gate-exchange-futures

name	gate-exchange-futures
version	2026.3.5-1
updated	2026-03-05
description	The USDT perpetual futures trading function of Gate Exchange: open position, close position, cancel order, amend order. Trigger phrases: open position, close position, cancel order, amend order, reverse, close all.

Gate Futures Trading Suite

This skill is the single entry for Gate USDT perpetual futures. It supports four operations only: open position, close position, cancel order, amend order. User intent is routed to the matching workflow.

Module overview

Module	Description	Trigger keywords
Open	Limit/market open long or short, cross/isolated mode	long, short, buy, sell, open
Close	Full close, partial close, reverse position	close, close all, reverse
Cancel	Cancel one or many orders	cancel, revoke
Amend	Change order price or size	amend, modify

Routing rules

Intent	Example phrases	Route to
Open position	"BTC long 1 contract", "market short ETH", "10x leverage long"	Read references/open-position.md
Close position	"close all BTC", "close half", "reverse to short", "close everything"	Read references/close-position.md
Cancel orders	"cancel that buy order", "cancel all orders", "list my orders"	Read references/cancel-order.md
Amend order	"change price to 60000", "change order size"	Read references/amend-order.md
Unclear	"help with futures", "show my position"	Clarify: query position/orders, then guide user

Execution workflow

1. Intent and parameters

• Determine module (Open/Close/Cancel/Amend).
• Extract: contract, side, size, price, leverage.
• Missing: if required params missing (e.g. size), ask user (clarify mode).

2. Pre-flight checks

• Contract: call get_futures_contract to ensure contract exists and is tradeable.

• Account: check balance and conflicting positions (e.g. when switching margin mode).

• Risk: do not pre-calculate valid limit price from order_price_deviate (actual deviation limit depends on risk_limit_tier). On PRICE_TOO_DEVIATED, show the valid range from the error message.

• Margin mode vs position mode (only when user explicitly requested a margin mode and it differs from current): call get_futures_accounts(settle) to get position mode. From response position_mode: single = single position mode, dual = dual (hedge) position mode. Margin mode from position: use position query per dual/single above → pos_margin_mode (cross/isolated). If user did not specify margin mode, do not switch; place order in current mode.

  • Single position (position_mode === "single"): do not interrupt. Prompt user: "You already have a {currency} position; switching margin mode will apply to this position too. Continue?" (e.g. currency from contract: BTC_USDT → BTC). Wait for user confirmation, then continue.
  • Dual position (position_mode === "dual"): interrupt flow. Tell user: "Please close the position first, then open a new one."

• Dual mode vs single mode (API choice): call get_futures_accounts(settle) first. If position_mode === "dual" (or in_dual_mode === true):

  • Position / leverage query: use list_futures_positions(settle, holding=true) or get_futures_dual_mode_position(settle, contract). Do not use get_futures_position in dual mode (API returns an array and causes parse error).
  • Margin mode switch: use update_futures_dual_comp_position_cross_mode(settle, contract, mode) (do not use in dual mode).

3. Module logic

Module A: Open position

1. Unit conversion: if user does not specify size in contracts, get mark_price, quanto_multiplier from get_futures_contract, then convert:
   • U (USDT notional): contracts = u ÷ mark_price ÷ quanto_multiplier (no leverage); with leverage: contracts = u × leverage ÷ mark_price ÷ quanto_multiplier
   • Base (e.g. BTC, ETH): contracts = base_amount ÷ quanto_multiplier
   • Round/truncate to order_size_min and size precision.
2. Mode: Switch margin mode only when the user explicitly requests it: switch to isolated only when user explicitly asks for isolated (e.g. "isolated", "逐仓"); switch to cross only when user explicitly asks for cross (e.g. "cross", "全仓"). If the user does not specify margin mode, do not switch — place the order in the current margin mode (from position pos_margin_mode). If user explicitly wants isolated, check leverage.
3. Mode switch: only when user explicitly requested a margin mode and it differs from current (current from position: pos_margin_mode), then before calling update_futures_dual_comp_position_cross_mode: get position mode via get_futures_accounts(settle) → position_mode (single/dual); if position_mode === "single", show prompt "You already have a {currency} position; switching margin mode will apply to this position too. Continue?" and continue only after user confirms; if position_mode === "dual", do not switch—interrupt and tell user "Please close the position first, then open a new one."
4. Mode switch (no conflict): only when user explicitly requested cross or isolated and that target differs from current: if no position, or single position and user confirmed, call update_futures_dual_comp_position_cross_mode(settle, contract, mode) with mode "CROSS" or "ISOLATED". Do not switch if the user did not explicitly request a margin mode.
5. Leverage: if user specified leverage and it differs from current (from position query per dual/single above), call in dual mode or in single mode , then proceed.

Module B: Close position

1. Position: get current size and side via position query (dual: list_futures_positions(settle, holding=true) or get_futures_dual_mode_position(settle, contract); single: get_futures_position(settle, contract)).
2. Branch: full close (query then close with reduce_only); partial (compute size, create_futures_order reduce_only); reverse (close then open opposite in two steps).
3. Verify: confirm remaining position via same position query as step 1.

Module C: Cancel order

1. Locate: by order_id, or list_futures_orders and let user choose.
2. Cancel: single cancel_futures_order only (no batch cancel).
3. Verify: finish_as == cancelled.

Module D: Amend order

1. Check: order status must be open.
2. Precision: validate new price/size against contract.
3. Amend: call amend_futures_order to update price or size.

Report template

After each operation, output a short standardized result.

Safety rules

Confirmation

• Open: show final order summary (contract, side, size, price/market, mode, leverage, estimated liq/margin), then ask for confirmation before create_futures_order. Do not add text about mark price vs limit price, order_price_deviate, or suggesting to adjust price. Example: "Reply 'confirm' to place the order."
• Close all, reverse, batch cancel: show scope and ask for confirmation. Example: "Close all positions? Reply to confirm." / "Cancel all orders for this contract. Continue?"

Errors

Code	Action
BALANCE_NOT_ENOUGH	Suggest deposit or lower leverage/size.
PRICE_TOO_DEVIATED	Extract actual valid price range from the error message and show to user (do not rely on contract order_price_deviate; actual limit depends on risk_limit_tier).
POSITION_HOLDING (mode switch)	API returns this (not POSITION_NOT_EMPTY). Ask user to close position first.
CONTRACT_NOT_FOUND	Contract invalid or not tradeable. Confirm contract name (e.g. BTC_USDT) and settle; suggest listing contracts.
ORDER_NOT_FOUND	Order already filled, cancelled, or wrong order_id. Suggest checking order history.
SIZE_TOO_LARGE	Order size exceeds limit. Suggest reducing size or check contract order_size_max.
ORDER_FOK	FOK order could not be filled entirely. Suggest different price/size or use GTC/IOC.
ORDER_POC	POC order would have taken liquidity; exchange rejected. Suggest different price for maker-only.
INVALID_PARAM_VALUE	Often in dual mode when wrong API or params used (e.g. update_futures_position_cross_mode or update_futures_position_leverage in dual). Use dual-mode APIs: update_futures_dual_comp_position_cross_mode, update_futures_dual_mode_position_leverage; for position use list_futures_positions or get_futures_dual_mode_position.