Which Book do new trades go into?

The active Book. One Book is active at a time, and every new trade — typed in by hand or logged automatically by a connector — lands there.

The active Book is deliberately a background setting. It is changed in Settings → Books and nowhere else, so you cannot knock it sideways mid-session from a toolbar and discover an afternoon of fills in the wrong place.

That is worth knowing before a change of context: if you are about to start a run you want kept separate, switch the active Book first.