",
-        description: "Set leverage for a futures instrument. posSide is REQUIRED when mgnMode=isolated and account is in hedge mode \u2014 must be set for BOTH long and short separately. Not supported for portfolio margin + cross."
+        description: "Set leverage for a futures instrument. posSide is REQUIRED when mgnMode=isolated and account is in hedge mode - must be set for BOTH long and short separately. Not supported for portfolio margin + cross."
       },
       batch: {
         toolName: "futures_batch_orders",
@@ -14775,10 +14897,10 @@ var CLI_REGISTRY = {
   },
   // ── earn ───────────────────────────────────────────────────────────────────
   earn: {
-    description: "Earn products \u2014 Simple Earn, On-chain Earn, DCD, Flash Earn, and Auto-Earn",
+    description: "Earn products - Simple Earn, On-chain Earn, DCD, Flash Earn, and Auto-Earn",
     subgroups: {
       savings: {
-        description: "Simple Earn \u2014 flexible savings, fixed-term, and lending",
+        description: "Simple Earn - flexible savings, fixed-term, and lending",
         commands: {
           balance: {
             toolName: "earn_get_savings_balance",
@@ -14828,7 +14950,7 @@ var CLI_REGISTRY = {
         }
       },
       onchain: {
-        description: "On-chain Earn \u2014 staking and DeFi products",
+        description: "On-chain Earn - staking and DeFi products",
         commands: {
           offers: {
             toolName: "onchain_earn_get_offers",
@@ -14863,7 +14985,7 @@ var CLI_REGISTRY = {
         }
       },
       "auto-earn": {
-        description: "Auto-earn \u2014 automatically lend, stake, or earn on idle assets",
+        description: "Auto-earn - automatically lend, stake, or earn on idle assets",
         commands: {
           status: {
             // CLI reads from account_get_balance; earn_auto_set is covered by 'on' command below
@@ -14885,7 +15007,7 @@ var CLI_REGISTRY = {
         }
       },
       "flash-earn": {
-        description: "Flash Earn \u2014 browse short-window earn projects by status",
+        description: "Flash Earn - browse short-window earn projects by status",
         commands: {
           projects: {
             toolName: "earn_get_flash_earn_projects",
@@ -14895,7 +15017,7 @@ var CLI_REGISTRY = {
         }
       },
       dcd: {
-        description: "DCD (Dual Currency Deposit) \u2014 structured products with fixed yield",
+        description: "DCD (Dual Currency Deposit) - structured products with fixed yield",
         commands: {
           pairs: {
             toolName: "dcd_get_currency_pairs",
@@ -14936,7 +15058,7 @@ var CLI_REGISTRY = {
     description: "Trading bot strategies (grid, dca)",
     subgroups: {
       grid: {
-        description: "Grid trading bot \u2014 create, monitor, and stop grid orders",
+        description: "Grid trading bot - create, monitor, and stop grid orders",
         commands: {
           orders: {
             toolName: "grid_get_orders",
@@ -14971,7 +15093,7 @@ var CLI_REGISTRY = {
         }
       },
       dca: {
-        description: "DCA (Martingale) bot \u2014 spot or contract recurring buys",
+        description: "DCA (Martingale) bot - spot or contract recurring buys",
         commands: {
           orders: {
             toolName: "dca_get_orders",
@@ -15004,7 +15126,7 @@ var CLI_REGISTRY = {
   },
   // ── event ──────────────────────────────────────────────────────────────────
   event: {
-    description: "Event contracts \u2014 binary prediction markets (YES/NO, UP/DOWN)",
+    description: "Event contracts - binary prediction markets (YES/NO, UP/DOWN)",
     commands: {
       browse: {
         toolName: "event_browse",
@@ -15055,7 +15177,7 @@ var CLI_REGISTRY = {
   },
   // ── smartmoney ─────────────────────────────────────────────────────────────
   smartmoney: {
-    description: "Smart money analytics \u2014 trader leaderboard, consensus signals, and position analysis",
+    description: "Smart money analytics - trader leaderboard, consensus signals, and position analysis",
     commands: {
       "traders-by-filter": {
         toolName: "smartmoney_get_traders_by_filter",
@@ -15227,7 +15349,7 @@ var CLI_REGISTRY = {
   },
   // ── skill ──────────────────────────────────────────────────────────────────
   skill: {
-    description: "OKX Skills Marketplace \u2014 search, install, and manage agent skills",
+    description: "OKX Skills Marketplace - search, install, and manage agent skills",
     commands: {
       search: {
         toolName: "skills_search",
@@ -15393,7 +15515,7 @@ function cmdListTools(json) {
   }
   const lines = [
     "",
-    `OKX CLI v${data.version} \u2014 ${data.totalTools} tool-backed commands across ${data.modules.length} modules`,
+    `OKX CLI v${data.version} - ${data.totalTools} tool-backed commands across ${data.modules.length} modules`,
     "",
     "Modules:"
   ];
@@ -15989,12 +16111,12 @@ var CLI_OPTIONS = {
   instCcyList: { type: "string" },
   topInstruments: { type: "string" },
   asOfTime: { type: "string" },
-  // smartmoney pool filters — leaderboard (numeric thresholds)
+  // smartmoney pool filters - leaderboard (numeric thresholds)
   minPnl: { type: "string" },
   minWinRate: { type: "string" },
   maxDrawdown: { type: "string" },
   minAum: { type: "string" },
-  // smartmoney pool filters — signal endpoints (enum tiers)
+  // smartmoney pool filters - signal endpoints (enum tiers)
   pnlTier: { type: "string" },
   winRateTier: { type: "string" },
   maxDrawdownTier: { type: "string" },
@@ -16031,6 +16153,8 @@ var CLI_OPTIONS = {
   params: { type: "string" },
   list: { type: "boolean", default: false },
   "backtest-time": { type: "string" },
+  // pair-spread
+  window: { type: "string" },
   // news
   coins: { type: "string" },
   sentiment: { type: "string" },
@@ -16075,7 +16199,7 @@ var CLI_OPTIONS = {
   settleCcy: { type: "string" },
   ts: { type: "string" },
   minAbsOiDeltaPct: { type: "string" },
-  // diagnostics — cli/mcp/all/output are diagnose-specific; verbose is shared
+  // diagnostics - cli/mcp/all/output are diagnose-specific; verbose is shared
   verbose: { type: "boolean", default: false },
   mcp: { type: "boolean", default: false },
   // diagnose --mcp only: MCP server checks
@@ -16415,7 +16539,7 @@ async function cmdMarketInstrumentsByCategory(run, opts) {
     "7": "Bonds"
   };
   const label = CATEGORY_LABELS[opts.instCategory] ?? opts.instCategory;
-  process.stdout.write(`instCategory=${opts.instCategory} (${label}) \u2014 ${items?.length ?? 0} instruments
+  process.stdout.write(`instCategory=${opts.instCategory} (${label}) - ${items?.length ?? 0} instruments
 
 `);
   printTable(
@@ -16554,6 +16678,42 @@ async function cmdMarketOiChangeFilter(run, opts) {
     }))
   );
 }
+async function cmdMarketPairSpread(run, instIdA, instIdB, opts) {
+  const result = await run("market_get_pair_spread", {
+    instIdA,
+    instIdB,
+    bar: opts.bar,
+    window: opts.window,
+    backtestTime: opts.backtestTime
+  });
+  const data = getData2(result);
+  if (opts.json) return printJson(data);
+  const bar = data?.["bar"] ?? "15m";
+  const win = data?.["window"] ?? "1W";
+  const mode = data?.["mode"] ?? "live";
+  outputLine(`${instIdA} / ${instIdB}  bar=${bar} window=${win}  mode=${mode}`);
+  const rt = data?.["realtime"];
+  if (rt) {
+    outputLine(`realtime  lastA=${rt["lastPriceA"]}  lastB=${rt["lastPriceB"]}  abs=${rt["spreadAbs"]}  ratio=${rt["spreadRatio"]}`);
+  }
+  const stats = data?.["statistics"];
+  if (stats) {
+    const abs = stats["absolute"];
+    const ratio = stats["ratio"];
+    const meta = data?.["meta"];
+    outputLine(`samples  count=${meta?.["alignedBars"] ?? "?"}  start=${stats?.["windowStartTs"] ?? "?"}  end=${stats?.["windowEndTs"] ?? "?"}`);
+    printTable([
+      { stat: "mean", absolute: abs?.["mean"], ratio: ratio?.["mean"] },
+      { stat: "stdDev", absolute: abs?.["stdDev"], ratio: ratio?.["stdDev"] },
+      { stat: "median", absolute: abs?.["median"], ratio: ratio?.["median"] },
+      { stat: "min", absolute: abs?.["min"], ratio: ratio?.["min"] },
+      { stat: "max", absolute: abs?.["max"], ratio: ratio?.["max"] }
+    ]);
+    if (meta) {
+      outputLine(`meta  requested=${meta["requestedBars"]}  aligned=${meta["alignedBars"]}  dropped=${meta["droppedBars"]}  truncated=${meta["truncated"]}`);
+    }
+  }
+}
 
 // src/commands/account.ts
 import * as fs7 from "fs";
@@ -18018,7 +18178,7 @@ import { createInterface } from "readline";
 import { spawnSync as spawnSync3 } from "child_process";
 var messages = {
   en: {
-    title: "OKX Trade CLI \u2014 Configuration Wizard",
+    title: "OKX Trade CLI - Configuration Wizard",
     selectSite: "Select site:",
     sitePrompt: "Site (1/2/3, default: 1): ",
     demoPrompt: "Use demo trading? (Y/n) ",
@@ -18052,7 +18212,7 @@ Config saved to ${p}
 `
   },
   zh: {
-    title: "OKX Trade CLI \u2014 \u914D\u7F6E\u5411\u5BFC",
+    title: "OKX Trade CLI - \u914D\u7F6E\u5411\u5BFC",
     selectSite: "\u8BF7\u9009\u62E9\u7AD9\u70B9:",
     sitePrompt: "\u7AD9\u70B9 (1/2/3, \u9ED8\u8BA4: 1): ",
     demoPrompt: "\u4F7F\u7528\u6A21\u62DF\u76D8\uFF1F(Y/n) ",
@@ -18399,7 +18559,7 @@ async function cmdEarnSetLendingRate(run, opts) {
     return;
   }
   const r = data[0];
-  outputLine(`Lending rate set: ${r?.["ccy"]} \u2192 ${r?.["rate"]}`);
+  outputLine(`Lending rate set: ${r?.["ccy"]} -> ${r?.["rate"]}`);
 }
 async function cmdEarnLendingHistory(run, opts) {
   const data = extractData(await run("earn_get_lending_history", { ccy: opts.ccy, limit: opts.limit }));
@@ -18534,7 +18694,7 @@ function printPaginationHint(result) {
   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");
+  errorLine(cursor ? `more results - pass --after ${cursor} for next page` : "more results - pass --after <cursor> for next page");
 }
 function signalPoolFilterArgs(o) {
   const result = {};
@@ -19349,8 +19509,8 @@ async function cmdDcdProducts(run, opts) {
     quoteCcy: r["quoteCcy"],
     optType: r["optType"],
     strike: r["strike"],
-    // products endpoint returns decimal (e.g. 0.3423 = 34.23%) — multiply by 100
-    annualizedYield: r["annualizedYield"] ? `${(parseFloat(r["annualizedYield"]) * 100).toFixed(2)}%` : "\u2014",
+    // products endpoint returns decimal (e.g. 0.3423 = 34.23%) - multiply by 100
+    annualizedYield: r["annualizedYield"] ? `${(parseFloat(r["annualizedYield"]) * 100).toFixed(2)}%` : "-",
     minSize: r["minSize"],
     expTime: r["expTime"] ? new Date(Number(r["expTime"])).toLocaleDateString() : ""
   })));
@@ -19380,8 +19540,8 @@ async function cmdDcdRedeemExecute(run, opts) {
   printKv({
     ordId: r["ordId"],
     state: r["state"],
-    redeemSz: q["redeemSz"] ? `${parseFloat(q["redeemSz"]).toFixed(8)} ${q["redeemCcy"]}` : "\u2014",
-    termRate: q["termRate"] ? `${(parseFloat(q["termRate"]) * 100).toFixed(2)}%` : "\u2014"
+    redeemSz: q["redeemSz"] ? `${parseFloat(q["redeemSz"]).toFixed(8)} ${q["redeemCcy"]}` : "-",
+    termRate: q["termRate"] ? `${(parseFloat(q["termRate"]) * 100).toFixed(2)}%` : "-"
   });
 }
 async function cmdDcdOrderState(run, opts) {
@@ -19434,7 +19594,7 @@ async function cmdDcdOrders(run, opts) {
     quoteCcy: r["quoteCcy"],
     strike: r["strike"],
     notionalSz: r["notionalSz"],
-    annualizedYield: r["annualizedYield"] ? `${(parseFloat(r["annualizedYield"]) * 100).toFixed(2)}%` : "\u2014",
+    annualizedYield: r["annualizedYield"] ? `${(parseFloat(r["annualizedYield"]) * 100).toFixed(2)}%` : "-",
     yieldSz: r["yieldSz"],
     settleTime: r["settleTime"] ? new Date(Number(r["settleTime"])).toLocaleDateString() : "",
     // scheduled settlement time
@@ -19474,7 +19634,7 @@ async function cmdDcdQuoteAndBuy(run, opts) {
     outputLine("Quote:");
     printKv({
       quoteId: q["quoteId"],
-      annualizedYield: q["annualizedYield"] ? `${(parseFloat(q["annualizedYield"]) * 100).toFixed(2)}%` : "\u2014",
+      annualizedYield: q["annualizedYield"] ? `${(parseFloat(q["annualizedYield"]) * 100).toFixed(2)}%` : "-",
       absYield: q["absYield"],
       notionalSz: q["notionalSz"],
       notionalCcy: q["notionalCcy"]
@@ -19649,9 +19809,9 @@ async function cmdSkillCheck(run, name, json) {
       upToDate
     }, null, 2));
   } else if (upToDate) {
-    outputLine(`${name}: installed v${local.version} \u2192 latest v${remote.latestVersion} (up to date)`);
+    outputLine(`${name}: installed v${local.version} -> latest v${remote.latestVersion} (up to date)`);
   } else {
-    outputLine(`${name}: installed v${local.version} \u2192 latest v${remote.latestVersion} (update available)`);
+    outputLine(`${name}: installed v${local.version} -> latest v${remote.latestVersion} (update available)`);
     outputLine(`  Use \`okx skill add ${name}\` to update.`);
   }
 }
@@ -19928,9 +20088,9 @@ async function cmdEventBrowse(run, opts) {
       contracts.map((c) => ({
         "Contract": formatDisplayTitle(String(c["instId"] ?? "")),
         "Expiry": c["expTime"] ?? "",
-        "Target Price": c["floorStrike"] ? String(c["floorStrike"]) : "\u2014",
+        "Target Price": c["floorStrike"] ? String(c["floorStrike"]) : "-",
         "Probability": fmtProbability(c["px"]),
-        "Outcome": fmtOutcome(c["outcome"]) || "\u2014",
+        "Outcome": fmtOutcome(c["outcome"]) || "-",
         "instId": c["instId"]
       }))
     );
@@ -20067,7 +20227,7 @@ async function cmdEventMarkets(run, opts) {
         expTime: m["expTime"] ?? "",
         targetPrice: m["floorStrike"] ?? "",
         probability: fmtProbability(m["px"]),
-        outcome: outcome.toLowerCase() === "pending" ? "\u2014" : outcome,
+        outcome: outcome.toLowerCase() === "pending" ? "-" : outcome,
         settleValue: m["settleValue"] ?? "",
         instId: id
       };
@@ -20120,7 +20280,7 @@ async function cmdEventFills(run, opts) {
         const side = String(f["side"] ?? "").toUpperCase();
         const outcome = fmtOrderOutcome(f["instId"], f["outcome"]).toUpperCase();
         const dir = `${side} ${outcome}`.trim();
-        return dir || "\u2014";
+        return dir || "-";
       })(),
       "Fill Price": f["fillPx"],
       "Fill Size": f["fillSz"],
@@ -20222,7 +20382,7 @@ async function cmdEventPlace(run, opts) {
   const data = getData9(result);
   if (opts.json) return printJson(data);
   const order = data?.[0];
-  const stateHint = ordType === "market" ? "market order \u2014 typically fills immediately" : `${ordType} order \u2014 may still be live; verify with: okx event orders --instId ${opts.instId} --state live`;
+  const stateHint = ordType === "market" ? "market order - typically fills immediately" : `${ordType} order - may still be live; verify with: okx event orders --instId ${opts.instId} --state live`;
   const period = fmtPeriodFromInstId(opts.instId);
   const pxPart = opts.px ? `  px: ${opts.px}` : "";
   process.stdout.write(
@@ -20268,7 +20428,7 @@ function handleCancelCatchError(instId, ordId, err) {
   if (isExpired) {
     process.stdout.write(
       `Cannot cancel: contract ${instId} has already expired.
-  The order was auto-cancelled at settlement \u2014 no action needed.
+  The order was auto-cancelled at settlement - no action needed.
 `
     );
   } else {
@@ -20297,7 +20457,7 @@ async function cmdEventCancel(run, opts) {
 // src/index.ts
 var _require3 = createRequire3(import.meta.url);
 var CLI_VERSION2 = _require3("../package.json").version;
-var GIT_HASH2 = true ? "cd99d487" : "dev";
+var GIT_HASH2 = true ? "ce35abd7" : "dev";
 function handlePilotCommand(action, json, force, binaryPath) {
   if (action === "status") return cmdPilotStatus(json, binaryPath);
   if (action === "install") return cmdPilotInstall(json, binaryPath);
@@ -20402,6 +20562,15 @@ function handleMarketFilterCommand(run, action, rest, v, json) {
       limit,
       json
     });
+  if (action === "pair-spread") {
+    const backtestTime = v["backtest-time"] !== void 0 ? Number(v["backtest-time"]) : void 0;
+    return cmdMarketPairSpread(run, rest[0], rest[1], {
+      bar: v.bar,
+      window: v.window,
+      backtestTime,
+      json
+    });
+  }
 }
 function handleIndicatorAction(run, rest, v, json) {
   if (rest[0] === "list") return cmdMarketIndicatorList(json);
@@ -20450,7 +20619,8 @@ function handleMarketCommand(run, action, rest, v, json) {
     "filter",
     "oi-history",
     "oi-change",
-    "index-candles"
+    "index-candles",
+    "pair-spread"
   ]);
 }
 function handleAccountWriteCommand(run, action, v, json) {
@@ -20599,7 +20769,7 @@ function assertNoTpConflict(tpLevel, singleFields) {
   if (conflicting.length > 0) {
     const flagNames = conflicting.map((k) => `--${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.`
+      `Cannot use --tpLevel together with ${flagNames}. Use --tpLevel for split multi-tier take-profit, or single-TP flags for a single TP - not both.`
     );
   }
 }
@@ -21396,7 +21566,7 @@ function handleSmartmoneyCommand(run, action, rest, v, 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."
+        "--topInstruments and --instCcyList are mutually exclusive. Pass exactly one - `--topInstruments` for top-N hottest coins, or `--instCcyList` for specific coins."
       );
       process.exitCode = 1;
       return;
@@ -21417,7 +21587,7 @@ function handleSmartmoneyCommand(run, action, rest, v, json) {
     }
     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."
+        "--topInstruments and --instCcyList are mutually exclusive. Pass exactly one - `--topInstruments` for top-N hottest coins, or `--instCcyList` for specific coins."
       );
       process.exitCode = 1;
       return;