Fixes#652
Previously, peakPnLCache used only 'symbol' as the key, causing LONG
and SHORT positions of the same symbol to share the same peak P&L value.
This led to incorrect drawdown calculations and emergency close triggers.
Changes:
- checkPositionDrawdown: use posKey (symbol_side) for cache access
- UpdatePeakPnL: add side parameter and use posKey internally
- ClearPeakPnLCache: add side parameter and use posKey internally
Example fix:
- Before: peakPnLCache["BTCUSDT"] shared by both LONG and SHORT
- After: peakPnLCache["BTCUSDT_long"] and peakPnLCache["BTCUSDT_short"]
Impact:
- Fixes incorrect drawdown monitoring for dual positions
- Prevents false emergency close triggers on profitable positions
* Fix Binance futures server time sync
* Fix Binance server time sync; clean up logging and restore decision sorting
---------
Co-authored-by: tinkle-community <tinklefund@gmail.com>
## Problem
AI was calculating position_size_usd incorrectly, treating it as margin requirement instead of notional value, causing code=-2019 errors (insufficient margin).
## Solution
### 1. Updated AI prompts with correct formula
- **prompts/adaptive.txt**: Added clear position sizing calculation steps
- **prompts/nof1.txt**: Added English version with example
- **prompts/default.txt**: Added Chinese version with example
**Correct formula:**
1. Available Margin = Available Cash × 0.95 × Allocation % (reserve 5% for fees)
2. Notional Value = Available Margin × Leverage
3. position_size_usd = Notional Value (this is the value for JSON)
**Example:** $500 cash, 5x leverage → position_size_usd = $2,375 (not $500)
### 2. Added code-level validation
- **trader/auto_trader.go**: Added margin checks in executeOpenLong/ShortWithRecord
- Validates required margin + fees ≤ available balance before opening position
- Returns clear error message if insufficient
## Impact
- Prevents code=-2019 errors
- AI now understands the difference between notional value and margin requirement
- Double validation: AI prompt + code check
## Testing
- ✅ Compiles successfully
- ⚠️ Requires live trading environment testing
This commit sets up a minimal, KISS-principle testing infrastructure
for both backend and frontend, and includes the fix for Issue #227.
Backend Changes:
- Add Makefile with test commands (test, test-backend, test-frontend, test-coverage)
- Add example test: config/database_test.go
- Fix Go 1.25 printf format string warnings in trader/auto_trader.go
(Changed log.Printf to log.Print for non-format strings)
- All backend tests pass ✓
Frontend Changes:
- Add Vitest configuration: web/vitest.config.ts (minimal setup)
- Add test utilities: web/src/test/test-utils.tsx
- Add example test: web/src/App.test.tsx
- Add dependencies: vitest, jsdom, @testing-library/react
- All frontend tests pass ✓
Issue #227 Fix:
- Fix AITradersPage to allow editing traders with disabled models/exchanges
- Change validation to use allModels/allExchanges instead of enabledModels/enabledExchanges
- Add comprehensive tests in web/src/components/AITradersPage.test.tsx
- Fixes: https://github.com/tinkle-community/nofx/issues/227
CI/CD:
- Add GitHub Actions workflow: .github/workflows/test.yml
- Non-blocking tests (continue-on-error: true)
- Runs on push/PR to main and dev branches
Test Results:
- Backend: 1 test passing
- Frontend: 5 tests passing (including 4 for Issue #227)
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Major fixes:
1. Trade History data loss issue
- Root cause: Open records outside analysis window caused close matching failures
- Solution: Pre-populate position state by reading 3x window of historical records
- Ensures long-term positions (>5 hours) generate correct trade records
2. P&L calculation errors
- Remove incorrect leverage multiplication from absolute P&L
- Correct calculation: Futures P&L = quantity × price difference
- Leverage only affects P&L percentage (relative to margin)
3. Other fixes
- Break-even trades (pnl=0) no longer misclassified as losses
- Perfect strategy shows Profit Factor as 999.0 instead of 0.0
- Expand analysis window from 20 to 100 cycles (5 hours)
Files changed:
- logger/decision_logger.go: Core matching and calculation logic
- api/server.go: API analysis window
- trader/auto_trader.go: AI decision analysis window
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
## Features
- Add full Aster DEX integration with Binance-compatible API
- Support Web3 authentication with API wallet system
- Add comprehensive Aster integration guide (ASTER_INTEGRATION.md)
- Add example Aster configuration (config.aster.example.json)
## Bug Fixes
- Fix precision error (code -1111) for all order types
- Implement proper float-to-string conversion with exchange precision
- Add automatic precision fetching from /exchangeInfo endpoint
- Remove trailing zeros from formatted values
## Documentation
- Update README.md with Aster quick start guide
- Add detailed setup instructions for creating API wallet
- Include troubleshooting FAQ and security best practices
- Update core features to mention three supported exchanges
## Technical Details
- Added formatFloatWithPrecision() helper function
- Updated all order functions to use proper precision formatting
- Added precision logging for debugging
- Fully backward compatible with existing configurations
Closes #[issue number if applicable]
This update enables users to configure any OpenAI-compatible API endpoint,
allowing the use of:
- OpenAI official API (GPT-4, GPT-4o, etc.)
- OpenRouter (access to multiple models)
- Local deployed models (Ollama, LM Studio, etc.)
- Other OpenAI-format compatible API services
Changes:
- config: Add custom_api_url, custom_api_key, custom_model_name fields
- mcp: Add SetCustomAPI function and ProviderCustom constant
- trader: Update AI initialization logic to support custom API
- manager: Pass custom API config to trader instances
- Add CUSTOM_API.md documentation with usage examples
- Update config.json.example with custom API sample
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Resolved conflicts in manager/trader_manager.go by combining:
- Upstream: Exchange field, Hyperliquid API keys, Hyperliquid testnet
- Local: BTCETHLeverage and AltcoinLeverage fields
Both features are now working together.
- Pass leverage config through TraderManager to AutoTrader
- Add BTCETHLeverage and AltcoinLeverage fields to Context and AutoTraderConfig
- Update decision validation to use configured leverage limits
- Display configured leverage in startup message
- Update error messages to show current leverage limits
Changes:
- main.go: Pass leverage config to AddTrader, update startup message
- manager/trader_manager.go: Accept and forward leverage config
- trader/auto_trader.go: Store leverage config, pass to Context
- decision/engine.go: Use dynamic leverage limits in validation
This completes the leverage configuration feature implementation.
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Major changes:
- Add full Hyperliquid trading support (long/short, leverage, SL/TP)
- Create unified Trader interface for multi-exchange support
- Implement automatic precision handling for orders and prices
- Fix balance calculation and unrealized P&L display
- Add comprehensive configuration guide in README
New features:
- Support for both Binance and Hyperliquid exchanges
- Automatic order size precision based on szDecimals
- Price formatting with 5 significant figures
- Non-custodial trading with Ethereum private key
- Seamless exchange switching via configuration
Technical details:
- Add trader/interface.go for unified trader interface
- Add trader/hyperliquid_trader.go for Hyperliquid implementation
- Update manager and auto_trader to support multiple exchanges
- Add go-hyperliquid SDK dependency
- Fix precision errors (float_to_wire, invalid price)
Fixes:
- Correct calculation of wallet balance and unrealized P&L
- Proper handling of AccountValue vs TotalRawUsd
- Frontend display issues for total equity and P&L
Documentation:
- Add Hyperliquid setup guide in README
- Update config.json.example with both exchanges
- Add troubleshooting section for common errors
Tested with live trading on Hyperliquid mainnet.
No breaking changes - backward compatible with existing configs.
Track and display how long each position has been held to help AI make better timing decisions.
**Implementation**:
- Added UpdateTime field to PositionInfo struct (decision/engine.go:26)
- Added positionFirstSeenTime map to AutoTrader for tracking (trader/auto_trader.go:60)
- Record opening time when position is created successfully:
- executeOpenLongWithRecord: Records timestamp for long positions (trader/auto_trader.go:540-541)
- executeOpenShortWithRecord: Records timestamp for short positions (trader/auto_trader.go:593-594)
- Fallback tracking in buildTradingContext for program restart scenarios (trader/auto_trader.go:386-392)
- Auto-cleanup closed positions from tracking map (trader/auto_trader.go:409-414)
- Display duration in user prompt with smart formatting:
- Under 60 min: "持仓时长25分钟"
- Over 60 min: "持仓时长2小时15分钟"
**Example Output**:
```
1. TAOUSDT LONG | 入场价435.5300 当前价433.1900 | 盈亏-0.54% | 杠杆20x | 保证金25 | 强平价418.1528 | 持仓时长2小时15分钟
```
**Benefits**:
- AI can see how long positions have been held
- Helps enforce minimum holding period (30-60 min) from system prompt
- Simple implementation with minimal overhead
- Auto-cleanup prevents memory leaks
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Architecture improvements:
- Extract AI decision engine to dedicated `decision` package
- Create `mcp` package for Model Context Protocol client
- Separate market data structures into `market/data.go`
- Update trader to use new modular structure
New packages:
- `decision/engine.go` - AI decision logic and prompt building
- `mcp/client.go` - Unified AI API client (DeepSeek/Qwen)
- `market/data.go` - Market data type definitions
Benefits:
- Better separation of concerns
- Improved code organization and maintainability
- Easier to test individual components
- More flexible AI provider integration
- Cleaner dependency management
Updated imports:
- trader/auto_trader.go now uses decision and mcp packages
- Consistent API across different AI providers
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Major improvements:
- Use period-level Sharpe ratio (range -2 to +2) instead of annualized
- Save full user prompt in decision logs for debugging
- Format complete market data (3m + 4h candles) for AI analysis
- Prevent position stacking with duplicate position checks
- Update Sharpe ratio interpretation thresholds
Market data enhancements:
- Display full technical indicators in user prompt
- Include 3-minute and 4-hour timeframe data
- Add OI (Open Interest) change and funding rate signals
Risk control:
- Block opening duplicate positions (same symbol + direction)
- Suggest close action first before opening new position
- Prevent margin usage from exceeding limits
UI improvements:
- Update multi-language translations
- Refine AI learning dashboard display
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
- Multi-AI competition mode (Qwen vs DeepSeek)
- Binance Futures integration
- AI self-learning mechanism
- Professional web dashboard
- Complete risk management system
