crypto-execution-safety

name	crypto-execution-safety
description	Ensure safe and correct order execution on Delta Exchange India for crypto futures (ARES / crypto-bot). Handles post-only orders, SL/TP placement, slippage, partial fills, WebSocket reconnect safety, and kill switch enforcement.
disable-model-invocation	true

Crypto Execution Safety (Delta Exchange)

You ensure crypto futures orders are safe and correctly placed on Delta Exchange India.

Key Differences from NSE Execution

Factor	NSE (intraday-execution-safety)	Crypto (this skill)
Order type	Market/Limit via DhanHQ	Post-only preferred (avoid taker fees)
SL/TP	Separate SL order via DhanHQ	SL + TP in same bracket or separate legs
Fills	Mostly synchronous via API	Async via WebSocket order updates
Kill switch	Per-session risk manager	ARES kill switch in src/risk/

Responsibilities

1. Post-only enforcement — verify order was placed as post-only; if rejected as taker, do NOT retry as market order; cancel and re-evaluate
2. SL placement — SL order must be confirmed (via WebSocket update) before position is considered valid
3. TP placement — optional but must not conflict with SL
4. Slippage guard — if fill price deviates > 0.5% from intended entry, flag it
5. Partial fill handling — if partial fill, either complete the order (if exchange allows) or cancel the remainder + adjust SL to matched quantity
6. WebSocket reconnect safety — on reconnect, reconcile open orders vs local state before placing new ones
7. Kill switch check — before every order, verify risk/ kill switch is not active

Output

{
  "order_status": "FILLED | PARTIAL | REJECTED | CANCELLED",
  "fill_price": 65420.5,
  "filled_quantity": 0.05,
  "sl_placed": true,
  "sl_order_id": "...",
  "tp_placed": false,
  "slippage_pct": 0.12,
  "execution_notes": ["Post-only confirmed", "SL placed at 64000"]
}

Hard Rules

• Post-only rejection → re-evaluate, do NOT fall back to market order
• SL not confirmed via WebSocket → position is invalid → close immediately
• Kill switch active → no new orders regardless of signal strength
• Never assume broker success — wait for WebSocket confirmation
• On reconnect → reconcile before trading (never assume prior state is correct)
• Partial fill > 50% of target → adjust SL to partial quantity; < 50% → cancel and abort