4 Commits

Author	SHA1	Message	Date
Lance	7ae5bf8247	release: merge dev into main (2026-04-17) (#1484) ... * feat(store): prevent deletion of active strategies and update translations (#1461) Co-authored-by: Dean <afei.wuhao@gmail.com> * fix: allow model switching without re-entering wallet key Users with existing wallets could not switch AI models because the "Start Trading" button required a valid private key even when one was already configured. Now the button is enabled when hasExistingWallet is true, and handleSubmit passes an empty key so the backend preserves the existing key. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> * refactor: replace window.location with useNavigate for routing in auth components (#1470) Co-authored-by: Dean <afei.wuhao@gmail.com> * feat(trader): implement margin mode handling for order and leverage settings * refactor(trader): update SetMarginMode to avoid legacy endpoint and improve logging * feat(api): enhance strategy handling by integrating claw402 wallet key validation Added validation for the claw402 model's wallet key during strategy test runs. If the selected AI model is claw402, the server now checks for a valid wallet key and returns appropriate error messages if it's missing or if the model fails to load. This ensures better error handling and user feedback when working with AI models. * refactor(api): streamline claw402 wallet key retrieval and error handling Refactored the strategy handling logic to encapsulate claw402 wallet key retrieval in a new method, `resolveStrategyDataWalletKey`. This improves code readability and maintains consistent error handling for missing or invalid wallet keys during strategy test runs. The changes enhance the overall robustness of the AI model integration. * feat(trader): add claw402 wallet key resolution for trader configuration Implemented a new method, `resolveTraderDataWalletKey`, to retrieve the claw402 wallet key based on the selected AI model and user ID. This enhancement allows for better integration of the claw402 model within the trader configuration, ensuring that the correct wallet key is used for trading operations. The `AutoTraderConfig` struct has been updated to include the new `Claw402WalletKey` field, improving the overall handling of wallet keys in the trading process. * feat(claw402): preflight USDC balance before AI calls (#1479) * chore: ignore nofx-server build artifact Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com> * feat(claw402): preflight USDC balance before AI calls Short-circuit claw402 Call/CallWithRequestFull when the wallet balance can't cover the estimated cost of the call, surfacing ErrInsufficientFunds instead of letting x402 fail mid-flight after the sign step. - wallet: cached balance lookup (30s TTL, per-address mutex) to avoid hammering the Base RPC; separate error-returning and display-only APIs so callers can distinguish zero balance from an unreachable RPC. - claw402: 1.5× safety multiplier on the flat per-call estimate, 4.0× for reasoner models whose chain-of-thought cost can blow past the flat rate. Fail-open on RPC errors — x402 still gates actually-empty wallets, and we prefer availability over extra strictness. - shortAddr redacts the wallet in error strings to avoid leaking the full address into telemetry bundles. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com> --------- Co-authored-by: Claude Opus 4.6 <noreply@anthropic.com> * fix(telemetry): report token usage for SSE streaming paths (#1475) * fix(telemetry): report token usage for SSE streaming paths ParseSSEStream already parsed the usage block from SSE chunks but only printed it, so claw402 streaming calls (and native streaming) never fired TokenUsageCallback. GA4 therefore undercounted AI usage on the streaming path. Return the parsed usage from ParseSSEStream and have both callers fire the callback with their own Provider/Model. * chore: drop leftover debug Printf in ParseSSEStream Telemetry is now wired via TokenUsageCallback, so the Printf is redundant noise in the stream path. * fix(gemini): update default model to gemini-3.1-pro Google discontinued gemini-3-pro-preview on 2026-03-26 and directs all callers to gemini-3.1-pro / gemini-3.1-pro-preview. Users on their own API key were getting errors from the native Gemini endpoint because the provider default pointed at the retired ID. Claw402 was unaffected because its route map already used gemini-3.1-pro. Align both the native provider default and the handler's preset list with gemini-3.1-pro so every code path sends a live model ID. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com> * refactor: extract ResolveClaw402WalletKey to store layer and expand OKX margin mode tests - Move duplicated claw402 wallet resolution logic into store.AIModelStore.ResolveClaw402WalletKey - api/strategy.go and manager/trader_manager.go now delegate to the shared method - Add detailed doc comment on OKX SetMarginMode explaining the local-state-only approach and why the legacy /api/v5/account/set-isolated-mode endpoint is not called - Add 3 new test cases: cross mode leverage, OpenShort tdMode, SetTakeProfit tdMode * fix(auth): prevent SetupPage remount from wiping freshly-set auth token (#1481) After #1470 moved routing into react-router, SetupPage is rendered at two different tree positions (top-level guard + /setup Route). When register success flushSync-sets `user`, the top-level guard stops matching and the Route-level SetupPage mounts as a new instance, re-running its cleanup useEffect and removing the auth_token that handlePostAuthSuccess just wrote. Subsequent requests 401 and bounce the user back to /login. Redirect /setup to /welcome when user is already set so SetupPage is never re-mounted during the auth transition. * fix(wallet): handle JSON-RPC null error field in balance query Some RPC implementations return explicit "error": null on success. json.RawMessage deserializes this as the 4-byte literal "null", so len() > 0 was true, causing every balance query to fail with "rpc error: null". Skip the null literal to avoid false positives. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com> --------- Co-authored-by: deanokk <wuhao@vergex.trade> Co-authored-by: Dean <afei.wuhao@gmail.com> Co-authored-by: Claude Opus 4.6 (1M context) <noreply@anthropic.com> Co-authored-by: root <root@localhost.localdomain>	2026-04-17 19:13:35 +08:00
tinkle-community	cb31782be4	refactor: split large files and clean up project structure ... - Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)	2026-03-12 12:53:57 +08:00
tinkle-community	773857351f	feat(grid): auto-adjust grid direction based on box breakouts ... Add GridDirection type with 5 states: - neutral (50% buy + 50% sell) - long/short (100% one direction) - long_bias/short_bias (70%/30% configurable) Direction adjustment logic: - Short box breakout → bias direction (long_bias/short_bias) - Mid box breakout → full direction (long/short) - Long box breakout → emergency handling (unchanged) - Recovery: long → long_bias → neutral ← short_bias ← short Config options: - EnableDirectionAdjust (default: false) - DirectionBiasRatio (default: 0.7) Includes unit tests for all direction-related functions.	2026-02-04 11:25:47 +08:00
tinkle-community	7e96c5d0f2	Ai grid (#1344) ... * feat: add AI grid trading and market regime classification - Add GridTrader interface with PlaceLimitOrder, CancelOrder, GetOrderBook - Implement GridTrader for all exchanges (Binance, Bybit, OKX, Bitget, Hyperliquid, Aster, Lighter) - Add grid engine with ATR-based boundary calculation and fund distribution - Add market regime classification documents (Chinese/English) - Add GridConfigEditor component for frontend configuration * fix: implement GetOpenOrders for Lighter exchange * debug: add logging for Lighter GetActiveOrders API call * fix: correct Lighter API response parsing for GetOpenOrders - Changed response field from 'data' to 'orders' to match Lighter API - Updated OrderResponse struct to match Lighter's actual field names - Fixed field types: price/quantity as strings, is_ask for side * feat: implement GetOpenOrders for Aster, OKX, Bitget exchanges - Aster: uses /fapi/v3/openOrders endpoint - OKX: uses /api/v5/trade/orders-pending and orders-algo-pending - Bitget: uses /api/v2/mix/order/orders-pending and orders-plan-pending * fix: address code review issues for GetOpenOrders - Add error logging for OKX/Bitget API failures (was silently swallowed) - Fix Lighter position side logic to handle reduce-only orders - Change verbose debug logs from Infof to Debugf level * fix: provide FromAccountIndex and ApiKeyIndex for Lighter nonce auto-fetch Root cause: SDK requires these fields to fetch nonce from API, otherwise nonce gets cached/stuck * fix: use auth query parameter instead of Authorization header for Lighter API * test: add Lighter API authentication tests and diagnostic tools * fix(grid): add leverage setting before order placement CRITICAL BUG FIX: - Call SetLeverage() in GridTraderAdapter.PlaceLimitOrder() - Set leverage during grid initialization - Log leverage setting results * fix(grid): prevent CancelOrder from canceling all orders CRITICAL BUG FIX: - CancelOrder no longer calls CancelAllOrders - Try exchange-specific CancelOrder if available - Return error if individual cancellation not supported * fix(grid): add total position value limit check CRITICAL: Prevent excessive position accumulation - New checkTotalPositionLimit() function - Checks current + pending + new order value - Rejects orders that would exceed TotalInvestment x Leverage - Logs clear error messages when limit exceeded * feat(grid): implement stop loss execution CRITICAL: Add code-level stop loss protection - New checkAndExecuteStopLoss() function - Checks each filled level against StopLossPct - Automatically closes positions exceeding stop loss - Called during every grid state sync * feat(grid): add breakout detection and auto-pause CRITICAL: Detect price breakout from grid range - New checkBreakout() function to detect upper/lower breakouts - Auto-pause grid on significant breakout (>2%) - Cancel all orders when breakout detected - Prevent continued losses in trending market - Minor breakouts (1-2%) logged for AI consideration * feat(grid): enforce max drawdown limit with emergency exit CRITICAL: Add drawdown protection - New checkMaxDrawdown() function tracks peak equity - emergencyExit() closes all positions and cancels orders - Auto-pause grid when MaxDrawdownPct exceeded - Protect capital from excessive losses * feat(grid): enforce daily loss limit - Add checkDailyLossLimit() function to check if daily loss exceeds limit - Track daily PnL with auto-reset at midnight - Pause grid when DailyLossLimitPct exceeded - Add updateDailyPnL() helper for realized PnL tracking - Prevent excessive single-day losses * fix(grid): update daily PnL when stop loss is executed The updateDailyPnL() function was added but never called, leaving DailyPnL always at 0 and preventing daily loss limit checks from triggering. This fix updates DailyPnL and TotalProfit directly in checkAndExecuteStopLoss() when a stop loss is executed. We update directly rather than calling updateDailyPnL() because the mutex is already held in that function. * feat(grid): add automatic grid adjustment - New checkGridSkew() detects imbalanced grid - autoAdjustGrid() reinitializes around current price - Prevents grid from becoming ineffective after drift - Triggers when one side is 3x more filled than other * fix(grid): recalculate bounds in autoAdjustGrid before reinitializing levels Critical fix for grid auto-adjustment: - Recalculate grid bounds (UpperPrice, LowerPrice, GridSpacing) centered on current price before reinitializing grid levels - Preserve filled positions during adjustment by saving and restoring them to the closest new level after reinitialization - Hold mutex lock for the entire adjustment operation to ensure atomicity - Add locked variants of calculateDefaultBounds, calculateATRBounds, and initializeGridLevels to use during adjustment Without this fix, autoAdjustGrid was using old boundaries when creating new grid levels, defeating the purpose of auto-adjustment when price moved significantly. * fix(grid): improve order state sync logic - Don't assume missing orders are filled - Compare position size to determine fill vs cancel - Properly reset cancelled orders to empty state - More accurate grid state tracking * fix(grid): use actual PositionSize sum instead of count in syncGridState heuristic The position-based heuristic was using `float64(previousFilledCount) * level.OrderQuantity` which incorrectly assumed uniform order quantities. Since the grid uses weighted distribution (gaussian, pyramid, uniform) where orders have different quantities, this could lead to incorrect fill detection. Now sums the actual PositionSize from filled levels for accurate comparison. Also adds warning log when GetPositions() fails. * docs: add grid market regime detection design Design for enhanced market state recognition with: - Multi-dimensional indicators (ATR, Bollinger, EMA, MACD, RSI) - Multi-period box indicators (72/240/500 1h candles) - 4-level ranging classification - Breakout detection and handling - Frontend risk control panel * docs: add grid market regime implementation plan 20 tasks covering: - Donchian channel calculation - Box data types and API - Regime classification (4 levels) - Breakout detection and handling - False breakout recovery - Frontend risk panel - AI prompt updates * feat(market): add Donchian channel calculation Add calculateDonchian function to compute highest high and lowest low over a specified period. This is the foundation for box (range) detection in the multi-period box indicator system for grid trading. * fix(market): handle invalid period in calculateDonchian * feat(market): add BoxData and RegimeLevel types * feat(market): add GetBoxData for multi-period box calculation Adds calculateBoxData internal function and GetBoxData public API that fetches 1h klines and computes three Donchian box levels (short/mid/long). This will be used by the grid trading system to detect market regime. * feat(store): add box and regime fields to grid models * feat(trader): add regime classification and breakout detection Implements Tasks 6-9 for grid market regime awareness: - Task 6: classifyRegimeLevel with Bollinger/ATR thresholds - Task 7: detectBoxBreakout for multi-period box breakouts - Task 8: confirmBreakout with 3-candle confirmation logic - Task 9: getBreakoutAction mapping breakout levels to actions * feat(trader): integrate box breakout detection into grid cycle - Task 10: Add checkBoxBreakout with 3-candle confirmation - Task 11: Add checkFalseBreakoutRecovery for 50% position recovery - Task 12: Add box/breakout/regime fields to GridState * feat: add grid risk panel with API endpoint - Task 13: Add GridRiskInfo type to frontend - Task 14: Add /traders/:id/grid-risk API endpoint - Task 15: Add GetGridRiskInfo method to AutoTrader - Task 16: Create GridRiskPanel component with i18n * feat(kernel): add box indicators to AI prompt - Add BoxData field to GridContext - Add box indicator table to both zh/en prompts - Show breakout/warning alerts based on price position * feat(web): integrate GridRiskPanel into TraderDashboardPage * feat(lighter): improve API key validation and market caching - Add API key validation status tracking - Add market list caching to reduce API calls - Improve logging (debug vs info levels) - Add comprehensive integration tests - Update trader manager and store for lighter support * fix: remove hardcoded test wallet address * fix(grid): improve GridRiskPanel layout and fix liquidation data - Make panel collapsible with summary badges when collapsed - Use compact 2-column grid layout for detailed info - Fix auth token key (token -> auth_token) - Only calculate liquidation distance when position exists * fix(grid): add isRunning checks to prevent trades after Stop() is called	2026-01-19 12:07:14 +08:00