Root cause of the dashboard over-reporting profit while the account lost
money: the fill sync used UserFillsByTime, which hard-caps at 100 fills per
response. At 20x/4-position frequency the account does >100 fills/24h, so
~20% of fills were silently dropped — and the dropped ones skewed toward
losers, inflating recorded PnL and under-counting fees. Verified: over a 46h
window the DB showed net +$39 while Hyperliquid official was -$18.6, and the
equity drop ($176 -> $156) confirmed the loss.
Switch GetTrades to UserFills (returns up to 2000 recent fills), filtering to
startTime client-side, and widen the sync lookback 24h -> 7d so gaps
backfill. Verified live: a sync now pulls 675 fills where it previously
always received exactly 100.
Note: this stops future drift; already-corrupted historical position rows are
not retroactively rebuilt (dedup blocks re-processing). Account equity remains
the authoritative scoreboard.
Root cause of the dashboard under-reporting: any missed or unmatched fill
(position flip, sync gap, liquidation) left a 'zombie' OPEN row. Every later
close on that symbol landed as a partial close against the zombie, so the
row never reached CLOSED and its realized PnL never entered the closed-trade
statistics — Edge Profile, realized P/L, win rate, and the AI's own
track-record context all silently under-reported.
Fix: after each Hyperliquid order sync, reconcile local OPEN rows against the
exchange's live book (core perps + xyz dex), scoped by exchange account so
rows left by prior autopilot incarnations (each relaunch mints a fresh
trader_id sharing one exchange) are healed too. Rows the exchange no longer
holds are closed with their accumulated PnL; oversized rows are trimmed to
the live quantity. Live run confirmed: 9 zombie rows closed across
incarnations, book now matches the exchange exactly.
Also removes the header language switcher (desktop + mobile) and the
login/setup LanguageSwitcher — the product UI is English-only.
New store methods GetOpenPositionsByExchange + ReconcileOpenPositionsWithLive
with cross-incarnation test coverage.
Every StartOrderSync spawned a ticker goroutine that ran forever — it
survived trader stop AND deletion, so each quick-created trader left a
permanent 30s Hyperliquid poll behind. Stacked leaks turned into an
~8s effective hammer that tripped Hyperliquid's 429 rate limit, which
then broke the symbol board, trader creation, and order sync itself.
- new trader/syncloop package: shared stoppable sync loop with
exponential failure backoff (30s base, 5min cap)
- all 9 exchanges' StartOrderSync now take the trader's stop channel
and stop when the trader stops (close broadcast from AutoTrader.Stop)
- provider/hyperliquid: GetPerpDexCoins now serves a 5min TTL cache and
falls back to the stale board when the upstream returns 429, so the
symbol panel keeps working through rate limiting
Gate.io Integration:
- Add Gate trader with full Trader interface implementation
- Add order_sync.go for background trade synchronization
- Fix quantity display (convert contracts to actual tokens via quanto_multiplier)
- Fix fill price return in OpenLong/OpenShort/CloseLong/CloseShort
- Add Gate-specific CoinAnk K-line data source support
- Add Gate to supported exchanges in frontend and backend
- Add Gate/KuCoin logo SVG icons
Trader Package Refactoring:
- Move exchange-specific code into subdirectories (binance/, bybit/, okx/, bitget/, hyperliquid/, aster/, lighter/, gate/)
- Create types/ package for shared types to avoid circular dependencies
- Move TraderTestSuite to trader/testutil package to avoid import cycles
- Update market.GetWithExchange to support exchange-specific data
