feat: add multi-exchange order sync and position tracking

- Add order sync implementations for Hyperliquid, Bybit, OKX, Bitget, Aster
- Add position snapshot functionality for exchange position reset
- Update TraderOrder and TraderFill structures with exchange_type field
- Add exchange sync tests
- Update frontend charts components
- Remove deprecated position_sync.go

go.mod

@@ -58,6 +58,7 @@ require (
 	github.com/mailru/easyjson v0.9.1 // indirect
 	github.com/mattn/go-colorable v0.1.14 // indirect
 	github.com/mattn/go-isatty v0.0.20 // indirect
+	github.com/mattn/go-sqlite3 v1.14.32 // indirect
 	github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
 	github.com/modern-go/reflect2 v1.0.2 // indirect
 	github.com/ncruces/go-strftime v0.1.9 // indirect

go.sum

@@ -138,6 +138,8 @@ github.com/mattn/go-isatty v0.0.20 h1:xfD0iDuEKnDkl03q4limB+vH+GxLEtL/jb4xVJSWWE
 github.com/mattn/go-isatty v0.0.20/go.mod h1:W+V8PltTTMOvKvAeJH7IuucS94S2C6jfK/D7dTCTo3Y=
 github.com/mattn/go-runewidth v0.0.16 h1:E5ScNMtiwvlvB5paMFdw9p4kSQzbXFikJ5SQO6TULQc=
 github.com/mattn/go-runewidth v0.0.16/go.mod h1:Jdepj2loyihRzMpdS35Xk/zdY8IAYHsh153qUoGf23w=
+github.com/mattn/go-sqlite3 v1.14.32 h1:JD12Ag3oLy1zQA+BNn74xRgaBbdhbNIDYvQUEuuErjs=
+github.com/mattn/go-sqlite3 v1.14.32/go.mod h1:Uh1q+B4BYcTPb+yiD3kU8Ct7aC0hY9fxUwlHK0RXw+Y=
 github.com/minio/sha256-simd v1.0.0 h1:v1ta+49hkWZyvaKwrQB8elexRqm6Y0aMLjCNsrYxo6g=
 github.com/minio/sha256-simd v1.0.0/go.mod h1:OuYzVNI5vcoYIAmbIvHPl3N3jUzVedXbKy5RFepssQM=
 github.com/mitchellh/mapstructure v1.4.1 h1:CpVNEelQCZBooIPDn+AR3NpivK/TIKU8bDxdASFVQag=

main.go

@@ -11,7 +11,6 @@ import (
 	"nofx/manager"
 	"nofx/mcp"
 	"nofx/store"
-	"nofx/trader"
 	"os"
 	"os/signal"
 	"path/filepath"
@@ -115,11 +114,6 @@ func main() {
 		logger.Warnf("⚠️ Failed to restore backtest history: %v", err)
 	}
 
-	// Start position sync manager (detects manual closures, TP/SL triggers)
-	positionSyncManager := trader.NewPositionSyncManager(st, 0) // 0 = use default 10s interval
-	positionSyncManager.Start()
-	defer positionSyncManager.Stop()
-
 	// Load all traders from database to memory (may auto-start traders with IsRunning=true)
 	if err := traderManager.LoadTradersFromStore(st); err != nil {
 		logger.Fatalf("❌ Failed to load traders: %v", err)

store/order.go

@@ -10,12 +10,13 @@ import (
 type TraderOrder struct {
 	ID                int64     `json:"id"`
 	TraderID          string    `json:"trader_id"`
-	ExchangeID        string    `json:"exchange_id"`         // 交易所账户UUID
+	ExchangeID        string    `json:"exchange_id"`         // Exchange account UUID
-	ExchangeOrderID   string    `json:"exchange_order_id"`   // 交易所订单ID
+	ExchangeType      string    `json:"exchange_type"`       // Exchange type (hyperliquid/lighter/binance/etc)
-	ClientOrderID     string    `json:"client_order_id"`     // 客户端订单ID
+	ExchangeOrderID   string    `json:"exchange_order_id"`   // Exchange order ID
-	Symbol            string    `json:"symbol"`              // 交易对
+	ClientOrderID     string    `json:"client_order_id"`     // Client order ID
+	Symbol            string    `json:"symbol"`              // Trading pair
 	Side              string    `json:"side"`                // BUY/SELL
-	PositionSide      string    `json:"position_side"`       // LONG/SHORT (双向持仓模式)
+	PositionSide      string    `json:"position_side"`       // LONG/SHORT (hedge mode)
 	Type              string    `json:"type"`                // MARKET/LIMIT/STOP/STOP_MARKET/TAKE_PROFIT/TAKE_PROFIT_MARKET
 	TimeInForce       string    `json:"time_in_force"`       // GTC/IOC/FOK
 	Quantity          float64   `json:"quantity"`            // 订单数量
@@ -38,14 +39,15 @@ type TraderOrder struct {
 	FilledAt          time.Time `json:"filled_at"` // 完全成交时间
 }
 
-// TraderFill 成交记录（一个订单可能有多次成交）
+// TraderFill trade record (one order may have multiple fills)
 type TraderFill struct {
 	ID               int64     `json:"id"`
 	TraderID         string    `json:"trader_id"`
-	ExchangeID       string    `json:"exchange_id"`
+	ExchangeID       string    `json:"exchange_id"`        // Exchange account UUID
-	OrderID          int64     `json:"order_id"`           // 关联的订单ID
+	ExchangeType     string    `json:"exchange_type"`      // Exchange type (hyperliquid/lighter/binance/etc)
-	ExchangeOrderID  string    `json:"exchange_order_id"`  // 交易所订单ID
+	OrderID          int64     `json:"order_id"`           // Related order ID
-	ExchangeTradeID  string    `json:"exchange_trade_id"`  // 交易所成交ID
+	ExchangeOrderID  string    `json:"exchange_order_id"`  // Exchange order ID
+	ExchangeTradeID  string    `json:"exchange_trade_id"`  // Exchange trade ID
 	Symbol           string    `json:"symbol"`
 	Side             string    `json:"side"`           // BUY/SELL
 	Price            float64   `json:"price"`          // 成交价格
@@ -76,6 +78,7 @@ func (s *OrderStore) InitTables() error {
 			id INTEGER PRIMARY KEY AUTOINCREMENT,
 			trader_id TEXT NOT NULL,
 			exchange_id TEXT NOT NULL DEFAULT '',
+			exchange_type TEXT NOT NULL DEFAULT '',
 			exchange_order_id TEXT NOT NULL,
 			client_order_id TEXT DEFAULT '',
 			symbol TEXT NOT NULL,
@@ -114,6 +117,7 @@ func (s *OrderStore) InitTables() error {
 			id INTEGER PRIMARY KEY AUTOINCREMENT,
 			trader_id TEXT NOT NULL,
 			exchange_id TEXT NOT NULL DEFAULT '',
+			exchange_type TEXT NOT NULL DEFAULT '',
 			order_id INTEGER NOT NULL,
 			exchange_order_id TEXT NOT NULL,
 			exchange_trade_id TEXT NOT NULL,
@@ -168,16 +172,16 @@ func (s *OrderStore) CreateOrder(order *TraderOrder) error {
 
 	result, err := s.db.Exec(`
 		INSERT INTO trader_orders (
-			trader_id, exchange_id, exchange_order_id, client_order_id,
+			trader_id, exchange_id, exchange_type, exchange_order_id, client_order_id,
 			symbol, side, position_side, type, time_in_force,
 			quantity, price, stop_price, status,
 			filled_quantity, avg_fill_price, commission, commission_asset,
 			leverage, reduce_only, close_position, working_type, price_protect,
 			order_action, related_position_id,
 			created_at, updated_at, filled_at
-		) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+		) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
 	`,
-		order.TraderID, order.ExchangeID, order.ExchangeOrderID, order.ClientOrderID,
+		order.TraderID, order.ExchangeID, order.ExchangeType, order.ExchangeOrderID, order.ClientOrderID,
 		order.Symbol, order.Side, order.PositionSide, order.Type, order.TimeInForce,
 		order.Quantity, order.Price, order.StopPrice, order.Status,
 		order.FilledQuantity, order.AvgFillPrice, order.Commission, order.CommissionAsset,
@@ -244,13 +248,13 @@ func (s *OrderStore) CreateFill(fill *TraderFill) error {
 
 	result, err := s.db.Exec(`
 		INSERT INTO trader_fills (
-			trader_id, exchange_id, order_id, exchange_order_id, exchange_trade_id,
+			trader_id, exchange_id, exchange_type, order_id, exchange_order_id, exchange_trade_id,
 			symbol, side, price, quantity, quote_quantity,
 			commission, commission_asset, realized_pnl, is_maker,
 			created_at
-		) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+		) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
 	`,
-		fill.TraderID, fill.ExchangeID, fill.OrderID, fill.ExchangeOrderID, fill.ExchangeTradeID,
+		fill.TraderID, fill.ExchangeID, fill.ExchangeType, fill.OrderID, fill.ExchangeOrderID, fill.ExchangeTradeID,
 		fill.Symbol, fill.Side, fill.Price, fill.Quantity, fill.QuoteQuantity,
 		fill.Commission, fill.CommissionAsset, fill.RealizedPnL, fill.IsMaker,
 		now.Format(time.RFC3339),
@@ -267,7 +271,7 @@ func (s *OrderStore) CreateFill(fill *TraderFill) error {
 // GetFillByExchangeTradeID 根据交易所成交ID获取成交记录
 func (s *OrderStore) GetFillByExchangeTradeID(exchangeID, exchangeTradeID string) (*TraderFill, error) {
 	row := s.db.QueryRow(`
-		SELECT id, trader_id, exchange_id, order_id, exchange_order_id, exchange_trade_id,
+		SELECT id, trader_id, exchange_id, exchange_type, order_id, exchange_order_id, exchange_trade_id,
 			symbol, side, price, quantity, quote_quantity,
 			commission, commission_asset, realized_pnl, is_maker,
 			created_at
@@ -278,7 +282,7 @@ func (s *OrderStore) GetFillByExchangeTradeID(exchangeID, exchangeTradeID string
 	var fill TraderFill
 	var createdAt sql.NullString
 	err := row.Scan(
-		&fill.ID, &fill.TraderID, &fill.ExchangeID, &fill.OrderID, &fill.ExchangeOrderID, &fill.ExchangeTradeID,
+		&fill.ID, &fill.TraderID, &fill.ExchangeID, &fill.ExchangeType, &fill.OrderID, &fill.ExchangeOrderID, &fill.ExchangeTradeID,
 		&fill.Symbol, &fill.Side, &fill.Price, &fill.Quantity, &fill.QuoteQuantity,
 		&fill.Commission, &fill.CommissionAsset, &fill.RealizedPnL, &fill.IsMaker,
 		&createdAt,
@@ -303,7 +307,7 @@ func (s *OrderStore) GetFillByExchangeTradeID(exchangeID, exchangeTradeID string
 // GetOrderByExchangeID 根据交易所订单ID获取订单
 func (s *OrderStore) GetOrderByExchangeID(exchangeID, exchangeOrderID string) (*TraderOrder, error) {
 	row := s.db.QueryRow(`
-		SELECT id, trader_id, exchange_id, exchange_order_id, client_order_id,
+		SELECT id, trader_id, exchange_id, exchange_type, exchange_order_id, client_order_id,
 			symbol, side, position_side, type, time_in_force,
 			quantity, price, stop_price, status,
 			filled_quantity, avg_fill_price, commission, commission_asset,
@@ -317,7 +321,7 @@ func (s *OrderStore) GetOrderByExchangeID(exchangeID, exchangeOrderID string) (*
 	var order TraderOrder
 	var createdAt, updatedAt, filledAt sql.NullString
 	err := row.Scan(
-		&order.ID, &order.TraderID, &order.ExchangeID, &order.ExchangeOrderID, &order.ClientOrderID,
+		&order.ID, &order.TraderID, &order.ExchangeID, &order.ExchangeType, &order.ExchangeOrderID, &order.ClientOrderID,
 		&order.Symbol, &order.Side, &order.PositionSide, &order.Type, &order.TimeInForce,
 		&order.Quantity, &order.Price, &order.StopPrice, &order.Status,
 		&order.FilledQuantity, &order.AvgFillPrice, &order.Commission, &order.CommissionAsset,
@@ -355,7 +359,7 @@ func (s *OrderStore) GetOrderByExchangeID(exchangeID, exchangeOrderID string) (*
 // GetTraderOrders 获取trader的订单列表
 func (s *OrderStore) GetTraderOrders(traderID string, limit int) ([]*TraderOrder, error) {
 	rows, err := s.db.Query(`
-		SELECT id, trader_id, exchange_id, exchange_order_id, client_order_id,
+		SELECT id, trader_id, exchange_id, exchange_type, exchange_order_id, client_order_id,
 			symbol, side, position_side, type, time_in_force,
 			quantity, price, stop_price, status,
 			filled_quantity, avg_fill_price, commission, commission_asset,
@@ -377,7 +381,7 @@ func (s *OrderStore) GetTraderOrders(traderID string, limit int) ([]*TraderOrder
 		var order TraderOrder
 		var createdAt, updatedAt, filledAt sql.NullString
 		err := rows.Scan(
-			&order.ID, &order.TraderID, &order.ExchangeID, &order.ExchangeOrderID, &order.ClientOrderID,
+			&order.ID, &order.TraderID, &order.ExchangeID, &order.ExchangeType, &order.ExchangeOrderID, &order.ClientOrderID,
 			&order.Symbol, &order.Side, &order.PositionSide, &order.Type, &order.TimeInForce,
 			&order.Quantity, &order.Price, &order.StopPrice, &order.Status,
 			&order.FilledQuantity, &order.AvgFillPrice, &order.Commission, &order.CommissionAsset,
@@ -415,7 +419,7 @@ func (s *OrderStore) GetTraderOrders(traderID string, limit int) ([]*TraderOrder
 // GetOrderFills 获取订单的成交记录
 func (s *OrderStore) GetOrderFills(orderID int64) ([]*TraderFill, error) {
 	rows, err := s.db.Query(`
-		SELECT id, trader_id, exchange_id, order_id, exchange_order_id, exchange_trade_id,
+		SELECT id, trader_id, exchange_id, exchange_type, order_id, exchange_order_id, exchange_trade_id,
 			symbol, side, price, quantity, quote_quantity,
 			commission, commission_asset, realized_pnl, is_maker,
 			created_at
@@ -433,7 +437,7 @@ func (s *OrderStore) GetOrderFills(orderID int64) ([]*TraderFill, error) {
 		var fill TraderFill
 		var createdAt sql.NullString
 		err := rows.Scan(
-			&fill.ID, &fill.TraderID, &fill.ExchangeID, &fill.OrderID, &fill.ExchangeOrderID, &fill.ExchangeTradeID,
+			&fill.ID, &fill.TraderID, &fill.ExchangeID, &fill.ExchangeType, &fill.OrderID, &fill.ExchangeOrderID, &fill.ExchangeTradeID,
 			&fill.Symbol, &fill.Side, &fill.Price, &fill.Quantity, &fill.QuoteQuantity,
 			&fill.Commission, &fill.CommissionAsset, &fill.RealizedPnL, &fill.IsMaker,
 			&createdAt,

trader/aster_order_sync.go

@@ -0,0 +1,188 @@
+package trader
+
+import (
+	"fmt"
+	"nofx/logger"
+	"nofx/store"
+	"sort"
+	"strings"
+	"time"
+)
+
+// SyncOrdersFromAster syncs Aster exchange order history to local database
+// Also creates/updates position records to ensure orders/fills/positions data consistency
+// exchangeID: Exchange account UUID (from exchanges.id)
+// exchangeType: Exchange type ("aster")
+func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
+	if st == nil {
+		return fmt.Errorf("store is nil")
+	}
+
+	// Get recent trades (last 24 hours)
+	startTime := time.Now().Add(-24 * time.Hour)
+
+	logger.Infof("🔄 Syncing Aster trades from: %s", startTime.Format(time.RFC3339))
+
+	// Use GetTrades method to fetch trade records
+	trades, err := t.GetTrades(startTime, 500)
+	if err != nil {
+		return fmt.Errorf("failed to get trades: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from Aster", len(trades))
+
+	// Sort trades by time ASC (oldest first) for proper position building
+	sort.Slice(trades, func(i, j int) bool {
+		return trades[i].Time.Before(trades[j].Time)
+	})
+
+	// Process trades one by one (no transaction to avoid deadlock)
+	orderStore := st.Order()
+	positionStore := st.Position()
+	posBuilder := store.NewPositionBuilder(positionStore)
+	syncedCount := 0
+
+	for _, trade := range trades {
+		// Check if trade already exists (use exchangeID which is UUID, not exchange type)
+		existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
+		if err == nil && existing != nil {
+			continue // Order already exists, skip
+		}
+
+		// Determine order action based on side, positionSide, and realizedPnL
+		// Aster uses one-way position mode (BOTH), so we need to infer from PnL
+		// - RealizedPnL != 0 means it's a close trade
+		// - RealizedPnL == 0 means it's an open trade
+		orderAction := deriveAsterOrderAction(trade.Side, trade.PositionSide, trade.RealizedPnL)
+
+		// Determine position side from order action
+		positionSide := "LONG"
+		if strings.Contains(orderAction, "short") {
+			positionSide = "SHORT"
+		}
+
+		// Normalize side for storage
+		side := strings.ToUpper(trade.Side)
+
+		// Create order record
+		orderRecord := &store.TraderOrder{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			ExchangeOrderID: trade.TradeID,
+			Symbol:          trade.Symbol,
+			Side:            side,
+			PositionSide:    "BOTH", // Aster uses one-way position mode
+			Type:            "LIMIT",
+			OrderAction:     orderAction,
+			Quantity:        trade.Quantity,
+			Price:           trade.Price,
+			Status:          "FILLED",
+			FilledQuantity:  trade.Quantity,
+			AvgFillPrice:    trade.Price,
+			Commission:      trade.Fee,
+			FilledAt:        trade.Time,
+			CreatedAt:       trade.Time,
+			UpdatedAt:       trade.Time,
+		}
+
+		// Insert order record
+		if err := orderStore.CreateOrder(orderRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
+			continue
+		}
+
+		// Create fill record
+		fillRecord := &store.TraderFill{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			OrderID:         orderRecord.ID,
+			ExchangeOrderID: trade.TradeID,
+			ExchangeTradeID: trade.TradeID,
+			Symbol:          trade.Symbol,
+			Side:            side,
+			Price:           trade.Price,
+			Quantity:        trade.Quantity,
+			QuoteQuantity:   trade.Price * trade.Quantity,
+			Commission:      trade.Fee,
+			CommissionAsset: "USDT",
+			RealizedPnL:     trade.RealizedPnL,
+			IsMaker:         false,
+			CreatedAt:       trade.Time,
+		}
+
+		if err := orderStore.CreateFill(fillRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
+		}
+
+		// Create/update position record using PositionBuilder
+		if err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			trade.Symbol, positionSide, orderAction,
+			trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
+			trade.Time, trade.TradeID,
+		); err != nil {
+			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
+		} else {
+			logger.Infof("  📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, orderAction, trade.Quantity)
+		}
+
+		syncedCount++
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
+			trade.TradeID, trade.Symbol, side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction)
+	}
+
+	logger.Infof("✅ Aster order sync completed: %d new trades synced", syncedCount)
+	return nil
+}
+
+// deriveAsterOrderAction determines order action from trade details
+// Aster uses one-way position mode (BOTH), so we infer from:
+// - Side: BUY or SELL
+// - RealizedPnL: non-zero means closing trade
+func deriveAsterOrderAction(side, positionSide string, realizedPnL float64) string {
+	side = strings.ToUpper(side)
+	positionSide = strings.ToUpper(positionSide)
+
+	// Check if this is a closing trade (has realized PnL)
+	isClose := realizedPnL != 0
+
+	if positionSide == "LONG" {
+		if isClose {
+			return "close_long"
+		}
+		return "open_long"
+	} else if positionSide == "SHORT" {
+		if isClose {
+			return "close_short"
+		}
+		return "open_short"
+	} else {
+		// BOTH mode - infer from side and PnL
+		if side == "BUY" {
+			if isClose {
+				return "close_short" // Buying to close short
+			}
+			return "open_long" // Buying to open long
+		} else {
+			if isClose {
+				return "close_long" // Selling to close long
+			}
+			return "open_short" // Selling to open short
+		}
+	}
+}
+
+// StartOrderSync starts background order sync task for Aster
+func (t *AsterTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	ticker := time.NewTicker(interval)
+	go func() {
+		for range ticker.C {
+			if err := t.SyncOrdersFromAster(traderID, exchangeID, exchangeType, st); err != nil {
+				logger.Infof("⚠️  Aster order sync failed: %v", err)
+			}
+		}
+	}()
+	logger.Infof("🔄 Aster order sync started (interval: %v)", interval)
+}

trader/auto_trader.go

@@ -363,8 +363,48 @@ func (at *AutoTrader) Run() error {
 	// Start Lighter order sync if using Lighter exchange
 	if at.exchange == "lighter" {
 		if lighterTrader, ok := at.trader.(*LighterTraderV2); ok && at.store != nil {
-			lighterTrader.StartOrderSync(at.id, at.store.Order(), 30*time.Second)
+			lighterTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
-			logger.Infof("🔄 [%s] Lighter order sync enabled (every 30s)", at.name)
+			logger.Infof("🔄 [%s] Lighter order+position sync enabled (every 30s)", at.name)
+		}
+	}
+
+	// Start Hyperliquid order sync if using Hyperliquid exchange
+	if at.exchange == "hyperliquid" {
+		if hyperliquidTrader, ok := at.trader.(*HyperliquidTrader); ok && at.store != nil {
+			hyperliquidTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
+			logger.Infof("🔄 [%s] Hyperliquid order+position sync enabled (every 30s)", at.name)
+		}
+	}
+
+	// Start Bybit order sync if using Bybit exchange
+	if at.exchange == "bybit" {
+		if bybitTrader, ok := at.trader.(*BybitTrader); ok && at.store != nil {
+			bybitTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
+			logger.Infof("🔄 [%s] Bybit order+position sync enabled (every 30s)", at.name)
+		}
+	}
+
+	// Start OKX order sync if using OKX exchange
+	if at.exchange == "okx" {
+		if okxTrader, ok := at.trader.(*OKXTrader); ok && at.store != nil {
+			okxTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
+			logger.Infof("🔄 [%s] OKX order+position sync enabled (every 30s)", at.name)
+		}
+	}
+
+	// Start Bitget order sync if using Bitget exchange
+	if at.exchange == "bitget" {
+		if bitgetTrader, ok := at.trader.(*BitgetTrader); ok && at.store != nil {
+			bitgetTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
+			logger.Infof("🔄 [%s] Bitget order+position sync enabled (every 30s)", at.name)
+		}
+	}
+
+	// Start Aster order sync if using Aster exchange
+	if at.exchange == "aster" {
+		if asterTrader, ok := at.trader.(*AsterTrader); ok && at.store != nil {
+			asterTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
+			logger.Infof("🔄 [%s] Aster order+position sync enabled (every 30s)", at.name)
 		}
 	}
 
@@ -1888,29 +1928,11 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
 			return
 		}
 
-		// Calculate P&L
+		// NOTE: Position update removed - Order Sync will handle it automatically
-		var realizedPnL float64
+		// Order Sync will pick up the fill and update the position through PositionBuilder
-		if side == "LONG" {
+		// This ensures accurate fee accumulation and PnL calculation
-			realizedPnL = (price - openPos.EntryPrice) * openPos.Quantity
+		logger.Infof("  ✅ Order placed [%s] %s %s @ %.4f, will be synced by Order Sync",
-		} else {
+			at.id[:8], symbol, side, price)
-			realizedPnL = (openPos.EntryPrice - price) * openPos.Quantity
-		}
-
-		// Update position record
-		err = at.store.Position().ClosePosition(
-			openPos.ID,
-			price,       // exitPrice
-			orderID,     // exitOrderID
-			realizedPnL,
-			fee,         // fee from exchange API
-			"ai_decision",
-		)
-		if err != nil {
-			logger.Infof("  ⚠️ Failed to update position: %v", err)
-		} else {
-			logger.Infof("  📊 Position closed [%s] %s %s @ %.4f → %.4f, P&L: %.2f, Fee: %.4f",
-				at.id[:8], symbol, side, openPos.EntryPrice, price, realizedPnL, fee)
-		}
 	}
 }
 

trader/bitget_order_sync.go

@@ -0,0 +1,257 @@
+package trader
+
+import (
+	"encoding/json"
+	"fmt"
+	"nofx/logger"
+	"nofx/store"
+	"sort"
+	"strconv"
+	"strings"
+	"time"
+)
+
+// BitgetTrade represents a trade record from Bitget fill history
+type BitgetTrade struct {
+	Symbol      string
+	TradeID     string
+	OrderID     string
+	Side        string // buy or sell
+	FillPrice   float64
+	FillQty     float64
+	Fee         float64
+	FeeAsset    string
+	ExecTime    time.Time
+	ProfitLoss  float64
+	OrderType   string
+	OrderAction string // open_long, open_short, close_long, close_short
+}
+
+// GetTrades retrieves trade/fill records from Bitget
+func (t *BitgetTrader) GetTrades(startTime time.Time, limit int) ([]BitgetTrade, error) {
+	if limit <= 0 {
+		limit = 100
+	}
+	if limit > 100 {
+		limit = 100 // Bitget max limit is 100
+	}
+
+	params := map[string]interface{}{
+		"productType": "USDT-FUTURES",
+		"startTime":   fmt.Sprintf("%d", startTime.UnixMilli()),
+		"limit":       fmt.Sprintf("%d", limit),
+	}
+
+	data, err := t.doRequest("GET", "/api/v2/mix/order/fill-history", params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get fill history: %w", err)
+	}
+
+	var resp struct {
+		FillList []struct {
+			TradeID    string `json:"tradeId"`
+			Symbol     string `json:"symbol"`
+			OrderID    string `json:"orderId"`
+			Side       string `json:"side"`       // buy, sell
+			Price      string `json:"price"`      // Fill price
+			BaseVolume string `json:"baseVolume"` // Fill size in base currency
+			Fee        string `json:"fee"`        // Fee (negative for cost)
+			FeeCcy     string `json:"feeCcy"`     // Fee currency
+			Profit     string `json:"profit"`     // Realized PnL
+			CTime      string `json:"cTime"`      // Fill time (ms)
+			TradeSide  string `json:"tradeSide"`  // open, close
+		} `json:"fillList"`
+	}
+
+	if err := json.Unmarshal(data, &resp); err != nil {
+		return nil, fmt.Errorf("failed to parse fills: %w", err)
+	}
+
+	trades := make([]BitgetTrade, 0, len(resp.FillList))
+
+	for _, fill := range resp.FillList {
+		fillPrice, _ := strconv.ParseFloat(fill.Price, 64)
+		fillQty, _ := strconv.ParseFloat(fill.BaseVolume, 64)
+		fee, _ := strconv.ParseFloat(fill.Fee, 64)
+		profit, _ := strconv.ParseFloat(fill.Profit, 64)
+		cTime, _ := strconv.ParseInt(fill.CTime, 10, 64)
+
+		// Determine order action based on side and tradeSide
+		// Bitget one-way mode:
+		// - buy + open = open long
+		// - sell + open = open short
+		// - sell + close = close long
+		// - buy + close = close short
+		orderAction := "open_long"
+		side := strings.ToLower(fill.Side)
+		tradeSide := strings.ToLower(fill.TradeSide)
+
+		if tradeSide == "open" {
+			if side == "buy" {
+				orderAction = "open_long"
+			} else {
+				orderAction = "open_short"
+			}
+		} else if tradeSide == "close" {
+			if side == "sell" {
+				orderAction = "close_long"
+			} else {
+				orderAction = "close_short"
+			}
+		}
+
+		trade := BitgetTrade{
+			Symbol:      fill.Symbol,
+			TradeID:     fill.TradeID,
+			OrderID:     fill.OrderID,
+			Side:        fill.Side,
+			FillPrice:   fillPrice,
+			FillQty:     fillQty,
+			Fee:         -fee, // Bitget returns negative fee
+			FeeAsset:    fill.FeeCcy,
+			ExecTime:    time.UnixMilli(cTime),
+			ProfitLoss:  profit,
+			OrderType:   "MARKET",
+			OrderAction: orderAction,
+		}
+
+		trades = append(trades, trade)
+	}
+
+	return trades, nil
+}
+
+// SyncOrdersFromBitget syncs Bitget exchange order history to local database
+// Also creates/updates position records to ensure orders/fills/positions data consistency
+// exchangeID: Exchange account UUID (from exchanges.id)
+// exchangeType: Exchange type ("bitget")
+func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
+	if st == nil {
+		return fmt.Errorf("store is nil")
+	}
+
+	// Get recent trades (last 24 hours)
+	startTime := time.Now().Add(-24 * time.Hour)
+
+	logger.Infof("🔄 Syncing Bitget trades from: %s", startTime.Format(time.RFC3339))
+
+	// Use GetTrades method to fetch trade records
+	trades, err := t.GetTrades(startTime, 100)
+	if err != nil {
+		return fmt.Errorf("failed to get trades: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from Bitget", len(trades))
+
+	// Sort trades by time ASC (oldest first) for proper position building
+	sort.Slice(trades, func(i, j int) bool {
+		return trades[i].ExecTime.Before(trades[j].ExecTime)
+	})
+
+	// Process trades one by one (no transaction to avoid deadlock)
+	orderStore := st.Order()
+	positionStore := st.Position()
+	posBuilder := store.NewPositionBuilder(positionStore)
+	syncedCount := 0
+
+	for _, trade := range trades {
+		// Check if trade already exists (use exchangeID which is UUID, not exchange type)
+		existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
+		if err == nil && existing != nil {
+			continue // Order already exists, skip
+		}
+
+		// Determine position side from order action
+		positionSide := "LONG"
+		if strings.Contains(trade.OrderAction, "short") {
+			positionSide = "SHORT"
+		}
+
+		// Normalize side for storage
+		side := strings.ToUpper(trade.Side)
+
+		// Create order record
+		orderRecord := &store.TraderOrder{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			ExchangeOrderID: trade.TradeID,
+			Symbol:          trade.Symbol,
+			Side:            side,
+			PositionSide:    "BOTH", // Bitget uses one-way position mode
+			Type:            trade.OrderType,
+			OrderAction:     trade.OrderAction,
+			Quantity:        trade.FillQty,
+			Price:           trade.FillPrice,
+			Status:          "FILLED",
+			FilledQuantity:  trade.FillQty,
+			AvgFillPrice:    trade.FillPrice,
+			Commission:      trade.Fee,
+			FilledAt:        trade.ExecTime,
+			CreatedAt:       trade.ExecTime,
+			UpdatedAt:       trade.ExecTime,
+		}
+
+		// Insert order record
+		if err := orderStore.CreateOrder(orderRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
+			continue
+		}
+
+		// Create fill record
+		fillRecord := &store.TraderFill{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			OrderID:         orderRecord.ID,
+			ExchangeOrderID: trade.OrderID,
+			ExchangeTradeID: trade.TradeID,
+			Symbol:          trade.Symbol,
+			Side:            side,
+			Price:           trade.FillPrice,
+			Quantity:        trade.FillQty,
+			QuoteQuantity:   trade.FillPrice * trade.FillQty,
+			Commission:      trade.Fee,
+			CommissionAsset: trade.FeeAsset,
+			RealizedPnL:     trade.ProfitLoss,
+			IsMaker:         false,
+			CreatedAt:       trade.ExecTime,
+		}
+
+		if err := orderStore.CreateFill(fillRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
+		}
+
+		// Create/update position record using PositionBuilder
+		if err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			trade.Symbol, positionSide, trade.OrderAction,
+			trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
+			trade.ExecTime, trade.TradeID,
+		); err != nil {
+			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
+		} else {
+			logger.Infof("  📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, trade.OrderAction, trade.FillQty)
+		}
+
+		syncedCount++
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
+			trade.TradeID, trade.Symbol, side, trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction)
+	}
+
+	logger.Infof("✅ Bitget order sync completed: %d new trades synced", syncedCount)
+	return nil
+}
+
+// StartOrderSync starts background order sync task for Bitget
+func (t *BitgetTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	ticker := time.NewTicker(interval)
+	go func() {
+		for range ticker.C {
+			if err := t.SyncOrdersFromBitget(traderID, exchangeID, exchangeType, st); err != nil {
+				logger.Infof("⚠️  Bitget order sync failed: %v", err)
+			}
+		}
+	}()
+	logger.Infof("🔄 Bitget order sync started (interval: %v)", interval)
+}

trader/bybit_order_sync.go

@@ -0,0 +1,309 @@
+package trader
+
+import (
+	"crypto/hmac"
+	"crypto/sha256"
+	"encoding/hex"
+	"encoding/json"
+	"fmt"
+	"io"
+	"net/http"
+	"nofx/logger"
+	"nofx/store"
+	"sort"
+	"strconv"
+	"strings"
+	"time"
+)
+
+// BybitTrade represents a trade record from Bybit execution list
+type BybitTrade struct {
+	Symbol      string
+	OrderID     string
+	ExecID      string
+	Side        string // Buy or Sell
+	ExecPrice   float64
+	ExecQty     float64
+	ExecFee     float64
+	ExecTime    time.Time
+	IsMaker     bool
+	OrderType   string
+	ClosedSize  float64 // For close orders
+	ClosedPnL   float64
+	OrderAction string // open_long, open_short, close_long, close_short
+}
+
+// GetTrades retrieves trade/execution records from Bybit
+func (t *BybitTrader) GetTrades(startTime time.Time, limit int) ([]BybitTrade, error) {
+	return t.getTradesViaHTTP(startTime, limit)
+}
+
+// getTradesViaHTTP makes direct HTTP call to Bybit API for execution list
+func (t *BybitTrader) getTradesViaHTTP(startTime time.Time, limit int) ([]BybitTrade, error) {
+	// Build query string
+	queryParams := fmt.Sprintf("category=linear&startTime=%d&limit=%d", startTime.UnixMilli(), limit)
+	url := "https://api.bybit.com/v5/execution/list?" + queryParams
+
+	// Generate timestamp
+	timestamp := fmt.Sprintf("%d", time.Now().UnixMilli())
+	recvWindow := "5000"
+
+	// Build signature payload: timestamp + api_key + recv_window + queryString
+	signPayload := timestamp + t.apiKey + recvWindow + queryParams
+
+	// Generate HMAC-SHA256 signature
+	h := hmac.New(sha256.New, []byte(t.secretKey))
+	h.Write([]byte(signPayload))
+	signature := hex.EncodeToString(h.Sum(nil))
+
+	// Create request
+	req, err := http.NewRequest("GET", url, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to create request: %w", err)
+	}
+
+	// Add Bybit V5 API headers
+	req.Header.Set("X-BAPI-API-KEY", t.apiKey)
+	req.Header.Set("X-BAPI-SIGN", signature)
+	req.Header.Set("X-BAPI-SIGN-TYPE", "2")
+	req.Header.Set("X-BAPI-TIMESTAMP", timestamp)
+	req.Header.Set("X-BAPI-RECV-WINDOW", recvWindow)
+	req.Header.Set("Content-Type", "application/json")
+
+	// Use http.DefaultClient for the request
+	resp, err := http.DefaultClient.Do(req)
+	if err != nil {
+		return nil, fmt.Errorf("failed to call Bybit API: %w", err)
+	}
+	defer resp.Body.Close()
+
+	body, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, fmt.Errorf("failed to read response: %w", err)
+	}
+
+	var result struct {
+		RetCode int    `json:"retCode"`
+		RetMsg  string `json:"retMsg"`
+		Result  struct {
+			List []map[string]interface{} `json:"list"`
+		} `json:"result"`
+	}
+
+	if err := json.Unmarshal(body, &result); err != nil {
+		return nil, fmt.Errorf("failed to parse response: %w", err)
+	}
+
+	if result.RetCode != 0 {
+		return nil, fmt.Errorf("Bybit API error: %s", result.RetMsg)
+	}
+
+	return t.parseTradesResult(result.Result.List)
+}
+
+// parseTradesResult parses the execution list result from Bybit API
+func (t *BybitTrader) parseTradesResult(list []map[string]interface{}) ([]BybitTrade, error) {
+	var trades []BybitTrade
+
+	for _, item := range list {
+		symbol, _ := item["symbol"].(string)
+		orderID, _ := item["orderId"].(string)
+		execID, _ := item["execId"].(string)
+		side, _ := item["side"].(string)
+		orderType, _ := item["orderType"].(string)
+		isMaker, _ := item["isMaker"].(bool)
+
+		execPriceStr, _ := item["execPrice"].(string)
+		execQtyStr, _ := item["execQty"].(string)
+		execFeeStr, _ := item["execFee"].(string)
+		closedSizeStr, _ := item["closedSize"].(string)
+		closedPnlStr, _ := item["closedPnl"].(string)
+		execTimeStr, _ := item["execTime"].(string)
+
+		execPrice, _ := strconv.ParseFloat(execPriceStr, 64)
+		execQty, _ := strconv.ParseFloat(execQtyStr, 64)
+		execFee, _ := strconv.ParseFloat(execFeeStr, 64)
+		closedSize, _ := strconv.ParseFloat(closedSizeStr, 64)
+		closedPnl, _ := strconv.ParseFloat(closedPnlStr, 64)
+		execTimeMs, _ := strconv.ParseInt(execTimeStr, 10, 64)
+		execTime := time.UnixMilli(execTimeMs)
+
+		// Determine order action based on side and closedSize
+		// If closedSize > 0, it's a close trade
+		// Side: Buy = long direction, Sell = short direction
+		orderAction := "open_long"
+		if closedSize > 0 {
+			// This is a close trade
+			if strings.ToLower(side) == "sell" {
+				orderAction = "close_long" // Selling to close a long
+			} else {
+				orderAction = "close_short" // Buying to close a short
+			}
+		} else {
+			// This is an open trade
+			if strings.ToLower(side) == "buy" {
+				orderAction = "open_long"
+			} else {
+				orderAction = "open_short"
+			}
+		}
+
+		trade := BybitTrade{
+			Symbol:      symbol,
+			OrderID:     orderID,
+			ExecID:      execID,
+			Side:        side,
+			ExecPrice:   execPrice,
+			ExecQty:     execQty,
+			ExecFee:     execFee,
+			ExecTime:    execTime,
+			IsMaker:     isMaker,
+			OrderType:   orderType,
+			ClosedSize:  closedSize,
+			ClosedPnL:   closedPnl,
+			OrderAction: orderAction,
+		}
+
+		trades = append(trades, trade)
+	}
+
+	return trades, nil
+}
+
+// SyncOrdersFromBybit syncs Bybit exchange order history to local database
+// Also creates/updates position records to ensure orders/fills/positions data consistency
+// exchangeID: Exchange account UUID (from exchanges.id)
+// exchangeType: Exchange type ("bybit")
+func (t *BybitTrader) SyncOrdersFromBybit(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
+	if st == nil {
+		return fmt.Errorf("store is nil")
+	}
+
+	// Get recent trades (last 24 hours)
+	startTime := time.Now().Add(-24 * time.Hour)
+
+	logger.Infof("🔄 Syncing Bybit trades from: %s", startTime.Format(time.RFC3339))
+
+	// Use GetTrades method to fetch trade records
+	trades, err := t.GetTrades(startTime, 1000)
+	if err != nil {
+		return fmt.Errorf("failed to get trades: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from Bybit", len(trades))
+
+	// Sort trades by time ASC (oldest first) for proper position building
+	sort.Slice(trades, func(i, j int) bool {
+		return trades[i].ExecTime.Before(trades[j].ExecTime)
+	})
+
+	// Process trades one by one (no transaction to avoid deadlock)
+	orderStore := st.Order()
+	positionStore := st.Position()
+	posBuilder := store.NewPositionBuilder(positionStore)
+	syncedCount := 0
+
+	for _, trade := range trades {
+		// Check if trade already exists (use exchangeID which is UUID, not exchange type)
+		existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.ExecID)
+		if err == nil && existing != nil {
+			continue // Order already exists, skip
+		}
+
+		// Normalize symbol (should already have USDT suffix from Bybit)
+		symbol := trade.Symbol
+
+		// Determine position side from order action
+		positionSide := "LONG"
+		if strings.Contains(trade.OrderAction, "short") {
+			positionSide = "SHORT"
+		}
+
+		// Normalize side for storage
+		side := strings.ToUpper(trade.Side)
+
+		// Create order record
+		orderRecord := &store.TraderOrder{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			ExchangeOrderID: trade.ExecID, // Use ExecID as unique identifier
+			Symbol:          symbol,
+			Side:            side,
+			PositionSide:    "BOTH", // Bybit uses one-way position mode
+			Type:            trade.OrderType,
+			OrderAction:     trade.OrderAction,
+			Quantity:        trade.ExecQty,
+			Price:           trade.ExecPrice,
+			Status:          "FILLED",
+			FilledQuantity:  trade.ExecQty,
+			AvgFillPrice:    trade.ExecPrice,
+			Commission:      trade.ExecFee,
+			FilledAt:        trade.ExecTime,
+			CreatedAt:       trade.ExecTime,
+			UpdatedAt:       trade.ExecTime,
+		}
+
+		// Insert order record
+		if err := orderStore.CreateOrder(orderRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync trade %s: %v", trade.ExecID, err)
+			continue
+		}
+
+		// Create fill record
+		fillRecord := &store.TraderFill{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			OrderID:         orderRecord.ID,
+			ExchangeOrderID: trade.OrderID,
+			ExchangeTradeID: trade.ExecID,
+			Symbol:          symbol,
+			Side:            side,
+			Price:           trade.ExecPrice,
+			Quantity:        trade.ExecQty,
+			QuoteQuantity:   trade.ExecPrice * trade.ExecQty,
+			Commission:      trade.ExecFee,
+			CommissionAsset: "USDT",
+			RealizedPnL:     trade.ClosedPnL,
+			IsMaker:         trade.IsMaker,
+			CreatedAt:       trade.ExecTime,
+		}
+
+		if err := orderStore.CreateFill(fillRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync fill for trade %s: %v", trade.ExecID, err)
+		}
+
+		// Create/update position record using PositionBuilder
+		if err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, positionSide, trade.OrderAction,
+			trade.ExecQty, trade.ExecPrice, trade.ExecFee, trade.ClosedPnL,
+			trade.ExecTime, trade.ExecID,
+		); err != nil {
+			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.ExecID, err)
+		} else {
+			logger.Infof("  📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.ExecID, trade.OrderAction, trade.ExecQty)
+		}
+
+		syncedCount++
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
+			trade.ExecID, symbol, side, trade.ExecQty, trade.ExecPrice, trade.ClosedPnL, trade.ExecFee, trade.OrderAction)
+	}
+
+	logger.Infof("✅ Bybit order sync completed: %d new trades synced", syncedCount)
+	return nil
+}
+
+// StartOrderSync starts background order sync task for Bybit
+func (t *BybitTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	ticker := time.NewTicker(interval)
+	go func() {
+		for range ticker.C {
+			if err := t.SyncOrdersFromBybit(traderID, exchangeID, exchangeType, st); err != nil {
+				logger.Infof("⚠️  Bybit order sync failed: %v", err)
+			}
+		}
+	}()
+	logger.Infof("🔄 Bybit order sync started (interval: %v)", interval)
+}

trader/exchange_sync_test.go

@@ -0,0 +1,337 @@
+package trader
+
+import (
+	"database/sql"
+	"nofx/store"
+	"testing"
+	"time"
+
+	_ "github.com/mattn/go-sqlite3"
+)
+
+// TestScenario represents a trading scenario to test
+type TestScenario struct {
+	Name        string
+	Trades      []TestTrade
+	ExpectedPos []ExpectedPosition
+}
+
+// TestTrade represents a single trade in a test scenario
+type TestTrade struct {
+	Action      string  // open_long, close_short, etc.
+	Side        string  // LONG or SHORT
+	Symbol      string
+	Quantity    float64
+	Price       float64
+	Fee         float64
+	RealizedPnL float64
+}
+
+// ExpectedPosition represents expected position state
+type ExpectedPosition struct {
+	Symbol   string
+	Side     string
+	Quantity float64
+	Status   string // OPEN or CLOSED
+}
+
+// Standard test scenarios that all exchanges should pass
+func getStandardTestScenarios() []TestScenario {
+	return []TestScenario{
+		{
+			Name: "Simple Open and Close Long",
+			Trades: []TestTrade{
+				{Action: "open_long", Side: "LONG", Symbol: "ETHUSDT", Quantity: 0.1, Price: 3500, Fee: 0.5, RealizedPnL: 0},
+				{Action: "close_long", Side: "LONG", Symbol: "ETHUSDT", Quantity: 0.1, Price: 3600, Fee: 0.5, RealizedPnL: 10},
+			},
+			ExpectedPos: []ExpectedPosition{}, // Should be fully closed
+		},
+		{
+			Name: "Simple Open and Close Short",
+			Trades: []TestTrade{
+				{Action: "open_short", Side: "SHORT", Symbol: "ETHUSDT", Quantity: 0.1, Price: 3500, Fee: 0.5, RealizedPnL: 0},
+				{Action: "close_short", Side: "SHORT", Symbol: "ETHUSDT", Quantity: 0.1, Price: 3400, Fee: 0.5, RealizedPnL: 10},
+			},
+			ExpectedPos: []ExpectedPosition{},
+		},
+		{
+			Name: "Position Averaging",
+			Trades: []TestTrade{
+				{Action: "open_long", Side: "LONG", Symbol: "BTCUSDT", Quantity: 0.01, Price: 50000, Fee: 1.0, RealizedPnL: 0},
+				{Action: "open_long", Side: "LONG", Symbol: "BTCUSDT", Quantity: 0.01, Price: 51000, Fee: 1.0, RealizedPnL: 0},
+				{Action: "close_long", Side: "LONG", Symbol: "BTCUSDT", Quantity: 0.02, Price: 52000, Fee: 2.0, RealizedPnL: 30},
+			},
+			ExpectedPos: []ExpectedPosition{},
+		},
+		{
+			Name: "Partial Close",
+			Trades: []TestTrade{
+				{Action: "open_long", Side: "LONG", Symbol: "SOLUSDT", Quantity: 10, Price: 100, Fee: 2.0, RealizedPnL: 0},
+				{Action: "close_long", Side: "LONG", Symbol: "SOLUSDT", Quantity: 3, Price: 105, Fee: 0.6, RealizedPnL: 15},
+			},
+			ExpectedPos: []ExpectedPosition{
+				{Symbol: "SOLUSDT", Side: "LONG", Quantity: 7, Status: "OPEN"},
+			},
+		},
+		{
+			Name: "Multiple Symbols",
+			Trades: []TestTrade{
+				{Action: "open_long", Side: "LONG", Symbol: "ETHUSDT", Quantity: 0.1, Price: 3500, Fee: 0.5, RealizedPnL: 0},
+				{Action: "open_short", Side: "SHORT", Symbol: "BTCUSDT", Quantity: 0.01, Price: 50000, Fee: 1.0, RealizedPnL: 0},
+				{Action: "close_long", Side: "LONG", Symbol: "ETHUSDT", Quantity: 0.1, Price: 3600, Fee: 0.5, RealizedPnL: 10},
+			},
+			ExpectedPos: []ExpectedPosition{
+				{Symbol: "BTCUSDT", Side: "SHORT", Quantity: 0.01, Status: "OPEN"},
+			},
+		},
+		{
+			Name: "Bug Scenario - Short then BUY to Close",
+			Trades: []TestTrade{
+				// This tests the exact bug we fixed
+				{Action: "open_short", Side: "SHORT", Symbol: "ETHUSDT", Quantity: 0.0472, Price: 3500, Fee: 0.2, RealizedPnL: 0},
+				{Action: "close_short", Side: "SHORT", Symbol: "ETHUSDT", Quantity: 0.0472, Price: 3400, Fee: 0.2, RealizedPnL: 4.72},
+			},
+			ExpectedPos: []ExpectedPosition{}, // Must be fully closed!
+		},
+		{
+			Name: "Multiple Opens and Closes",
+			Trades: []TestTrade{
+				{Action: "open_long", Side: "LONG", Symbol: "ETHUSDT", Quantity: 0.1, Price: 3500, Fee: 0.5, RealizedPnL: 0},
+				{Action: "close_long", Side: "LONG", Symbol: "ETHUSDT", Quantity: 0.1, Price: 3600, Fee: 0.5, RealizedPnL: 10},
+				{Action: "open_short", Side: "SHORT", Symbol: "ETHUSDT", Quantity: 0.05, Price: 3600, Fee: 0.3, RealizedPnL: 0},
+				{Action: "close_short", Side: "SHORT", Symbol: "ETHUSDT", Quantity: 0.05, Price: 3500, Fee: 0.3, RealizedPnL: 5},
+				{Action: "open_long", Side: "LONG", Symbol: "ETHUSDT", Quantity: 0.2, Price: 3550, Fee: 1.0, RealizedPnL: 0},
+			},
+			ExpectedPos: []ExpectedPosition{
+				{Symbol: "ETHUSDT", Side: "LONG", Quantity: 0.2, Status: "OPEN"},
+			},
+		},
+	}
+}
+
+// runStandardTests runs all standard test scenarios
+func runStandardTests(t *testing.T, exchangeName string) {
+	scenarios := getStandardTestScenarios()
+
+	for _, scenario := range scenarios {
+		t.Run(scenario.Name, func(t *testing.T) {
+			// Setup database
+			db, err := sql.Open("sqlite3", ":memory:")
+			if err != nil {
+				t.Fatalf("Failed to create test database: %v", err)
+			}
+			defer db.Close()
+
+			positionStore := store.NewPositionStore(db)
+			if err := positionStore.InitTables(); err != nil {
+				t.Fatalf("Failed to initialize position tables: %v", err)
+			}
+
+			posBuilder := store.NewPositionBuilder(positionStore)
+
+			traderID := "test-trader"
+			exchangeID := "test-exchange-" + exchangeName
+			exchangeType := exchangeName
+
+			// Process all trades
+			for i, trade := range scenario.Trades {
+				err := posBuilder.ProcessTrade(
+					traderID, exchangeID, exchangeType,
+					trade.Symbol, trade.Side, trade.Action,
+					trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
+					time.Now().Add(time.Duration(i)*time.Second),
+					"",
+				)
+				if err != nil {
+					t.Fatalf("Failed to process trade %d (%s): %v", i, trade.Action, err)
+				}
+			}
+
+			// Verify expected positions
+			positions, err := positionStore.GetOpenPositions(traderID)
+			if err != nil {
+				t.Fatalf("Failed to get positions: %v", err)
+			}
+
+			if len(positions) != len(scenario.ExpectedPos) {
+				t.Errorf("Expected %d open positions, got %d", len(scenario.ExpectedPos), len(positions))
+				for _, p := range positions {
+					t.Errorf("  Got: %s %s qty=%.4f status=%s", p.Symbol, p.Side, p.Quantity, p.Status)
+				}
+				return
+			}
+
+			// Verify each expected position
+			for _, expected := range scenario.ExpectedPos {
+				found := false
+				for _, actual := range positions {
+					if actual.Symbol == expected.Symbol && actual.Side == expected.Side {
+						found = true
+						if actual.Quantity != expected.Quantity {
+							t.Errorf("Position %s %s: expected qty %.4f, got %.4f",
+								expected.Symbol, expected.Side, expected.Quantity, actual.Quantity)
+						}
+						if actual.Status != expected.Status {
+							t.Errorf("Position %s %s: expected status %s, got %s",
+								expected.Symbol, expected.Side, expected.Status, actual.Status)
+						}
+						break
+					}
+				}
+				if !found {
+					t.Errorf("Expected position not found: %s %s", expected.Symbol, expected.Side)
+				}
+			}
+		})
+	}
+}
+
+// TestAllExchangesStandardScenarios runs standard scenarios for all exchanges
+func TestAllExchangesStandardScenarios(t *testing.T) {
+	exchanges := []string{"hyperliquid", "binance", "bybit", "okx", "bitget", "aster", "lighter"}
+
+	for _, exchange := range exchanges {
+		t.Run(exchange, func(t *testing.T) {
+			runStandardTests(t, exchange)
+		})
+	}
+}
+
+// TestPositionAccumulationBug tests that positions don't accumulate incorrectly
+func TestPositionAccumulationBug(t *testing.T) {
+	db, err := sql.Open("sqlite3", ":memory:")
+	if err != nil {
+		t.Fatalf("Failed to create test database: %v", err)
+	}
+	defer db.Close()
+
+	positionStore := store.NewPositionStore(db)
+	if err := positionStore.InitTables(); err != nil {
+		t.Fatalf("Failed to initialize position tables: %v", err)
+	}
+
+	posBuilder := store.NewPositionBuilder(positionStore)
+
+	traderID := "test-trader"
+	exchangeID := "test-exchange"
+	exchangeType := "hyperliquid"
+
+	// Simulate many trades that should cancel out
+	// This tests that we don't accumulate positions incorrectly
+	for i := 0; i < 10; i++ {
+		// Open Long
+		err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			"ETHUSDT", "LONG", "open_long",
+			0.1, 3500+float64(i*10), 0.5, 0,
+			time.Now().Add(time.Duration(i*2)*time.Second),
+			"",
+		)
+		if err != nil {
+			t.Fatalf("Failed to open long %d: %v", i, err)
+		}
+
+		// Close Long
+		err = posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			"ETHUSDT", "LONG", "close_long",
+			0.1, 3600+float64(i*10), 0.5, 10,
+			time.Now().Add(time.Duration(i*2+1)*time.Second),
+			"",
+		)
+		if err != nil {
+			t.Fatalf("Failed to close long %d: %v", i, err)
+		}
+	}
+
+	// Should have 0 open positions
+	positions, err := positionStore.GetOpenPositions(traderID)
+	if err != nil {
+		t.Fatalf("Failed to get positions: %v", err)
+	}
+
+	if len(positions) != 0 {
+		t.Errorf("Expected 0 positions after 10 open/close cycles, got %d", len(positions))
+		for _, p := range positions {
+			t.Errorf("  Unexpected: %s %s qty=%.4f", p.Symbol, p.Side, p.Quantity)
+		}
+	}
+
+	// Should have 10 closed positions with positive PnL
+	allPositions, err := positionStore.GetClosedPositions(traderID, 100)
+	if err != nil {
+		t.Fatalf("Failed to get closed positions: %v", err)
+	}
+
+	closedCount := 0
+	totalPnL := 0.0
+	for _, p := range allPositions {
+		if p.Status == "CLOSED" {
+			closedCount++
+			totalPnL += p.RealizedPnL
+		}
+	}
+
+	if closedCount != 10 {
+		t.Errorf("Expected 10 closed positions, got %d", closedCount)
+	}
+
+	if totalPnL <= 0 {
+		t.Errorf("Expected positive total PnL, got %.2f", totalPnL)
+	}
+}
+
+// TestQuantityPrecision tests handling of quantity precision issues
+func TestQuantityPrecision(t *testing.T) {
+	db, err := sql.Open("sqlite3", ":memory:")
+	if err != nil {
+		t.Fatalf("Failed to create test database: %v", err)
+	}
+	defer db.Close()
+
+	positionStore := store.NewPositionStore(db)
+	if err := positionStore.InitTables(); err != nil {
+		t.Fatalf("Failed to initialize position tables: %v", err)
+	}
+
+	posBuilder := store.NewPositionBuilder(positionStore)
+
+	traderID := "test-trader"
+	exchangeID := "test-exchange"
+	exchangeType := "test"
+
+	// Open position
+	err = posBuilder.ProcessTrade(
+		traderID, exchangeID, exchangeType,
+		"BTCUSDT", "LONG", "open_long",
+		0.01, 50000, 1.0, 0,
+		time.Now(),
+		"",
+	)
+	if err != nil {
+		t.Fatalf("Failed to open: %v", err)
+	}
+
+	// Close with slightly different quantity due to precision (0.00999999 vs 0.01)
+	// Should still close fully within tolerance
+	err = posBuilder.ProcessTrade(
+		traderID, exchangeID, exchangeType,
+		"BTCUSDT", "LONG", "close_long",
+		0.00999999, 51000, 1.0, 10,
+		time.Now().Add(time.Second),
+		"",
+	)
+	if err != nil {
+		t.Fatalf("Failed to close: %v", err)
+	}
+
+	// Should have 0 open positions (within tolerance)
+	positions, err := positionStore.GetOpenPositions(traderID)
+	if err != nil {
+		t.Fatalf("Failed to get positions: %v", err)
+	}
+
+	if len(positions) != 0 {
+		t.Errorf("Expected 0 positions (precision tolerance), got %d", len(positions))
+	}
+}

trader/hyperliquid_order_sync.go

@@ -0,0 +1,150 @@
+package trader
+
+import (
+	"fmt"
+	"nofx/logger"
+	"nofx/store"
+	"sort"
+	"strings"
+	"time"
+)
+
+// SyncOrdersFromHyperliquid syncs Hyperliquid exchange order history to local database
+// Also creates/updates position records to ensure orders/fills/positions data consistency
+// exchangeID: Exchange account UUID (from exchanges.id)
+// exchangeType: Exchange type ("hyperliquid")
+func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
+	if st == nil {
+		return fmt.Errorf("store is nil")
+	}
+
+	// Get recent trades (last 24 hours)
+	startTime := time.Now().Add(-24 * time.Hour)
+
+	logger.Infof("🔄 Syncing Hyperliquid trades from: %s", startTime.Format(time.RFC3339))
+
+	// Use GetTrades method to fetch trade records
+	trades, err := t.GetTrades(startTime, 1000)
+	if err != nil {
+		return fmt.Errorf("failed to get trades: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from Hyperliquid", len(trades))
+
+	// Sort trades by time ASC (oldest first) for proper position building
+	sort.Slice(trades, func(i, j int) bool {
+		return trades[i].Time.Before(trades[j].Time)
+	})
+
+	// Process trades one by one (no transaction to avoid deadlock)
+	orderStore := st.Order()
+	positionStore := st.Position()
+	posBuilder := store.NewPositionBuilder(positionStore)
+	syncedCount := 0
+
+	for _, trade := range trades {
+			// Check if trade already exists (use exchangeID which is UUID, not exchange type)
+			existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
+			if err == nil && existing != nil {
+				continue // Order already exists, skip
+			}
+
+			// Normalize symbol (add USDT suffix)
+			symbol := trade.Symbol
+			if symbol != "" && !strings.Contains(symbol, "USDT") && !strings.Contains(symbol, "USD") {
+				symbol = symbol + "USDT"
+			}
+
+			// Use order action from trade (parsed from Hyperliquid Dir field)
+			// Dir field values: "Open Long", "Open Short", "Close Long", "Close Short"
+			orderAction := trade.OrderAction
+			positionSide := "LONG"
+			if strings.Contains(orderAction, "short") {
+				positionSide = "SHORT"
+			}
+
+			// Create order record
+			orderRecord := &store.TraderOrder{
+				TraderID:        traderID,
+				ExchangeID:      exchangeID,   // UUID
+				ExchangeType:    exchangeType, // Exchange type
+				ExchangeOrderID: trade.TradeID,
+				Symbol:          symbol,
+				Side:            trade.Side,
+				PositionSide:    "BOTH", // Hyperliquid uses one-way position mode
+				Type:            "MARKET",
+				OrderAction:     orderAction,
+				Quantity:        trade.Quantity,
+				Price:           trade.Price,
+				Status:          "FILLED",
+				FilledQuantity:  trade.Quantity,
+				AvgFillPrice:    trade.Price,
+				Commission:      trade.Fee,
+				FilledAt:        trade.Time,
+				CreatedAt:       trade.Time,
+				UpdatedAt:       trade.Time,
+			}
+
+			// Insert order record
+			if err := orderStore.CreateOrder(orderRecord); err != nil {
+				logger.Infof("  ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
+				continue
+			}
+
+			// Create fill record
+			fillRecord := &store.TraderFill{
+				TraderID:        traderID,
+				ExchangeID:      exchangeID,   // UUID
+				ExchangeType:    exchangeType, // Exchange type
+				OrderID:         orderRecord.ID,
+				ExchangeOrderID: trade.TradeID,
+				ExchangeTradeID: trade.TradeID,
+				Symbol:          symbol,
+				Side:            trade.Side,
+				Price:           trade.Price,
+				Quantity:        trade.Quantity,
+				QuoteQuantity:   trade.Price * trade.Quantity,
+				Commission:      trade.Fee,
+				CommissionAsset: "USDT",
+				RealizedPnL:     trade.RealizedPnL,
+				IsMaker:         false, // Hyperliquid GetTrades doesn't provide maker/taker info
+				CreatedAt:       trade.Time,
+			}
+
+			if err := orderStore.CreateFill(fillRecord); err != nil {
+				logger.Infof("  ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
+			}
+
+			// Create/update position record using PositionBuilder
+			if err := posBuilder.ProcessTrade(
+				traderID, exchangeID, exchangeType,
+				symbol, positionSide, orderAction,
+				trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
+				trade.Time, trade.TradeID,
+			); err != nil {
+				logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
+			} else {
+				logger.Infof("  📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, orderAction, trade.Quantity)
+			}
+
+		syncedCount++
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
+			trade.TradeID, symbol, trade.Side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction)
+	}
+
+	logger.Infof("✅ Order sync completed: %d new trades synced", syncedCount)
+	return nil
+}
+
+// StartOrderSync starts background order sync task
+func (t *HyperliquidTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	ticker := time.NewTicker(interval)
+	go func() {
+		for range ticker.C {
+			if err := t.SyncOrdersFromHyperliquid(traderID, exchangeID, exchangeType, st); err != nil {
+				logger.Infof("⚠️  Hyperliquid order sync failed: %v", err)
+			}
+		}
+	}()
+	logger.Infof("🔄 Hyperliquid order sync started (interval: %v)", interval)
+}

trader/hyperliquid_sync_test.go

@@ -0,0 +1,388 @@
+package trader
+
+import (
+	"database/sql"
+	"nofx/store"
+	"testing"
+	"time"
+
+	_ "github.com/mattn/go-sqlite3"
+)
+
+// TestHyperliquidOrderDirectionParsing tests Dir field parsing
+func TestHyperliquidOrderDirectionParsing(t *testing.T) {
+	tests := []struct {
+		name            string
+		dirField        string
+		side            string
+		expectedAction  string
+		expectedPosSide string
+	}{
+		{
+			name:            "Open Long",
+			dirField:        "Open Long",
+			side:            "BUY",
+			expectedAction:  "open_long",
+			expectedPosSide: "LONG",
+		},
+		{
+			name:            "Open Short",
+			dirField:        "Open Short",
+			side:            "SELL",
+			expectedAction:  "open_short",
+			expectedPosSide: "SHORT",
+		},
+		{
+			name:            "Close Long",
+			dirField:        "Close Long",
+			side:            "SELL",
+			expectedAction:  "close_long",
+			expectedPosSide: "LONG",
+		},
+		{
+			name:            "Close Short",
+			dirField:        "Close Short",
+			side:            "BUY",
+			expectedAction:  "close_short",
+			expectedPosSide: "SHORT",
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			// Mock fill data structure from Hyperliquid SDK
+			// We'll test the parsing logic directly
+			var orderAction string
+			switch tt.dirField {
+			case "Open Long":
+				orderAction = "open_long"
+			case "Open Short":
+				orderAction = "open_short"
+			case "Close Long":
+				orderAction = "close_long"
+			case "Close Short":
+				orderAction = "close_short"
+			}
+
+			if orderAction != tt.expectedAction {
+				t.Errorf("Expected action %s, got %s", tt.expectedAction, orderAction)
+			}
+		})
+	}
+}
+
+// TestHyperliquidPositionBuilding tests the complete flow of position building
+func TestHyperliquidPositionBuilding(t *testing.T) {
+	// Setup in-memory database
+	db, err := sql.Open("sqlite3", ":memory:")
+	if err != nil {
+		t.Fatalf("Failed to create test database: %v", err)
+	}
+	defer db.Close()
+
+	// Initialize stores
+	positionStore := store.NewPositionStore(db)
+	if err := positionStore.InitTables(); err != nil {
+		t.Fatalf("Failed to initialize position tables: %v", err)
+	}
+
+	posBuilder := store.NewPositionBuilder(positionStore)
+
+	traderID := "test-trader"
+	exchangeID := "test-exchange"
+	exchangeType := "hyperliquid"
+	symbol := "ETHUSDT"
+
+	// Test Case 1: Open Long → Close Long (should result in 0 position)
+	t.Run("Open and Close Long", func(t *testing.T) {
+		// Open Long: BUY 0.1 ETH @ 3500
+		err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "LONG", "open_long",
+			0.1, 3500, 0.5, 0,
+			time.Now(), "order-1",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process open long: %v", err)
+		}
+
+		// Verify position created
+		positions, err := positionStore.GetOpenPositions(traderID)
+		if err != nil {
+			t.Fatalf("Failed to get positions: %v", err)
+		}
+		if len(positions) != 1 {
+			t.Fatalf("Expected 1 open position, got %d", len(positions))
+		}
+		if positions[0].Quantity != 0.1 {
+			t.Errorf("Expected quantity 0.1, got %f", positions[0].Quantity)
+		}
+
+		// Close Long: SELL 0.1 ETH @ 3600
+		err = posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "LONG", "close_long",
+			0.1, 3600, 0.5, 10.0, // PnL = (3600-3500)*0.1 = 10
+			time.Now(), "order-2",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process close long: %v", err)
+		}
+
+		// Verify position closed
+		positions, err = positionStore.GetOpenPositions(traderID)
+		if err != nil {
+			t.Fatalf("Failed to get positions: %v", err)
+		}
+		if len(positions) != 0 {
+			t.Errorf("Expected 0 open positions, got %d", len(positions))
+		}
+	})
+
+	// Clear positions for next test
+	db.Exec("DELETE FROM trader_positions")
+
+	// Test Case 2: Open Short → Close Short with BUY (the bug scenario!)
+	t.Run("Open Short then Close with BUY", func(t *testing.T) {
+		// Open Short: SELL 0.05 ETH @ 3500
+		err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "SHORT", "open_short",
+			0.05, 3500, 0.25, 0,
+			time.Now(), "order-3",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process open short: %v", err)
+		}
+
+		// Verify SHORT position created
+		positions, err := positionStore.GetOpenPositions(traderID)
+		if err != nil {
+			t.Fatalf("Failed to get positions: %v", err)
+		}
+		if len(positions) != 1 {
+			t.Fatalf("Expected 1 open position, got %d", len(positions))
+		}
+		if positions[0].Side != "SHORT" {
+			t.Errorf("Expected SHORT position, got %s", positions[0].Side)
+		}
+
+		// Close Short: BUY 0.05 ETH @ 3400
+		// ⚠️ This is the critical test - BUY should close SHORT, not open LONG!
+		err = posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "SHORT", "close_short",
+			0.05, 3400, 0.25, 5.0, // PnL = (3500-3400)*0.05 = 5
+			time.Now(), "order-4",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process close short: %v", err)
+		}
+
+		// Verify position CLOSED (not opened a new LONG!)
+		positions, err = positionStore.GetOpenPositions(traderID)
+		if err != nil {
+			t.Fatalf("Failed to get positions: %v", err)
+		}
+		if len(positions) != 0 {
+			t.Errorf("Expected 0 open positions after close, got %d", len(positions))
+			if len(positions) > 0 {
+				t.Errorf("Wrong position side: %s (should be closed!)", positions[0].Side)
+			}
+		}
+	})
+
+	// Clear positions
+	db.Exec("DELETE FROM trader_positions")
+
+	// Test Case 3: Position Averaging (Open → Add → Close)
+	t.Run("Position Averaging", func(t *testing.T) {
+		// Open Long: BUY 0.1 ETH @ 3500
+		err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "LONG", "open_long",
+			0.1, 3500, 0.5, 0,
+			time.Now(), "order-5",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process first open: %v", err)
+		}
+
+		// Add to Long: BUY 0.1 ETH @ 3600
+		err = posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "LONG", "open_long",
+			0.1, 3600, 0.5, 0,
+			time.Now(), "order-6",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process add position: %v", err)
+		}
+
+		// Verify averaged position
+		positions, err := positionStore.GetOpenPositions(traderID)
+		if err != nil {
+			t.Fatalf("Failed to get positions: %v", err)
+		}
+		if len(positions) != 1 {
+			t.Fatalf("Expected 1 position (averaged), got %d", len(positions))
+		}
+		if positions[0].Quantity != 0.2 {
+			t.Errorf("Expected quantity 0.2, got %f", positions[0].Quantity)
+		}
+		expectedAvgPrice := (3500*0.1 + 3600*0.1) / 0.2 // = 3550
+		if positions[0].EntryPrice != expectedAvgPrice {
+			t.Errorf("Expected avg price %f, got %f", expectedAvgPrice, positions[0].EntryPrice)
+		}
+
+		// Close all: SELL 0.2 ETH @ 3700
+		err = posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "LONG", "close_long",
+			0.2, 3700, 1.0, 30.0,
+			time.Now(), "order-7",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process close: %v", err)
+		}
+
+		// Verify fully closed
+		positions, err = positionStore.GetOpenPositions(traderID)
+		if err != nil {
+			t.Fatalf("Failed to get positions: %v", err)
+		}
+		if len(positions) != 0 {
+			t.Errorf("Expected 0 positions, got %d", len(positions))
+		}
+	})
+
+	// Clear positions
+	db.Exec("DELETE FROM trader_positions")
+
+	// Test Case 4: Partial Close
+	t.Run("Partial Close", func(t *testing.T) {
+		// Open Long: BUY 1.0 ETH @ 3500
+		err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "LONG", "open_long",
+			1.0, 3500, 2.0, 0,
+			time.Now(), "order-8",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process open: %v", err)
+		}
+
+		// Partial Close: SELL 0.3 ETH @ 3600
+		err = posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, "LONG", "close_long",
+			0.3, 3600, 0.6, 30.0,
+			time.Now(), "order-9",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process partial close: %v", err)
+		}
+
+		// Verify remaining position
+		positions, err := positionStore.GetOpenPositions(traderID)
+		if err != nil {
+			t.Fatalf("Failed to get positions: %v", err)
+		}
+		if len(positions) != 1 {
+			t.Fatalf("Expected 1 position, got %d", len(positions))
+		}
+		if positions[0].Quantity != 0.7 {
+			t.Errorf("Expected remaining quantity 0.7, got %f", positions[0].Quantity)
+		}
+		if positions[0].Status != "OPEN" {
+			t.Errorf("Expected status OPEN, got %s", positions[0].Status)
+		}
+	})
+}
+
+// TestHyperliquidBugScenario tests the exact bug we fixed
+func TestHyperliquidBugScenario(t *testing.T) {
+	// Setup database
+	db, err := sql.Open("sqlite3", ":memory:")
+	if err != nil {
+		t.Fatalf("Failed to create test database: %v", err)
+	}
+	defer db.Close()
+
+	positionStore := store.NewPositionStore(db)
+	if err := positionStore.InitTables(); err != nil {
+		t.Fatalf("Failed to initialize position tables: %v", err)
+	}
+
+	posBuilder := store.NewPositionBuilder(positionStore)
+
+	traderID := "test-trader"
+	exchangeID := "test-exchange"
+	exchangeType := "hyperliquid"
+
+	// Simulate the exact scenario from the bug report
+	// Account has 30 USDT, should not be able to hold 1.7 ETH
+
+	trades := []struct {
+		action   string
+		side     string
+		symbol   string
+		qty      float64
+		price    float64
+		fee      float64
+		pnl      float64
+	}{
+		// Order 853: Open Short
+		{"open_short", "SHORT", "ETHUSDT", 0.0472, 3500, 0.2, 0},
+		// Order 854: Close Short (was incorrectly classified as open_long)
+		{"close_short", "SHORT", "ETHUSDT", 0.0472, 3400, 0.2, 4.72},
+		// Order 855: Open Long
+		{"open_long", "LONG", "ETHUSDT", 0.05, 3450, 0.2, 0},
+		// Order 856: Close Long
+		{"close_long", "LONG", "ETHUSDT", 0.05, 3550, 0.2, 5.0},
+	}
+
+	for i, trade := range trades {
+		err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			trade.symbol, trade.side, trade.action,
+			trade.qty, trade.price, trade.fee, trade.pnl,
+			time.Now().Add(time.Duration(i)*time.Second),
+			"",
+		)
+		if err != nil {
+			t.Fatalf("Failed to process trade %d: %v", i, err)
+		}
+	}
+
+	// Verify: Should have 0 open positions
+	positions, err := positionStore.GetOpenPositions(traderID)
+	if err != nil {
+		t.Fatalf("Failed to get positions: %v", err)
+	}
+
+	if len(positions) != 0 {
+		t.Errorf("Expected 0 open positions, got %d", len(positions))
+		for _, p := range positions {
+			t.Errorf("  Unexpected position: %s %s qty=%.4f", p.Symbol, p.Side, p.Quantity)
+		}
+	}
+
+	// Verify closed positions have correct PnL
+	allPositions, err := positionStore.GetClosedPositions(traderID, 100)
+	if err != nil {
+		t.Fatalf("Failed to get closed positions: %v", err)
+	}
+
+	totalPnL := 0.0
+	for _, p := range allPositions {
+		if p.Status == "CLOSED" {
+			totalPnL += p.RealizedPnL
+		}
+	}
+
+	expectedTotalPnL := 4.72 + 5.0 // Sum of both close trades
+	if totalPnL != expectedTotalPnL {
+		t.Errorf("Expected total PnL %.2f, got %.2f", expectedTotalPnL, totalPnL)
+	}
+}

trader/hyperliquid_trader.go

@@ -1028,12 +1028,42 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 			side = "SELL"
 		}
 
+		// Parse Dir field to get order action
+		// Hyperliquid Dir values: "Open Long", "Open Short", "Close Long", "Close Short"
+		var orderAction string
+		switch strings.ToLower(fill.Dir) {
+		case "open long":
+			orderAction = "open_long"
+		case "open short":
+			orderAction = "open_short"
+		case "close long":
+			orderAction = "close_long"
+		case "close short":
+			orderAction = "close_short"
+		default:
+			// Fallback: use RealizedPnL if Dir is missing/unknown
+			if pnl != 0 {
+				if side == "BUY" {
+					orderAction = "close_short"
+				} else {
+					orderAction = "close_long"
+				}
+			} else {
+				if side == "BUY" {
+					orderAction = "open_long"
+				} else {
+					orderAction = "open_short"
+				}
+			}
+		}
+
 		// Hyperliquid uses one-way mode, so PositionSide is "BOTH"
 		trade := TradeRecord{
 			TradeID:      strconv.FormatInt(fill.Tid, 10),
 			Symbol:       fill.Coin,
 			Side:         side,
 			PositionSide: "BOTH", // Hyperliquid doesn't have hedge mode
+			OrderAction:  orderAction,
 			Price:        price,
 			Quantity:     qty,
 			RealizedPnL:  pnl,

trader/interface.go

@@ -26,6 +26,7 @@ type TradeRecord struct {
 	Symbol       string    // Trading pair (e.g., "BTCUSDT")
 	Side         string    // "BUY" or "SELL"
 	PositionSide string    // "LONG", "SHORT", or "BOTH" (for one-way mode)
+	OrderAction  string    // "open_long", "open_short", "close_long", "close_short" (from exchange Dir field)
 	Price        float64   // Execution price
 	Quantity     float64   // Executed quantity
 	RealizedPnL  float64   // Realized PnL (non-zero for closing trades)

trader/lighter_order_sync.go

@@ -7,11 +7,12 @@ import (
 	"nofx/logger"
 	"nofx/store"
 	"net/http"
+	"sort"
 	"strings"
 	"time"
 )
 
-// LighterOrderHistory 订单历史记录
+// LighterOrderHistory order history record
 type LighterOrderHistory struct {
 	OrderID       string    `json:"order_id"`
 	Symbol        string    `json:"symbol"`
@@ -26,16 +27,23 @@ type LighterOrderHistory struct {
 	FilledAt      int64     `json:"filled_at"`
 }
 
-// SyncOrdersFromLighter 同步 Lighter 交易所的订单历史到本地数据库
+// SyncOrdersFromLighter syncs Lighter exchange order history to local database
-func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *store.OrderStore) error {
+// Also creates/updates position records to ensure orders/fills/positions data consistency
-	// 确保有 account index
+// exchangeID: Exchange account UUID (from exchanges.id)
+// exchangeType: Exchange type ("lighter")
+func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
+	if st == nil {
+		return fmt.Errorf("store is nil")
+	}
+
+	// Ensure we have account index
 	if t.accountIndex == 0 {
 		if err := t.initializeAccount(); err != nil {
 			return fmt.Errorf("failed to get account index: %w", err)
 		}
 	}
 
-	// 获取最近的订单（过去24小时）
+	// Get recent orders (last 24 hours)
 	startTime := time.Now().Add(-24 * time.Hour).Unix()
 	endpoint := fmt.Sprintf("%s/api/v1/orders?account_index=%d&start_time=%d&limit=100",
 		t.baseURL, t.accountIndex, startTime)
@@ -47,7 +55,7 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
 		return fmt.Errorf("failed to create request: %w", err)
 	}
 
-	// 添加认证头
+	// Add authentication header
 	if err := t.ensureAuthToken(); err != nil {
 		return fmt.Errorf("failed to get auth token: %w", err)
 	}
@@ -72,7 +80,7 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
 		return fmt.Errorf("API returned status %d", resp.StatusCode)
 	}
 
-	// 解析响应
+	// Parse response
 	var apiResp struct {
 		Code   int                    `json:"code"`
 		Orders []LighterOrderHistory  `json:"orders"`
@@ -89,21 +97,33 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
 
 	logger.Infof("📥 Received %d orders from Lighter", len(apiResp.Orders))
 
-	// 同步每个订单
+	// Sort orders by filled_at ASC (oldest first) for proper position building
+	sort.Slice(apiResp.Orders, func(i, j int) bool {
+		return apiResp.Orders[i].FilledAt < apiResp.Orders[j].FilledAt
+	})
+
+	// Process orders one by one (no transaction to avoid deadlock)
+	orderStore := st.Order()
+	positionStore := st.Position()
+	posBuilder := store.NewPositionBuilder(positionStore)
+
+	// Get current open positions to help determine action for each order
+	openPositions, _ := positionStore.GetOpenPositions(traderID)
+
 	syncedCount := 0
 	for _, order := range apiResp.Orders {
-		// 只同步已成交的订单
+		// Only sync filled orders
 		if order.Status != "filled" {
 			continue
 		}
 
-		// 检查订单是否已存在
+		// Check if order already exists (use exchangeID which is UUID, not exchange type)
-		existing, err := orderStore.GetOrderByExchangeID("lighter", order.OrderID)
+		existing, err := orderStore.GetOrderByExchangeID(exchangeID, order.OrderID)
 		if err == nil && existing != nil {
-			continue // 订单已存在，跳过
+			continue // Order already exists, skip
 		}
 
-		// 解析价格和数量
+		// Parse price and quantity
 		price, _ := parseFloat(order.Price)
 		size, _ := parseFloat(order.Size)
 		filledSize, _ := parseFloat(order.FilledSize)
@@ -112,24 +132,55 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
 			filledSize = size
 		}
 
-		// 确定订单方向和动作
+		// Determine order action based on existing positions
+		// Lighter can have both LONG and SHORT positions simultaneously
 		var positionSide, orderAction, side string
+		symbol := order.Symbol
+
 		if order.Side == "buy" {
 			side = "BUY"
-			// 买入可能是开多或平空，这里假设是开多
+
-			positionSide = "LONG"
+			// Check if we have an open SHORT position for this symbol
-			orderAction = "open_long"
+			hasShort := false
+			for _, pos := range openPositions {
+				if pos.Symbol == symbol && pos.Side == "SHORT" && pos.Status == "OPEN" {
+					hasShort = true
+					break
+				}
+			}
+
+			if hasShort {
+				positionSide = "SHORT"
+				orderAction = "close_short"
+			} else {
+				positionSide = "LONG"
+				orderAction = "open_long"
+			}
 		} else {
 			side = "SELL"
-			// 卖出可能是平多或开空，这里假设是平多
+
-			positionSide = "LONG"
+			// Check if we have an open LONG position
-			orderAction = "close_long"
+			hasLong := false
+			for _, pos := range openPositions {
+				if pos.Symbol == symbol && pos.Side == "LONG" && pos.Status == "OPEN" {
+					hasLong = true
+					break
+				}
+			}
+
+			if hasLong {
+				positionSide = "LONG"
+				orderAction = "close_long"
+			} else {
+				positionSide = "SHORT"
+				orderAction = "open_short"
+			}
 		}
 
-		// 估算手续费
+		// Estimate fee
 		fee := price * filledSize * 0.0004
 
-		// 创建订单记录
+		// Create order record
 		filledAt := time.Unix(order.FilledAt, 0)
 		if order.FilledAt == 0 {
 			filledAt = time.Unix(order.UpdatedAt, 0)
@@ -137,9 +188,10 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
 
 		orderRecord := &store.TraderOrder{
 			TraderID:        traderID,
-			ExchangeID:      "lighter",
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
 			ExchangeOrderID: order.OrderID,
-			Symbol:          order.Symbol,
+			Symbol:          symbol,
 			Side:            side,
 			PositionSide:    positionSide,
 			Type:            "MARKET",
@@ -155,20 +207,21 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
 			UpdatedAt:       time.Unix(order.UpdatedAt, 0),
 		}
 
-		// 插入订单记录
+		// Insert order record
 		if err := orderStore.CreateOrder(orderRecord); err != nil {
 			logger.Infof("  ⚠️ Failed to sync order %s: %v", order.OrderID, err)
 			continue
 		}
 
-		// 创建成交记录
+		// Create fill record
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
-			ExchangeID:      "lighter",
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
 			OrderID:         orderRecord.ID,
 			ExchangeOrderID: order.OrderID,
 			ExchangeTradeID: fmt.Sprintf("%s-%d", order.OrderID, time.Now().UnixNano()),
-			Symbol:          order.Symbol,
+			Symbol:          symbol,
 			Side:            side,
 			Price:           price,
 			Quantity:        filledSize,
@@ -184,20 +237,63 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
 			logger.Infof("  ⚠️ Failed to sync fill for order %s: %v", order.OrderID, err)
 		}
 
+		// Calculate PnL for close orders
+		var realizedPnL float64
+		if strings.HasPrefix(orderAction, "close_") {
+			// Get the open position to calculate PnL
+			openPos, _ := positionStore.GetOpenPositionBySymbol(traderID, symbol, positionSide)
+			if openPos != nil {
+				if positionSide == "LONG" {
+					realizedPnL = (price - openPos.EntryPrice) * filledSize
+				} else {
+					realizedPnL = (openPos.EntryPrice - price) * filledSize
+				}
+				realizedPnL -= fee
+			}
+		}
+
+		// Create/update position record using PositionBuilder
+		if err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, positionSide, orderAction,
+			filledSize, price, fee, realizedPnL,
+			filledAt, order.OrderID,
+		); err != nil {
+			logger.Infof("  ⚠️ Failed to sync position for order %s: %v", order.OrderID, err)
+		}
+
+		// Update openPositions list dynamically
+		if strings.HasPrefix(orderAction, "open_") {
+			// Add to openPositions (approximate)
+			openPositions = append(openPositions, &store.TraderPosition{
+				Symbol: symbol,
+				Side:   positionSide,
+				Status: "OPEN",
+			})
+		} else if strings.HasPrefix(orderAction, "close_") {
+			// Remove from openPositions (approximate)
+			for i, pos := range openPositions {
+				if pos.Symbol == symbol && pos.Side == positionSide && pos.Status == "OPEN" {
+					openPositions = append(openPositions[:i], openPositions[i+1:]...)
+					break
+				}
+			}
+		}
+
 		syncedCount++
-		logger.Infof("  ✅ Synced order: %s %s %s qty=%.6f price=%.6f", order.OrderID, order.Symbol, side, filledSize, price)
+		logger.Infof("  ✅ Synced order: %s %s %s qty=%.6f price=%.6f", order.OrderID, symbol, side, filledSize, price)
 	}
 
 	logger.Infof("✅ Order sync completed: %d new orders synced", syncedCount)
 	return nil
 }
 
-// StartOrderSync 启动订单同步后台任务
+// StartOrderSync starts background order sync task
-func (t *LighterTraderV2) StartOrderSync(traderID string, orderStore *store.OrderStore, interval time.Duration) {
+func (t *LighterTraderV2) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
 	ticker := time.NewTicker(interval)
 	go func() {
 		for range ticker.C {
-			if err := t.SyncOrdersFromLighter(traderID, orderStore); err != nil {
+			if err := t.SyncOrdersFromLighter(traderID, exchangeID, exchangeType, st); err != nil {
 				// Only log non-404 errors to reduce log spam
 				if !strings.Contains(err.Error(), "status 404") {
 					logger.Infof("⚠️  Order sync failed: %v", err)
@@ -205,5 +301,5 @@ func (t *LighterTraderV2) StartOrderSync(traderID string, orderStore *store.Orde
 			}
 		}
 	}()
-	logger.Infof("🔄 Lighter order sync started (interval: %v)", interval)
+	logger.Infof("🔄 Lighter order+position sync started (interval: %v)", interval)
 }

trader/okx_order_sync.go

@@ -0,0 +1,280 @@
+package trader
+
+import (
+	"encoding/json"
+	"fmt"
+	"nofx/logger"
+	"nofx/store"
+	"sort"
+	"strconv"
+	"strings"
+	"time"
+)
+
+// OKXTrade represents a trade record from OKX fills history
+type OKXTrade struct {
+	InstID      string
+	Symbol      string
+	TradeID     string
+	OrderID     string
+	Side        string // buy or sell
+	PosSide     string // long or short
+	FillPrice   float64
+	FillQty     float64 // In contracts
+	FillQtyBase float64 // In base asset (BTC, ETH, etc)
+	Fee         float64
+	FeeAsset    string
+	ExecTime    time.Time
+	IsMaker     bool
+	OrderType   string
+	OrderAction string // open_long, open_short, close_long, close_short
+}
+
+// GetTrades retrieves trade/fill records from OKX
+func (t *OKXTrader) GetTrades(startTime time.Time, limit int) ([]OKXTrade, error) {
+	if limit <= 0 {
+		limit = 100
+	}
+	if limit > 100 {
+		limit = 100 // OKX max limit is 100
+	}
+
+	// Build query path
+	// OKX fills-history endpoint for historical fills
+	path := fmt.Sprintf("/api/v5/trade/fills-history?instType=SWAP&limit=%d", limit)
+	if !startTime.IsZero() {
+		path += fmt.Sprintf("&begin=%d", startTime.UnixMilli())
+	}
+
+	data, err := t.doRequest("GET", path, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get fills history: %w", err)
+	}
+
+	var fills []struct {
+		InstID   string `json:"instId"`   // e.g., "BTC-USDT-SWAP"
+		TradeID  string `json:"tradeId"`  // Trade ID
+		OrdID    string `json:"ordId"`    // Order ID
+		BillID   string `json:"billId"`   // Bill ID
+		Side     string `json:"side"`     // buy or sell
+		PosSide  string `json:"posSide"`  // long, short, or net
+		FillPx   string `json:"fillPx"`   // Fill price
+		FillSz   string `json:"fillSz"`   // Fill size (contracts)
+		Fee      string `json:"fee"`      // Fee (negative for cost)
+		FeeCcy   string `json:"feeCcy"`   // Fee currency
+		Ts       string `json:"ts"`       // Trade timestamp (ms)
+		ExecType string `json:"execType"` // T: taker, M: maker
+		Tag      string `json:"tag"`      // Order tag
+	}
+
+	if err := json.Unmarshal(data, &fills); err != nil {
+		return nil, fmt.Errorf("failed to parse fills: %w", err)
+	}
+
+	trades := make([]OKXTrade, 0, len(fills))
+
+	for _, fill := range fills {
+		fillPrice, _ := strconv.ParseFloat(fill.FillPx, 64)
+		fillSz, _ := strconv.ParseFloat(fill.FillSz, 64)
+		fee, _ := strconv.ParseFloat(fill.Fee, 64)
+		ts, _ := strconv.ParseInt(fill.Ts, 10, 64)
+
+		// Convert symbol: BTC-USDT-SWAP -> BTCUSDT
+		symbol := t.convertSymbolBack(fill.InstID)
+
+		// Convert contract count to base asset quantity
+		fillQtyBase := fillSz
+		inst, err := t.getInstrument(symbol)
+		if err == nil && inst.CtVal > 0 {
+			fillQtyBase = fillSz * inst.CtVal
+		}
+
+		// Determine order action based on side and posSide
+		// OKX uses dual position mode:
+		// - buy + long = open long
+		// - sell + long = close long
+		// - sell + short = open short
+		// - buy + short = close short
+		orderAction := "open_long"
+		posSide := strings.ToLower(fill.PosSide)
+		side := strings.ToLower(fill.Side)
+
+		if posSide == "long" {
+			if side == "buy" {
+				orderAction = "open_long"
+			} else {
+				orderAction = "close_long"
+			}
+		} else if posSide == "short" {
+			if side == "sell" {
+				orderAction = "open_short"
+			} else {
+				orderAction = "close_short"
+			}
+		} else {
+			// One-way mode (net position)
+			if side == "buy" {
+				orderAction = "open_long"
+			} else {
+				orderAction = "open_short"
+			}
+		}
+
+		trade := OKXTrade{
+			InstID:      fill.InstID,
+			Symbol:      symbol,
+			TradeID:     fill.TradeID,
+			OrderID:     fill.OrdID,
+			Side:        fill.Side,
+			PosSide:     fill.PosSide,
+			FillPrice:   fillPrice,
+			FillQty:     fillSz,
+			FillQtyBase: fillQtyBase,
+			Fee:         -fee, // OKX returns negative fee
+			FeeAsset:    fill.FeeCcy,
+			ExecTime:    time.UnixMilli(ts),
+			IsMaker:     fill.ExecType == "M",
+			OrderType:   "MARKET",
+			OrderAction: orderAction,
+		}
+
+		trades = append(trades, trade)
+	}
+
+	return trades, nil
+}
+
+// SyncOrdersFromOKX syncs OKX exchange order history to local database
+// Also creates/updates position records to ensure orders/fills/positions data consistency
+// exchangeID: Exchange account UUID (from exchanges.id)
+// exchangeType: Exchange type ("okx")
+func (t *OKXTrader) SyncOrdersFromOKX(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
+	if st == nil {
+		return fmt.Errorf("store is nil")
+	}
+
+	// Get recent trades (last 24 hours)
+	startTime := time.Now().Add(-24 * time.Hour)
+
+	logger.Infof("🔄 Syncing OKX trades from: %s", startTime.Format(time.RFC3339))
+
+	// Use GetTrades method to fetch trade records
+	trades, err := t.GetTrades(startTime, 100)
+	if err != nil {
+		return fmt.Errorf("failed to get trades: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from OKX", len(trades))
+
+	// Sort trades by time ASC (oldest first) for proper position building
+	sort.Slice(trades, func(i, j int) bool {
+		return trades[i].ExecTime.Before(trades[j].ExecTime)
+	})
+
+	// Process trades one by one (no transaction to avoid deadlock)
+	orderStore := st.Order()
+	positionStore := st.Position()
+	posBuilder := store.NewPositionBuilder(positionStore)
+	syncedCount := 0
+
+	for _, trade := range trades {
+		// Check if trade already exists (use exchangeID which is UUID, not exchange type)
+		existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
+		if err == nil && existing != nil {
+			continue // Order already exists, skip
+		}
+
+		// Determine position side from order action
+		positionSide := "LONG"
+		if strings.Contains(trade.OrderAction, "short") {
+			positionSide = "SHORT"
+		}
+
+		// Normalize side for storage
+		side := strings.ToUpper(trade.Side)
+
+		// Create order record
+		orderRecord := &store.TraderOrder{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			ExchangeOrderID: trade.TradeID,
+			Symbol:          trade.Symbol,
+			Side:            side,
+			PositionSide:    positionSide,
+			Type:            trade.OrderType,
+			OrderAction:     trade.OrderAction,
+			Quantity:        trade.FillQtyBase,
+			Price:           trade.FillPrice,
+			Status:          "FILLED",
+			FilledQuantity:  trade.FillQtyBase,
+			AvgFillPrice:    trade.FillPrice,
+			Commission:      trade.Fee,
+			FilledAt:        trade.ExecTime,
+			CreatedAt:       trade.ExecTime,
+			UpdatedAt:       trade.ExecTime,
+		}
+
+		// Insert order record
+		if err := orderStore.CreateOrder(orderRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
+			continue
+		}
+
+		// Create fill record
+		fillRecord := &store.TraderFill{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			OrderID:         orderRecord.ID,
+			ExchangeOrderID: trade.OrderID,
+			ExchangeTradeID: trade.TradeID,
+			Symbol:          trade.Symbol,
+			Side:            side,
+			Price:           trade.FillPrice,
+			Quantity:        trade.FillQtyBase,
+			QuoteQuantity:   trade.FillPrice * trade.FillQtyBase,
+			Commission:      trade.Fee,
+			CommissionAsset: trade.FeeAsset,
+			RealizedPnL:     0, // OKX fills don't include PnL per trade
+			IsMaker:         trade.IsMaker,
+			CreatedAt:       trade.ExecTime,
+		}
+
+		if err := orderStore.CreateFill(fillRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
+		}
+
+		// Create/update position record using PositionBuilder
+		if err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			trade.Symbol, positionSide, trade.OrderAction,
+			trade.FillQtyBase, trade.FillPrice, trade.Fee, 0, // No per-trade PnL from OKX
+			trade.ExecTime, trade.TradeID,
+		); err != nil {
+			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
+		} else {
+			logger.Infof("  📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, trade.OrderAction, trade.FillQtyBase)
+		}
+
+		syncedCount++
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f fee=%.6f action=%s",
+			trade.TradeID, trade.Symbol, side, trade.FillQtyBase, trade.FillPrice, trade.Fee, trade.OrderAction)
+	}
+
+	logger.Infof("✅ OKX order sync completed: %d new trades synced", syncedCount)
+	return nil
+}
+
+// StartOrderSync starts background order sync task for OKX
+func (t *OKXTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	ticker := time.NewTicker(interval)
+	go func() {
+		for range ticker.C {
+			if err := t.SyncOrdersFromOKX(traderID, exchangeID, exchangeType, st); err != nil {
+				logger.Infof("⚠️  OKX order sync failed: %v", err)
+			}
+		}
+	}()
+	logger.Infof("🔄 OKX order sync started (interval: %v)", interval)
+}

trader/position_snapshot.go

@@ -0,0 +1,101 @@
+package trader
+
+import (
+	"fmt"
+	"nofx/logger"
+	"nofx/store"
+	"time"
+)
+
+// CreatePositionSnapshot gets current real positions from exchange and creates snapshot positions
+// This function will:
+// 1. Delete all OPEN old positions from database
+// 2. Get current real positions from exchange
+// 3. Create a "snapshot" record for each real position
+func CreatePositionSnapshot(traderID, exchangeID, exchangeType string, trader Trader, st *store.Store) error {
+	logger.Infof("📸 Creating position snapshot for trader %s (%s)...", traderID, exchangeType)
+
+	positionStore := st.Position()
+
+	// Step 1: Delete all OPEN positions
+	logger.Infof("🗑️  Deleting all OPEN positions from database...")
+	if err := positionStore.DeleteAllOpenPositions(traderID); err != nil {
+		return fmt.Errorf("failed to delete open positions: %w", err)
+	}
+	logger.Infof("✅ Deleted all OPEN positions")
+
+	// Step 2: Get current positions from exchange
+	logger.Infof("📡 Fetching current positions from exchange...")
+	positions, err := trader.GetPositions()
+	if err != nil {
+		return fmt.Errorf("failed to get positions from exchange: %w", err)
+	}
+
+	if len(positions) == 0 {
+		logger.Infof("✅ No open positions on exchange, snapshot complete")
+		return nil
+	}
+
+	logger.Infof("📥 Found %d positions on exchange", len(positions))
+
+	// Step 3: Create snapshot record for each position
+	now := time.Now()
+	createdCount := 0
+
+	for _, posMap := range positions {
+		// Parse position data
+		symbol, _ := posMap["symbol"].(string)
+		sideStr, _ := posMap["side"].(string)
+		positionAmt, _ := posMap["positionAmt"].(float64)
+		entryPrice, _ := posMap["entryPrice"].(float64)
+		markPrice, _ := posMap["markPrice"].(float64)
+		leverage, _ := posMap["leverage"].(float64)
+
+		// Skip positions with 0 quantity
+		if positionAmt == 0 {
+			continue
+		}
+
+		// Determine position side
+		side := "LONG"
+		if sideStr == "short" {
+			side = "SHORT"
+		}
+
+		// Use current mark price as entry price (approximation)
+		// If entryPrice is 0, use markPrice
+		if entryPrice == 0 {
+			entryPrice = markPrice
+		}
+
+		snapshotPosition := &store.TraderPosition{
+			TraderID:           traderID,
+			ExchangeID:         exchangeID,
+			ExchangeType:       exchangeType,
+			ExchangePositionID: fmt.Sprintf("snapshot_%s_%s_%d", symbol, side, now.UnixMilli()),
+			Symbol:             symbol,
+			Side:               side,
+			Quantity:           positionAmt,
+			EntryPrice:         entryPrice,
+			EntryOrderID:       "snapshot", // Mark as snapshot
+			EntryTime:          now,
+			Leverage:           int(leverage),
+			Status:             "OPEN",
+			Source:             "snapshot", // Mark source as snapshot
+			CreatedAt:          now,
+			UpdatedAt:          now,
+		}
+
+		if err := positionStore.CreateOpenPosition(snapshotPosition); err != nil {
+			logger.Infof("  ⚠️ Failed to create snapshot position for %s %s: %v", symbol, side, err)
+			continue
+		}
+
+		logger.Infof("  ✅ Created snapshot: %s %s %.6f @ %.2f (leverage: %dx)",
+			symbol, side, positionAmt, entryPrice, int(leverage))
+		createdCount++
+	}
+
+	logger.Infof("✅ Position snapshot complete: %d positions created", createdCount)
+	return nil
+}

trader/position_sync.go

@@ -1,809 +0,0 @@
-package trader
-
-import (
-	"fmt"
-	"nofx/logger"
-	"nofx/store"
-	"strings"
-	"sync"
-	"time"
-)
-
-// PositionSyncManager Position status synchronization manager
-// Responsible for periodically synchronizing exchange positions, detecting manual closures and other changes
-type PositionSyncManager struct {
-	store                *store.Store
-	interval             time.Duration
-	historySyncInterval  time.Duration        // Interval for full history sync
-	stopCh               chan struct{}
-	wg                   sync.WaitGroup
-	traderCache          map[string]Trader                    // trader_id -> Trader instance cache
-	configCache          map[string]*store.TraderFullConfig   // trader_id -> config cache
-	cacheMutex           sync.RWMutex
-	lastHistorySync      map[string]time.Time // trader_id -> last history sync time
-	lastHistorySyncMutex sync.RWMutex
-}
-
-// NewPositionSyncManager Create position synchronization manager
-func NewPositionSyncManager(st *store.Store, interval time.Duration) *PositionSyncManager {
-	if interval == 0 {
-		interval = 10 * time.Second
-	}
-	return &PositionSyncManager{
-		store:               st,
-		interval:            interval,
-		historySyncInterval: 5 * time.Minute, // Sync closed positions every 5 minutes
-		stopCh:              make(chan struct{}),
-		traderCache:         make(map[string]Trader),
-		configCache:         make(map[string]*store.TraderFullConfig),
-		lastHistorySync:     make(map[string]time.Time),
-	}
-}
-
-// Start Start position synchronization service
-func (m *PositionSyncManager) Start() {
-	m.wg.Add(1)
-	go m.run()
-	logger.Info("📊 Position sync manager started")
-
-	// Run startup sync in background
-	go m.startupSync()
-}
-
-// Stop Stop position synchronization service
-func (m *PositionSyncManager) Stop() {
-	close(m.stopCh)
-	m.wg.Wait()
-
-	// Clear cache
-	m.cacheMutex.Lock()
-	m.traderCache = make(map[string]Trader)
-	m.configCache = make(map[string]*store.TraderFullConfig)
-	m.cacheMutex.Unlock()
-
-	logger.Info("📊 Position sync manager stopped")
-}
-
-// run Main loop
-func (m *PositionSyncManager) run() {
-	defer m.wg.Done()
-
-	// Execute immediately on startup
-	m.syncPositions()
-
-	ticker := time.NewTicker(m.interval)
-	defer ticker.Stop()
-
-	for {
-		select {
-		case <-m.stopCh:
-			return
-		case <-ticker.C:
-			m.syncPositions()
-		}
-	}
-}
-
-// syncPositions Synchronize all position statuses
-func (m *PositionSyncManager) syncPositions() {
-	// Get all OPEN status positions
-	localPositions, err := m.store.Position().GetAllOpenPositions()
-	if err != nil {
-		logger.Infof("⚠️  Failed to get local positions: %v", err)
-		return
-	}
-
-	if len(localPositions) == 0 {
-		return
-	}
-
-	// Group by trader_id
-	positionsByTrader := make(map[string][]*store.TraderPosition)
-	for _, pos := range localPositions {
-		positionsByTrader[pos.TraderID] = append(positionsByTrader[pos.TraderID], pos)
-	}
-
-	// Process each trader
-	for traderID, traderPositions := range positionsByTrader {
-		m.syncTraderPositions(traderID, traderPositions)
-	}
-}
-
-// syncTraderPositions Synchronize positions for a single trader
-func (m *PositionSyncManager) syncTraderPositions(traderID string, localPositions []*store.TraderPosition) {
-	// Get or create trader instance
-	trader, err := m.getOrCreateTrader(traderID)
-	if err != nil {
-		logger.Infof("⚠️  Failed to get trader instance (ID: %s): %v", traderID, err)
-		return
-	}
-
-	// Get exchange info for history sync
-	config, _ := m.getTraderConfig(traderID)
-	exchangeID := ""
-	exchangeType := ""
-	if config != nil {
-		exchangeID = config.Exchange.ID           // UUID for database association
-		exchangeType = config.Exchange.ExchangeType // "binance", "bybit" etc for trader creation
-	}
-
-	// Maybe run periodic history sync
-	if exchangeID != "" && exchangeType != "" {
-		m.maybeRunHistorySync(traderID, exchangeID, exchangeType, trader)
-	}
-
-	// Get current exchange positions
-	exchangePositions, err := trader.GetPositions()
-	if err != nil {
-		logger.Infof("⚠️  Failed to get exchange positions (ID: %s): %v", traderID, err)
-		return
-	}
-
-	// Build exchange position map: symbol_side -> position
-	// Note: Exchange returns side as "long"/"short" (lowercase), database stores "LONG"/"SHORT" (uppercase)
-	exchangeMap := make(map[string]map[string]interface{})
-	for _, pos := range exchangePositions {
-		symbol, _ := pos["symbol"].(string)
-		side, _ := pos["side"].(string) // Note: use "side" not "positionSide"
-		if symbol == "" || side == "" {
-			continue
-		}
-		// Normalize side to uppercase for matching with database
-		normalizedSide := strings.ToUpper(side)
-		key := fmt.Sprintf("%s_%s", symbol, normalizedSide)
-		exchangeMap[key] = pos
-	}
-
-	// Compare local and exchange positions
-	for _, localPos := range localPositions {
-		key := fmt.Sprintf("%s_%s", localPos.Symbol, localPos.Side)
-		exchangePos, exists := exchangeMap[key]
-
-		if !exists {
-			// Exchange doesn't have this position → it has been closed
-			m.closeLocalPosition(localPos, trader, "manual")
-			continue
-		}
-
-		// Check if quantity is 0 or very small
-		qty := getFloatFromMap(exchangePos, "positionAmt")
-		if qty < 0 {
-			qty = -qty // Short position quantity is negative
-		}
-
-		if qty < 0.0000001 {
-			// Quantity is 0, position closed
-			m.closeLocalPosition(localPos, trader, "manual")
-		}
-	}
-}
-
-// closeLocalPosition Mark local position as closed
-func (m *PositionSyncManager) closeLocalPosition(pos *store.TraderPosition, trader Trader, reason string) {
-	// Try to get accurate closure data from exchange first
-	closedPnLRecord := m.findClosedPnLRecord(trader, pos)
-
-	var exitPrice, realizedPnL, fee float64
-	var closeReason, exitOrderID string
-
-	if closedPnLRecord != nil {
-		// Use accurate data from exchange
-		exitPrice = closedPnLRecord.ExitPrice
-		realizedPnL = closedPnLRecord.RealizedPnL
-		fee = closedPnLRecord.Fee
-		closeReason = closedPnLRecord.CloseType
-		exitOrderID = closedPnLRecord.OrderID
-		logger.Infof("📊 Found accurate closure data from exchange for %s %s", pos.Symbol, pos.Side)
-	} else {
-		// Fallback: use market price and calculate PnL
-		exitPrice = pos.EntryPrice // Default to entry price
-		if price, err := trader.GetMarketPrice(pos.Symbol); err == nil && price > 0 {
-			exitPrice = price
-		}
-
-		// Calculate PnL
-		if pos.Side == "LONG" {
-			realizedPnL = (exitPrice - pos.EntryPrice) * pos.Quantity
-		} else {
-			realizedPnL = (pos.EntryPrice - exitPrice) * pos.Quantity
-		}
-		closeReason = reason
-		fee = 0
-		exitOrderID = ""
-		logger.Infof("⚠️  Using market price for closure (no exchange data): %s %s", pos.Symbol, pos.Side)
-	}
-
-	// Update database
-	err := m.store.Position().ClosePosition(
-		pos.ID,
-		exitPrice,
-		exitOrderID,
-		realizedPnL,
-		fee,
-		closeReason,
-	)
-
-	if err != nil {
-		logger.Infof("⚠️  Failed to update position status: %v", err)
-	} else {
-		logger.Infof("📊 Position closed [%s] %s %s @ %.4f → %.4f, PnL: %.2f, Fee: %.4f (%s)",
-			pos.TraderID[:8], pos.Symbol, pos.Side, pos.EntryPrice, exitPrice, realizedPnL, fee, closeReason)
-	}
-}
-
-// findClosedPnLRecord Try to find matching ClosedPnL record from exchange
-// For Binance, directly query trades for the specific symbol (more reliable than Income API)
-func (m *PositionSyncManager) findClosedPnLRecord(trader Trader, pos *store.TraderPosition) *ClosedPnLRecord {
-	// Try to get trades directly for this symbol (Binance-specific, more reliable)
-	if binanceTrader, ok := trader.(*FuturesTrader); ok {
-		return m.findClosedPnLFromBinanceTrades(binanceTrader, pos)
-	}
-
-	// Fallback: use GetClosedPnL for other exchanges
-	startTime := time.Now().Add(-24 * time.Hour)
-	records, err := trader.GetClosedPnL(startTime, 100)
-	if err != nil {
-		logger.Infof("⚠️  Failed to get closed PnL records: %v", err)
-		return nil
-	}
-
-	return m.aggregateClosedRecords(records, pos)
-}
-
-// findClosedPnLFromBinanceTrades queries Binance directly for trades of a specific symbol
-func (m *PositionSyncManager) findClosedPnLFromBinanceTrades(trader *FuturesTrader, pos *store.TraderPosition) *ClosedPnLRecord {
-	// Query trades for this specific symbol from the last hour
-	startTime := time.Now().Add(-1 * time.Hour)
-	trades, err := trader.GetTradesForSymbol(pos.Symbol, startTime, 100)
-	if err != nil {
-		logger.Infof("⚠️  Failed to get trades for %s: %v", pos.Symbol, err)
-		return nil
-	}
-
-	if len(trades) == 0 {
-		logger.Infof("⚠️  No trades found for %s in the last hour", pos.Symbol)
-		return nil
-	}
-
-	// Find all closing trades (realizedPnl != 0) that match this position
-	var totalQty, totalPnL, totalFee float64
-	var weightedExitPrice float64
-	var latestExitTime time.Time
-	var latestTradeID string
-	matchCount := 0
-
-	posSide := strings.ToLower(pos.Side)
-
-	for _, trade := range trades {
-		// Skip opening trades
-		if trade.RealizedPnL == 0 {
-			continue
-		}
-
-		// Determine if this trade closes our position
-		// For LONG position: SELL closes it
-		// For SHORT position: BUY closes it
-		isClosingTrade := false
-		tradeSide := strings.ToUpper(trade.Side)
-		positionSide := strings.ToUpper(trade.PositionSide)
-
-		if positionSide == "LONG" && posSide == "long" {
-			isClosingTrade = true
-		} else if positionSide == "SHORT" && posSide == "short" {
-			isClosingTrade = true
-		} else if positionSide == "BOTH" || positionSide == "" {
-			// One-way mode
-			if tradeSide == "SELL" && posSide == "long" {
-				isClosingTrade = true
-			} else if tradeSide == "BUY" && posSide == "short" {
-				isClosingTrade = true
-			}
-		}
-
-		if !isClosingTrade {
-			continue
-		}
-
-		// Aggregate this trade
-		totalQty += trade.Quantity
-		totalPnL += trade.RealizedPnL
-		totalFee += trade.Fee
-		weightedExitPrice += trade.Price * trade.Quantity
-		matchCount++
-
-		if trade.Time.After(latestExitTime) {
-			latestExitTime = trade.Time
-			latestTradeID = trade.TradeID
-		}
-	}
-
-	if matchCount == 0 {
-		logger.Infof("⚠️  No closing trades found for %s %s", pos.Symbol, pos.Side)
-		return nil
-	}
-
-	avgExitPrice := weightedExitPrice / totalQty
-
-	logger.Infof("📊 Found %d closing trades for %s %s: qty=%.4f, exitPrice=%.6f, pnl=%.4f, fee=%.4f",
-		matchCount, pos.Symbol, pos.Side, totalQty, avgExitPrice, totalPnL, totalFee)
-
-	return &ClosedPnLRecord{
-		Symbol:      pos.Symbol,
-		Side:        posSide,
-		EntryPrice:  pos.EntryPrice,
-		ExitPrice:   avgExitPrice,
-		Quantity:    totalQty,
-		RealizedPnL: totalPnL,
-		Fee:         totalFee,
-		ExitTime:    latestExitTime,
-		EntryTime:   pos.EntryTime,
-		OrderID:     latestTradeID,
-		ExchangeID:  latestTradeID,
-		CloseType:   "unknown",
-	}
-}
-
-// aggregateClosedRecords aggregates closed PnL records for a position
-func (m *PositionSyncManager) aggregateClosedRecords(records []ClosedPnLRecord, pos *store.TraderPosition) *ClosedPnLRecord {
-	if len(records) == 0 {
-		return nil
-	}
-
-	posSide := strings.ToLower(pos.Side)
-	var matchingRecords []ClosedPnLRecord
-
-	for i := range records {
-		record := &records[i]
-		if record.Symbol != pos.Symbol {
-			continue
-		}
-
-		recordSide := strings.ToLower(record.Side)
-		if recordSide != posSide {
-			continue
-		}
-
-		matchingRecords = append(matchingRecords, *record)
-	}
-
-	if len(matchingRecords) == 0 {
-		return nil
-	}
-
-	var totalQty, totalPnL, totalFee float64
-	var weightedExitPrice float64
-	var latestExitTime time.Time
-	var latestOrderID, latestExchangeID string
-
-	for _, rec := range matchingRecords {
-		totalQty += rec.Quantity
-		totalPnL += rec.RealizedPnL
-		totalFee += rec.Fee
-		weightedExitPrice += rec.ExitPrice * rec.Quantity
-
-		if rec.ExitTime.After(latestExitTime) {
-			latestExitTime = rec.ExitTime
-			latestOrderID = rec.OrderID
-			latestExchangeID = rec.ExchangeID
-		}
-	}
-
-	avgExitPrice := weightedExitPrice / totalQty
-
-	logger.Infof("📊 Aggregated %d closing trades for %s %s: qty=%.4f, pnl=%.4f, fee=%.4f",
-		len(matchingRecords), pos.Symbol, pos.Side, totalQty, totalPnL, totalFee)
-
-	return &ClosedPnLRecord{
-		Symbol:      pos.Symbol,
-		Side:        posSide,
-		EntryPrice:  pos.EntryPrice,
-		ExitPrice:   avgExitPrice,
-		Quantity:    totalQty,
-		RealizedPnL: totalPnL,
-		Fee:         totalFee,
-		ExitTime:    latestExitTime,
-		EntryTime:   pos.EntryTime,
-		OrderID:     latestOrderID,
-		ExchangeID:  latestExchangeID,
-		CloseType:   "unknown",
-	}
-}
-
-// abs returns absolute value of float64
-func abs(x float64) float64 {
-	if x < 0 {
-		return -x
-	}
-	return x
-}
-
-// getOrCreateTrader Get or create trader instance
-func (m *PositionSyncManager) getOrCreateTrader(traderID string) (Trader, error) {
-	m.cacheMutex.RLock()
-	trader, exists := m.traderCache[traderID]
-	m.cacheMutex.RUnlock()
-
-	if exists && trader != nil {
-		return trader, nil
-	}
-
-	// Need to create new trader instance
-	config, err := m.getTraderConfig(traderID)
-	if err != nil {
-		return nil, fmt.Errorf("failed to get trader config: %w", err)
-	}
-
-	trader, err = m.createTrader(config)
-	if err != nil {
-		return nil, fmt.Errorf("failed to create trader instance: %w", err)
-	}
-
-	m.cacheMutex.Lock()
-	m.traderCache[traderID] = trader
-	m.cacheMutex.Unlock()
-
-	return trader, nil
-}
-
-// getTraderConfig Get trader configuration
-func (m *PositionSyncManager) getTraderConfig(traderID string) (*store.TraderFullConfig, error) {
-	m.cacheMutex.RLock()
-	config, exists := m.configCache[traderID]
-	m.cacheMutex.RUnlock()
-
-	if exists {
-		return config, nil
-	}
-
-	// Get from database
-	traders, err := m.store.Trader().ListAll()
-	if err != nil {
-		return nil, fmt.Errorf("failed to get trader list: %w", err)
-	}
-
-	var userID string
-	for _, t := range traders {
-		if t.ID == traderID {
-			userID = t.UserID
-			break
-		}
-	}
-
-	if userID == "" {
-		return nil, fmt.Errorf("trader not found: %s", traderID)
-	}
-
-	config, err = m.store.Trader().GetFullConfig(userID, traderID)
-	if err != nil {
-		return nil, err
-	}
-
-	m.cacheMutex.Lock()
-	m.configCache[traderID] = config
-	m.cacheMutex.Unlock()
-
-	return config, nil
-}
-
-// createTrader Create trader instance based on configuration
-func (m *PositionSyncManager) createTrader(config *store.TraderFullConfig) (Trader, error) {
-	exchange := config.Exchange
-
-	// Use exchange.ExchangeType to determine specific exchange, not exchange.ID (UUID) or exchange.Type (cex/dex)
-	switch exchange.ExchangeType {
-	case "binance":
-		return NewFuturesTrader(exchange.APIKey, exchange.SecretKey, config.Trader.UserID), nil
-
-	case "bybit":
-		return NewBybitTrader(exchange.APIKey, exchange.SecretKey), nil
-
-	case "okx":
-		return NewOKXTrader(exchange.APIKey, exchange.SecretKey, exchange.Passphrase), nil
-
-	case "bitget":
-		return NewBitgetTrader(exchange.APIKey, exchange.SecretKey, exchange.Passphrase), nil
-
-	case "hyperliquid":
-		return NewHyperliquidTrader(exchange.SecretKey, exchange.HyperliquidWalletAddr, exchange.Testnet)
-
-	case "aster":
-		return NewAsterTrader(exchange.AsterUser, exchange.AsterSigner, exchange.AsterPrivateKey)
-
-	case "lighter":
-		if exchange.LighterWalletAddr == "" || exchange.LighterAPIKeyPrivateKey == "" {
-			return nil, fmt.Errorf("Lighter requires wallet address and API Key private key")
-		}
-		// Lighter only supports mainnet
-		return NewLighterTraderV2(
-			exchange.LighterWalletAddr,
-			exchange.LighterAPIKeyPrivateKey,
-			exchange.LighterAPIKeyIndex,
-			false, // Always use mainnet for Lighter
-		)
-
-	default:
-		return nil, fmt.Errorf("unsupported exchange type: %s", exchange.ExchangeType)
-	}
-}
-
-// InvalidateCache Invalidate cache
-func (m *PositionSyncManager) InvalidateCache(traderID string) {
-	m.cacheMutex.Lock()
-	defer m.cacheMutex.Unlock()
-
-	delete(m.traderCache, traderID)
-	delete(m.configCache, traderID)
-}
-
-// getFloatFromMap Get float64 value from map
-func getFloatFromMap(m map[string]interface{}, key string) float64 {
-	if v, ok := m[key]; ok {
-		switch val := v.(type) {
-		case float64:
-			return val
-		case int64:
-			return float64(val)
-		case int:
-			return float64(val)
-		case string:
-			var f float64
-			fmt.Sscanf(val, "%f", &f)
-			return f
-		}
-	}
-	return 0
-}
-
-// =============================================================================
-// Startup and History Sync Methods
-// =============================================================================
-
-// startupSync performs initial sync on startup
-// 1. Sync existing positions from exchange (to detect external positions)
-// 2. Sync closed positions history from exchange
-func (m *PositionSyncManager) startupSync() {
-	logger.Info("📊 Starting startup sync...")
-
-	// Get all traders
-	traders, err := m.store.Trader().ListAll()
-	if err != nil {
-		logger.Infof("⚠️  Failed to get traders for startup sync: %v", err)
-		return
-	}
-
-	for _, traderInfo := range traders {
-		traderID := traderInfo.ID
-
-		// Get trader instance
-		trader, err := m.getOrCreateTrader(traderID)
-		if err != nil {
-			logger.Infof("⚠️  Failed to get trader instance for startup sync (ID: %s): %v", traderID, err)
-			continue
-		}
-
-		// Get exchange info
-		config, err := m.getTraderConfig(traderID)
-		if err != nil {
-			logger.Infof("⚠️  Failed to get trader config for startup sync (ID: %s): %v", traderID, err)
-			continue
-		}
-		exchangeID := config.Exchange.ID               // UUID
-		exchangeType := config.Exchange.ExchangeType  // "binance", "bybit" etc
-
-		// 1. Sync current open positions from exchange
-		m.syncExternalPositions(traderID, exchangeID, exchangeType, trader)
-
-		// 2. Sync closed positions history from exchange
-		m.syncClosedPositionsHistory(traderID, exchangeID, exchangeType, trader)
-	}
-
-	logger.Info("📊 Startup sync completed")
-}
-
-// syncExternalPositions syncs positions that exist on exchange but not locally
-// These could be positions opened manually or from other systems
-func (m *PositionSyncManager) syncExternalPositions(traderID, exchangeID, exchangeType string, trader Trader) {
-	// Get current positions from exchange
-	exchangePositions, err := trader.GetPositions()
-	if err != nil {
-		logger.Infof("⚠️  Failed to get exchange positions for external sync (ID: %s): %v", traderID, err)
-		return
-	}
-
-	// Get local open positions
-	localPositions, err := m.store.Position().GetOpenPositions(traderID)
-	if err != nil {
-		logger.Infof("⚠️  Failed to get local positions for external sync (ID: %s): %v", traderID, err)
-		return
-	}
-
-	// Build local position map: symbol_side -> position
-	localMap := make(map[string]*store.TraderPosition)
-	for _, pos := range localPositions {
-		key := fmt.Sprintf("%s_%s", pos.Symbol, pos.Side)
-		localMap[key] = pos
-	}
-
-	// Find positions that exist on exchange but not locally
-	for _, pos := range exchangePositions {
-		symbol, _ := pos["symbol"].(string)
-		side, _ := pos["side"].(string)
-		if symbol == "" || side == "" {
-			continue
-		}
-
-		// Normalize side
-		normalizedSide := side
-		if side == "Buy" || side == "LONG" || side == "long" {
-			normalizedSide = "LONG"
-		} else if side == "Sell" || side == "SHORT" || side == "short" {
-			normalizedSide = "SHORT"
-		}
-
-		key := fmt.Sprintf("%s_%s", symbol, normalizedSide)
-
-		// Check if we already have this position locally
-		if _, exists := localMap[key]; exists {
-			continue // Already tracking this position
-		}
-
-		// This is an external position - create local record
-		qty := getFloatFromMap(pos, "positionAmt")
-		if qty < 0 {
-			qty = -qty
-		}
-		if qty < 0.0000001 {
-			continue // No actual position
-		}
-
-		entryPrice := getFloatFromMap(pos, "entryPrice")
-		leverage := int(getFloatFromMap(pos, "leverage"))
-		if leverage == 0 {
-			leverage = 1
-		}
-
-		// Get entry time if available
-		createdTime := getFloatFromMap(pos, "createdTime")
-		var entryTime time.Time
-		if createdTime > 0 {
-			entryTime = time.UnixMilli(int64(createdTime))
-		} else {
-			entryTime = time.Now() // Use current time as fallback
-		}
-
-		// Generate unique exchange position ID
-		exchangePositionID := fmt.Sprintf("%s_%s_%d", symbol, normalizedSide, entryTime.UnixMilli())
-
-		newPos := &store.TraderPosition{
-			TraderID:           traderID,
-			ExchangeID:         exchangeID,
-			ExchangeType:       exchangeType,
-			ExchangePositionID: exchangePositionID,
-			Symbol:             symbol,
-			Side:               normalizedSide,
-			Quantity:           qty,
-			EntryPrice:         entryPrice,
-			EntryTime:          entryTime,
-			Leverage:           leverage,
-			Source:             "sync", // Mark as synced from exchange
-		}
-
-		if err := m.store.Position().CreateOpenPosition(newPos); err != nil {
-			logger.Infof("⚠️  Failed to create external position record: %v", err)
-		} else {
-			logger.Infof("📊 Synced external position: [%s] %s %s @ %.4f (qty: %.4f)",
-				traderID[:8], symbol, normalizedSide, entryPrice, qty)
-		}
-	}
-}
-
-// syncClosedPositionsHistory syncs closed positions from exchange history
-// IMPORTANT: Only exchanges with position-level history API should sync history:
-// - Bybit: /v5/position/closed-pnl (accurate position records)
-// - OKX: /api/v5/account/positions-history (accurate position records)
-// Other exchanges (Binance, Hyperliquid, Lighter, Aster) only have trade-level data,
-// which cannot accurately reconstruct positions. They should NOT sync historical positions.
-func (m *PositionSyncManager) syncClosedPositionsHistory(traderID, exchangeID, exchangeType string, trader Trader) {
-	// Only sync history for exchanges with position-level API
-	// Binance/Hyperliquid/Lighter/Aster only have trade-level data, skip history sync
-	switch exchangeType {
-	case "bybit", "okx":
-		// These exchanges have position-level history API, proceed with sync
-	default:
-		// Other exchanges don't have accurate position history API
-		// Their GetClosedPnL only returns recent trades for closure detection, not for history sync
-		return
-	}
-
-	// Get last sync time from database
-	lastSyncTime, err := m.store.Position().GetLastClosedPositionTime(traderID)
-	if err != nil {
-		logger.Infof("⚠️  Failed to get last closed position time (ID: %s): %v", traderID, err)
-		// First sync: go back 90 days to get more history
-		lastSyncTime = time.Now().Add(-90 * 24 * time.Hour)
-	}
-
-	// Subtract a small buffer to avoid missing positions at the boundary
-	startTime := lastSyncTime.Add(-1 * time.Minute)
-
-	// Pagination loop to get all records
-	const batchSize = 500
-	totalCreated := 0
-	totalSkipped := 0
-
-	for {
-		// Get closed positions from exchange
-		closedRecords, err := trader.GetClosedPnL(startTime, batchSize)
-		if err != nil {
-			logger.Infof("⚠️  Failed to get closed PnL records (ID: %s): %v", traderID, err)
-			break
-		}
-
-		if len(closedRecords) == 0 {
-			break
-		}
-
-		// Convert to store.ClosedPnLRecord and sync
-		storeRecords := make([]store.ClosedPnLRecord, len(closedRecords))
-		var latestExitTime time.Time
-		for i, rec := range closedRecords {
-			storeRecords[i] = store.ClosedPnLRecord{
-				Symbol:      rec.Symbol,
-				Side:        rec.Side,
-				EntryPrice:  rec.EntryPrice,
-				ExitPrice:   rec.ExitPrice,
-				Quantity:    rec.Quantity,
-				RealizedPnL: rec.RealizedPnL,
-				Fee:         rec.Fee,
-				Leverage:    rec.Leverage,
-				EntryTime:   rec.EntryTime,
-				ExitTime:    rec.ExitTime,
-				OrderID:     rec.OrderID,
-				CloseType:   rec.CloseType,
-				ExchangeID:  rec.ExchangeID,
-			}
-			// Track latest exit time for pagination
-			if rec.ExitTime.After(latestExitTime) {
-				latestExitTime = rec.ExitTime
-			}
-		}
-
-		created, skipped, err := m.store.Position().SyncClosedPositions(traderID, exchangeID, exchangeType, storeRecords)
-		if err != nil {
-			logger.Infof("⚠️  Failed to sync closed positions (ID: %s): %v", traderID, err)
-			break
-		}
-
-		totalCreated += created
-		totalSkipped += skipped
-
-		// If we got fewer records than batch size, we've reached the end
-		if len(closedRecords) < batchSize {
-			break
-		}
-
-		// Move start time forward for next batch (add 1ms to avoid duplicate)
-		startTime = latestExitTime.Add(time.Millisecond)
-	}
-
-	if totalCreated > 0 {
-		logger.Infof("📊 Synced %d new closed positions for trader %s (skipped %d duplicates)",
-			totalCreated, traderID[:8], totalSkipped)
-	}
-
-	// Update last history sync time
-	m.lastHistorySyncMutex.Lock()
-	m.lastHistorySync[traderID] = time.Now()
-	m.lastHistorySyncMutex.Unlock()
-}
-
-// maybeRunHistorySync checks if it's time to run history sync for a trader
-func (m *PositionSyncManager) maybeRunHistorySync(traderID, exchangeID, exchangeType string, trader Trader) {
-	m.lastHistorySyncMutex.RLock()
-	lastSync, exists := m.lastHistorySync[traderID]
-	m.lastHistorySyncMutex.RUnlock()
-
-	if !exists || time.Since(lastSync) >= m.historySyncInterval {
-		m.syncClosedPositionsHistory(traderID, exchangeID, exchangeType, trader)
-	}
-}

web/src/components/AdvancedChart.tsx

@@ -83,6 +83,8 @@ export function AdvancedChart({
   const [showIndicatorPanel, setShowIndicatorPanel] = useState(false)
   const [showOrderMarkers, setShowOrderMarkers] = useState(true) // 订单标记显示开关，默认显示
   const isInitialLoadRef = useRef(true) // 跟踪是否为初始加载
+  const [tooltipData, setTooltipData] = useState<any>(null)
+  const tooltipRef = useRef<HTMLDivElement>(null)
 
   // 指标配置
   const [indicators, setIndicators] = useState<IndicatorConfig[]>([
@@ -355,6 +357,31 @@ export function AdvancedChart({
 
     window.addEventListener('resize', handleResize)
 
+    // 监听鼠标移动，显示 OHLC 信息
+    chart.subscribeCrosshairMove((param) => {
+      if (!param.time || !param.point || !candlestickSeriesRef.current) {
+        setTooltipData(null)
+        return
+      }
+
+      const data = param.seriesData.get(candlestickSeriesRef.current as any)
+      if (!data) {
+        setTooltipData(null)
+        return
+      }
+
+      const candleData = data as any
+      setTooltipData({
+        time: param.time,
+        open: candleData.open,
+        high: candleData.high,
+        low: candleData.low,
+        close: candleData.close,
+        x: param.point.x,
+        y: param.point.y,
+      })
+    })
+
     return () => {
       window.removeEventListener('resize', handleResize)
       chart.remove()
@@ -741,6 +768,56 @@ export function AdvancedChart({
       <div style={{ position: 'relative' }}>
         <div ref={chartContainerRef} />
 
+        {/* OHLC Tooltip */}
+        {tooltipData && (
+          <div
+            ref={tooltipRef}
+            style={{
+              position: 'absolute',
+              left: '10px',
+              top: '10px',
+              padding: '8px 12px',
+              background: 'rgba(15, 18, 21, 0.95)',
+              border: '1px solid rgba(240, 185, 11, 0.3)',
+              borderRadius: '6px',
+              color: '#EAECEF',
+              fontSize: '12px',
+              fontFamily: 'monospace',
+              pointerEvents: 'none',
+              zIndex: 10,
+              backdropFilter: 'blur(10px)',
+              boxShadow: '0 4px 12px rgba(0, 0, 0, 0.5)',
+            }}
+          >
+            <div style={{ marginBottom: '6px', color: '#F0B90B', fontWeight: 'bold', fontSize: '11px' }}>
+              {new Date((tooltipData.time as number) * 1000).toLocaleString(language === 'zh' ? 'zh-CN' : 'en-US', {
+                month: 'short',
+                day: 'numeric',
+                hour: '2-digit',
+                minute: '2-digit',
+              })}
+            </div>
+            <div style={{ display: 'grid', gridTemplateColumns: 'auto 1fr', gap: '4px 12px', fontSize: '11px' }}>
+              <span style={{ color: '#848E9C' }}>O:</span>
+              <span style={{ color: '#EAECEF', fontWeight: '500' }}>{tooltipData.open?.toFixed(2)}</span>
+
+              <span style={{ color: '#848E9C' }}>H:</span>
+              <span style={{ color: '#0ECB81', fontWeight: '500' }}>{tooltipData.high?.toFixed(2)}</span>
+
+              <span style={{ color: '#848E9C' }}>L:</span>
+              <span style={{ color: '#F6465D', fontWeight: '500' }}>{tooltipData.low?.toFixed(2)}</span>
+
+              <span style={{ color: '#848E9C' }}>C:</span>
+              <span style={{
+                color: tooltipData.close >= tooltipData.open ? '#0ECB81' : '#F6465D',
+                fontWeight: 'bold'
+              }}>
+                {tooltipData.close?.toFixed(2)}
+              </span>
+            </div>
+          </div>
+        )}
+
         {/* NOFX 水印 */}
         <div
           style={{

web/src/components/ChartWithOrders.tsx

@@ -53,6 +53,8 @@ export function ChartWithOrders({
   const seriesMarkersRef = useRef<any>(null) // Markers primitive for v5
   const [loading, setLoading] = useState(true)
   const [error, setError] = useState<string | null>(null)
+  const [tooltipData, setTooltipData] = useState<any>(null)
+  const tooltipRef = useRef<HTMLDivElement>(null)
 
   // 解析时间：支持 Unix 时间戳（数字）或字符串格式
   const parseCustomTime = (time: any): number => {
@@ -243,6 +245,31 @@ export function ChartWithOrders({
 
       window.addEventListener('resize', handleResize)
 
+      // 监听鼠标移动，显示 OHLC 信息
+      chart.subscribeCrosshairMove((param) => {
+        if (!param.time || !param.point || !candlestickSeriesRef.current) {
+          setTooltipData(null)
+          return
+        }
+
+        const data = param.seriesData.get(candlestickSeriesRef.current as any)
+        if (!data) {
+          setTooltipData(null)
+          return
+        }
+
+        const candleData = data as any
+        setTooltipData({
+          time: param.time,
+          open: candleData.open,
+          high: candleData.high,
+          low: candleData.low,
+          close: candleData.close,
+          x: param.point.x,
+          y: param.point.y,
+        })
+      })
+
       return () => {
         window.removeEventListener('resize', handleResize)
         chart.remove()
@@ -370,7 +397,59 @@ export function ChartWithOrders({
       </div>
 
       {/* 图表容器 */}
-      <div ref={chartContainerRef} style={{ position: 'relative' }} />
+      <div style={{ position: 'relative' }}>
+        <div ref={chartContainerRef} />
+
+        {/* OHLC Tooltip */}
+        {tooltipData && (
+          <div
+            ref={tooltipRef}
+            style={{
+              position: 'absolute',
+              left: '10px',
+              top: '10px',
+              padding: '8px 12px',
+              background: 'rgba(15, 18, 21, 0.95)',
+              border: '1px solid rgba(240, 185, 11, 0.3)',
+              borderRadius: '6px',
+              color: '#EAECEF',
+              fontSize: '12px',
+              fontFamily: 'monospace',
+              pointerEvents: 'none',
+              zIndex: 10,
+              backdropFilter: 'blur(10px)',
+              boxShadow: '0 4px 12px rgba(0, 0, 0, 0.5)',
+            }}
+          >
+            <div style={{ marginBottom: '6px', color: '#F0B90B', fontWeight: 'bold', fontSize: '11px' }}>
+              {new Date((tooltipData.time as number) * 1000).toLocaleString(language === 'zh' ? 'zh-CN' : 'en-US', {
+                month: 'short',
+                day: 'numeric',
+                hour: '2-digit',
+                minute: '2-digit',
+              })}
+            </div>
+            <div style={{ display: 'grid', gridTemplateColumns: 'auto 1fr', gap: '4px 12px', fontSize: '11px' }}>
+              <span style={{ color: '#848E9C' }}>O:</span>
+              <span style={{ color: '#EAECEF', fontWeight: '500' }}>{tooltipData.open?.toFixed(2)}</span>
+
+              <span style={{ color: '#848E9C' }}>H:</span>
+              <span style={{ color: '#0ECB81', fontWeight: '500' }}>{tooltipData.high?.toFixed(2)}</span>
+
+              <span style={{ color: '#848E9C' }}>L:</span>
+              <span style={{ color: '#F6465D', fontWeight: '500' }}>{tooltipData.low?.toFixed(2)}</span>
+
+              <span style={{ color: '#848E9C' }}>C:</span>
+              <span style={{
+                color: tooltipData.close >= tooltipData.open ? '#0ECB81' : '#F6465D',
+                fontWeight: 'bold'
+              }}>
+                {tooltipData.close?.toFixed(2)}
+              </span>
+            </div>
+          </div>
+        )}
+      </div>
 
       {/* 错误提示 */}
       {error && (