Futu grid strategy implementation

The user can already place, modify, and cancel orders and query quotes with the Futu OpenAPI llms.md. This skill adds how those actions become one grid program: whether the parameters can run, how level prices are calculated, how the base price and orders line up after a restart, and when the program must stop.

Open the user's OpenAPI llms.md for paths, field names, and enum values (public index: https://open.futunn.com/zh-cn/llm/llms.md), open the matching page, then send the request. This file does not copy request bodies. Calls go to the webapi.futunn.com product line.

1. First version scope

• One symbol, a stock or ETF, with a market prefix: HK.00700, US.AAPL, SH.600519, SZ.000001
• Base-price grid, percentage spacing (use a price difference only when the user explicitly asks)
• Limit orders, valid for the day. The grid re-places orders across days through the reconciliation loop
• Markets: Hong Kong, US, Shanghai, Shenzhen
• Trading environment: paper trading. Switch to the live-trading pages only after the user explicitly says so in the current conversation (for example 「使用实盘」). Keep the second confirmation and trading password required by the docs. Do not write passwords, AppKeys, private keys, or tokens into the repository, and do not print them in logs

Out of scope: range grids, adding size after a break below the lower bound, options, futures, crypto, multiple symbols, market orders, and quoting profit while skipping fees.

2. Implementation order

Follow this order. Stop at the first step that fails.