diff --git a/scripts/surfer/ibkr_paper_book.py b/scripts/surfer/ibkr_paper_book.py
index 670d87459..410e7c507 100644
--- a/scripts/surfer/ibkr_paper_book.py
+++ b/scripts/surfer/ibkr_paper_book.py
@@ -70,13 +70,37 @@ def main():
         print(f"\nCONNECT FAILED on 127.0.0.1:{port} — is IB Gateway/TWS running + logged in to PAPER, API enabled?")
         print(f"  ({type(e).__name__}: {str(e)[:80]})  | try --port 7497 for TWS paper")
         return
+    accts = ib.managedAccounts()
+    acct = accts[0] if accts else "?"
+    is_paper = acct.startswith("DU")   # IBKR convention: DU* = paper/demo, U* = live
     nlv = next((float(v.value) for v in ib.accountSummary() if v.tag == "NetLiquidation"), 0.0)
     cash = next((float(v.value) for v in ib.accountSummary() if v.tag == "TotalCashValue"), 0.0)
     pos = {p.contract.symbol: p.position for p in ib.positions()}
-    print(f"\nIBKR PAPER account: NLV ${nlv:,.0f}  cash ${cash:,.0f}  | positions: {pos or 'none'}")
+    print(f"\nIBKR account: {acct}  [{'PAPER ✅' if is_paper else 'LIVE ⚠️  — NOT paper!'}]  NLV ${nlv:,.0f}  cash ${cash:,.0f}  | positions: {pos or 'none'}")
     if nlv <= 0:
         print("  (no NLV — check the paper account is funded with paper cash)"); ib.disconnect(); return
 
+    if mode == "mini":
+        if not is_paper:
+            print("  ABORT: account is NOT a paper account (no DU prefix). Refusing to place a test order."); ib.disconnect(); return
+        from ib_async import Stock, MarketOrder
+        c = Stock("SPY", "SMART", "USD"); ib.qualifyContracts(c)
+        print("\nplacing MINI test order: BUY 1 SPY (market) on PAPER...")
+        o = MarketOrder("BUY", 1); o.account = acct
+        tr = ib.placeOrder(c, o)
+        for _ in range(20):
+            ib.sleep(1)
+            if tr.orderStatus.status in ("Filled", "Cancelled", "ApiCancelled", "Inactive"):
+                break
+        fills = [f"{f.execution.shares}@${f.execution.price}" for f in tr.fills]
+        print(f"  order status: {tr.orderStatus.status}  filled {tr.orderStatus.filled}/1  avgPx ${tr.orderStatus.avgFillPrice or 0:.2f}  fills={fills or 'none'}")
+        ib.sleep(1)
+        newpos = {p.contract.symbol: p.position for p in ib.positions()}
+        print(f"  positions now: {newpos or 'none'}")
+        print(f"  → VALIDATED: this is the {'PAPER' if is_paper else 'LIVE'} env, order routing works." if tr.orderStatus.status == "Filled"
+              else "  → order not filled yet (market may be closed — it'll fill at next open; status shows it routed).")
+        ib.disconnect(); return
+
     orders = []
     for t, w in tw.items():
         tgt_sh = nlv * w / px[t]