Strategy API (ctx)

A strategy is one JavaScript function. Backtest and live use exactly the same interface — nothing exists on only one side.

function onUpdate(ctx) {
  // called per candle (backtest) / per update (live)
  // return null, one order object, or an array of orders
}

What can you build?

• Markets: Upbit & Binance spot, Binance USDT-M & COIN-M futures — leverage, long/short, isolated/cross margin.
• Multi-symbol: one strategy watches several symbols on the same exchange (per-symbol positions and orders).
• Aux-symbol reference: use another symbol/exchange's price as a signal (ctx.ref slots — e.g. watch Binance BTC while trading on Upbit). Works in backtests, paper and live.
• Multiple exchanges at once: launch one run per exchange — a single agent holds keys for several exchanges and runs them all in parallel (strategy A on Upbit + strategy B on Binance futures).
• Data: candles (1m–1d), volume, orderbook, funding rates, macro series (dollar index, US 10y yield, Nasdaq-100, gold — ctx.macro), and real FX rates (USD/KRW — ctx.fx; premium math is yours).
• Orders: market, limit, split entries, live-only smart orders (chasing/trigger).
• Safety: order caps (guardrails), fee-aware loss kill-switch, dry-run.
• Validation: backtests up to 100k bars, walk-forward via fixed end dates.

Not supported yet (we don't pretend otherwise):

• Ordering on two exchanges from one strategy (cross-exchange arbitrage) — backtests (incl. jobs) and paper deploys support it (legs: per-exchange wallets, fees and an interlocked kill-switch; no cross-currency aggregate is ever produced). Only LIVE legs execution is still in development (P4) — for real orders, run one deployment per exchange for now.

Rules

• Pure function — no network, no imports, no async. Only the ctx below.
• qty is always an amount of coin (not cash).
• Indicators return null without enough data — always null-check.
• Keep your variables in ctx.state; they persist across calls.
• ctx.ref slots use logical names ('hedge' etc.) — real symbols are bound at deploy time.

Order objects

• Market: { side: 'buy'|'sell', qty } — walks the book (slippage, partial fills, taker fee).
• Limit: { side, qty, type: 'limit', price } — fills at your price with maker fee when touched. postOnly: true rejects a limit that would fill immediately.
• Smart (work order): { side, qty, type: 'smart', chase?, slices?, trigger?, hardStopMs? } — executed over time: chasing (peg the book → cross at deadline), slicing, stop/trailing triggers, and a hard time budget, in live and paper runs. Backtests approximate it as a market order — validate with a live paper run.
• Cancel all: { cancel: 'all' } — cancels resting limits AND all work orders (chasing can't be stopped by canceling a single order).

The table below is the entire ctx (generated from the same source as the editor autocompletion). To get strategy code from an AI, use Create an AI Strategy or paste the whole AI reference.