This PR adds support for Hyperliquid's Unified Account mode where Spot USDC
balance can be used as collateral for Perpetual trading.
Changes:
- Add HyperliquidUnifiedAcct field to Exchange config (default: true)
- Update HyperliquidTrader to support unified account mode
- When enabled, Spot USDC balance is added to available trading balance
- Update API request/response structs for unified account toggle
- Update trader config propagation from exchange config
This aligns with Hyperliquid's roadmap to make Unified Account the default.
Gate.io Integration:
- Add Gate trader with full Trader interface implementation
- Add order_sync.go for background trade synchronization
- Fix quantity display (convert contracts to actual tokens via quanto_multiplier)
- Fix fill price return in OpenLong/OpenShort/CloseLong/CloseShort
- Add Gate-specific CoinAnk K-line data source support
- Add Gate to supported exchanges in frontend and backend
- Add Gate/KuCoin logo SVG icons
Trader Package Refactoring:
- Move exchange-specific code into subdirectories (binance/, bybit/, okx/, bitget/, hyperliquid/, aster/, lighter/, gate/)
- Create types/ package for shared types to avoid circular dependencies
- Move TraderTestSuite to trader/testutil package to avoid import cycles
- Update market.GetWithExchange to support exchange-specific data
* feat: add AI grid trading and market regime classification
- Add GridTrader interface with PlaceLimitOrder, CancelOrder, GetOrderBook
- Implement GridTrader for all exchanges (Binance, Bybit, OKX, Bitget, Hyperliquid, Aster, Lighter)
- Add grid engine with ATR-based boundary calculation and fund distribution
- Add market regime classification documents (Chinese/English)
- Add GridConfigEditor component for frontend configuration
* fix: implement GetOpenOrders for Lighter exchange
* debug: add logging for Lighter GetActiveOrders API call
* fix: correct Lighter API response parsing for GetOpenOrders
- Changed response field from 'data' to 'orders' to match Lighter API
- Updated OrderResponse struct to match Lighter's actual field names
- Fixed field types: price/quantity as strings, is_ask for side
* feat: implement GetOpenOrders for Aster, OKX, Bitget exchanges
- Aster: uses /fapi/v3/openOrders endpoint
- OKX: uses /api/v5/trade/orders-pending and orders-algo-pending
- Bitget: uses /api/v2/mix/order/orders-pending and orders-plan-pending
* fix: address code review issues for GetOpenOrders
- Add error logging for OKX/Bitget API failures (was silently swallowed)
- Fix Lighter position side logic to handle reduce-only orders
- Change verbose debug logs from Infof to Debugf level
* fix: provide FromAccountIndex and ApiKeyIndex for Lighter nonce auto-fetch
Root cause: SDK requires these fields to fetch nonce from API, otherwise nonce gets cached/stuck
* fix: use auth query parameter instead of Authorization header for Lighter API
* test: add Lighter API authentication tests and diagnostic tools
* fix(grid): add leverage setting before order placement
CRITICAL BUG FIX:
- Call SetLeverage() in GridTraderAdapter.PlaceLimitOrder()
- Set leverage during grid initialization
- Log leverage setting results
* fix(grid): prevent CancelOrder from canceling all orders
CRITICAL BUG FIX:
- CancelOrder no longer calls CancelAllOrders
- Try exchange-specific CancelOrder if available
- Return error if individual cancellation not supported
* fix(grid): add total position value limit check
CRITICAL: Prevent excessive position accumulation
- New checkTotalPositionLimit() function
- Checks current + pending + new order value
- Rejects orders that would exceed TotalInvestment x Leverage
- Logs clear error messages when limit exceeded
* feat(grid): implement stop loss execution
CRITICAL: Add code-level stop loss protection
- New checkAndExecuteStopLoss() function
- Checks each filled level against StopLossPct
- Automatically closes positions exceeding stop loss
- Called during every grid state sync
* feat(grid): add breakout detection and auto-pause
CRITICAL: Detect price breakout from grid range
- New checkBreakout() function to detect upper/lower breakouts
- Auto-pause grid on significant breakout (>2%)
- Cancel all orders when breakout detected
- Prevent continued losses in trending market
- Minor breakouts (1-2%) logged for AI consideration
* feat(grid): enforce max drawdown limit with emergency exit
CRITICAL: Add drawdown protection
- New checkMaxDrawdown() function tracks peak equity
- emergencyExit() closes all positions and cancels orders
- Auto-pause grid when MaxDrawdownPct exceeded
- Protect capital from excessive losses
* feat(grid): enforce daily loss limit
- Add checkDailyLossLimit() function to check if daily loss exceeds limit
- Track daily PnL with auto-reset at midnight
- Pause grid when DailyLossLimitPct exceeded
- Add updateDailyPnL() helper for realized PnL tracking
- Prevent excessive single-day losses
* fix(grid): update daily PnL when stop loss is executed
The updateDailyPnL() function was added but never called, leaving
DailyPnL always at 0 and preventing daily loss limit checks from
triggering.
This fix updates DailyPnL and TotalProfit directly in checkAndExecuteStopLoss()
when a stop loss is executed. We update directly rather than calling
updateDailyPnL() because the mutex is already held in that function.
* feat(grid): add automatic grid adjustment
- New checkGridSkew() detects imbalanced grid
- autoAdjustGrid() reinitializes around current price
- Prevents grid from becoming ineffective after drift
- Triggers when one side is 3x more filled than other
* fix(grid): recalculate bounds in autoAdjustGrid before reinitializing levels
Critical fix for grid auto-adjustment:
- Recalculate grid bounds (UpperPrice, LowerPrice, GridSpacing) centered
on current price before reinitializing grid levels
- Preserve filled positions during adjustment by saving and restoring
them to the closest new level after reinitialization
- Hold mutex lock for the entire adjustment operation to ensure atomicity
- Add locked variants of calculateDefaultBounds, calculateATRBounds, and
initializeGridLevels to use during adjustment
Without this fix, autoAdjustGrid was using old boundaries when creating
new grid levels, defeating the purpose of auto-adjustment when price
moved significantly.
* fix(grid): improve order state sync logic
- Don't assume missing orders are filled
- Compare position size to determine fill vs cancel
- Properly reset cancelled orders to empty state
- More accurate grid state tracking
* fix(grid): use actual PositionSize sum instead of count in syncGridState heuristic
The position-based heuristic was using `float64(previousFilledCount) * level.OrderQuantity`
which incorrectly assumed uniform order quantities. Since the grid uses weighted distribution
(gaussian, pyramid, uniform) where orders have different quantities, this could lead to
incorrect fill detection.
Now sums the actual PositionSize from filled levels for accurate comparison.
Also adds warning log when GetPositions() fails.
* docs: add grid market regime detection design
Design for enhanced market state recognition with:
- Multi-dimensional indicators (ATR, Bollinger, EMA, MACD, RSI)
- Multi-period box indicators (72/240/500 1h candles)
- 4-level ranging classification
- Breakout detection and handling
- Frontend risk control panel
* docs: add grid market regime implementation plan
20 tasks covering:
- Donchian channel calculation
- Box data types and API
- Regime classification (4 levels)
- Breakout detection and handling
- False breakout recovery
- Frontend risk panel
- AI prompt updates
* feat(market): add Donchian channel calculation
Add calculateDonchian function to compute highest high and lowest low
over a specified period. This is the foundation for box (range) detection
in the multi-period box indicator system for grid trading.
* fix(market): handle invalid period in calculateDonchian
* feat(market): add BoxData and RegimeLevel types
* feat(market): add GetBoxData for multi-period box calculation
Adds calculateBoxData internal function and GetBoxData public API that
fetches 1h klines and computes three Donchian box levels (short/mid/long).
This will be used by the grid trading system to detect market regime.
* feat(store): add box and regime fields to grid models
* feat(trader): add regime classification and breakout detection
Implements Tasks 6-9 for grid market regime awareness:
- Task 6: classifyRegimeLevel with Bollinger/ATR thresholds
- Task 7: detectBoxBreakout for multi-period box breakouts
- Task 8: confirmBreakout with 3-candle confirmation logic
- Task 9: getBreakoutAction mapping breakout levels to actions
* feat(trader): integrate box breakout detection into grid cycle
- Task 10: Add checkBoxBreakout with 3-candle confirmation
- Task 11: Add checkFalseBreakoutRecovery for 50% position recovery
- Task 12: Add box/breakout/regime fields to GridState
* feat: add grid risk panel with API endpoint
- Task 13: Add GridRiskInfo type to frontend
- Task 14: Add /traders/:id/grid-risk API endpoint
- Task 15: Add GetGridRiskInfo method to AutoTrader
- Task 16: Create GridRiskPanel component with i18n
* feat(kernel): add box indicators to AI prompt
- Add BoxData field to GridContext
- Add box indicator table to both zh/en prompts
- Show breakout/warning alerts based on price position
* feat(web): integrate GridRiskPanel into TraderDashboardPage
* feat(lighter): improve API key validation and market caching
- Add API key validation status tracking
- Add market list caching to reduce API calls
- Improve logging (debug vs info levels)
- Add comprehensive integration tests
- Update trader manager and store for lighter support
* fix: remove hardcoded test wallet address
* fix(grid): improve GridRiskPanel layout and fix liquidation data
- Make panel collapsible with summary badges when collapsed
- Use compact 2-column grid layout for detailed info
- Fix auth token key (token -> auth_token)
- Only calculate liquidation distance when position exists
* fix(grid): add isRunning checks to prevent trades after Stop() is called
- LoginPage: call completeRegistration instead of verifyOTP when qrCodeURL exists
- This ensures otp_verified is set to true for users completing OTP setup
- Backend: reorder maxUsers check to allow existing incomplete users to continue
- Backend: return OTP info when login with incomplete OTP setup
- Fix milliseconds to seconds conversion in parseCustomTime (AdvancedChart & ChartWithOrders)
- Add GetTraderOrdersFiltered to filter orders at database level by symbol/status
- Increase order limit from 50 to 200 for more historical orders
- Group multiple orders at same candle time and show count (B3, S5, etc.)
- Buy markers shown below bar (green), sell markers above bar (red)
- Convert all time.Time fields to int64 Unix milliseconds (UTC)
- Add PostgreSQL migration to convert timestamp columns to bigint
- Reduce Binance sync window from 7 days to 24 hours
- Fix dashboard trader name visibility (add nofx-text-main color)
- Add position value column to history table
- Remove hardcoded API keys from test files
- Add NowFunc to GORM config for UTC auto-generated timestamps
- Add .UTC() to all time.UnixMilli() calls in trader files
- Add .UTC() to all time.Now() calls in store and api files
- Fix TypeScript unused imports in frontend
- RemoveTrader now stops running trader before removing from memory
- handleUpdateTrader auto-restarts trader if it was running before update
- Add debug logs to trace scan_interval_minutes through update/save/load flow
- Add unified NofxOS API key configuration in IndicatorEditor
- Add language field to StrategyConfig for consistent prompt generation
- Auto-update prompt sections when interface language changes
- Remove scattered URL inputs from CoinSourceEditor and IndicatorEditor
- Create nofxos provider package with formatted data output
- Update kernel engine to use config-based language setting
- Add public strategy market API endpoint (/api/strategies/public)
- Add is_public and config_visible fields to Strategy model
- Add LoginRequiredOverlay component for unified auth prompts
- Add WhitelistFullPage for registration capacity limit
- Add StrategyMarketPage for browsing public strategies
- Unify navigation logic across HeaderBar, LandingPage, App
- Reduce klines API calls (fetch once on mount)
- Fix various page transition issues
- 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
- 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 /positions/history API endpoint
- Add position history types and API client
- Add translations for position history page
- Integrate PositionHistory component in App
- 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
- 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
- Add real-time position display with unrealized P&L during backtest
- Fix P&L calculation by tracking accumulated opening fees
- Add strategy coin source resolution (AI500, OI Top, mixed)
- Infer AI provider from model name for better compatibility
- Cap position size to available margin to prevent insufficient cash errors
- Fix trade markers on K-line chart (long/short instead of buy/sell)
- Add QuantData and OI ranking to backtest decision context
- Upgrade go-binance to v2.8.9 with new Algo Order API
- Migrate SetStopLoss/SetTakeProfit to use AlgoOrderTypeStopMarket/TakeProfitMarket
- Update cancel functions to handle both legacy and Algo orders
- Fix Lighter stop orders using correct order types (type=2/4) with TriggerPrice
- Add CancelAllOrders before opening positions for Bybit and Lighter
- Fix decision limit selector in API handler
- Add stop_loss/take_profit/confidence fields to DecisionAction
- Store decisions array in database with proper serialization
- Redesign DecisionCard with beautiful entry/SL/TP display
- Fix Lighter API field name mismatches (position/size, avg_entry_price/entry_price, sign/side)
- Fix GetBalance return format to match standard fields (totalWalletBalance, totalUnrealizedProfit)
- Fix GetPositions return format to match standard fields (positionAmt, markPrice, unRealizedProfit)
- Add API Key Index field to frontend with explanation
- Update Lighter referral link
- Disable Lighter testnet (mainnet only)
- Add load error tracking for better error messages
- Remove old Lighter V1 implementation files
- Remove test credentials from test files
- Fix backtest API 404 by registering routes in setupRoutes()
- Redesign BacktestPage with 3-step wizard configuration
- Add progress ring visualization with animation
- Add equity chart with trade markers using Recharts
- Add trade timeline with card-style display
- Add stats cards for equity, return, drawdown, sharpe
- Add tab navigation for overview/chart/trades/decisions
- Improve run history list with status icons
- Add lightweight-charts dependency (for future use)
- Add BitgetTrader with full trading implementation
- Support one-way position mode with proper API parameters
- Add Bitget to all exchange switch statements
- Update exchange icons (Bybit, OKX, Bitget, Lighter)
- Add Bitget to frontend exchange config modal
- Add OI ranking data fetching and formatting for AI prompts
- Fix trader update not saving strategy_id, ai_model_id, initial_balance
- Fix AI API key not set for non-qwen/deepseek providers
- Add strategy_id to trader config API response
- Remove old trader from memory before reloading on update
- Clean up unused useTraderActions.ts
- Add AI debate arena for multi-AI trading decisions
- Fix debate consensus calculation and display
- Fix vote parsing to support both <decision> and <final_vote> tags
- Fix JSON field name compatibility (stop_loss/stop_loss_pct)
- Fix symbol validation to prevent AI hallucinating invalid symbols
- Fix Bybit position side display (was uppercase, now lowercase for consistency)
- Fix NOFX logo navigation to home page
- Add detailed logging for debugging trade execution
- Add new MCP clients for Grok (xAI), OpenAI, Claude, Gemini, Kimi
- Update auto_trader, backtest, and strategy to support all providers
- Add provider icons and fix SVG gradient conflicts
- Add API application links and hints in model config modal
- Show model version in AI model list cards
- Add Chinese/English translations for provider hints
- Remove deprecated traders component files
- Add real-time data point to equity history API for chart/leaderboard consistency
- Fix chart legend showing 0% by finding each trader's last available data point
- Use consistent timestamp for all real-time data points in batch requests
- Increase chart trader limit from 5 to 10
- Remove Mini Stats Bar trader limit
- Add maxMktSz check for OKX market orders to prevent exceeding limits
- Increase margin safety buffer (0.1% fee + 1% buffer) for all exchanges
- Fix Binance position closure detection with direct trade queries
- Move Recent Completed Trades before Current Positions in AI prompt
- Update README screenshots with table layout for better alignment
- Fix initial balance using available_balance instead of total_equity
- Fix WSMonitor nil pointer by starting market monitor before loading traders
- Add strategy name display on traders list and dashboard pages
- Various position sync and trading improvements
API now returns default AI models (deepseek, qwen, openai, claude, gemini, grok) and exchanges (binance, bybit, okx, hyperliquid, aster, lighter) when database has no data.
- Add TRANSPORT_ENCRYPTION env config (default: false)
- Allow HTTP/IP access when transport encryption is disabled
- Add /api/crypto/config endpoint to expose encryption status
- Update WebCryptoEnvironmentCheck with 'disabled' status
- Update ExchangeConfigModal and AITradersPage to allow form submission when disabled
- Add i18n translations for disabled status (EN/CN)
- Update README with two deployment modes documentation
- Add strategy export/import functionality to Strategy Studio
- Fix trader deletion not removing from memory (competition page ghost data)
- Simplify TraderConfigViewModal: remove unused fields, show strategy name
- Improve quant data formatting: OI/Netflow multi-timeframe display
- Add configurable OI/Netflow toggles in indicator settings
- Clean up unused frontend components and dead code
Backend:
- Add GetByID method to TraderStore for fetching trader without userID
- Calculate total_pnl_pct in equity history API using initial_balance
- Falls back to first snapshot equity if initial_balance not set
Frontend (ComparisonChart):
- Redesign with modern UI: gradient fills, glow effects, rounded corners
- Add mini stats bar showing all traders with current PnL
- Improved tooltip with date, time, and trend icons
- Better Y-axis domain calculation ensuring zero is visible
- Bottom stats grid: Leader, Lead PnL, Gap, Data Points
- Use ComposedChart with Area + Line for visual depth
- Animated loading state with spinning indicator
- Fix OITopAPIResponse struct to use Code int (0=success) instead of Success bool
- Add all response fields from actual API (time_range_param, rank_type, limit)
- Add {symbol} placeholder validation warning in FetchQuantData
- Add API-level validation in strategy create/update to warn about missing {symbol}
- Remove initDefaultData() for exchanges, ai_models, strategies tables
- Change supported exchanges/models API to return static lists
- Add GetDefaultStrategyConfig(lang) with Chinese/English prompt templates
- Frontend passes language parameter when creating new strategy
- Remove system_config, beta_codes, signal_source tables and related code
- Simplify config.go to only read from .env (APIServerPort, JWTSecret, RegistrationEnabled)
- Remove GetCustomCoins, use all USDT perpetual contracts for WSMonitor
- Add trader_equity_snapshots table for equity tracking
- Remove signal source modal from frontend AITradersPage
- Fix WSMonitor nil panic by restoring initialization in main.go
tinkle-community
Muhammad Syaiful Anwar
Hao Fu