Diagnose authenticated access to HTX spot and USDT-swap private APIs without trading.

The result reports credential presence, configured hosts, each check's success, and sanitized HTX error codes/messages. It never returns a secret, signature, or signed URL.

Return one compact, concurrently collected market snapshot for analysis or execution.

Prefer this aggregate over several low-level market calls. For technical analysis, call htx_get_technical_indicators instead of requesting raw K-lines.

Return only the requested, Decimal-calculated technical indicators.

The model chooses which named indicators to inspect; it never calculates them itself. Results are display-rounded only at response time: EMA uses candle price precision plus one decimal, MACD uses it plus three, and RSI/KDJ use two decimal places. Raw K-lines remain available solely through the opt-in advanced compatibility toolset for research and diagnostics.

Block until bounded declarative market conditions match or the timeout expires.

This safe MCP wait primitive performs read-only calls, executes no caller-supplied code, has a fixed deadline, and returns compact evidence. A future WebSocket market daemon can satisfy the identical contract.

Important: while this call is pending, the agent receives no intermediate market updates and cannot react to them. For an uninterrupted wait, set the outer host yield_time_ms longer than timeout_seconds * 1000 (with response margin) and set the host tool deadline longer still. The MCP result then becomes the sole wake-up source; then re-check market snapshots after every return.

Return HTX precision, minimum, status, and contract rules for one product.

Use these rules before constructing any quantity or price.

Return a compact authenticated snapshot of balances, positions, and orders.

This is read-only and requires API credentials.

Return one compact cross-product portfolio snapshot for account review.

It concurrently reads spot and USDT-swap balances and positions. V5 swap accounts also return open orders across every contract, so this is the preferred pre-session portfolio check; no market data is fetched.

Return bounded research context without exposing raw HTX envelopes.

Use this when indicators alone are insufficient and a trader needs inspectable OHLCV, a recent public trade tape, or swap funding history. It is a REST snapshot, not a low-latency stream.

Return compact executed-fill history for one instrument, not order history.

Traders normally review fills to reconcile an order, calculate realized entry/exit prices and fees, or inspect recent execution quality. Provide order_id for reconciliation; otherwise use a bounded time window and cursor to page a recent instrument history. The exchange retention window is 48 hours for spot and legacy swaps, and three days for v5 swaps.

Combine current market and account state into a pre-trade risk snapshot.

The tool supplies facts and warnings; it does not make a trading decision.

Return compact spot-margin balances, debt/risk fields, and current loan quotas.

This read-only preflight is designed to precede borrowing, repayment, or any margin-funded trade.

Validate and normalize one spot-margin transfer, borrow, or targeted repayment.

Borrow plans check HTX's live currency quota where available; a ready plan is still a review artifact, not an execution request.

Validate a product-neutral trade intent and return checks without a request preview.

Build a normalized dry-run request after validating a product-neutral trade intent.

Read final order and fill state after a submission or network timeout.

Query this before retrying a timed-out submission.