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.
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.
- 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
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.
- 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
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.
- 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
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
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
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
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
CRITICAL BUG FIX:
- CancelOrder no longer calls CancelAllOrders
- Try exchange-specific CancelOrder if available
- Return error if individual cancellation not supported
- 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
- 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
- Fix PostgreSQL placeholder conversion (? to $1, $2...) in all SQL queries
- Fix int4 overflow for timestamp columns (ALTER to BIGINT)
- Fix notional calculation bug in position Close() using proportional entry
- Fix potential panic in DecisionTimestamp with bounds check
- Fix nil pointer dereference in sliceUpTo with defensive checks
- Fix race condition in releaseLock using sync.Once
- Fix UnrealizedPnLPct always 0 in convertPositions
- Improve Sharpe ratio calculation with proper negative return handling
- LoginPage: call completeRegistration instead of verifyOTP when qrCodeURL exists
- This ensures otp_verified is set to true for users completing OTP setup
- Backend: reorder maxUsers check to allow existing incomplete users to continue
- Backend: return OTP info when login with incomplete OTP setup
- Fix milliseconds to seconds conversion in parseCustomTime (AdvancedChart & ChartWithOrders)
- Add GetTraderOrdersFiltered to filter orders at database level by symbol/status
- Increase order limit from 50 to 200 for more historical orders
- Group multiple orders at same candle time and show count (B3, S5, etc.)
- Buy markers shown below bar (green), sell markers above bar (red)
- Use multi-stage build from existing backend/frontend images
- Remove supervisord, use simple shell script
- Single process model: backend runs in background, nginx foreground
- Auto-generate encryption keys on startup
- Add Dockerfile.railway for all-in-one container
- Add railway.toml configuration
- Add railway/nginx.conf and supervisord.conf
- Update README with Deploy on Railway button
- Update Chinese README with deployment instructions
- Convert all time.Time fields to int64 Unix milliseconds (UTC)
- Add PostgreSQL migration to convert timestamp columns to bigint
- Reduce Binance sync window from 7 days to 24 hours
- Fix dashboard trader name visibility (add nofx-text-main color)
- Add position value column to history table
- Remove hardcoded API keys from test files
