Answer:
What kind of nut is empty at the center and has no shell.
My second is performed by my first, and it is thought a thief by the marks of my whole might be caught.
Runs smoother than any rhyme, loves to fall but cannot climb.
The more holes you cover the lower it goes.
I open wide and tight I shut, Sharp am I and paper-cut fingers too, so do take care, I'm good and bad, so best beware.
What is always coming but never arrives?