feat: position sizing follows the strategy config — default 4x equity notional

Positions were stuck at ~equity×1.2 (~$420 on a $500 account) no matter
what the strategy said: both the manager load path and the per-cycle config
reload hardcoded vergex strategies to a 6-position × equity×1.2 book,
silently overriding the configured 10x ratio. Both overrides removed —
sizing now comes from the strategy's own RiskControl (ClampLimits bounds it,
margin auto-reduce keeps the book solvent).

Defaults aligned across all three config sources (backend default template,
quick-create preset, studio unified config): 2 positions × 4x equity
notional at 10x leverage ≈ 80% margin when both are open — concentrated per
the operator's request. Live strategy updated via relaunch; loader log
confirms maxPos=2 posRatio=4.0.

api/handler_user.go

@@ -265,8 +265,10 @@ func (s *Server) createDefaultStrategies(userID string, lang string) error {
 		c.RiskControl.MaxPositions = 2
 		c.RiskControl.BTCETHMaxLeverage = 10
 		c.RiskControl.AltcoinMaxLeverage = 10
-		c.RiskControl.BTCETHMaxPositionValueRatio = 10.0
-		c.RiskControl.AltcoinMaxPositionValueRatio = 10.0
+		// 4× equity notional per position: at 10x leverage two full positions
+		// use ~80% of margin — concentrated but solvent.
+		c.RiskControl.BTCETHMaxPositionValueRatio = 4.0
+		c.RiskControl.AltcoinMaxPositionValueRatio = 4.0
 		c.RiskControl.MaxMarginUsage = 1.0
 		c.RiskControl.MinConfidence = 78
 		c.RiskControl.MinRiskRewardRatio = 3.0

api/handler_user_default_strategy_test.go

@@ -60,10 +60,10 @@ func TestCreateDefaultStrategiesUsesOneReadyToRunClaw402Preset(t *testing.T) {
 	if trendCfg.RiskControl.BTCETHMaxLeverage != 10 || trendCfg.RiskControl.AltcoinMaxLeverage != 10 {
 		t.Fatalf("default strategy should use 10x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl)
 	}
-	if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 10 ||
-		trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 10 ||
+	if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 4 ||
+		trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 4 ||
 		trendCfg.RiskControl.MaxMarginUsage != 1.0 {
-		t.Fatalf("default strategy should use full-size 10x notional for Claw402 opens, got risk=%+v", trendCfg.RiskControl)
+		t.Fatalf("default strategy should size Claw402 opens at 4x equity notional (two positions ≈ 80%% margin at 10x), got risk=%+v", trendCfg.RiskControl)
 	}
 }
 

manager/trader_manager.go

@@ -658,15 +658,10 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
 			return fmt.Errorf("failed to parse strategy config for trader %s: %w", traderCfg.Name, err)
 		}
 		strategyConfig.ClampLimits()
-		// Autopilot (vergex_signal/claw402) runs a balanced multi-position book:
-		// hold several instruments with a smaller per-position notional so multiple
-		// long/short positions fit the margin. Applied after ClampLimits so it is
-		// not capped back to the conservative single-position default.
-		if strategyConfig.CoinSource.SourceType == "vergex_signal" {
-			strategyConfig.RiskControl.MaxPositions = 6
-			strategyConfig.RiskControl.BTCETHMaxPositionValueRatio = 1.2
-			strategyConfig.RiskControl.AltcoinMaxPositionValueRatio = 1.2
-		}
+		// Sizing comes from the strategy's own RiskControl (a hardcoded
+		// 6-position × equity×1.2 override used to live here, silently ignoring
+		// the user's configuration). ClampLimits bounds the values and the
+		// margin auto-reduce at order time keeps the book solvent.
 		logger.Infof("✓ Trader %s loaded strategy config: %s (maxPos=%d, posRatio=%.1f)", traderCfg.Name, strategy.Name, strategyConfig.RiskControl.MaxPositions, strategyConfig.RiskControl.AltcoinMaxPositionValueRatio)
 		ensureHyperliquidNativeStrategy(traderCfg.Name, exchangeCfg.ExchangeType, strategyConfig)
 	} else {

store/strategy.go

@@ -1014,11 +1014,11 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
 			PriceRankingLimit:      10,
 		},
 		RiskControl: RiskControlConfig{
-			MaxPositions:                 6,   // Hold up to 6 instruments (≈3 long + 3 short) simultaneously (CODE ENFORCED)
+			MaxPositions:                 2,   // Concentrated book: two full-size positions (CODE ENFORCED)
 			BTCETHMaxLeverage:            10,  // BTC/ETH exchange leverage (AI guided)
 			AltcoinMaxLeverage:           10,  // TradeFi exchange leverage (AI guided)
-			BTCETHMaxPositionValueRatio:  1.2, // Per-position notional = equity × 1.2 so several positions fit the margin
-			AltcoinMaxPositionValueRatio: 1.2, // Per-position notional = equity × 1.2 so several positions fit the margin
+			BTCETHMaxPositionValueRatio:  4.0, // Per-position notional = equity × 4; at 10x two positions ≈ 80% margin
+			AltcoinMaxPositionValueRatio: 4.0, // Per-position notional = equity × 4; at 10x two positions ≈ 80% margin
 			MaxMarginUsage:               1.0, // Claw402 Autopilot intentionally uses full margin when opening
 			MinPositionSize:              12,  // Min 12 USDT per position (CODE ENFORCED)
 			MinRiskRewardRatio:           3.0, // Min 3:1 profit/loss ratio (AI guided)

trader/auto_trader.go

@@ -422,15 +422,11 @@ func (at *AutoTrader) reloadStrategyConfigIfChanged() error {
 	}
 	strategyConfig.ClampLimits()
 
-	// Autopilot (vergex_signal/claw402) runs a balanced multi-position book:
-	// hold several instruments at once with a smaller per-position notional so
-	// multiple long/short positions fit the margin. Applied after ClampLimits so
-	// the book size is not capped back down to the conservative default.
-	if strategyConfig.CoinSource.SourceType == "vergex_signal" {
-		strategyConfig.RiskControl.MaxPositions = 6
-		strategyConfig.RiskControl.BTCETHMaxPositionValueRatio = 1.2
-		strategyConfig.RiskControl.AltcoinMaxPositionValueRatio = 1.2
-	}
+	// NOTE: this used to hardcode the Autopilot book shape (6 positions ×
+	// equity×1.2 notional), silently overriding whatever the user configured in
+	// their strategy. Sizing now comes from the strategy's own RiskControl —
+	// ClampLimits above bounds it (ratio 0.5–10, leverage caps), and the
+	// margin auto-reduce at order time keeps the book solvent.
 
 	claw402Key := at.config.Claw402WalletKey
 	if claw402Key == "" && at.config.AIModel == "claw402" && at.config.CustomAPIKey != "" {

web/src/pages/StrategyStudioPage.tsx

@@ -1391,8 +1391,10 @@ export function StrategyStudioPage() {
         max_positions: 2,
         btc_eth_max_leverage: 10,
         altcoin_max_leverage: 10,
-        btc_eth_max_position_value_ratio: 10,
-        altcoin_max_position_value_ratio: 10,
+        // 4× equity notional per position — at 10x leverage two full
+        // positions use ~80% of margin (concentrated but solvent)
+        btc_eth_max_position_value_ratio: 4,
+        altcoin_max_position_value_ratio: 4,
         max_margin_usage: 1.0,
         min_confidence: 78,
         min_risk_reward_ratio: 3,