feat: simplify Claw402 autopilot trading flow

2026-07-18 09:54:35 +08:00 · 2026-06-27 00:37:59 +08:00
parent 961e016d33
commit 24f6421a73
151 changed files with 7453 additions and 41117 deletions
--- a/store/ai_charge.go
+++ b/store/ai_charge.go
@@ -157,7 +157,7 @@ func IsClaw402Config(aiModel string) bool {
 // EstimateRunway estimates how many days the given USDC balance will last
 func EstimateRunway(usdcBalance float64, modelName string, scanIntervalMinutes int) (dailyCost float64, runwayDays float64) {
 	if scanIntervalMinutes <= 0 {
-		scanIntervalMinutes = 3
+		scanIntervalMinutes = 15
 	}
 	callsPerDay := float64(24*60) / float64(scanIntervalMinutes)
 	pricePerCall := GetModelPrice(modelName)
--- a/store/position.go
+++ b/store/position.go
@@ -116,8 +116,8 @@ type TraderPosition struct {
 	Status             string  `gorm:"column:status;default:OPEN;index:idx_positions_status" json:"status"`
 	CloseReason        string  `gorm:"column:close_reason;default:''" json:"close_reason"`
 	Source             string  `gorm:"column:source;default:system" json:"source"`
-	CreatedAt          int64   `gorm:"column:created_at" json:"created_at"`   // Unix milliseconds UTC
-	UpdatedAt          int64   `gorm:"column:updated_at" json:"updated_at"`   // Unix milliseconds UTC
+	CreatedAt          int64   `gorm:"column:created_at" json:"created_at"` // Unix milliseconds UTC
+	UpdatedAt          int64   `gorm:"column:updated_at" json:"updated_at"` // Unix milliseconds UTC
 }

 // TableName returns the table name
@@ -198,14 +198,14 @@ func (s *PositionStore) Create(pos *TraderPosition) error {
 func (s *PositionStore) ClosePosition(id int64, exitPrice float64, exitOrderID string, realizedPnL float64, fee float64, closeReason string) error {
 	nowMs := time.Now().UTC().UnixMilli()
 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
-		"exit_price":   exitPrice,
+		"exit_price":    exitPrice,
 		"exit_order_id": exitOrderID,
-		"exit_time":    nowMs,
-		"realized_pnl": realizedPnL,
-		"fee":          fee,
-		"status":       "CLOSED",
-		"close_reason": closeReason,
-		"updated_at":   nowMs,
+		"exit_time":     nowMs,
+		"realized_pnl":  realizedPnL,
+		"fee":           fee,
+		"status":        "CLOSED",
+		"close_reason":  closeReason,
+		"updated_at":    nowMs,
 	}).Error
 }

@@ -311,15 +311,15 @@ func (s *PositionStore) ClosePositionFully(id int64, exitPrice float64, exitOrde
 	}

 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
-		"quantity":       quantity,
-		"exit_price":     exitPrice,
-		"exit_order_id":  exitOrderID,
-		"exit_time":      exitTimeMs,
-		"realized_pnl":   totalRealizedPnL,
-		"fee":            totalFee,
-		"status":         "CLOSED",
-		"close_reason":   closeReason,
-		"updated_at":     time.Now().UTC().UnixMilli(),
+		"quantity":      quantity,
+		"exit_price":    exitPrice,
+		"exit_order_id": exitOrderID,
+		"exit_time":     exitTimeMs,
+		"realized_pnl":  totalRealizedPnL,
+		"fee":           totalFee,
+		"status":        "CLOSED",
+		"close_reason":  closeReason,
+		"updated_at":    time.Now().UTC().UnixMilli(),
 	}).Error
 }

@@ -350,7 +350,7 @@ func (s *PositionStore) GetOpenPositions(traderID string) ([]*TraderPosition, er
 // GetOpenPositionBySymbol gets open position for specified symbol and direction
 func (s *PositionStore) GetOpenPositionBySymbol(traderID, symbol, side string) (*TraderPosition, error) {
 	var pos TraderPosition
-	err := s.db.Where("trader_id = ? AND symbol = ? AND side = ? AND status = ?", traderID, symbol, side, "OPEN").
+	err := s.db.Where("trader_id = ? AND symbol = ? AND UPPER(side) = UPPER(?) AND status = ?", traderID, symbol, side, "OPEN").
 		Order("entry_time DESC").
 		First(&pos).Error

@@ -365,7 +365,7 @@ func (s *PositionStore) GetOpenPositionBySymbol(traderID, symbol, side string) (
 		// Try without USDT suffix for backward compatibility
 		if strings.HasSuffix(symbol, "USDT") {
 			baseSymbol := strings.TrimSuffix(symbol, "USDT")
-			err = s.db.Where("trader_id = ? AND symbol = ? AND side = ? AND status = ?", traderID, baseSymbol, side, "OPEN").
+			err = s.db.Where("trader_id = ? AND symbol = ? AND UPPER(side) = UPPER(?) AND status = ?", traderID, baseSymbol, side, "OPEN").
 				Order("entry_time DESC").
 				First(&pos).Error
 			if err == nil {
--- a/store/position_test.go
+++ b/store/position_test.go
@@ -0,0 +1,44 @@
+package store
+
+import (
+	"testing"
+	"time"
+
+	"gorm.io/driver/sqlite"
+	"gorm.io/gorm"
+)
+
+func TestGetOpenPositionBySymbolMatchesSideCaseInsensitively(t *testing.T) {
+	db, err := gorm.Open(sqlite.Open(":memory:"), &gorm.Config{})
+	if err != nil {
+		t.Fatalf("open in-memory sqlite: %v", err)
+	}
+
+	positions := NewPositionStore(db)
+	if err := positions.InitTables(); err != nil {
+		t.Fatalf("init position table: %v", err)
+	}
+
+	entryTime := time.Now().Add(-5 * time.Minute).UnixMilli()
+	if err := positions.Create(&TraderPosition{
+		TraderID:   "trader-1",
+		Symbol:     "AAVEUSDT",
+		Side:       "LONG",
+		Quantity:   0.27,
+		EntryPrice: 88.519,
+		EntryTime:  entryTime,
+	}); err != nil {
+		t.Fatalf("create position: %v", err)
+	}
+
+	got, err := positions.GetOpenPositionBySymbol("trader-1", "AAVEUSDT", "long")
+	if err != nil {
+		t.Fatalf("get open position: %v", err)
+	}
+	if got == nil {
+		t.Fatal("expected open position")
+	}
+	if got.EntryTime != entryTime {
+		t.Fatalf("entry time mismatch: got %d want %d", got.EntryTime, entryTime)
+	}
+}
--- a/store/strategy.go
+++ b/store/strategy.go
@@ -46,6 +46,9 @@ func (c *StrategyConfig) ClampLimits() {
 	if c.CoinSource.OILowLimit > MaxCandidateCoins {
 		c.CoinSource.OILowLimit = MaxCandidateCoins
 	}
+	if c.CoinSource.VergexLimit > MaxCandidateCoins {
+		c.CoinSource.VergexLimit = MaxCandidateCoins
+	}

 	// Clamp static coins
 	if len(c.CoinSource.StaticCoins) > MaxCandidateCoins {
@@ -136,6 +139,8 @@ func (c *StrategyConfig) ClampLimits() {
 // must use the exact frontend/backend enum values.
 func (c *StrategyConfig) NormalizeProductSchema() {
 	c.StrategyType = normalizeStrategyType(c.StrategyType)
+	c.CoinSource.StaticCoins = normalizeSymbols(c.CoinSource.StaticCoins)
+	c.CoinSource.ExcludedCoins = normalizeSymbols(c.CoinSource.ExcludedCoins)
 	c.CoinSource.SourceType = normalizeCoinSourceType(c.CoinSource.SourceType)
 	if c.CoinSource.SourceType == "" {
 		c.CoinSource.SourceType = inferCoinSourceType(c.CoinSource)
@@ -205,26 +210,53 @@ func (c *StrategyConfig) NormalizeProductSchema() {
 		if c.CoinSource.HyperRankLimit <= 0 {
 			c.CoinSource.HyperRankLimit = 5
 		}
-	default:
-		c.CoinSource.SourceType = "hyper_rank"
+	case "vergex_signal":
 		c.CoinSource.UseAI500 = false
 		c.CoinSource.UseOITop = false
 		c.CoinSource.UseOILow = false
 		c.CoinSource.UseHyperAll = false
 		c.CoinSource.UseHyperMain = false
-		if c.CoinSource.HyperRankCategory == "" {
-			c.CoinSource.HyperRankCategory = "stock"
+		minLimit := 10
+		if len(c.CoinSource.StaticCoins) > 0 {
+			minLimit = len(c.CoinSource.StaticCoins)
+			if minLimit > MaxCandidateCoins {
+				minLimit = MaxCandidateCoins
+			}
 		}
-		if c.CoinSource.HyperRankDirection == "" {
-			c.CoinSource.HyperRankDirection = "gainers"
+		if c.CoinSource.VergexLimit < minLimit {
+			c.CoinSource.VergexLimit = minLimit
 		}
-		if c.CoinSource.HyperRankLimit <= 0 {
-			c.CoinSource.HyperRankLimit = 5
+		if c.CoinSource.VergexMarketType == "" {
+			c.CoinSource.VergexMarketType = "all"
+		}
+		if c.CoinSource.VergexChain == "" {
+			c.CoinSource.VergexChain = "hyperliquid"
+		}
+	default:
+		c.CoinSource.SourceType = "vergex_signal"
+		c.CoinSource.UseAI500 = false
+		c.CoinSource.UseOITop = false
+		c.CoinSource.UseOILow = false
+		c.CoinSource.UseHyperAll = false
+		c.CoinSource.UseHyperMain = false
+		minLimit := 10
+		if len(c.CoinSource.StaticCoins) > 0 {
+			minLimit = len(c.CoinSource.StaticCoins)
+			if minLimit > MaxCandidateCoins {
+				minLimit = MaxCandidateCoins
+			}
+		}
+		if c.CoinSource.VergexLimit < minLimit {
+			c.CoinSource.VergexLimit = minLimit
+		}
+		if c.CoinSource.VergexMarketType == "" {
+			c.CoinSource.VergexMarketType = "all"
+		}
+		if c.CoinSource.VergexChain == "" {
+			c.CoinSource.VergexChain = "hyperliquid"
 		}
 	}

-	c.CoinSource.StaticCoins = normalizeSymbols(c.CoinSource.StaticCoins)
-	c.CoinSource.ExcludedCoins = normalizeSymbols(c.CoinSource.ExcludedCoins)
 	c.Indicators.Klines.PrimaryTimeframe = normalizeTimeframe(c.Indicators.Klines.PrimaryTimeframe)
 	c.Indicators.Klines.LongerTimeframe = normalizeTimeframe(c.Indicators.Klines.LongerTimeframe)
 	c.Indicators.Klines.SelectedTimeframes = normalizeTimeframes(c.Indicators.Klines.SelectedTimeframes)
@@ -257,8 +289,10 @@ func normalizeCoinSourceType(value string) string {
 		return "oi_top"
 	case strings.Contains(compact, "oilow") || strings.Contains(value, "oi low") || strings.Contains(value, "持仓量最低") || strings.Contains(value, "持仓量较低"):
 		return "oi_low"
-	case strings.Contains(compact, "hyperrank") || strings.Contains(compact, "dynamicranking") || strings.Contains(value, "动态榜单") || strings.Contains(value, "涨幅榜"):
+	case strings.Contains(compact, "hyperrank"):
 		return "hyper_rank"
+	case strings.Contains(compact, "vergex") || strings.Contains(compact, "claw402") || strings.Contains(compact, "dynamicranking") || strings.Contains(value, "动态榜单") || strings.Contains(value, "涨幅榜") || strings.Contains(value, "信号榜"):
+		return "vergex_signal"
 	case strings.Contains(compact, "hyperall"):
 		return "hyper_all"
 	case strings.Contains(compact, "hypermain"):
@@ -284,10 +318,12 @@ func inferCoinSourceType(source CoinSourceConfig) string {
 		return "hyper_all"
 	case source.UseHyperMain:
 		return "hyper_main"
+	case source.VergexLimit > 0 || source.VergexMarketType != "" || source.VergexChain != "" || source.VergexLiqBand != "":
+		return "vergex_signal"
 	case source.HyperRankCategory != "" || source.HyperRankDirection != "" || source.HyperRankLimit > 0:
 		return "hyper_rank"
 	default:
-		return "hyper_rank"
+		return "vergex_signal"
 	}
 }

@@ -783,6 +819,14 @@ type CoinSourceConfig struct {
 	HyperRankDirection string `json:"hyper_rank_direction,omitempty"`
 	// Hyperliquid dynamic ranking maximum count. Defaults to 5 and is hard capped at 10 for AI context safety.
 	HyperRankLimit int `json:"hyper_rank_limit,omitempty"`
+	// Vergex signal-ranking maximum count. Defaults to 5 and is hard capped at 10.
+	VergexLimit int `json:"vergex_limit,omitempty"`
+	// Vergex market type for detail endpoints, e.g. hip3_perp for Hyperliquid TradeFi perps.
+	VergexMarketType string `json:"vergex_market_type,omitempty"`
+	// Vergex chain query parameter. Defaults to hyperliquid.
+	VergexChain string `json:"vergex_chain,omitempty"`
+	// Vergex liquidation band query parameter.
+	VergexLiqBand string `json:"vergex_liq_band,omitempty"`
 	// Note: API URLs are now built automatically using NofxOSAPIKey from IndicatorConfig
 }

@@ -916,28 +960,29 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
 	config := StrategyConfig{
 		Language: normalizedLang,
 		CoinSource: CoinSourceConfig{
-			SourceType:         "hyper_rank",
-			UseAI500:           false,
-			AI500Limit:         3,
-			UseOITop:           false,
-			OITopLimit:         3,
-			UseOILow:           false,
-			OILowLimit:         3,
-			UseHyperAll:        false,
-			UseHyperMain:       false,
-			HyperMainLimit:     30,
-			HyperRankCategory:  "stock",
-			HyperRankDirection: "gainers",
-			HyperRankLimit:     5,
+			SourceType:        "vergex_signal",
+			UseAI500:          false,
+			AI500Limit:        3,
+			UseOITop:          false,
+			OITopLimit:        3,
+			UseOILow:          false,
+			OILowLimit:        3,
+			UseHyperAll:       false,
+			UseHyperMain:      false,
+			HyperMainLimit:    30,
+			HyperRankCategory: "all",
+			VergexLimit:       10,
+			VergexMarketType:  "all",
+			VergexChain:       "hyperliquid",
 		},
 		Indicators: IndicatorConfig{
 			Klines: KlineConfig{
-				PrimaryTimeframe:     "5m",
-				PrimaryCount:         20,
-				LongerTimeframe:      "4h",
-				LongerCount:          10,
-				EnableMultiTimeframe: true,
-				SelectedTimeframes:   []string{"5m", "15m", "1h"},
+				PrimaryTimeframe:     "15m",
+				PrimaryCount:         30,
+				LongerTimeframe:      "",
+				LongerCount:          0,
+				EnableMultiTimeframe: false,
+				SelectedTimeframes:   []string{"15m"},
 			},
 			EnableRawKlines:   true, // Required - raw OHLCV data for AI analysis
 			EnableEMA:         false,
@@ -945,9 +990,9 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
 			EnableRSI:         false,
 			EnableATR:         false,
 			EnableBOLL:        false,
-			EnableVolume:      true,
-			EnableOI:          true,
-			EnableFundingRate: true,
+			EnableVolume:      false,
+			EnableOI:          false,
+			EnableFundingRate: false,
 			EMAPeriods:        []int{20, 50},
 			RSIPeriods:        []int{7, 14},
 			ATRPeriods:        []int{14},
@@ -969,57 +1014,57 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
 			PriceRankingLimit:      10,
 		},
 		RiskControl: RiskControlConfig{
-			MaxPositions:                 3,   // Max 3 coins simultaneously (CODE ENFORCED)
-			BTCETHMaxLeverage:            5,   // BTC/ETH exchange leverage (AI guided)
-			AltcoinMaxLeverage:           5,   // Altcoin exchange leverage (AI guided)
-			BTCETHMaxPositionValueRatio:  5.0, // BTC/ETH: max position = 5x equity (CODE ENFORCED)
-			AltcoinMaxPositionValueRatio: 1.0, // Altcoin: max position = 1x equity (CODE ENFORCED)
-			MaxMarginUsage:               0.9, // Max 90% margin usage (CODE ENFORCED)
-			MinPositionSize:              12,  // Min 12 USDT per position (CODE ENFORCED)
-			MinRiskRewardRatio:           3.0, // Min 3:1 profit/loss ratio (AI guided)
-			MinConfidence:                75,  // Min 75% confidence (AI guided)
+			MaxPositions:                 2,    // Max 2 instruments simultaneously (CODE ENFORCED)
+			BTCETHMaxLeverage:            10,   // BTC/ETH exchange leverage (AI guided)
+			AltcoinMaxLeverage:           10,   // TradeFi exchange leverage (AI guided)
+			BTCETHMaxPositionValueRatio:  1.0,  // Claw402 default: same cap across assets
+			AltcoinMaxPositionValueRatio: 1.0,  // Claw402 default: same cap across assets
+			MaxMarginUsage:               0.35, // Max 35% margin usage (CODE ENFORCED)
+			MinPositionSize:              12,   // Min 12 USDT per position (CODE ENFORCED)
+			MinRiskRewardRatio:           3.0,  // Min 3:1 profit/loss ratio (AI guided)
+			MinConfidence:                78,   // Min 78% confidence (AI guided)
 		},
 	}

 	if lang == "zh" {
 		config.PromptSections = PromptSectionsConfig{
-			RoleDefinition: `# 你是一个专业的 Hyperliquid USDC 多资产交易AI
+			RoleDefinition: `# 你是 NOFX Claw402 自动交易员

-你的任务是根据提供的市场数据做出交易决策。你可以分析并交易 Hyperliquid 上线的 USDC 永续合约，包括美股、大宗商品和加密资产。你是一个经验丰富的量化交易员，擅长跨资产技术分析和风险管理。`,
-			TradingFrequency: `# ⏱️ 交易频率意识
+你只交易 Claw402.ai/Vergex 本轮榜单返回的 Hyperliquid 可交易标的。候选池来自 Claw402.ai/Vergex，开仓前必须结合 Signal Lab、成本/清算热力图和原始 K 线判断。`,
+			TradingFrequency: `# 交易频率

- 优秀交易员：每天2-4笔 ≈ 每小时0.1-0.2笔
- 每小时超过2笔 = 过度交易
- 单笔持仓时间 ≥ 30-60分钟
-如果你发现自己每个周期都在交易 → 标准太低；如果持仓不到30分钟就平仓 → 太冲动。`,
-			EntryStandards: `# 🎯 入场标准（严格）
+- 优先等待高质量机会，不需要每轮都交易。
+- 先管理已有持仓，再考虑新开仓。
+- 同一轮不要频繁开平同一标的。`,
+			EntryStandards: `# 入场标准

-只在多个信号共振时入场。自由使用任何有效的分析方法，避免单一指标、信号矛盾、横盘震荡、或平仓后立即重新开仓等低质量行为。`,
-			DecisionProcess: `# 📋 决策流程
+只有 Claw402 Signal Lab、成本/清算热力图和原始 K 线大体一致时才开仓。Claw402 排名只是候选池，不是单独买入理由。任一关键数据缺失或冲突时，默认等待。`,
+			DecisionProcess: `# 决策流程

-1. 检查持仓 → 是否止盈/止损
-2. 扫描候选币种 + 多时间框架 → 是否存在强信号
-3. 先写思维链，再输出结构化JSON`,
+1. 检查已有持仓，先决定止盈、止损或继续持有。
+2. 从 Claw402 榜单取本轮候选，并对每个候选读取 Claw402 Ranking、Signal Lab、Cost/Liquidation Heatmap。
+3. 用原始 K 线确认入场位置、止损和止盈。
+4. 输出简洁 reasoning 和严格 JSON。`,
 		}
 	} else {
 		config.PromptSections = PromptSectionsConfig{
-			RoleDefinition: `# You are a professional Hyperliquid USDC multi-asset trading AI
+			RoleDefinition: `# You are the NOFX Claw402 auto-trader

-Your task is to make trading decisions based on the provided market data. You can analyze and trade Hyperliquid-listed USDC perpetual markets, including US equities, commodities and crypto assets. You are an experienced quantitative trader skilled in cross-asset technical analysis and risk management.`,
-			TradingFrequency: `# ⏱️ Trading Frequency Awareness
+Trade Hyperliquid Claw402-ranked instruments only. The candidate pool comes from Claw402.ai/Vergex; before opening a position, combine Signal Lab, cost/liquidation heatmap and raw candles.`,
+			TradingFrequency: `# Trading Frequency

- Excellent trader: 2-4 trades per day ≈ 0.1-0.2 trades per hour
- >2 trades per hour = overtrading
- Single position holding time ≥ 30-60 minutes
-If you find yourself trading every cycle → standards are too low; if closing positions in <30 minutes → too impulsive.`,
-			EntryStandards: `# 🎯 Entry Standards (Strict)
+- Wait for quality; you do not need to trade every cycle.
+- Manage existing positions before opening new ones.
+- Do not churn in and out of the same symbol in one cycle.`,
+			EntryStandards: `# Entry Standards

-Only enter positions when multiple signals resonate. Freely use any effective analysis methods, avoid low-quality behaviors such as single indicators, contradictory signals, sideways oscillation, or immediately restarting after closing positions.`,
-			DecisionProcess: `# 📋 Decision Process
+Open only when Claw402 Signal Lab, cost/liquidation heatmap and raw candles broadly agree. Ranking defines the candidate pool, not a standalone entry reason. Wait when key data is missing or contradictory.`,
+			DecisionProcess: `# Decision Process

-1. Check positions → whether to take profit/stop loss
-2. Scan candidate coins + multi-timeframe → whether strong signals exist
-3. Write chain of thought first, then output structured JSON`,
+1. Check current positions first: take profit, stop loss or hold.
+2. Pull this cycle's Claw402 board and read Claw402 Ranking, Signal Lab and Cost/Liquidation Heatmap for each candidate.
+3. Use raw candles to confirm entry, stop and target.
+4. Output concise reasoning and strict JSON.`,
 		}
 	}

@@ -1461,6 +1506,8 @@ func (c *StrategyConfig) getEffectiveCoinCount() int {
 		count = c.CoinSource.OILowLimit
 	case "hyper_rank":
 		count = c.CoinSource.HyperRankLimit
+	case "vergex_signal":
+		count = c.CoinSource.VergexLimit
 	case "hyper_main":
 		count = c.CoinSource.HyperMainLimit
 	case "hyper_all":
--- a/store/strategy_hyperliquid_defaults_test.go
+++ b/store/strategy_hyperliquid_defaults_test.go
@@ -2,41 +2,41 @@ package store

 import "testing"

-func TestDefaultHyperliquidStrategyDoesNotEnableNofxOSData(t *testing.T) {
+func TestDefaultVergexStrategyDoesNotEnableNofxOSData(t *testing.T) {
 	cfg := GetDefaultStrategyConfig("zh")
-	assertHyperliquidStockRankDefault(t, cfg)
+	assertVergexSignalDefault(t, cfg)
 	ind := cfg.Indicators
 	if ind.NofxOSAPIKey != "" {
-		t.Fatalf("default should not include a NofxOS API key for Hyperliquid strategies")
+		t.Fatalf("default should not include a NofxOS API key for Claw402/Vergex strategies")
 	}
 	if ind.EnableQuantData || ind.EnableQuantOI || ind.EnableQuantNetflow || ind.EnableOIRanking || ind.EnableNetFlowRanking || ind.EnablePriceRanking {
-		t.Fatalf("default Hyperliquid strategy must not enable NofxOS datasets: %+v", ind)
+		t.Fatalf("default Claw402/Vergex strategy must not enable NofxOS datasets: %+v", ind)
 	}
 	if !ind.EnableRawKlines {
 		t.Fatalf("raw Hyperliquid klines must stay enabled")
 	}
 }

-func TestHyperliquidRankDefaultSurvivesClampAndNormalize(t *testing.T) {
+func TestVergexSignalDefaultSurvivesClampAndNormalize(t *testing.T) {
 	cfg := GetDefaultStrategyConfig("zh")
 	cfg.CoinSource.UseAI500 = true
 	cfg.ClampLimits()
-	assertHyperliquidStockRankDefault(t, cfg)
+	assertVergexSignalDefault(t, cfg)
 	if cfg.CoinSource.UseAI500 {
-		t.Fatalf("Hyperliquid rank strategy must clear stale AI500 flag: %+v", cfg.CoinSource)
+		t.Fatalf("Claw402/Vergex signal strategy must clear stale AI500 flag: %+v", cfg.CoinSource)
 	}
 }

-func TestEmptyCoinSourceInfersHyperliquidRankNotAI500(t *testing.T) {
+func TestEmptyCoinSourceInfersVergexSignalNotAI500(t *testing.T) {
 	cfg := GetDefaultStrategyConfig("zh")
 	cfg.CoinSource = CoinSourceConfig{}
 	cfg.NormalizeProductSchema()
-	assertHyperliquidStockRankDefault(t, cfg)
+	assertVergexSignalDefault(t, cfg)
 }

-func assertHyperliquidStockRankDefault(t *testing.T, cfg StrategyConfig) {
+func assertVergexSignalDefault(t *testing.T, cfg StrategyConfig) {
 	t.Helper()
-	if cfg.CoinSource.SourceType != "hyper_rank" || cfg.CoinSource.HyperRankCategory != "stock" || cfg.CoinSource.HyperRankDirection != "gainers" || cfg.CoinSource.HyperRankLimit != 5 {
-		t.Fatalf("coin source = %+v, want Hyperliquid dynamic stock gainers top 5", cfg.CoinSource)
+	if cfg.CoinSource.SourceType != "vergex_signal" || cfg.CoinSource.VergexLimit != 10 || cfg.CoinSource.VergexMarketType != "all" || cfg.CoinSource.VergexChain != "hyperliquid" {
+		t.Fatalf("coin source = %+v, want Claw402/Vergex all-market signal top 10", cfg.CoinSource)
 	}
 }
--- a/store/strategy_schema_test.go
+++ b/store/strategy_schema_test.go
@@ -122,3 +122,62 @@ func TestStrategyConfigNormalizeProductSchemaForLLMLabels(t *testing.T) {
 		}
 	}
 }
+
+func TestStrategyConfigNormalizeProductSchemaForVergexSignal(t *testing.T) {
+	cfg := GetDefaultStrategyConfig("zh")
+	cfg.CoinSource = CoinSourceConfig{
+		SourceType: "Claw402 Vergex 信号榜",
+	}
+
+	cfg.NormalizeProductSchema()
+
+	if cfg.CoinSource.SourceType != "vergex_signal" {
+		t.Fatalf("source_type = %q, want vergex_signal", cfg.CoinSource.SourceType)
+	}
+	if cfg.CoinSource.VergexLimit != 10 {
+		t.Fatalf("vergex_limit = %d, want 10", cfg.CoinSource.VergexLimit)
+	}
+	if cfg.CoinSource.VergexMarketType != "all" {
+		t.Fatalf("vergex_market_type = %q, want all", cfg.CoinSource.VergexMarketType)
+	}
+	if cfg.CoinSource.VergexChain != "hyperliquid" {
+		t.Fatalf("vergex_chain = %q, want hyperliquid", cfg.CoinSource.VergexChain)
+	}
+}
+
+func TestStrategyConfigNormalizeProductSchemaForVergexSignalLimits(t *testing.T) {
+	t.Run("dynamic board keeps the one built-in strategy candidate depth", func(t *testing.T) {
+		cfg := GetDefaultStrategyConfig("zh")
+		cfg.CoinSource = CoinSourceConfig{
+			SourceType:    "vergex_signal",
+			VergexLimit:   1,
+			StaticCoins:   nil,
+			VergexChain:   "hyperliquid",
+			VergexLiqBand: "",
+		}
+
+		cfg.NormalizeProductSchema()
+
+		if cfg.CoinSource.VergexLimit != 10 {
+			t.Fatalf("vergex_limit = %d, want 10", cfg.CoinSource.VergexLimit)
+		}
+	})
+
+	t.Run("manual picks keep selected count", func(t *testing.T) {
+		cfg := GetDefaultStrategyConfig("zh")
+		cfg.CoinSource = CoinSourceConfig{
+			SourceType:  "vergex_signal",
+			VergexLimit: 1,
+			StaticCoins: []string{"xyz:nvda", "XYZ:AAPL"},
+		}
+
+		cfg.NormalizeProductSchema()
+
+		if cfg.CoinSource.VergexLimit != 2 {
+			t.Fatalf("vergex_limit = %d, want 2", cfg.CoinSource.VergexLimit)
+		}
+		if got := cfg.CoinSource.StaticCoins; len(got) != 2 || got[0] != "XYZ:NVDA" || got[1] != "XYZ:AAPL" {
+			t.Fatalf("static_coins = %+v, want normalized xyz symbols", got)
+		}
+	})
+}
--- a/store/trader.go
+++ b/store/trader.go
@@ -26,7 +26,7 @@ type Trader struct {
 	ExchangeID          string    `gorm:"column:exchange_id;not null" json:"exchange_id"`
 	StrategyID          string    `gorm:"column:strategy_id;default:''" json:"strategy_id"`
 	InitialBalance      float64   `gorm:"column:initial_balance;not null" json:"initial_balance"`
-	ScanIntervalMinutes int       `gorm:"column:scan_interval_minutes;default:3" json:"scan_interval_minutes"`
+	ScanIntervalMinutes int       `gorm:"column:scan_interval_minutes;default:15" json:"scan_interval_minutes"`
 	IsRunning           bool      `gorm:"column:is_running;default:false" json:"is_running"`
 	IsCrossMargin       bool      `gorm:"column:is_cross_margin;default:true" json:"is_cross_margin"`
 	ShowInCompetition   bool      `gorm:"column:show_in_competition;default:true" json:"show_in_competition"`