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

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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.
This commit is contained in:
tinkle-community
2026-07-10 19:12:52 +09:00
parent 8c8cd9b61f
commit 7a66d048f3
6 changed files with 23 additions and 28 deletions
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14
trader/auto_trader.go
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@@ -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 != "" {