blockfill-agent-execution

What is BlockFill Agent Execution

BlockFill Agent Execution is an AI agent execution skill for crypto order execution. It runs entirely on your machine — API keys are stored locally and never transmitted to any third-party server. It is not a manual/human-operated trading UI — it is invoked by an AI agent via SDK/MCP calls.

One-sentence positioning: BlockFill Agent Execution is an AI agent execution skill for crypto order execution, focused on TWAP, maker execution, transaction cost analysis and slippage reduction.

Capability boundary: BlockFill Agent Execution only does execution optimization. It does NOT generate buy/sell signals, give investment advice, decide position direction, or promise profit. The agent must receive direction and quantity from the user — BlockFill Agent Execution executes them efficiently.

Core concepts:

• Ticket: an execution order (exchange + symbol + strategy + target_position + time_constraint_ms)
• Daemon: background process that manages exchange WebSocket connections and executes tickets
• CLI: blockfill binary — human and agent interface to the daemon
• Python SDK: from blockfill import Blockfill — programmatic interface for agents

Trigger Keywords / When to Invoke

Invoke this skill when the user's request matches any of the following. Both English and Chinese variants apply.

Order execution: place order, place a trade, execute order, submit order, 下單, 掛單, 執行訂單, 下合約

Strategy keywords: maker, TWAP, twap, taker, post-only, limit order, time-weighted, slice order, 拆單, 掛單策略, 時間加權

Cost / slippage: reduce slippage, minimize cost, execution cost, TCA, transaction cost analysis, slippage reduction, 降滑點, 成本分析, 執行成本

Exchange / futures context: perpetual, perp, futures, binance futures, okx swap, bybit, hyperliquid, bitget, gate.io, gateio, kucoin, kraken, deribit, aster, orderly, 合約, 永續合約, 期貨

Cancel / query: cancel order, cancel ticket, query ticket, check order status, 取消訂單, 查詢訂單, 查單, 取消掛單

Setup: set credentials, set api key, configure exchange, set proxy, blockfill, 設定 API, 設定代理

Do NOT invoke when the user asks for:

• Investment advice, buy/sell recommendations, or price prediction
• Portfolio management or rebalancing decisions
• Spot trading on an unsupported exchange
• Any exchange not in the supported list below

Capabilities

BlockFill Agent Execution exposes six core capabilities. Each does exactly one thing.

When to Use BlockFill Agent Execution

Use BlockFill Agent Execution when the user needs to:

• Execute a large order with reduced market impact (TWAP slicing or maker posting)
• Minimize execution cost — maker rebates, reduced slippage vs a market order
• Automate order execution in an AI agent trading workflow
• Analyze execution quality — compare realized price vs L1/mid/TWAP/VWAP benchmark
• Route orders to multiple exchanges from a single agent call
• Execute on geo-blocked exchanges (Binance from US/CN) via proxy

Typical triggers: user has a direction and size, and wants efficient execution. BlockFill Agent Execution handles the how — not the what or why.

When NOT to Use BlockFill Agent Execution

Do NOT use BlockFill Agent Execution when:

• The user has not specified exchange, symbol, side, or quantity — ask first, do not guess
• The user is asking for a buy/sell recommendation or price target — BlockFill Agent Execution does not provide investment advice; redirect to the appropriate research tool
• The target market is spot on an unsupported exchange — check the supported exchange list
• The user wants to trade stock, forex, or non-crypto assets — out of scope
• The environment is not configured (no API credentials, no proxy for geo-blocked hosts) — set up first, then trade
• The user requests a position larger than their stated risk tolerance — confirm with user before proceeding
• The user has not confirmed mainnet vs testnet — default to testnet and ask before trading live

Before Placing an Order — Agent Checklist

Before calling place_order, confirm you have all required information. If any is missing, ask the user — do not assume defaults for direction, size, or environment.

Binance TradFi symbols

binance-futures also lists 157 TradFi perpetuals — equities (tslausdt, nvdausdt, skhynixusdt), commodities (xauusdt, xagusdt, clusdt) and pre-IPO (openaiusdt, anthropicusdt). Binance gates them behind a one-time account agreement; without it every order is rejected -4411 and the ticket sits at 0% filled until it expires.

set_credentials / check_credentials sign that agreement on mainnet and report "tradfi_perps": "signed", so these symbols need no extra setup. If a TradFi ticket never fills, run check_credentials() and read that field first.

Tell the user what was accepted on their behalf: a binding agreement with Binance's ADGM-regulated entity covering 24/7 trading outside cash-market hours, no ownership of the underlying asset, and funding up to ±2.00% (vs ±0.30% for btcusdt). Binance provides no API to revoke it.

Note paxgusdt / xautusdt are not TradFi — ordinary gold-backed tokens, contract type PERPETUAL, no agreement needed.

Hyperliquid / Aster builder-fee approval

Both DEX venues reject any order carrying an unapproved builder code — Hyperliquid with Builder fee has not been approved — and the ticket then sits at 0% filled until its window expires. The user must approve once, on-chain, signed by their MAIN wallet:

BlockFill signs this for the user. These venues take the account owner's wallet private_key (not a delegated agent key) precisely so it can: check_credentials() reads the current approval and signs approveBuilderFee / approveBuilder when ours is missing or below rate, reporting "builder_fee": "approved just now at 0.015%". Only if signing fails does the check fail. Aster spot needs nothing; Aster Code is perp-only.

Tell the user what that key can do: it signs orders and this one fee authorization, and it could withdraw — the exchange no longer prevents that, only the absence of withdrawal code in the engine does. See docs/security/trade-only-permissions.md for the exhaustive signable-action list.

⚠️ Testnet attaches no builder code, so it never surfaces this. A testnet run can pass completely and the first mainnet order still fail. When moving a user from testnet to mainnet on these venues, re-run check_credentials() before placing.

Install

pip install blockfill                    # latest
pip install -U blockfill                 # upgrade

The wheel ships with the executor binary bundled inside (no separate download). PyPI publishes only platform-specific wheels. Currently supported: manylinux2014_x86_64 (Linux x86_64).

The blockfill-server endpoint and API key are hardcoded into the binary at release time — users never set them.

Supported Exchanges

Every venue runs perp/futures + spot from one daemon. Exchange id is <venue>-<product> (e.g. binance-futures, okx-swap, bybit-perp, <venue>-spot).

A single daemon can run all exchanges concurrently. CEX are billed by x402 quota (see Payment); DEX (Hyperliquid / Aster / Orderly) pay builder-code execution fees and have no quota.

Hyperliquid / Aster — wallet-signed DEX:

bf.set_credentials("hyperliquid-perp",
                   private_key="0x...")
bf.set_credentials("aster-perp",
                   private_key="0x...")

Binance Ed25519 keys — Binance Futures testnet issues Ed25519 keys (no HMAC secret). Pass api_key = the Ed25519 API Key id, api_secret = the PEM private key. The daemon auto-detects and signs with Ed25519.

bf.set_credentials("binance-futures",
    api_key="<Ed25519 API Key id>",
    api_secret="-----BEGIN PRIVATE KEY-----\nMC4CAQAw...\n-----END PRIVATE KEY-----",
    testnet=True)

Orderly — model each broker as its own exchange instance named orderly-<broker>:

bf.set_credentials("orderly-woofi",
    account_id="0x...", orderly_secret="ed25519:...", broker_id="woofi_pro", testnet=True)

Supported Symbols

Each exchange uses its own native symbol format.

Use the exact format the target exchange expects — BlockFill Agent Execution does NOT cross-translate. Discover the exact string for any venue:

blockfill check instrument --symbol btc

Execution Strategies

Default strategy: maker.

Ticket Parameters

Auto-supersede: placing a new ticket for the same exchange+symbol automatically cancels existing NEW and OPEN tickets for that pair.

Spot vs perp target_position: perp = net directional position (positive = long, negative = short). Spot = absolute base-asset holding to end up with (target=0.001 on a 1.0 BTC balance sells 0.999; to add, set target = current_holding + delta).

Ticket Schema

{
    "ticket_id": "tkt_18b2b09ca766001e",
    "status": "OPEN",
    "exchange": "binance-futures",
    "symbol": "btcusdt",
    "strategy": "maker",
    "target_position": 0.5,
    "init_position": 0.0,
    "executed_position": 0.13,
    "time_constraint_ms": 300000,
    "start_time_ms": 1779287926007,
    "last_update_time_ms": 1779287935063,
    "is_expired": false,
    "cancel_reason": null
}

Note: The ticket has no avg_price or cost field. For execution cost, opportunity cost, and benchmark comparisons, call compare_tca (bf.tca(...)) — it returns execution_cost_usd, opportunity_cost_usd, and benchmarks (l1/mid/twap/vwap) per ticket.

Quickstart (Testnet)

from blockfill import Blockfill

bf = Blockfill()

# Step 1: Set credentials (SDK default is testnet=False/MAINNET — agents MUST pass testnet=True explicitly for sandboxed testing)
bf.set_credentials(
    exchange="binance-futures",
    api_key="...",
    api_secret="...",
    testnet=True,      # ALWAYS start with testnet
)

# Step 2: Start daemon (~50s warmup while it fetches market data)
bf.start()
bf.status()  # DaemonStatus(running=True, ready_exchanges=['binance-futures'], ...)

# Step 3: Place a ticket
ticket = bf.place(
    exchange="binance-futures",
    symbol="btcusdt",
    target_position=0.1,      # base asset units (BTC)
    strategy="maker",         # default
    time_constraint_ms=60_000,  # 60 seconds
)
print(ticket.ticket_id, ticket.status)

Diagnostics

bf.check_credentials() -> None
# Hits a SIGNED REST endpoint per configured exchange; prints one line each:
# ✓ <name> / ✗ <name> <reason>.
# Detects: wrong key/secret, IP whitelist mismatch, testnet/mainnet mix-up,
# network/proxy/geo block. Auto-invoked at end of set_credentials().

bf.positions() -> list[dict]
# Aggregated positions from each running executor.
# Each entry: {exchange, symbol, size, entry_price, update_ts_ms}

bf.open_orders() -> list[dict]
# Active orders on each configured exchange right now.

bf.nav() -> dict
# Net Asset Value across all running executors.
# {exchanges: [{exchange, nav, wallet_balance, margin_value, unrealized_pnl}],
#  total_nav, exchanges_queried}

bf.tca(ticket_id=None, symbol=None, from_ms=None, to_ms=None, limit=100,
       history=False) -> list[dict]
# Transaction cost analysis for completed tickets.
# history=False: active session (in-memory).
# history=True:  persistent across all sessions (blockfill-server).
# Each entry: benchmarks (l1/mid/twap/vwap), fills, maker/taker breakdown,
# execution_cost_usd, opportunity_cost_usd, duration_ms.

bf.instruments(substring) -> list[dict]
# Per-exchange instrument lookup — returns native-format symbols matching
# substring. Use this to find the exact symbol string before placing.

Proxy / Geo-bypass

For hosts that can't reach Binance directly (US IPs return HTTP 451), route exchange REST and WebSocket traffic through an HTTP CONNECT proxy.

Starchild users — free sc-vpn skill, 18 countries, 500 GB/month:

bf.set_proxy("http://jp:x@sc-vpn.internal:8080")   # Japan (lowest latency for Binance)
bf.set_proxy("http://sg:x@sc-vpn.internal:8080")   # Singapore
bf.set_proxy("http://hk:x@sc-vpn.internal:8080")   # Hong Kong
bf.set_proxy()                                      # clear proxy

Any HTTP CONNECT proxy also works:

bf.set_proxy("http://user:pass@proxy.example.com:8080")

set_proxy restarts the daemon so the new setting takes effect. The proxy covers both REST and WebSocket — every exchange WS connection is tunneled.

Verify reachability before placing real orders:

bf.set_proxy("http://jp:x@sc-vpn.internal:8080")
bf.set_credentials("binance-futures", api_key=..., api_secret=...)
# set_credentials auto-runs check_credentials() — a ✓ proves both proxy + auth work.

Failure Modes

When something fails, diagnose in this order: credentials → proxy → environment → symbol → margin.

For persistent issues, see GitLab Issues or Telegram support. See docs/troubleshooting.md for the full knowledge base.

Payment — x402 Quota

Quota is tracked per (account, exchange) pair. Every pair starts with a free tier; quota is charged when each ticket's TCA finalizes. When the free tier runs out, buy more by paying USDC on Base via x402 — gasless EIP-3009 transferWithAuthorization. The daemon holds the wallet key and signs locally; only the signature leaves the machine, never the key.

bf.set_payment("0x<64-hex private key>")     # store EVM wallet key
bf.topup("binance-futures", usdc=1.0)        # → {exchange, usdc, quota_balance, tx_hash}

CEX exchanges (Binance, OKX, Bybit, Bitget, Gate.io, KuCoin, Kraken, Deribit) use quota. DEX (Hyperliquid, Aster, Orderly) pay builder-code execution fees directly — no quota.

The blockfill-server only ever sees the signature and a de-identified (SHA-256 hashed) account id — never your exchange API key or wallet key.

Typical Agent Flow

from blockfill import Blockfill
import os

bf = Blockfill()

# (Optional) configure proxy first if in a geo-blocked region
# bf.set_proxy("http://jp:x@sc-vpn.internal:8080")

# Set creds — SDK automatically verifies via signed REST
bf.set_credentials(
    "binance-futures",
    api_key=os.environ["BINANCE_API_KEY"],
    api_secret=os.environ["BINANCE_API_SECRET"],
    testnet=True,           # always confirm testnet vs mainnet with user
)

# Start daemon
bf.start()  # auto-waits ~50s for warmup

# Place ticket
ticket = bf.place(
    exchange="binance-futures",
    symbol="btcusdt",
    target_position=0.1,   # +0.1 BTC long
    strategy="maker",
    time_constraint_ms=300_000,
)

# Monitor
import time
while ticket.status in ("NEW", "OPEN"):
    time.sleep(5)
    ticket = bf.query(ticket_id=ticket.ticket_id)[0]
    print(f"filled: {ticket.executed_position} / {ticket.target_position}")

# TCA
tca = bf.tca(ticket_id=ticket.ticket_id)
print(tca)

bf.stop()

Support

• GitLab Issues: https://gitlab.com/quantech-services-group/blockfill-agent-execution/-/issues
• Telegram: @blockfill_support