Fix type mismatch where Go bool fields couldn't be encoded into PostgreSQL int4 columns.
Affects: reduce_only, close_position, price_protect (trader_orders), is_maker (trader_fills)
- Migrate all store packages from raw database/sql to GORM ORM
- Add PostgreSQL support alongside SQLite
- Move EncryptedString type to crypto package for cleaner architecture
- Add automatic encryption/decryption for sensitive fields (API keys, secrets)
- Fix PostgreSQL AutoMigrate conflicts by skipping existing tables
- Fix duplicate /klines route registration
- Update tests to use GORM database connections
- Add database configuration support in config package
- Add QwenAgent client for Alibaba Cloud Bailian platform
- Support both sync and streaming chat modes
- Add multi-turn conversation with session management
- Add OpenAI-compatible API support
- Add indicator calculation tests comparing local vs AI results
- Use environment variables for API credentials (QWEN_APP_ID, QWEN_API_KEY)
- Add incremental sync for Binance trades using COMMISSION detection and fromId
- Add stop loss and take profit order support for xyz dex assets
- Add pagination for current positions and position history in UI
- Fix chart market type auto-selection based on exchange
- Fix xyz dex balance calculation (use marginSummary for isolated margin)
- Add Alpaca provider for US stocks market data
- Add TwelveData provider for forex & metals market data
- Add Hyperliquid kline provider
- Centralize API keys in config system
- Add builder fee for order routing
- Improve chart UI with compact design
- Fix position history fee display precision
- Add comprehensive balance calculation tests
- Add historical trading statistics to AI decision context with language detection
- Remove win rate from metrics, focus on profit factor, sharpe ratio, win/loss ratio
- Add option to clear trading data tables during one-click deployment
- Add sqlite to Docker runtime for container-based data clearing
- Add /positions/history API endpoint
- Add position history types and API client
- Add translations for position history page
- Integrate PositionHistory component in App
- Remove leverage column from position history table
- Fix max drawdown calculation using virtual starting equity
- Add formula tooltips for all statistics metrics
- Remove leverage parameter from pnlPct calculation
- Switch to coinank free/open kline API (no authentication required)
- Add exchange badge display with brand colors (Binance/Bybit/OKX/Hyperliquid/Aster)
- Auto-convert OKX symbol format (BTCUSDT -> BTC-USDT-SWAP)
- Fallback to Binance data for unsupported exchanges (Bitget/Lighter)
- Pass exchange prop from trader account to chart component
- Parse mgnMode field from OKX positions API response
- Use position's mgnMode (cross/isolated) in close orders instead of hardcoding cross
- This fixes 'no position in this direction' error when closing isolated margin positions
- Use binary search to find exact kline candle for each order
- Sort markers by time as required by lightweight-charts
- Filter orders outside kline data range
- Based on lightweight-charts issue #1182 recommendation
- Add order sync support for Binance, Hyperliquid, Bybit, OKX, Bitget, Aster exchanges
- Fix weighted average exit price calculation for partial closes
- Handle position flip (翻仓) scenarios correctly
- Fix symbol normalization (ETH vs ETHUSDT)
- Skip order recording for exchanges with OrderSync to avoid duplicates
- Add chart timezone localization
- Fix CreateOpenPosition to accumulate into existing position when same
exchange_position_id exists, instead of silently skipping
- Add GetOpenPositionByExchangePositionID method for lookup by exchange ID
- Update UpdatePositionQuantityAndPrice to also update entry_quantity
- This fixes the issue where split orders (same millisecond) only recorded
the first order's quantity instead of the total position size
- implement coinank free kline api in coinank_api.Kline
- implement coinank free kline ws in coinank_api.KlineWs. if needKline is true, kline data read from KlineCh. if needTicker is true, tickers data read from TickersCh.
Use market.Normalize() for both position and candidate symbols to handle
different formats (ETH vs ETHUSDT), ensuring positions are correctly
excluded from candidate list.
Backend changes:
- Add symbol headers to market data sections for clarity
- Add symbol labels to quantitative data output
- Skip position coins in candidate list to avoid duplicate data
Frontend changes:
- Add B/S toggle button to show/hide order markers
- Remove bottom legend (B BUY S SELL)
- Fix chart position reset on data refresh
- Separate marker toggle logic from data loading
- Add Chinese version: AGPL-VIOLATION-REPORT-ChainOpera.md
- Add English version: AGPL-VIOLATION-REPORT-ChainOpera-EN.md
- Document timeline evidence, technical comparison, and legal analysis
- Address "Python rewrite" defense with AGPL and copyright law references
- Add BOLL to frontend indicator grid with period selection
- Add BOLL calculation (upper/middle/lower bands) in market data
- Add BOLL fields to TimeframeSeriesData struct
- Integrate BOLL into AI decision engine prompts
- Support multi-timeframe BOLL analysis
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