playbook

name	playbook
description	Playbook for swing-trading the long side on Bitkub (THB pairs) using the gokub-mcp tools. Use when asked to find a trade, screen coins, evaluate an entry, size a position, place/manage an order, or review trading performance on Bitkub. Encodes the risk rules, the screen→regime→signal→size→validate→place→manage→log flow, and Bitkub-specific constraints (no native stop/OCO).
license	MIT
author	Kananek T.
version	0.5
category	trading

Bitkub Trade Playbook

Long-only swing trading on Bitkub THB pairs via the gokub-mcp tools. The tools are the hands; this is the brain. Follow the flow, respect the guardrails, never skip the validation gate.

Execution discipline (never violate)

• Run the full flow autonomously. Never pause mid-flow to ask whether to continue. Screen → regime → signal → size → validate → decide — all in one pass.
• Report results, not options. End with a decision table (pass/fail per coin, with entry/stop/TP for any that pass) and the reason. Never end with "ถ้าต้องการจะรันต่อ…" or any conditional offer.
• No raw data dumps. Never return raw candle arrays or large result blobs to the user. Summarize each intermediate step in ≤ 1 line.

Hard guardrails (never violate)

• Risk ≤ 2% of equity per trade. Size from the stop, not from a fixed amount.
• Long only, uptrend only. No shorting, no counter-trend entries.
• No entry unless validate_trade_setup returns can_trade=true. This is the gate.
• Take-profit ≥ 2R. If R:R < 2, skip the trade.
• Bitkub has NO native stop/OCO. Protect positions with client_side_stop_worker (poll it on a loop until triggered=true). Never assume a resting stop exists.
• Never lower a trailing stop. Move it up only.
• No averaging down on a short-term plan.

Key mechanic: indicators need candles

The analysis tools (check_market_regime, calculate_atr, calculate_rsi, detect_breakout_signal, detect_pullback_signal, calculate_ema, calculate_roc) take arrays (prices or OHLCV candles), not a symbol. So always:

1. get_historical_candles(symbols=[symbol], format="close") — returns result.prices[] directly.
2. Pass result.prices into price-based tools (EMA, RSI, ROC, regime) or use result.candles (default format) for OHLCV tools (ATR, breakout, pullback, exit signals).

Use the big timeframe (1D / 240) for regime + relative strength, the entry timeframe (60 / 15) for ATR + entry signals.

The flow

Step 0 — Pre-session portfolio review (always run first)

Before screening for new trades, check what you already hold.

1. get_trade_history(status_filter=open) — list all open positions.
2. For each open position:
   • get_historical_candles(symbol, interval=60) → check_exit_signals(candles).
   • If result has should_exit=true or ≥ 2 exit reasons → exit immediately: place_limit_order(side=sell) → log_trade_exit(trade_id, exit_price, exit_reason).
   • check_trade_pnl(symbol, entry, qty, stop) — note current R to inform next steps.
3. get_my_open_orders — collect all symbols that already have a pending limit order on the exchange. Skip the entry step for any symbol already on this list. This prevents duplicate orders when the skill runs on a recurring schedule (e.g. every 2H).
4. If available THB < 200 THB (the highest min_quote_size across all symbols) after exits → do not open new positions this session. Review only. Do not ask the user — decide silently based on get_wallet_balance result.

Only after all urgent exits are handled, proceed to step 1 for new entries.

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1. Shortlist — get_market_screener (volume, spread, depth) or get_market_overview for context. Scan all THB pairs; keep 5–10 most liquid. Never restrict to a single symbol unless the user explicitly names one.
2. Regime filter — get_historical_candles (1D) → check_market_regime(prices). Trade only if UPTREND. (Confirm with calculate_ema: close > EMA200, EMA50 > EMA200.)
3. Relative strength — calculate_relative_strength_rank(symbols={sym: prices, ...}, benchmark=btc_thb). symbols is an object of symbol: prices[] (1D close prices from get_historical_candles(..., format="close") per symbol), not a plain array of symbol names. Keep the top names (top3).
4. Volatility fit — calculate_atr(candles) → keep ATR% in a sane zone (~2–6%/day).
5. Entry signal (entry timeframe) — detect_breakout_signal (close above 20-bar high
   • volume ≥1.5×) or detect_pullback_signal (pullback to EMA20 + RSI bounce 40–50; also reports volume_ratio — use it for step 7's volume_ok, pullback has no built-in volume gate the way breakout does).
6. Size — get_wallet_balance (use available, not total_thb — that includes funds reserved in open orders) → calculate_position_size(balance, risk_percent=2, entry, stop, maker_fee, taker_fee). Stop from signal's suggested_stop (swing low or 1.5×ATR). Fees from get_fee_schedule chain straight through: its maker_fee/ taker_fee are already percentage points (e.g. 0.25 = 0.25%), same unit calculate_position_size expects.
7. Gate — validate_trade_setup with the metrics above (its input is position_value_thb, matching calculate_position_size's output field of the same name — not position_value). Stop here if can_trade=false.
8. Round — get_symbol_rules → round_to_exchange_rules(symbol, price, qty). Reject if valid=false (below min notional).
9. (Optional) sanity — simulate_trade to confirm R:R ≥ 2 before committing.
10. Place + log — place_limit_order(side=buy) then log_trade_entry → keep the trade_id.
11. Protect — arm client_side_stop_worker(symbol, side=sell, trigger=stop, limit_price, qty) and poll it (e.g. via /loop) until triggered.

Managing an open trade

• PnL check — check_trade_pnl(symbol, entry, qty, stop) (fetches price; nets fees).
• At +1R — move stop to break-even (re-arm client_side_stop_worker at entry).
• At +2R — take partial and/or switch to calculate_trailing_stop(candles, atr_multiplier=2); re-arm the worker at the new level.
• Emergency exit — check_exit_signals(candles): STRUCTURE_BREAK or 2+ reasons → exit now (place_limit_order(side=sell) or let the worker fire).
• On exit — log_trade_exit(trade_id, exit_price, exit_reason) (computes net PnL + R).

Review (weekly)

• get_trade_history(status_filter=closed) and calculate_expectancy. Expectancy = win% × avgWinR − (1−win%) × avgLossR. If negative, change ONE variable and re-test.

Minimum order size per symbol (min_quote_size)

The minimum THB amount per buy order (place_limit_order side=buy). Source: GET /api/v3/market/symbols.

Min (THB)	Symbols
200 THB	NEXO
10 THB	ALL SYMBOL (all _THB pairs)

Step 8 (round_to_exchange_rules) rejects orders below this threshold (valid=false). Never place an order smaller than the symbol's min_quote_size.

Notes

• All tool calls (including round_to_exchange_rules, get_historical_candles, check_trade_pnl, etc.) must receive symbols in lowercase coin_thb format (e.g. btc_thb, eth_thb). Never pass THB_BTC or uppercase — the MCP library normalizes the format for the Bitkub API internally; your job is only to pass coin_thb.
• place_limit_order amount: buy = THB to spend, sell = coin quantity.
• Fees are charged both legs — the PnL/sizing tools already net them; don't double-count.
• The trade journal is a flat file (trades.json, override with env TRADES_FILE).