feat(i18n): add 42 translation keys for TraderConfigModal (#1374)

- Add new translation keys for all hardcoded Chinese strings
- Replace hardcoded UI text with t('key', language) calls
- Support both English and Chinese languages

Modified files:
- web/src/i18n/translations.ts: +88 lines (42 new keys)
- web/src/components/TraderConfigModal.tsx: replaced 48 hardcoded strings

README.ja.md

@@ -103,6 +103,43 @@ Binance互換の分散型無期限先物取引所！
 
 ---
 
+## 対応取引所
+
+### CEX（中央集権型取引所）
+
+| 取引所 | ステータス | 登録（手数料割引） |
+|:-------|:----------:|:-------------------|
+| <img src="web/public/exchange-icons/binance.jpg" width="20" height="20" style="vertical-align: middle;"/> **Binance** | ✅ | [登録](https://www.binance.com/join?ref=NOFXENG) |
+| <img src="web/public/exchange-icons/bybit.png" width="20" height="20" style="vertical-align: middle;"/> **Bybit** | ✅ | [登録](https://partner.bybit.com/b/83856) |
+| <img src="web/public/exchange-icons/okx.svg" width="20" height="20" style="vertical-align: middle;"/> **OKX** | ✅ | [登録](https://www.okx.com/join/1865360) |
+| <img src="web/public/exchange-icons/bitget.svg" width="20" height="20" style="vertical-align: middle;"/> **Bitget** | ✅ | [登録](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| <img src="web/public/exchange-icons/kucoin.svg" width="20" height="20" style="vertical-align: middle;"/> **KuCoin** | ✅ | [登録](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| <img src="web/public/exchange-icons/gate.svg" width="20" height="20" style="vertical-align: middle;"/> **Gate** | ✅ | [登録](https://www.gatenode.xyz/share/VQBGUAxY) |
+
+### Perp-DEX（分散型無期限取引所）
+
+| 取引所 | ステータス | 登録（手数料割引） |
+|:-------|:----------:|:-------------------|
+| <img src="web/public/exchange-icons/hyperliquid.png" width="20" height="20" style="vertical-align: middle;"/> **Hyperliquid** | ✅ | [登録](https://app.hyperliquid.xyz/join/AITRADING) |
+| <img src="web/public/exchange-icons/aster.svg" width="20" height="20" style="vertical-align: middle;"/> **Aster DEX** | ✅ | [登録](https://www.asterdex.com/en/referral/fdfc0e) |
+| <img src="web/public/exchange-icons/lighter.png" width="20" height="20" style="vertical-align: middle;"/> **Lighter** | ✅ | [登録](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## 対応AIモデル
+
+| AIモデル | ステータス | APIキー取得 |
+|:---------|:----------:|:------------|
+| <img src="web/public/icons/deepseek.svg" width="20" height="20" style="vertical-align: middle;"/> **DeepSeek** | ✅ | [APIキー取得](https://platform.deepseek.com) |
+| <img src="web/public/icons/qwen.svg" width="20" height="20" style="vertical-align: middle;"/> **Qwen** | ✅ | [APIキー取得](https://dashscope.console.aliyun.com) |
+| <img src="web/public/icons/openai.svg" width="20" height="20" style="vertical-align: middle;"/> **OpenAI (GPT)** | ✅ | [APIキー取得](https://platform.openai.com) |
+| <img src="web/public/icons/claude.svg" width="20" height="20" style="vertical-align: middle;"/> **Claude** | ✅ | [APIキー取得](https://console.anthropic.com) |
+| <img src="web/public/icons/gemini.svg" width="20" height="20" style="vertical-align: middle;"/> **Gemini** | ✅ | [APIキー取得](https://aistudio.google.com) |
+| <img src="web/public/icons/grok.svg" width="20" height="20" style="vertical-align: middle;"/> **Grok** | ✅ | [APIキー取得](https://console.x.ai) |
+| <img src="web/public/icons/kimi.svg" width="20" height="20" style="vertical-align: middle;"/> **Kimi** | ✅ | [APIキー取得](https://platform.moonshot.cn) |
+
+---
+
 ## 📸 スクリーンショット
 
 ### 🏆 競争モード - リアルタイムAIバトル

README.md

@@ -38,7 +38,7 @@
 ### Core Features
 
 - **Multi-AI Support**: Run DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi - switch models anytime
-- **Multi-Exchange**: Trade on Binance, Bybit, OKX, Bitget, Hyperliquid, Aster DEX, Lighter from one platform
+- **Multi-Exchange**: Trade on Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter from one platform
 - **Strategy Studio**: Visual strategy builder with coin sources, indicators, and risk controls
 - **AI Debate Arena**: Multiple AI models debate trading decisions with different roles (Bull, Bear, Analyst)
 - **AI Competition Mode**: Multiple AI traders compete in real-time, track performance side by side
@@ -78,33 +78,35 @@ To use NOFX, you'll need:
 ### CEX (Centralized Exchanges)
 
 | Exchange | Status | Register (Fee Discount) |
-|----------|--------|-------------------------|
-| **Binance** | ✅ Supported | [Register](https://www.binance.com/join?ref=NOFXENG) |
-| **Bybit** | ✅ Supported | [Register](https://partner.bybit.com/b/83856) |
-| **OKX** | ✅ Supported | [Register](https://www.okx.com/join/1865360) |
-| **Bitget** | ✅ Supported | [Register](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+|:---------|:------:|:------------------------|
+| <img src="web/public/exchange-icons/binance.jpg" width="20" height="20" style="vertical-align: middle;"/> **Binance** | ✅ | [Register](https://www.binance.com/join?ref=NOFXENG) |
+| <img src="web/public/exchange-icons/bybit.png" width="20" height="20" style="vertical-align: middle;"/> **Bybit** | ✅ | [Register](https://partner.bybit.com/b/83856) |
+| <img src="web/public/exchange-icons/okx.svg" width="20" height="20" style="vertical-align: middle;"/> **OKX** | ✅ | [Register](https://www.okx.com/join/1865360) |
+| <img src="web/public/exchange-icons/bitget.svg" width="20" height="20" style="vertical-align: middle;"/> **Bitget** | ✅ | [Register](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| <img src="web/public/exchange-icons/kucoin.svg" width="20" height="20" style="vertical-align: middle;"/> **KuCoin** | ✅ | [Register](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| <img src="web/public/exchange-icons/gate.svg" width="20" height="20" style="vertical-align: middle;"/> **Gate** | ✅ | [Register](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (Decentralized Perpetual Exchanges)
 
 | Exchange | Status | Register (Fee Discount) |
-|----------|--------|-------------------------|
-| **Hyperliquid** | ✅ Supported | [Register](https://app.hyperliquid.xyz/join/AITRADING) |
-| **Aster DEX** | ✅ Supported | [Register](https://www.asterdex.com/en/referral/fdfc0e) |
-| **Lighter** | ✅ Supported | [Register](https://app.lighter.xyz/?referral=68151432) |
+|:---------|:------:|:------------------------|
+| <img src="web/public/exchange-icons/hyperliquid.png" width="20" height="20" style="vertical-align: middle;"/> **Hyperliquid** | ✅ | [Register](https://app.hyperliquid.xyz/join/AITRADING) |
+| <img src="web/public/exchange-icons/aster.svg" width="20" height="20" style="vertical-align: middle;"/> **Aster DEX** | ✅ | [Register](https://www.asterdex.com/en/referral/fdfc0e) |
+| <img src="web/public/exchange-icons/lighter.png" width="20" height="20" style="vertical-align: middle;"/> **Lighter** | ✅ | [Register](https://app.lighter.xyz/?referral=68151432) |
 
 ---
 
 ## Supported AI Models
 
 | AI Model | Status | Get API Key |
-|----------|--------|-------------|
-| **DeepSeek** | ✅ Supported | [Get API Key](https://platform.deepseek.com) |
-| **Qwen** | ✅ Supported | [Get API Key](https://dashscope.console.aliyun.com) |
-| **OpenAI (GPT)** | ✅ Supported | [Get API Key](https://platform.openai.com) |
-| **Claude** | ✅ Supported | [Get API Key](https://console.anthropic.com) |
-| **Gemini** | ✅ Supported | [Get API Key](https://aistudio.google.com) |
-| **Grok** | ✅ Supported | [Get API Key](https://console.x.ai) |
-| **Kimi** | ✅ Supported | [Get API Key](https://platform.moonshot.cn) |
+|:---------|:------:|:------------|
+| <img src="web/public/icons/deepseek.svg" width="20" height="20" style="vertical-align: middle;"/> **DeepSeek** | ✅ | [Get API Key](https://platform.deepseek.com) |
+| <img src="web/public/icons/qwen.svg" width="20" height="20" style="vertical-align: middle;"/> **Qwen** | ✅ | [Get API Key](https://dashscope.console.aliyun.com) |
+| <img src="web/public/icons/openai.svg" width="20" height="20" style="vertical-align: middle;"/> **OpenAI (GPT)** | ✅ | [Get API Key](https://platform.openai.com) |
+| <img src="web/public/icons/claude.svg" width="20" height="20" style="vertical-align: middle;"/> **Claude** | ✅ | [Get API Key](https://console.anthropic.com) |
+| <img src="web/public/icons/gemini.svg" width="20" height="20" style="vertical-align: middle;"/> **Gemini** | ✅ | [Get API Key](https://aistudio.google.com) |
+| <img src="web/public/icons/grok.svg" width="20" height="20" style="vertical-align: middle;"/> **Grok** | ✅ | [Get API Key](https://console.x.ai) |
+| <img src="web/public/icons/kimi.svg" width="20" height="20" style="vertical-align: middle;"/> **Kimi** | ✅ | [Get API Key](https://platform.moonshot.cn) |
 
 ---
 

api/server.go

@@ -20,6 +20,15 @@ import (
 	"nofx/provider/twelvedata"
 	"nofx/store"
 	"nofx/trader"
+	"nofx/trader/aster"
+	"nofx/trader/binance"
+	"nofx/trader/bitget"
+	"nofx/trader/bybit"
+	"nofx/trader/gate"
+	hyperliquidtrader "nofx/trader/hyperliquid"
+	"nofx/trader/kucoin"
+	"nofx/trader/lighter"
+	"nofx/trader/okx"
 	"strconv"
 	"strings"
 	"time"
@@ -256,13 +265,14 @@ func (s *Server) handleGetServerIP(c *gin.Context) {
 	})
 }
 
-// getPublicIPFromAPI Get public IP via third-party API
+// getPublicIPFromAPI Get public IP via third-party API (IPv4 only)
 func getPublicIPFromAPI() string {
-	// Try multiple public IP query services
+	// Try multiple public IP query services (IPv4-only endpoints)
 	services := []string{
-		"https://api.ipify.org?format=text",
-		"https://icanhazip.com",
-		"https://ifconfig.me",
+		"https://api4.ipify.org?format=text", // IPv4 only
+		"https://ipv4.icanhazip.com",         // IPv4 only
+		"https://v4.ident.me",                // IPv4 only
+		"https://api.ipify.org?format=text",  // May return IPv4 or IPv6
 	}
 
 	client := &http.Client{
@@ -284,8 +294,9 @@ func getPublicIPFromAPI() string {
 			}
 
 			ip := strings.TrimSpace(string(body[:n]))
-			// Verify if it's a valid IP address
-			if net.ParseIP(ip) != nil {
+			parsedIP := net.ParseIP(ip)
+			// Verify if it's a valid IPv4 address (not containing ":")
+			if parsedIP != nil && parsedIP.To4() != nil {
 				return ip
 			}
 		}
@@ -583,32 +594,43 @@ func (s *Server) handleCreateTrader(c *gin.Context) {
 		// Convert EncryptedString fields to string
 		switch exchangeCfg.ExchangeType {
 		case "binance":
-			tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
+			tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
 		case "hyperliquid":
-			tempTrader, createErr = trader.NewHyperliquidTrader(
+			tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
 				string(exchangeCfg.APIKey), // private key
 				exchangeCfg.HyperliquidWalletAddr,
 				exchangeCfg.Testnet,
 			)
 		case "aster":
-			tempTrader, createErr = trader.NewAsterTrader(
+			tempTrader, createErr = aster.NewAsterTrader(
 				exchangeCfg.AsterUser,
 				exchangeCfg.AsterSigner,
 				string(exchangeCfg.AsterPrivateKey),
 			)
 		case "bybit":
-			tempTrader = trader.NewBybitTrader(
+			tempTrader = bybit.NewBybitTrader(
 				string(exchangeCfg.APIKey),
 				string(exchangeCfg.SecretKey),
 			)
 		case "okx":
-			tempTrader = trader.NewOKXTrader(
+			tempTrader = okx.NewOKXTrader(
 				string(exchangeCfg.APIKey),
 				string(exchangeCfg.SecretKey),
 				string(exchangeCfg.Passphrase),
 			)
 		case "bitget":
-			tempTrader = trader.NewBitgetTrader(
+			tempTrader = bitget.NewBitgetTrader(
+				string(exchangeCfg.APIKey),
+				string(exchangeCfg.SecretKey),
+				string(exchangeCfg.Passphrase),
+			)
+		case "gate":
+			tempTrader = gate.NewGateTrader(
+				string(exchangeCfg.APIKey),
+				string(exchangeCfg.SecretKey),
+			)
+		case "kucoin":
+			tempTrader = kucoin.NewKuCoinTrader(
 				string(exchangeCfg.APIKey),
 				string(exchangeCfg.SecretKey),
 				string(exchangeCfg.Passphrase),
@@ -616,7 +638,7 @@ func (s *Server) handleCreateTrader(c *gin.Context) {
 		case "lighter":
 			if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
 				// Lighter only supports mainnet
-				tempTrader, createErr = trader.NewLighterTraderV2(
+				tempTrader, createErr = lighter.NewLighterTraderV2(
 					exchangeCfg.LighterWalletAddr,
 					string(exchangeCfg.LighterAPIKeyPrivateKey),
 					exchangeCfg.LighterAPIKeyIndex,
@@ -1141,32 +1163,43 @@ func (s *Server) handleSyncBalance(c *gin.Context) {
 	// Convert EncryptedString fields to string
 	switch exchangeCfg.ExchangeType {
 	case "binance":
-		tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
+		tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
 	case "hyperliquid":
-		tempTrader, createErr = trader.NewHyperliquidTrader(
+		tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
 			string(exchangeCfg.APIKey),
 			exchangeCfg.HyperliquidWalletAddr,
 			exchangeCfg.Testnet,
 		)
 	case "aster":
-		tempTrader, createErr = trader.NewAsterTrader(
+		tempTrader, createErr = aster.NewAsterTrader(
 			exchangeCfg.AsterUser,
 			exchangeCfg.AsterSigner,
 			string(exchangeCfg.AsterPrivateKey),
 		)
 	case "bybit":
-		tempTrader = trader.NewBybitTrader(
+		tempTrader = bybit.NewBybitTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 		)
 	case "okx":
-		tempTrader = trader.NewOKXTrader(
+		tempTrader = okx.NewOKXTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 			string(exchangeCfg.Passphrase),
 		)
 	case "bitget":
-		tempTrader = trader.NewBitgetTrader(
+		tempTrader = bitget.NewBitgetTrader(
+			string(exchangeCfg.APIKey),
+			string(exchangeCfg.SecretKey),
+			string(exchangeCfg.Passphrase),
+		)
+	case "gate":
+		tempTrader = gate.NewGateTrader(
+			string(exchangeCfg.APIKey),
+			string(exchangeCfg.SecretKey),
+		)
+	case "kucoin":
+		tempTrader = kucoin.NewKuCoinTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 			string(exchangeCfg.Passphrase),
@@ -1174,7 +1207,7 @@ func (s *Server) handleSyncBalance(c *gin.Context) {
 	case "lighter":
 		if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
 			// Lighter only supports mainnet
-			tempTrader, createErr = trader.NewLighterTraderV2(
+			tempTrader, createErr = lighter.NewLighterTraderV2(
 				exchangeCfg.LighterWalletAddr,
 				string(exchangeCfg.LighterAPIKeyPrivateKey),
 				exchangeCfg.LighterAPIKeyIndex,
@@ -1293,32 +1326,43 @@ func (s *Server) handleClosePosition(c *gin.Context) {
 	// Convert EncryptedString fields to string
 	switch exchangeCfg.ExchangeType {
 	case "binance":
-		tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
+		tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
 	case "hyperliquid":
-		tempTrader, createErr = trader.NewHyperliquidTrader(
+		tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
 			string(exchangeCfg.APIKey),
 			exchangeCfg.HyperliquidWalletAddr,
 			exchangeCfg.Testnet,
 		)
 	case "aster":
-		tempTrader, createErr = trader.NewAsterTrader(
+		tempTrader, createErr = aster.NewAsterTrader(
 			exchangeCfg.AsterUser,
 			exchangeCfg.AsterSigner,
 			string(exchangeCfg.AsterPrivateKey),
 		)
 	case "bybit":
-		tempTrader = trader.NewBybitTrader(
+		tempTrader = bybit.NewBybitTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 		)
 	case "okx":
-		tempTrader = trader.NewOKXTrader(
+		tempTrader = okx.NewOKXTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 			string(exchangeCfg.Passphrase),
 		)
 	case "bitget":
-		tempTrader = trader.NewBitgetTrader(
+		tempTrader = bitget.NewBitgetTrader(
+			string(exchangeCfg.APIKey),
+			string(exchangeCfg.SecretKey),
+			string(exchangeCfg.Passphrase),
+		)
+	case "gate":
+		tempTrader = gate.NewGateTrader(
+			string(exchangeCfg.APIKey),
+			string(exchangeCfg.SecretKey),
+		)
+	case "kucoin":
+		tempTrader = kucoin.NewKuCoinTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 			string(exchangeCfg.Passphrase),
@@ -1326,7 +1370,7 @@ func (s *Server) handleClosePosition(c *gin.Context) {
 	case "lighter":
 		if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
 			// Lighter only supports mainnet
-			tempTrader, createErr = trader.NewLighterTraderV2(
+			tempTrader, createErr = lighter.NewLighterTraderV2(
 				exchangeCfg.LighterWalletAddr,
 				string(exchangeCfg.LighterAPIKeyPrivateKey),
 				exchangeCfg.LighterAPIKeyIndex,
@@ -1405,7 +1449,7 @@ func (s *Server) handleClosePosition(c *gin.Context) {
 func (s *Server) recordClosePositionOrder(traderID, exchangeID, exchangeType, symbol, side string, quantity, exitPrice float64, result map[string]interface{}) {
 	// Skip for exchanges with OrderSync - let the background sync handle it to avoid duplicates
 	switch exchangeType {
-	case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster":
+	case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster", "gate":
 		logger.Infof("  📝 Close order will be synced by OrderSync, skipping immediate record")
 		return
 	}
@@ -1959,7 +2003,7 @@ func (s *Server) handleCreateExchange(c *gin.Context) {
 	// Validate exchange type
 	validTypes := map[string]bool{
 		"binance": true, "bybit": true, "okx": true, "bitget": true,
-		"hyperliquid": true, "aster": true, "lighter": true,
+		"hyperliquid": true, "aster": true, "lighter": true, "gate": true, "kucoin": true,
 	}
 	if !validTypes[req.ExchangeType] {
 		c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("Invalid exchange type: %s", req.ExchangeType)})
@@ -2491,11 +2535,16 @@ func (s *Server) getKlinesFromCoinank(symbol, interval, exchange string, limit i
 		coinankExchange = coinank_enum.Okex
 	case "bitget":
 		coinankExchange = coinank_enum.Bitget
+	case "gate":
+		coinankExchange = coinank_enum.Gate
 	case "aster":
 		coinankExchange = coinank_enum.Aster
 	case "lighter":
 		// Lighter doesn't have direct CoinAnk support, use Binance data as fallback
 		coinankExchange = coinank_enum.Binance
+	case "kucoin":
+		// KuCoin doesn't have direct CoinAnk support, use Binance data as fallback
+		coinankExchange = coinank_enum.Binance
 	default:
 		// For any unknown exchange, default to Binance
 		logger.Warnf("⚠️ Unknown exchange '%s', defaulting to Binance for CoinAnk", exchange)
@@ -3323,7 +3372,7 @@ func (s *Server) handleGetSupportedModels(c *gin.Context) {
 		{"id": "deepseek", "name": "DeepSeek", "provider": "deepseek", "defaultModel": "deepseek-chat"},
 		{"id": "qwen", "name": "Qwen", "provider": "qwen", "defaultModel": "qwen3-max"},
 		{"id": "openai", "name": "OpenAI", "provider": "openai", "defaultModel": "gpt-5.1"},
-		{"id": "claude", "name": "Claude", "provider": "claude", "defaultModel": "claude-opus-4-5-20251101"},
+		{"id": "claude", "name": "Claude", "provider": "claude", "defaultModel": "claude-opus-4-6"},
 		{"id": "gemini", "name": "Google Gemini", "provider": "gemini", "defaultModel": "gemini-3-pro-preview"},
 		{"id": "grok", "name": "Grok (xAI)", "provider": "grok", "defaultModel": "grok-3-latest"},
 		{"id": "kimi", "name": "Kimi (Moonshot)", "provider": "kimi", "defaultModel": "moonshot-v1-auto"},
@@ -3340,6 +3389,8 @@ func (s *Server) handleGetSupportedExchanges(c *gin.Context) {
 		{ExchangeType: "binance", Name: "Binance Futures", Type: "cex"},
 		{ExchangeType: "bybit", Name: "Bybit Futures", Type: "cex"},
 		{ExchangeType: "okx", Name: "OKX Futures", Type: "cex"},
+		{ExchangeType: "gate", Name: "Gate.io Futures", Type: "cex"},
+		{ExchangeType: "kucoin", Name: "KuCoin Futures", Type: "cex"},
 		{ExchangeType: "hyperliquid", Name: "Hyperliquid", Type: "dex"},
 		{ExchangeType: "aster", Name: "Aster DEX", Type: "dex"},
 		{ExchangeType: "lighter", Name: "LIGHTER DEX", Type: "dex"},

docs/i18n/ja/README.md

@@ -24,7 +24,7 @@
 ### コア機能
 
 - **マルチ AI サポート**: DeepSeek、Qwen、GPT、Claude、Gemini、Grok、Kimi を実行 - いつでもモデルを切り替え可能
-- **マルチ取引所**: Binance、Bybit、OKX、Hyperliquid、Aster DEX、Lighter で統一取引
+- **マルチ取引所**: Binance、Bybit、OKX、Bitget、KuCoin、Gate、Hyperliquid、Aster DEX、Lighter で統一取引
 - **ストラテジースタジオ**: コインソース、インジケーター、リスク管理を設定するビジュアル戦略ビルダー
 - **AI 競争モード**: 複数の AI トレーダーがリアルタイムで競争、パフォーマンスを並べて追跡
 - **Web ベース設定**: JSON 編集不要 - Web インターフェースですべて設定
@@ -63,6 +63,8 @@ NOFXを使用するには以下が必要です:
 | **Bybit** | ✅ サポート | [登録](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ サポート | [登録](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ サポート | [登録](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ サポート | [登録](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ サポート | [登録](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (分散型永久先物取引所)
 

docs/i18n/ko/README.md

@@ -24,7 +24,7 @@
 ### 핵심 기능
 
 - **다중 AI 지원**: DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi 실행 - 언제든 모델 전환 가능
-- **다중 거래소**: Binance, Bybit, OKX, Hyperliquid, Aster DEX, Lighter에서 통합 거래
+- **다중 거래소**: Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter에서 통합 거래
 - **전략 스튜디오**: 코인 소스, 지표, 리스크 제어를 설정하는 시각적 전략 빌더
 - **AI 경쟁 모드**: 여러 AI 트레이더가 실시간으로 경쟁, 성과를 나란히 추적
 - **웹 기반 설정**: JSON 편집 불필요 - 웹 인터페이스에서 모든 설정 완료
@@ -63,6 +63,8 @@ NOFX를 사용하려면 다음이 필요합니다:
 | **Bybit** | ✅ 지원 | [등록](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ 지원 | [등록](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ 지원 | [등록](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ 지원 | [등록](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ 지원 | [등록](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (탈중앙화 영구 선물 거래소)
 

docs/i18n/ru/README.md

@@ -24,7 +24,7 @@
 ### Основные функции
 
 - **Мульти-AI поддержка**: Запускайте DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi — переключайтесь между моделями в любое время
-- **Мульти-биржа**: Торгуйте на Binance, Bybit, OKX, Hyperliquid, Aster DEX, Lighter с единой платформы
+- **Мульти-биржа**: Торгуйте на Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter с единой платформы
 - **Студия стратегий**: Визуальный конструктор стратегий с источниками монет, индикаторами и контролем рисков
 - **Режим AI-соревнования**: Несколько AI трейдеров соревнуются в реальном времени, отслеживание эффективности бок о бок
 - **Веб-конфигурация**: Без редактирования JSON — настройка всего через веб-интерфейс
@@ -63,6 +63,8 @@
 | **Bybit** | ✅ Поддерживается | [Регистрация](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ Поддерживается | [Регистрация](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ Поддерживается | [Регистрация](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ Поддерживается | [Регистрация](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ Поддерживается | [Регистрация](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (Децентрализованные биржи)
 

docs/i18n/uk/README.md

@@ -24,7 +24,7 @@
 ### Основні функції
 
 - **Мульти-AI підтримка**: Запускайте DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi — перемикайтеся між моделями будь-коли
-- **Мульти-біржа**: Торгуйте на Binance, Bybit, OKX, Hyperliquid, Aster DEX, Lighter з єдиної платформи
+- **Мульти-біржа**: Торгуйте на Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter з єдиної платформи
 - **Студія стратегій**: Візуальний конструктор стратегій з джерелами монет, індикаторами та контролем ризиків
 - **Режим AI-змагання**: Кілька AI трейдерів змагаються в реальному часі, відстеження ефективності пліч-о-пліч
 - **Веб-конфігурація**: Без редагування JSON — налаштування всього через веб-інтерфейс
@@ -63,6 +63,8 @@
 | **Bybit** | ✅ Підтримується | [Реєстрація](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ Підтримується | [Реєстрація](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ Підтримується | [Реєстрація](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ Підтримується | [Реєстрація](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ Підтримується | [Реєстрація](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (Децентралізовані біржі)
 

docs/i18n/vi/README.md

@@ -24,7 +24,7 @@
 ### Tính Năng Chính
 
 - **Hỗ trợ Đa AI**: Chạy DeepSeek, Qwen, GPT, Claude, Gemini, Grok, Kimi - chuyển đổi mô hình bất cứ lúc nào
-- **Đa Sàn Giao Dịch**: Giao dịch trên Binance, Bybit, OKX, Hyperliquid, Aster DEX, Lighter từ một nền tảng
+- **Đa Sàn Giao Dịch**: Giao dịch trên Binance, Bybit, OKX, Bitget, KuCoin, Gate, Hyperliquid, Aster DEX, Lighter từ một nền tảng
 - **Strategy Studio**: Trình tạo chiến lược trực quan với nguồn coin, chỉ báo và kiểm soát rủi ro
 - **Chế Độ Thi Đấu AI**: Nhiều AI trader cạnh tranh theo thời gian thực, theo dõi hiệu suất song song
 - **Cấu Hình Web**: Không cần chỉnh sửa JSON - cấu hình mọi thứ qua giao diện web
@@ -63,6 +63,8 @@ Tham gia cộng đồng Telegram: **[NOFX Developer Community](https://t.me/nofx
 | **Bybit** | ✅ Hỗ trợ | [Đăng ký](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ Hỗ trợ | [Đăng ký](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ Hỗ trợ | [Đăng ký](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ Hỗ trợ | [Đăng ký](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ Hỗ trợ | [Đăng ký](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (Sàn Phi Tập Trung)
 

docs/i18n/zh-CN/README.md

@@ -31,7 +31,7 @@
 ### 核心功能
 
 - **多 AI 支持**: 运行 DeepSeek、通义千问、GPT、Claude、Gemini、Grok、Kimi - 随时切换模型
-- **多交易所**: 在 Binance、Bybit、OKX、Hyperliquid、Aster DEX、Lighter 统一交易
+- **多交易所**: 在 Binance、Bybit、OKX、Bitget、KuCoin、Gate、Hyperliquid、Aster DEX、Lighter 统一交易
 - **策略工作室**: 可视化策略构建器，配置币种来源、指标和风控参数
 - **AI 竞赛模式**: 多个 AI 交易员实时竞争，并排追踪表现
 - **Web 配置**: 无需编辑 JSON - 通过 Web 界面完成所有配置
@@ -75,6 +75,8 @@
 | **Bybit** | ✅ 已支持 | [注册](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ 已支持 | [注册](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ 已支持 | [注册](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ 已支持 | [注册](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ 已支持 | [注册](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (去中心化永续交易所)
 

go.mod

@@ -23,6 +23,7 @@ require (
 
 require (
 	github.com/ProjectZKM/Ziren/crates/go-runtime/zkvm_runtime v0.0.0-20251001021608-1fe7b43fc4d6 // indirect
+	github.com/antihax/optional v1.0.0 // indirect
 	github.com/armon/go-radix v1.0.0 // indirect
 	github.com/bitly/go-simplejson v0.5.1 // indirect
 	github.com/bits-and-blooms/bitset v1.24.0 // indirect
@@ -44,6 +45,7 @@ require (
 	github.com/ethereum/c-kzg-4844/v2 v2.1.5 // indirect
 	github.com/ethereum/go-verkle v0.2.2 // indirect
 	github.com/gabriel-vasile/mimetype v1.4.8 // indirect
+	github.com/gateio/gateapi-go/v6 v6.104.3 // indirect
 	github.com/gin-contrib/sse v1.1.0 // indirect
 	github.com/go-playground/locales v0.14.1 // indirect
 	github.com/go-playground/universal-translator v0.18.1 // indirect

go.sum

@@ -8,6 +8,8 @@ github.com/adshao/go-binance/v2 v2.8.9 h1:NX+4u/LgEmrjTS7OMWU+9ZgfHKFM61RPhnr9/S
 github.com/adshao/go-binance/v2 v2.8.9/go.mod h1:XkkuecSyJKPolaCGf/q4ovJYB3t0P+7RUYTbGr+LMGM=
 github.com/agiledragon/gomonkey/v2 v2.13.0 h1:B24Jg6wBI1iB8EFR1c+/aoTg7QN/Cum7YffG8KMIyYo=
 github.com/agiledragon/gomonkey/v2 v2.13.0/go.mod h1:ap1AmDzcVOAz1YpeJ3TCzIgstoaWLA6jbbgxfB4w2iY=
+github.com/antihax/optional v1.0.0 h1:xK2lYat7ZLaVVcIuj82J8kIro4V6kDe0AUDFboUCwcg=
+github.com/antihax/optional v1.0.0/go.mod h1:uupD/76wgC+ih3iEmQUL+0Ugr19nfwCT1kdvxnR2qWY=
 github.com/armon/go-radix v1.0.0 h1:F4z6KzEeeQIMeLFa97iZU6vupzoecKdU5TX24SNppXI=
 github.com/armon/go-radix v1.0.0/go.mod h1:ufUuZ+zHj4x4TnLV4JWEpy2hxWSpsRywHrMgIH9cCH8=
 github.com/bitly/go-simplejson v0.5.0 h1:6IH+V8/tVMab511d5bn4M7EwGXZf9Hj6i2xSwkNEM+Y=
@@ -68,6 +70,8 @@ github.com/ferranbt/fastssz v0.1.4 h1:OCDB+dYDEQDvAgtAGnTSidK1Pe2tW3nFV40XyMkTeD
 github.com/ferranbt/fastssz v0.1.4/go.mod h1:Ea3+oeoRGGLGm5shYAeDgu6PGUlcvQhE2fILyD9+tGg=
 github.com/gabriel-vasile/mimetype v1.4.8 h1:FfZ3gj38NjllZIeJAmMhr+qKL8Wu+nOoI3GqacKw1NM=
 github.com/gabriel-vasile/mimetype v1.4.8/go.mod h1:ByKUIKGjh1ODkGM1asKUbQZOLGrPjydw3hYPU2YU9t8=
+github.com/gateio/gateapi-go/v6 v6.104.3 h1:JQ2+s1pG4bL+JeLQyGy9c7YLr7hxRI8g7vkAuQYl75k=
+github.com/gateio/gateapi-go/v6 v6.104.3/go.mod h1:racCcjrdyOUbRDO5eCUGUiyDPrF/ZmwBj/bupPZTVLY=
 github.com/gin-contrib/sse v1.1.0 h1:n0w2GMuUpWDVp7qSpvze6fAu9iRxJY4Hmj6AmBOU05w=
 github.com/gin-contrib/sse v1.1.0/go.mod h1:hxRZ5gVpWMT7Z0B0gSNYqqsSCNIJMjzvm6fqCz9vjwM=
 github.com/gin-gonic/gin v1.11.0 h1:OW/6PLjyusp2PPXtyxKHU0RbX6I/l28FTdDlae5ueWk=

kernel/grid_engine.go

@@ -84,6 +84,9 @@ type GridContext struct {
 
 	// Box indicators (Donchian Channels)
 	BoxData *market.BoxData `json:"box_data,omitempty"`
+
+	// Grid direction (neutral, long, short, long_bias, short_bias)
+	CurrentDirection string `json:"current_direction,omitempty"`
 }
 
 // ============================================================================
@@ -279,6 +282,20 @@ func buildGridUserPromptZh(ctx *GridContext) string {
 	sb.WriteString(fmt.Sprintf("- 活跃订单数: %d\n", ctx.ActiveOrderCount))
 	sb.WriteString(fmt.Sprintf("- 已成交层数: %d\n", ctx.FilledLevelCount))
 	sb.WriteString(fmt.Sprintf("- 网格已暂停: %v\n", ctx.IsPaused))
+	if ctx.CurrentDirection != "" {
+		directionDescZh := map[string]string{
+			"neutral":    "中性 (50%买+50%卖)",
+			"long":       "做多 (100%买)",
+			"short":      "做空 (100%卖)",
+			"long_bias":  "偏多 (70%买+30%卖)",
+			"short_bias": "偏空 (30%买+70%卖)",
+		}
+		desc := directionDescZh[ctx.CurrentDirection]
+		if desc == "" {
+			desc = ctx.CurrentDirection
+		}
+		sb.WriteString(fmt.Sprintf("- 网格方向: %s\n", desc))
+	}
 	sb.WriteString("\n")
 
 	// Grid levels detail
@@ -376,6 +393,20 @@ func buildGridUserPromptEn(ctx *GridContext) string {
 	sb.WriteString(fmt.Sprintf("- Active Orders: %d\n", ctx.ActiveOrderCount))
 	sb.WriteString(fmt.Sprintf("- Filled Levels: %d\n", ctx.FilledLevelCount))
 	sb.WriteString(fmt.Sprintf("- Grid Paused: %v\n", ctx.IsPaused))
+	if ctx.CurrentDirection != "" {
+		directionDescEn := map[string]string{
+			"neutral":    "Neutral (50% buy + 50% sell)",
+			"long":       "Long (100% buy)",
+			"short":      "Short (100% sell)",
+			"long_bias":  "Long Bias (70% buy + 30% sell)",
+			"short_bias": "Short Bias (30% buy + 70% sell)",
+		}
+		desc := directionDescEn[ctx.CurrentDirection]
+		if desc == "" {
+			desc = ctx.CurrentDirection
+		}
+		sb.WriteString(fmt.Sprintf("- Grid Direction: %s\n", desc))
+	}
 	sb.WriteString("\n")
 
 	// Grid levels detail

manager/trader_manager.go

@@ -690,6 +690,13 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
 		traderConfig.BitgetAPIKey = string(exchangeCfg.APIKey)
 		traderConfig.BitgetSecretKey = string(exchangeCfg.SecretKey)
 		traderConfig.BitgetPassphrase = string(exchangeCfg.Passphrase)
+	case "gate":
+		traderConfig.GateAPIKey = string(exchangeCfg.APIKey)
+		traderConfig.GateSecretKey = string(exchangeCfg.SecretKey)
+	case "kucoin":
+		traderConfig.KuCoinAPIKey = string(exchangeCfg.APIKey)
+		traderConfig.KuCoinSecretKey = string(exchangeCfg.SecretKey)
+		traderConfig.KuCoinPassphrase = string(exchangeCfg.Passphrase)
 	case "hyperliquid":
 		traderConfig.HyperliquidPrivateKey = string(exchangeCfg.APIKey)
 		traderConfig.HyperliquidWalletAddr = exchangeCfg.HyperliquidWalletAddr

market/data.go

@@ -31,7 +31,7 @@ var (
 // Note: Kline data now uses free/open API (coinank_api.Kline) which doesn't require authentication
 
 // getKlinesFromCoinAnk fetches kline data from CoinAnk API (replacement for WSMonitorCli)
-func getKlinesFromCoinAnk(symbol, interval string, limit int) ([]Kline, error) {
+func getKlinesFromCoinAnk(symbol, interval, exchange string, limit int) ([]Kline, error) {
 	// Map interval string to coinank enum
 	var coinankInterval coinank_enum.Interval
 	switch interval {
@@ -67,13 +67,44 @@ func getKlinesFromCoinAnk(symbol, interval string, limit int) ([]Kline, error) {
 		return nil, fmt.Errorf("unsupported interval: %s", interval)
 	}
 
+	// Map exchange string to coinank enum
+	var coinankExchange coinank_enum.Exchange
+	switch strings.ToLower(exchange) {
+	case "binance":
+		coinankExchange = coinank_enum.Binance
+	case "bybit":
+		coinankExchange = coinank_enum.Bybit
+	case "okx":
+		coinankExchange = coinank_enum.Okex
+	case "bitget":
+		coinankExchange = coinank_enum.Bitget
+	case "gate":
+		coinankExchange = coinank_enum.Gate
+	case "hyperliquid":
+		coinankExchange = coinank_enum.Hyperliquid
+	case "aster":
+		coinankExchange = coinank_enum.Aster
+	default:
+		// Default to Binance for unknown exchanges
+		coinankExchange = coinank_enum.Binance
+	}
+
 	// Call CoinAnk free/open API (no authentication required)
 	ctx := context.Background()
 	ts := time.Now().UnixMilli()
 	// Use "To" side to search backward from current time (get historical klines)
-	coinankKlines, err := coinank_api.Kline(ctx, symbol, coinank_enum.Binance, ts, coinank_enum.To, limit, coinankInterval)
+	coinankKlines, err := coinank_api.Kline(ctx, symbol, coinankExchange, ts, coinank_enum.To, limit, coinankInterval)
 	if err != nil {
-		return nil, fmt.Errorf("CoinAnk API error: %w", err)
+		// If exchange-specific data fails, fallback to Binance
+		if coinankExchange != coinank_enum.Binance {
+			logger.Warnf("⚠️ CoinAnk %s data failed, falling back to Binance: %v", exchange, err)
+			coinankKlines, err = coinank_api.Kline(ctx, symbol, coinank_enum.Binance, ts, coinank_enum.To, limit, coinankInterval)
+			if err != nil {
+				return nil, fmt.Errorf("CoinAnk API error (fallback): %w", err)
+			}
+		} else {
+			return nil, fmt.Errorf("CoinAnk API error: %w", err)
+		}
 	}
 
 	// Convert coinank kline format to market.Kline format
@@ -134,8 +165,13 @@ func getKlinesFromHyperliquid(symbol, interval string, limit int) ([]Kline, erro
 	return klines, nil
 }
 
-// Get retrieves market data for the specified token
+// Get retrieves market data for the specified token (uses Binance data by default)
 func Get(symbol string) (*Data, error) {
+	return GetWithExchange(symbol, "binance")
+}
+
+// GetWithExchange retrieves market data for the specified token using exchange-specific data
+func GetWithExchange(symbol, exchange string) (*Data, error) {
 	var klines3m, klines4h []Kline
 	var err error
 	// Normalize symbol
@@ -144,18 +180,21 @@ func Get(symbol string) (*Data, error) {
 	// Check if this is an xyz dex asset (use Hyperliquid API)
 	isXyzAsset := IsXyzDexAsset(symbol)
 
+	// For hyperliquid exchange, also use Hyperliquid API
+	useHyperliquidAPI := isXyzAsset || strings.ToLower(exchange) == "hyperliquid"
+
 	// Get 3-minute K-line data (or 5-minute for xyz assets as 3m may not be available)
-	if isXyzAsset {
+	if useHyperliquidAPI {
 		// Use Hyperliquid API for xyz dex assets (use 5m since 3m may not be available)
 		klines3m, err = getKlinesFromHyperliquid(symbol, "5m", 100)
 		if err != nil {
 			return nil, fmt.Errorf("Failed to get 5-minute K-line from Hyperliquid: %v", err)
 		}
 	} else {
-		// Use CoinAnk for regular crypto assets
-		klines3m, err = getKlinesFromCoinAnk(symbol, "3m", 100)
+		// Use CoinAnk for regular crypto assets with exchange-specific data
+		klines3m, err = getKlinesFromCoinAnk(symbol, "3m", exchange, 100)
 		if err != nil {
-			return nil, fmt.Errorf("Failed to get 3-minute K-line from CoinAnk: %v", err)
+			return nil, fmt.Errorf("Failed to get 3-minute K-line from CoinAnk (%s): %v", exchange, err)
 		}
 	}
 
@@ -166,15 +205,15 @@ func Get(symbol string) (*Data, error) {
 	}
 
 	// Get 4-hour K-line data
-	if isXyzAsset {
+	if useHyperliquidAPI {
 		klines4h, err = getKlinesFromHyperliquid(symbol, "4h", 100)
 		if err != nil {
 			return nil, fmt.Errorf("Failed to get 4-hour K-line from Hyperliquid: %v", err)
 		}
 	} else {
-		klines4h, err = getKlinesFromCoinAnk(symbol, "4h", 100)
+		klines4h, err = getKlinesFromCoinAnk(symbol, "4h", exchange, 100)
 		if err != nil {
-			return nil, fmt.Errorf("Failed to get 4-hour K-line from CoinAnk: %v", err)
+			return nil, fmt.Errorf("Failed to get 4-hour K-line from CoinAnk (%s): %v", exchange, err)
 		}
 	}
 
@@ -290,8 +329,8 @@ func GetWithTimeframes(symbol string, timeframes []string, primaryTimeframe stri
 				continue
 			}
 		} else {
-			// Use CoinAnk for regular crypto assets
-			klines, err = getKlinesFromCoinAnk(symbol, tf, 200)
+			// Use CoinAnk for regular crypto assets (default to Binance)
+			klines, err = getKlinesFromCoinAnk(symbol, tf, "binance", 200)
 			if err != nil {
 				logger.Infof("⚠️ Failed to get %s %s K-line from CoinAnk: %v", symbol, tf, err)
 				continue
@@ -1068,6 +1107,11 @@ func Normalize(symbol string) string {
 		return "xyz:" + base
 	}
 
+	// Remove exchange-specific separators (Gate uses BTC_USDT, OKX uses BTC-USDT-SWAP)
+	symbol = strings.ReplaceAll(symbol, "_", "")
+	symbol = strings.ReplaceAll(symbol, "-SWAP", "")
+	symbol = strings.ReplaceAll(symbol, "-", "")
+
 	// For regular crypto assets
 	if strings.HasSuffix(symbol, "USDT") {
 		return symbol
@@ -1283,7 +1327,7 @@ func GetBoxData(symbol string) (*BoxData, error) {
 	if IsXyzDexAsset(symbol) {
 		klines, err = getKlinesFromHyperliquid(symbol, "1h", LongBoxPeriod)
 	} else {
-		klines, err = getKlinesFromCoinAnk(symbol, "1h", LongBoxPeriod)
+		klines, err = getKlinesFromCoinAnk(symbol, "1h", "binance", LongBoxPeriod)
 	}
 
 	if err != nil {

market/types.go

@@ -226,3 +226,37 @@ const (
 	BreakoutMid   BreakoutLevel = "mid"
 	BreakoutLong  BreakoutLevel = "long"
 )
+
+// GridDirection represents the current grid trading direction bias
+type GridDirection string
+
+const (
+	GridDirectionNeutral   GridDirection = "neutral"     // 50% buy + 50% sell
+	GridDirectionLong      GridDirection = "long"        // 100% buy
+	GridDirectionShort     GridDirection = "short"       // 100% sell
+	GridDirectionLongBias  GridDirection = "long_bias"   // 70% buy + 30% sell (default)
+	GridDirectionShortBias GridDirection = "short_bias"  // 30% buy + 70% sell (default)
+)
+
+// GetBuySellRatio returns the buy and sell ratio for this direction
+// biasRatio is the ratio for biased directions (default 0.7 means 70%/30%)
+func (d GridDirection) GetBuySellRatio(biasRatio float64) (buyRatio, sellRatio float64) {
+	if biasRatio <= 0 || biasRatio > 1 {
+		biasRatio = 0.7 // Default 70%/30%
+	}
+
+	switch d {
+	case GridDirectionNeutral:
+		return 0.5, 0.5
+	case GridDirectionLong:
+		return 1.0, 0.0
+	case GridDirectionShort:
+		return 0.0, 1.0
+	case GridDirectionLongBias:
+		return biasRatio, 1.0 - biasRatio
+	case GridDirectionShortBias:
+		return 1.0 - biasRatio, biasRatio
+	default:
+		return 0.5, 0.5
+	}
+}

mcp/claude_client.go

@@ -9,7 +9,7 @@ import (
 const (
 	ProviderClaude       = "claude"
 	DefaultClaudeBaseURL = "https://api.anthropic.com/v1"
-	DefaultClaudeModel   = "claude-opus-4-5-20251101"
+	DefaultClaudeModel   = "claude-opus-4-6"
 )
 
 type ClaudeClient struct {

provider/nofxos/ai500.go

@@ -105,7 +105,8 @@ func (c *Client) GetTopRatedCoins(limit int) ([]string, error) {
 	}
 
 	if len(availableCoins) == 0 {
-		return nil, fmt.Errorf("no available coins")
+		// Empty list is normal - just return empty slice, not an error
+		return []string{}, nil
 	}
 
 	// Sort by Score descending (bubble sort)
@@ -147,10 +148,7 @@ func (c *Client) GetAvailableCoins() ([]string, error) {
 		}
 	}
 
-	if len(symbols) == 0 {
-		return nil, fmt.Errorf("no available coins")
-	}
-
+	// Empty list is normal - just return empty slice, not an error
 	return symbols, nil
 }
 

store/equity.go

@@ -53,7 +53,9 @@ func (s *EquityStore) Save(snapshot *EquitySnapshot) error {
 		snapshot.Timestamp = snapshot.Timestamp.UTC()
 	}
 
-	if err := s.db.Create(snapshot).Error; err != nil {
+	// Omit ID to let PostgreSQL sequence auto-generate it
+	// Without this, GORM inserts ID=0 which causes duplicate key errors
+	if err := s.db.Omit("ID").Create(snapshot).Error; err != nil {
 		return fmt.Errorf("failed to save equity snapshot: %w", err)
 	}
 	return nil

store/grid.go

@@ -63,6 +63,10 @@ type GridConfigModel struct {
 	AIProvider string `json:"ai_provider" gorm:"default:deepseek"`
 	AIModel    string `json:"ai_model" gorm:"default:deepseek-chat"`
 	IsActive   bool   `json:"is_active" gorm:"default:false"`
+
+	// Direction adjustment settings
+	EnableDirectionAdjust bool    `json:"enable_direction_adjust" gorm:"default:false"`
+	DirectionBiasRatio    float64 `json:"direction_bias_ratio" gorm:"default:0.7"`
 }
 
 func (GridConfigModel) TableName() string {
@@ -108,6 +112,11 @@ type GridInstanceModel struct {
 	// Position adjustment due to breakout
 	PositionReductionPct float64 `json:"position_reduction_pct" gorm:"default:0"` // 0 = normal, 50 = reduced
 
+	// Grid direction adjustment state
+	CurrentDirection       string    `json:"current_direction" gorm:"default:neutral"`
+	DirectionChangedAt     time.Time `json:"direction_changed_at"`
+	DirectionChangeCount   int       `json:"direction_change_count" gorm:"default:0"`
+
 	TotalProfit     float64   `json:"total_profit" gorm:"default:0"`
 	TotalFees       float64   `json:"total_fees" gorm:"default:0"`
 	TotalTrades     int       `json:"total_trades" gorm:"default:0"`

store/position.go

@@ -3,12 +3,63 @@ package store
 import (
 	"fmt"
 	"math"
+	"strconv"
 	"strings"
 	"time"
 
 	"gorm.io/gorm"
 )
 
+// adaptivePriceRound rounds a price based on its magnitude to preserve meaningful precision.
+// For small prices (like meme coins), it preserves more decimal places.
+// It detects the number of decimal places needed from the reference price(s).
+func adaptivePriceRound(price float64, referencePrices ...float64) float64 {
+	if price == 0 {
+		return 0
+	}
+
+	// Find the minimum magnitude among all prices (including the price itself)
+	minMagnitude := math.Abs(price)
+	for _, ref := range referencePrices {
+		if ref > 0 && ref < minMagnitude {
+			minMagnitude = ref
+		}
+	}
+
+	// Determine decimal places needed based on price magnitude
+	// For price 0.000000541, we need ~15 decimal places
+	// For price 0.0001, we need ~8 decimal places
+	// For price 1.0, we need ~4 decimal places
+	var multiplier float64
+	switch {
+	case minMagnitude < 0.000001: // Ultra small (meme coins like CHEEMS, SHIB)
+		multiplier = 1e15 // 15 decimal places
+	case minMagnitude < 0.0001: // Very small (PEPE, FLOKI)
+		multiplier = 1e12 // 12 decimal places
+	case minMagnitude < 0.01: // Small
+		multiplier = 1e10 // 10 decimal places
+	case minMagnitude < 1: // Medium
+		multiplier = 1e8 // 8 decimal places
+	default: // Large
+		multiplier = 1e6 // 6 decimal places
+	}
+
+	return math.Round(price*multiplier) / multiplier
+}
+
+// getPriceDecimalPlaces returns the number of decimal places in a price string
+func getPriceDecimalPlaces(price float64) int {
+	if price == 0 {
+		return 0
+	}
+	s := strconv.FormatFloat(price, 'f', -1, 64)
+	idx := strings.Index(s, ".")
+	if idx == -1 {
+		return 0
+	}
+	return len(s) - idx - 1
+}
+
 // TraderStats trading statistics metrics
 type TraderStats struct {
 	TotalTrades    int     `json:"total_trades"`
@@ -156,7 +207,8 @@ func (s *PositionStore) UpdatePositionQuantityAndPrice(id int64, addQty float64,
 	newQty := math.Round((pos.Quantity+addQty)*10000) / 10000
 	newEntryQty := math.Round((currentEntryQty+addQty)*10000) / 10000
 	newEntryPrice := (pos.EntryPrice*pos.Quantity + addPrice*addQty) / newQty
-	newEntryPrice = math.Round(newEntryPrice*100) / 100
+	// Use adaptive precision based on price magnitude (for meme coins with very small prices)
+	newEntryPrice = adaptivePriceRound(newEntryPrice, pos.EntryPrice, addPrice)
 	newFee := pos.Fee + addFee
 	nowMs := time.Now().UTC().UnixMilli()
 
@@ -187,7 +239,8 @@ func (s *PositionStore) ReducePositionQuantity(id int64, reduceQty float64, exit
 	var newExitPrice float64
 	if newClosedQty > 0 {
 		newExitPrice = (pos.ExitPrice*closedQty + exitPrice*reduceQty) / newClosedQty
-		newExitPrice = math.Round(newExitPrice*100) / 100
+		// Use adaptive precision based on price magnitude (for meme coins with very small prices)
+		newExitPrice = adaptivePriceRound(newExitPrice, pos.ExitPrice, exitPrice, pos.EntryPrice)
 	}
 
 	nowMs := time.Now().UTC().UnixMilli()

store/position_builder.go

@@ -147,7 +147,8 @@ func (pb *PositionBuilder) handleClose(
 		var finalExitPrice float64
 		if totalClosed > 0 {
 			finalExitPrice = (position.ExitPrice*closedBefore + price*closeQty) / totalClosed
-			finalExitPrice = math.Round(finalExitPrice*100) / 100
+			// Use adaptive precision based on price magnitude (for meme coins with very small prices)
+			finalExitPrice = adaptivePriceRound(finalExitPrice, position.ExitPrice, price, position.EntryPrice)
 		} else {
 			finalExitPrice = price
 		}

store/strategy.go

@@ -81,6 +81,10 @@ type GridStrategyConfig struct {
 	DailyLossLimitPct float64 `json:"daily_loss_limit_pct"`
 	// Use maker-only orders for lower fees
 	UseMakerOnly bool `json:"use_maker_only"`
+	// Enable automatic grid direction adjustment based on box breakouts
+	EnableDirectionAdjust bool `json:"enable_direction_adjust"`
+	// Direction bias ratio for long_bias/short_bias modes (default 0.7 = 70%/30%)
+	DirectionBiasRatio float64 `json:"direction_bias_ratio"`
 }
 
 // PromptSectionsConfig editable sections of System Prompt

trader/aster/order_sync.go

@@ -1,4 +1,4 @@
-package trader
+package aster
 
 import (
 	"fmt"

trader/aster/trader.go

@@ -1,4 +1,4 @@
-package trader
+package aster
 
 import (
 	"context"
@@ -23,6 +23,7 @@ import (
 	"github.com/ethereum/go-ethereum/accounts/abi"
 	"github.com/ethereum/go-ethereum/common"
 	"github.com/ethereum/go-ethereum/crypto"
+	"nofx/trader/types"
 )
 
 // AsterTrader Aster trading platform implementation
@@ -1295,14 +1296,14 @@ func (t *AsterTrader) GetOrderStatus(symbol string, orderID string) (map[string]
 // GetClosedPnL gets recent closing trades from Aster
 // Note: Aster does NOT have a position history API, only trade history.
 // This returns individual closing trades for real-time position closure detection.
-func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	trades, err := t.GetTrades(startTime, limit)
 	if err != nil {
 		return nil, err
 	}
 
 	// Filter only closing trades (realizedPnl != 0)
-	var records []ClosedPnLRecord
+	var records []types.ClosedPnLRecord
 	for _, trade := range trades {
 		if trade.RealizedPnL == 0 {
 			continue
@@ -1330,7 +1331,7 @@ func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLR
 			}
 		}
 
-		records = append(records, ClosedPnLRecord{
+		records = append(records, types.ClosedPnLRecord{
 			Symbol:      trade.Symbol,
 			Side:        side,
 			EntryPrice:  entryPrice,
@@ -1366,7 +1367,7 @@ type AsterTradeRecord struct {
 }
 
 // GetTrades retrieves trade history from Aster
-func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
+func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
 	if limit <= 0 {
 		limit = 500
 	}
@@ -1381,24 +1382,24 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord,
 	body, err := t.request("GET", "/fapi/v3/userTrades", params)
 	if err != nil {
 		logger.Infof("⚠️  Aster userTrades API error: %v", err)
-		return []TradeRecord{}, nil
+		return []types.TradeRecord{}, nil
 	}
 
 	var asterTrades []AsterTradeRecord
 	if err := json.Unmarshal(body, &asterTrades); err != nil {
 		logger.Infof("⚠️  Failed to parse Aster trades response: %v", err)
-		return []TradeRecord{}, nil
+		return []types.TradeRecord{}, nil
 	}
 
 	// Convert to unified TradeRecord format
-	var result []TradeRecord
+	var result []types.TradeRecord
 	for _, at := range asterTrades {
 		price, _ := strconv.ParseFloat(at.Price, 64)
 		qty, _ := strconv.ParseFloat(at.Qty, 64)
 		fee, _ := strconv.ParseFloat(at.Commission, 64)
 		pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
 
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:      strconv.FormatInt(at.ID, 10),
 			Symbol:       at.Symbol,
 			Side:         at.Side,
@@ -1416,7 +1417,7 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord,
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *AsterTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *AsterTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
 	params := map[string]interface{}{
 		"symbol": symbol,
 	}
@@ -1442,13 +1443,13 @@ func (t *AsterTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 		return nil, fmt.Errorf("failed to parse open orders: %w", err)
 	}
 
-	var result []OpenOrder
+	var result []types.OpenOrder
 	for _, order := range orders {
 		price, _ := strconv.ParseFloat(order.Price, 64)
 		stopPrice, _ := strconv.ParseFloat(order.StopPrice, 64)
 		quantity, _ := strconv.ParseFloat(order.OrigQty, 64)
 
-		result = append(result, OpenOrder{
+		result = append(result, types.OpenOrder{
 			OrderID:      fmt.Sprintf("%d", order.OrderID),
 			Symbol:       order.Symbol,
 			Side:         order.Side,
@@ -1466,7 +1467,7 @@ func (t *AsterTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 }
 
 // PlaceLimitOrder places a limit order for grid trading
-func (t *AsterTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
+func (t *AsterTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
 	// Format price and quantity to correct precision
 	formattedPrice, err := t.formatPrice(req.Symbol, req.Price)
 	if err != nil {
@@ -1532,7 +1533,7 @@ func (t *AsterTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult
 		clientOrderID = cid
 	}
 
-	return &LimitOrderResult{
+	return &types.LimitOrderResult{
 		OrderID:  orderID,
 		ClientID: clientOrderID,
 		Symbol:   req.Symbol,

trader/aster/trader_test.go

@@ -1,4 +1,4 @@
-package trader
+package aster
 
 import (
 	"context"
@@ -10,6 +10,8 @@ import (
 
 	"github.com/ethereum/go-ethereum/crypto"
 	"github.com/stretchr/testify/assert"
+	"nofx/trader/testutil"
+	"nofx/trader/types"
 )
 
 // ============================================================
@@ -19,8 +21,8 @@ import (
 // AsterTraderTestSuite Aster trader test suite
 // Inherits TraderTestSuite and adds Aster specific mock logic
 type AsterTraderTestSuite struct {
-	*TraderTestSuite // Embeds base test suite
-	mockServer       *httptest.Server
+	*testutil.TraderTestSuite // Embeds base test suite
+	mockServer              *httptest.Server
 }
 
 // NewAsterTraderTestSuite creates Aster test suite
@@ -191,7 +193,7 @@ func NewAsterTraderTestSuite(t *testing.T) *AsterTraderTestSuite {
 	privateKey, _ := crypto.GenerateKey()
 
 	// Create mock trader using mock server's URL
-	trader := &AsterTrader{
+	traderInstance := &AsterTrader{
 		ctx:             context.Background(),
 		user:            "0x1234567890123456789012345678901234567890",
 		signer:          "0xabcdefabcdefabcdefabcdefabcdefabcdefabcd",
@@ -202,7 +204,7 @@ func NewAsterTraderTestSuite(t *testing.T) *AsterTraderTestSuite {
 	}
 
 	// Create base suite
-	baseSuite := NewTraderTestSuite(t, trader)
+	baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
 
 	return &AsterTraderTestSuite{
 		TraderTestSuite: baseSuite,
@@ -224,7 +226,7 @@ func (s *AsterTraderTestSuite) Cleanup() {
 
 // TestAsterTrader_InterfaceCompliance tests interface compliance
 func TestAsterTrader_InterfaceCompliance(t *testing.T) {
-	var _ Trader = (*AsterTrader)(nil)
+	var _ types.Trader = (*AsterTrader)(nil)
 }
 
 // TestAsterTrader_CommonInterface runs all common interface tests using test suite
@@ -277,21 +279,21 @@ func TestNewAsterTrader(t *testing.T) {
 
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
-			trader, err := NewAsterTrader(tt.user, tt.signer, tt.privateKeyHex)
+			at, err := NewAsterTrader(tt.user, tt.signer, tt.privateKeyHex)
 
 			if tt.wantError {
 				assert.Error(t, err)
 				if tt.errorContains != "" {
 					assert.Contains(t, err.Error(), tt.errorContains)
 				}
-				assert.Nil(t, trader)
+				assert.Nil(t, at)
 			} else {
 				assert.NoError(t, err)
-				assert.NotNil(t, trader)
-				if trader != nil {
-					assert.Equal(t, tt.user, trader.user)
-					assert.Equal(t, tt.signer, trader.signer)
-					assert.NotNil(t, trader.privateKey)
+				assert.NotNil(t, at)
+				if at != nil {
+					assert.Equal(t, tt.user, at.user)
+					assert.Equal(t, tt.signer, at.signer)
+					assert.NotNil(t, at.privateKey)
 				}
 			}
 		})

trader/auto_trader.go

@@ -4,12 +4,21 @@ import (
 	"encoding/json"
 	"fmt"
 	"math"
-	"nofx/kernel"
 	"nofx/experience"
+	"nofx/kernel"
 	"nofx/logger"
 	"nofx/market"
 	"nofx/mcp"
 	"nofx/store"
+	"nofx/trader/aster"
+	"nofx/trader/binance"
+	"nofx/trader/bitget"
+	"nofx/trader/bybit"
+	"nofx/trader/gate"
+	"nofx/trader/hyperliquid"
+	"nofx/trader/kucoin"
+	"nofx/trader/lighter"
+	"nofx/trader/okx"
 	"strings"
 	"sync"
 	"time"
@@ -23,7 +32,7 @@ type AutoTraderConfig struct {
 	AIModel string // AI model: "qwen" or "deepseek"
 
 	// Trading platform selection
-	Exchange   string // Exchange type: "binance", "bybit", "okx", "bitget", "hyperliquid", "aster" or "lighter"
+	Exchange   string // Exchange type: "binance", "bybit", "okx", "bitget", "gate", "hyperliquid", "aster" or "lighter"
 	ExchangeID string // Exchange account UUID (for multi-account support)
 
 	// Binance API configuration
@@ -44,6 +53,15 @@ type AutoTraderConfig struct {
 	BitgetSecretKey string
 	BitgetPassphrase string
 
+	// Gate API configuration
+	GateAPIKey    string
+	GateSecretKey string
+
+	// KuCoin API configuration
+	KuCoinAPIKey    string
+	KuCoinSecretKey string
+	KuCoinPassphrase string
+
 	// Hyperliquid configuration
 	HyperliquidPrivateKey string
 	HyperliquidWalletAddr string
@@ -224,25 +242,31 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
 	switch config.Exchange {
 	case "binance":
 		logger.Infof("🏦 [%s] Using Binance Futures trading", config.Name)
-		trader = NewFuturesTrader(config.BinanceAPIKey, config.BinanceSecretKey, userID)
+		trader = binance.NewFuturesTrader(config.BinanceAPIKey, config.BinanceSecretKey, userID)
 	case "bybit":
 		logger.Infof("🏦 [%s] Using Bybit Futures trading", config.Name)
-		trader = NewBybitTrader(config.BybitAPIKey, config.BybitSecretKey)
+		trader = bybit.NewBybitTrader(config.BybitAPIKey, config.BybitSecretKey)
 	case "okx":
 		logger.Infof("🏦 [%s] Using OKX Futures trading", config.Name)
-		trader = NewOKXTrader(config.OKXAPIKey, config.OKXSecretKey, config.OKXPassphrase)
+		trader = okx.NewOKXTrader(config.OKXAPIKey, config.OKXSecretKey, config.OKXPassphrase)
 	case "bitget":
 		logger.Infof("🏦 [%s] Using Bitget Futures trading", config.Name)
-		trader = NewBitgetTrader(config.BitgetAPIKey, config.BitgetSecretKey, config.BitgetPassphrase)
+		trader = bitget.NewBitgetTrader(config.BitgetAPIKey, config.BitgetSecretKey, config.BitgetPassphrase)
+	case "gate":
+		logger.Infof("🏦 [%s] Using Gate.io Futures trading", config.Name)
+		trader = gate.NewGateTrader(config.GateAPIKey, config.GateSecretKey)
+	case "kucoin":
+		logger.Infof("🏦 [%s] Using KuCoin Futures trading", config.Name)
+		trader = kucoin.NewKuCoinTrader(config.KuCoinAPIKey, config.KuCoinSecretKey, config.KuCoinPassphrase)
 	case "hyperliquid":
 		logger.Infof("🏦 [%s] Using Hyperliquid trading", config.Name)
-		trader, err = NewHyperliquidTrader(config.HyperliquidPrivateKey, config.HyperliquidWalletAddr, config.HyperliquidTestnet)
+		trader, err = hyperliquid.NewHyperliquidTrader(config.HyperliquidPrivateKey, config.HyperliquidWalletAddr, config.HyperliquidTestnet)
 		if err != nil {
 			return nil, fmt.Errorf("failed to initialize Hyperliquid trader: %w", err)
 		}
 	case "aster":
 		logger.Infof("🏦 [%s] Using Aster trading", config.Name)
-		trader, err = NewAsterTrader(config.AsterUser, config.AsterSigner, config.AsterPrivateKey)
+		trader, err = aster.NewAsterTrader(config.AsterUser, config.AsterSigner, config.AsterPrivateKey)
 		if err != nil {
 			return nil, fmt.Errorf("failed to initialize Aster trader: %w", err)
 		}
@@ -254,7 +278,7 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
 		}
 
 		// Lighter only supports mainnet (testnet disabled)
-		trader, err = NewLighterTraderV2(
+		trader, err = lighter.NewLighterTraderV2(
 			config.LighterWalletAddr,
 			config.LighterAPIKeyPrivateKey,
 			config.LighterAPIKeyIndex,
@@ -363,7 +387,7 @@ func (at *AutoTrader) Run() error {
 
 	// Start Lighter order sync if using Lighter exchange
 	if at.exchange == "lighter" {
-		if lighterTrader, ok := at.trader.(*LighterTraderV2); ok && at.store != nil {
+		if lighterTrader, ok := at.trader.(*lighter.LighterTraderV2); ok && at.store != nil {
 			lighterTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
 			logger.Infof("🔄 [%s] Lighter order+position sync enabled (every 30s)", at.name)
 		}
@@ -371,7 +395,7 @@ func (at *AutoTrader) Run() error {
 
 	// Start Hyperliquid order sync if using Hyperliquid exchange
 	if at.exchange == "hyperliquid" {
-		if hyperliquidTrader, ok := at.trader.(*HyperliquidTrader); ok && at.store != nil {
+		if hyperliquidTrader, ok := at.trader.(*hyperliquid.HyperliquidTrader); ok && at.store != nil {
 			hyperliquidTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
 			logger.Infof("🔄 [%s] Hyperliquid order+position sync enabled (every 30s)", at.name)
 		}
@@ -379,7 +403,7 @@ func (at *AutoTrader) Run() error {
 
 	// Start Bybit order sync if using Bybit exchange
 	if at.exchange == "bybit" {
-		if bybitTrader, ok := at.trader.(*BybitTrader); ok && at.store != nil {
+		if bybitTrader, ok := at.trader.(*bybit.BybitTrader); ok && at.store != nil {
 			bybitTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
 			logger.Infof("🔄 [%s] Bybit order+position sync enabled (every 30s)", at.name)
 		}
@@ -387,7 +411,7 @@ func (at *AutoTrader) Run() error {
 
 	// Start OKX order sync if using OKX exchange
 	if at.exchange == "okx" {
-		if okxTrader, ok := at.trader.(*OKXTrader); ok && at.store != nil {
+		if okxTrader, ok := at.trader.(*okx.OKXTrader); ok && at.store != nil {
 			okxTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
 			logger.Infof("🔄 [%s] OKX order+position sync enabled (every 30s)", at.name)
 		}
@@ -395,7 +419,7 @@ func (at *AutoTrader) Run() error {
 
 	// Start Bitget order sync if using Bitget exchange
 	if at.exchange == "bitget" {
-		if bitgetTrader, ok := at.trader.(*BitgetTrader); ok && at.store != nil {
+		if bitgetTrader, ok := at.trader.(*bitget.BitgetTrader); ok && at.store != nil {
 			bitgetTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
 			logger.Infof("🔄 [%s] Bitget order+position sync enabled (every 30s)", at.name)
 		}
@@ -403,7 +427,7 @@ func (at *AutoTrader) Run() error {
 
 	// Start Aster order sync if using Aster exchange
 	if at.exchange == "aster" {
-		if asterTrader, ok := at.trader.(*AsterTrader); ok && at.store != nil {
+		if asterTrader, ok := at.trader.(*aster.AsterTrader); ok && at.store != nil {
 			asterTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
 			logger.Infof("🔄 [%s] Aster order+position sync enabled (every 30s)", at.name)
 		}
@@ -411,12 +435,28 @@ func (at *AutoTrader) Run() error {
 
 	// Start Binance order sync if using Binance exchange
 	if at.exchange == "binance" {
-		if binanceTrader, ok := at.trader.(*FuturesTrader); ok && at.store != nil {
+		if binanceTrader, ok := at.trader.(*binance.FuturesTrader); ok && at.store != nil {
 			binanceTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
 			logger.Infof("🔄 [%s] Binance order+position sync enabled (every 30s)", at.name)
 		}
 	}
 
+	// Start Gate order sync if using Gate exchange
+	if at.exchange == "gate" {
+		if gateTrader, ok := at.trader.(*gate.GateTrader); ok && at.store != nil {
+			gateTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
+			logger.Infof("🔄 [%s] Gate order+position sync enabled (every 30s)", at.name)
+		}
+	}
+
+	// Start KuCoin order sync if using KuCoin exchange
+	if at.exchange == "kucoin" {
+		if kucoinTrader, ok := at.trader.(*kucoin.KuCoinTrader); ok && at.store != nil {
+			kucoinTrader.StartOrderSync(at.id, at.exchangeID, at.exchange, at.store, 30*time.Second)
+			logger.Infof("🔄 [%s] KuCoin order+position sync enabled (every 30s)", at.name)
+		}
+	}
+
 	ticker := time.NewTicker(at.config.ScanInterval)
 	defer ticker.Stop()
 
@@ -534,15 +574,26 @@ func (at *AutoTrader) runCycle() error {
 		return fmt.Errorf("failed to build trading context: %w", err)
 	}
 
-	// 如果没有候选币种，友好提示并跳过本周期
+	// Save equity snapshot independently (decoupled from AI decision, used for drawing profit curve)
+	// NOTE: Must be called BEFORE candidate coins check to ensure equity is always recorded
+	at.saveEquitySnapshot(ctx)
+
+	// 如果没有候选币种，记录但不报错
 	if len(ctx.CandidateCoins) == 0 {
 		logger.Infof("ℹ️  No candidate coins available, skipping this cycle")
+		record.Success = true // 不是错误，只是没有候选币
+		record.ExecutionLog = append(record.ExecutionLog, "No candidate coins available, cycle skipped")
+		record.AccountState = store.AccountSnapshot{
+			TotalBalance:          ctx.Account.TotalEquity,
+			AvailableBalance:      ctx.Account.AvailableBalance,
+			TotalUnrealizedProfit: ctx.Account.UnrealizedPnL,
+			PositionCount:         ctx.Account.PositionCount,
+			InitialBalance:        at.initialBalance,
+		}
+		at.saveDecision(record)
 		return nil
 	}
 
-	// Save equity snapshot independently (decoupled from AI decision, used for drawing profit curve)
-	at.saveEquitySnapshot(ctx)
-
 	logger.Info(strings.Repeat("=", 70))
 	for _, coin := range ctx.CandidateCoins {
 		record.CandidateCoins = append(record.CandidateCoins, coin.Symbol)
@@ -821,14 +872,19 @@ func (at *AutoTrader) buildTradingContext() (*kernel.Context, error) {
 	}
 
 	// 3. Use strategy engine to get candidate coins (must have strategy engine)
+	var candidateCoins []kernel.CandidateCoin
 	if at.strategyEngine == nil {
-		return nil, fmt.Errorf("trader has no strategy engine configured")
+		logger.Infof("⚠️ [%s] No strategy engine configured, skipping candidate coins", at.name)
+	} else {
+		coins, err := at.strategyEngine.GetCandidateCoins()
+		if err != nil {
+			// Log warning but don't fail - equity snapshot should still be saved
+			logger.Infof("⚠️ [%s] Failed to get candidate coins: %v (will use empty list)", at.name, err)
+		} else {
+			candidateCoins = coins
+			logger.Infof("📋 [%s] Strategy engine fetched candidate coins: %d", at.name, len(candidateCoins))
+		}
 	}
-	candidateCoins, err := at.strategyEngine.GetCandidateCoins()
-	if err != nil {
-		return nil, fmt.Errorf("failed to get candidate coins: %w", err)
-	}
-	logger.Infof("📋 [%s] Strategy engine fetched candidate coins: %d", at.name, len(candidateCoins))
 
 	// 4. Calculate total P&L
 	totalPnL := totalEquity - at.initialBalance
@@ -1050,7 +1106,7 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *kernel.Decision, actio
 	}
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1167,7 +1223,7 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *kernel.Decision, acti
 	}
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1266,7 +1322,7 @@ func (at *AutoTrader) executeCloseLongWithRecord(decision *kernel.Decision, acti
 	logger.Infof("  🔄 Close long: %s", decision.Symbol)
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1330,7 +1386,7 @@ func (at *AutoTrader) executeCloseShortWithRecord(decision *kernel.Decision, act
 	logger.Infof("  🔄 Close short: %s", decision.Symbol)
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1926,7 +1982,7 @@ func (at *AutoTrader) recordAndConfirmOrder(orderResult map[string]interface{},
 	// Exchanges with OrderSync: Skip immediate order recording, let OrderSync handle it
 	// This ensures accurate data from GetTrades API and avoids duplicate records
 	switch at.exchange {
-	case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster":
+	case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster", "kucoin", "gate":
 		logger.Infof("  📝 Order submitted (id: %s), will be synced by OrderSync", orderID)
 		return
 	}

trader/auto_trader_grid.go

@@ -65,14 +65,20 @@ type GridState struct {
 
 	// Current regime level
 	CurrentRegimeLevel string
+
+	// Grid direction adjustment
+	CurrentDirection       market.GridDirection
+	DirectionChangedAt     time.Time
+	DirectionChangeCount   int
 }
 
 // NewGridState creates a new grid state
 func NewGridState(config *store.GridStrategyConfig) *GridState {
 	return &GridState{
-		Config:    config,
-		Levels:    make([]kernel.GridLevelInfo, 0),
-		OrderBook: make(map[string]int),
+		Config:           config,
+		Levels:           make([]kernel.GridLevelInfo, 0),
+		OrderBook:        make(map[string]int),
+		CurrentDirection: market.GridDirectionNeutral,
 	}
 }
 
@@ -325,7 +331,17 @@ func (at *AutoTrader) checkBoxBreakout() error {
 	}
 
 	// Take action based on breakout level
-	action := getBreakoutAction(breakoutLevel)
+	// Use direction-aware action if enabled
+	enableDirectionAdjust := gridConfig.EnableDirectionAdjust
+	action := getBreakoutActionWithDirection(breakoutLevel, enableDirectionAdjust)
+
+	// If direction adjustment action, determine the new direction
+	if action == BreakoutActionAdjustDirection {
+		box, _ := market.GetBoxData(gridConfig.Symbol)
+		newDirection := determineGridDirection(box, at.gridState.CurrentDirection, breakoutLevel, direction)
+		return at.executeDirectionAdjustment(newDirection)
+	}
+
 	return at.executeBreakoutAction(action)
 }
 
@@ -358,11 +374,38 @@ func (at *AutoTrader) executeBreakoutAction(action BreakoutAction) error {
 			logger.Infof("Failed to cancel orders: %v", err)
 		}
 		return at.closeAllPositions()
+
+	case BreakoutActionAdjustDirection:
+		// Direction adjustment is handled separately via executeDirectionAdjustment
+		// This case should not be reached, but handle gracefully
+		logger.Infof("Direction adjustment action received via executeBreakoutAction")
+		return nil
 	}
 
 	return nil
 }
 
+// executeDirectionAdjustment handles grid direction changes based on box breakout
+func (at *AutoTrader) executeDirectionAdjustment(newDirection market.GridDirection) error {
+	at.gridState.mu.RLock()
+	oldDirection := at.gridState.CurrentDirection
+	at.gridState.mu.RUnlock()
+
+	if oldDirection == newDirection {
+		return nil // No change needed
+	}
+
+	logger.Infof("[Grid] Direction adjustment: %s → %s", oldDirection, newDirection)
+
+	// Cancel existing orders before adjusting
+	if err := at.cancelAllGridOrders(); err != nil {
+		logger.Warnf("[Grid] Failed to cancel orders during direction adjustment: %v", err)
+	}
+
+	// Apply the new direction
+	return at.adjustGridDirection(newDirection)
+}
+
 // closeAllPositions closes all open positions for the grid symbol
 func (at *AutoTrader) closeAllPositions() error {
 	gridConfig := at.config.StrategyConfig.GridConfig
@@ -410,10 +453,16 @@ func (at *AutoTrader) checkFalseBreakoutRecovery() error {
 	breakoutLevel := at.gridState.BreakoutLevel
 	isPaused := at.gridState.IsPaused
 	positionReduction := at.gridState.PositionReductionPct
+	currentDirection := at.gridState.CurrentDirection
 	at.gridState.mu.RUnlock()
 
-	// Only check if we had a breakout
-	if breakoutLevel == string(market.BreakoutNone) && positionReduction == 0 && !isPaused {
+	// Only check if we had a breakout or non-neutral direction
+	needsRecoveryCheck := breakoutLevel != string(market.BreakoutNone) ||
+		positionReduction != 0 ||
+		isPaused ||
+		(gridConfig.EnableDirectionAdjust && currentDirection != market.GridDirectionNeutral)
+
+	if !needsRecoveryCheck {
 		return nil
 	}
 
@@ -436,6 +485,18 @@ func (at *AutoTrader) checkFalseBreakoutRecovery() error {
 		at.gridState.mu.Unlock()
 	}
 
+	// Check for direction recovery toward neutral (if direction adjustment is enabled)
+	if gridConfig.EnableDirectionAdjust && currentDirection != market.GridDirectionNeutral {
+		if shouldRecoverDirection(box, currentDirection) {
+			newDirection := determineRecoveryDirection(box.CurrentPrice, box, currentDirection)
+			if newDirection != currentDirection {
+				logger.Infof("[Grid] Direction recovery: %s → %s (price back in short box)",
+					currentDirection, newDirection)
+				at.adjustGridDirection(newDirection)
+			}
+		}
+	}
+
 	return nil
 }
 
@@ -570,6 +631,128 @@ func (at *AutoTrader) initializeGridLevels(currentPrice float64, config *store.G
 	}
 
 	at.gridState.Levels = levels
+
+	// Apply direction-based side assignment if enabled
+	if config.EnableDirectionAdjust {
+		at.applyGridDirection(currentPrice)
+	}
+}
+
+// applyGridDirection adjusts grid level sides based on the current direction
+// This redistributes buy/sell levels according to the direction bias ratio
+func (at *AutoTrader) applyGridDirection(currentPrice float64) {
+	config := at.gridState.Config
+	direction := at.gridState.CurrentDirection
+
+	// Get bias ratio from config, default to 0.7 (70%/30%)
+	biasRatio := config.DirectionBiasRatio
+	if biasRatio <= 0 || biasRatio > 1 {
+		biasRatio = 0.7
+	}
+
+	buyRatio, _ := direction.GetBuySellRatio(biasRatio)
+
+	// Calculate how many levels should be buy vs sell based on direction
+	totalLevels := len(at.gridState.Levels)
+	targetBuyLevels := int(float64(totalLevels) * buyRatio)
+
+	// For neutral: use price-based assignment (buy below, sell above)
+	if direction == market.GridDirectionNeutral {
+		for i := range at.gridState.Levels {
+			if at.gridState.Levels[i].Price <= currentPrice {
+				at.gridState.Levels[i].Side = "buy"
+			} else {
+				at.gridState.Levels[i].Side = "sell"
+			}
+		}
+		return
+	}
+
+	// For long/long_bias: more buy levels
+	// For short/short_bias: more sell levels
+	switch direction {
+	case market.GridDirectionLong:
+		// 100% buy - all levels are buy
+		for i := range at.gridState.Levels {
+			at.gridState.Levels[i].Side = "buy"
+		}
+
+	case market.GridDirectionShort:
+		// 100% sell - all levels are sell
+		for i := range at.gridState.Levels {
+			at.gridState.Levels[i].Side = "sell"
+		}
+
+	case market.GridDirectionLongBias, market.GridDirectionShortBias:
+		// Assign sides based on position relative to current price
+		// For long_bias: keep all below as buy, convert some above to buy
+		// For short_bias: keep all above as sell, convert some below to sell
+		buyCount := 0
+		sellCount := 0
+
+		for i := range at.gridState.Levels {
+			needMoreBuys := buyCount < targetBuyLevels
+			needMoreSells := sellCount < (totalLevels - targetBuyLevels)
+
+			if at.gridState.Levels[i].Price <= currentPrice {
+				// Level below or at current price
+				if needMoreBuys {
+					at.gridState.Levels[i].Side = "buy"
+					buyCount++
+				} else {
+					at.gridState.Levels[i].Side = "sell"
+					sellCount++
+				}
+			} else {
+				// Level above current price
+				if needMoreSells && direction == market.GridDirectionShortBias {
+					at.gridState.Levels[i].Side = "sell"
+					sellCount++
+				} else if needMoreBuys && direction == market.GridDirectionLongBias {
+					at.gridState.Levels[i].Side = "buy"
+					buyCount++
+				} else if needMoreSells {
+					at.gridState.Levels[i].Side = "sell"
+					sellCount++
+				} else {
+					at.gridState.Levels[i].Side = "buy"
+					buyCount++
+				}
+			}
+		}
+	}
+
+	logger.Infof("[Grid] Applied direction %s: buy_ratio=%.0f%%, levels reconfigured",
+		direction, buyRatio*100)
+}
+
+// adjustGridDirection handles runtime direction adjustment when breakout is detected
+func (at *AutoTrader) adjustGridDirection(newDirection market.GridDirection) error {
+	at.gridState.mu.Lock()
+	defer at.gridState.mu.Unlock()
+
+	oldDirection := at.gridState.CurrentDirection
+	if oldDirection == newDirection {
+		return nil // No change needed
+	}
+
+	at.gridState.CurrentDirection = newDirection
+	at.gridState.DirectionChangedAt = time.Now()
+	at.gridState.DirectionChangeCount++
+
+	logger.Infof("[Grid] Direction changed: %s → %s (change count: %d)",
+		oldDirection, newDirection, at.gridState.DirectionChangeCount)
+
+	// Get current price for recalculation
+	currentPrice, err := at.trader.GetMarketPrice(at.gridState.Config.Symbol)
+	if err != nil {
+		return fmt.Errorf("failed to get market price: %w", err)
+	}
+
+	// Reapply direction to grid levels
+	at.applyGridDirection(currentPrice)
+
+	return nil
 }
 
 // RunGridCycle executes one grid trading cycle
@@ -1370,6 +1553,85 @@ func (at *AutoTrader) initializeGridLevelsLocked(currentPrice float64, config *s
 	}
 
 	at.gridState.Levels = levels
+
+	// Apply direction-based side assignment if enabled (note: caller holds lock)
+	if config.EnableDirectionAdjust {
+		at.applyGridDirectionLocked(currentPrice)
+	}
+}
+
+// applyGridDirectionLocked adjusts grid level sides based on the current direction (caller must hold lock)
+func (at *AutoTrader) applyGridDirectionLocked(currentPrice float64) {
+	config := at.gridState.Config
+	direction := at.gridState.CurrentDirection
+
+	// Get bias ratio from config, default to 0.7 (70%/30%)
+	biasRatio := config.DirectionBiasRatio
+	if biasRatio <= 0 || biasRatio > 1 {
+		biasRatio = 0.7
+	}
+
+	buyRatio, _ := direction.GetBuySellRatio(biasRatio)
+
+	// For neutral: use price-based assignment (buy below, sell above)
+	if direction == market.GridDirectionNeutral {
+		for i := range at.gridState.Levels {
+			if at.gridState.Levels[i].Price <= currentPrice {
+				at.gridState.Levels[i].Side = "buy"
+			} else {
+				at.gridState.Levels[i].Side = "sell"
+			}
+		}
+		return
+	}
+
+	totalLevels := len(at.gridState.Levels)
+	targetBuyLevels := int(float64(totalLevels) * buyRatio)
+
+	switch direction {
+	case market.GridDirectionLong:
+		for i := range at.gridState.Levels {
+			at.gridState.Levels[i].Side = "buy"
+		}
+
+	case market.GridDirectionShort:
+		for i := range at.gridState.Levels {
+			at.gridState.Levels[i].Side = "sell"
+		}
+
+	case market.GridDirectionLongBias, market.GridDirectionShortBias:
+		buyCount := 0
+		sellCount := 0
+
+		for i := range at.gridState.Levels {
+			needMoreBuys := buyCount < targetBuyLevels
+			needMoreSells := sellCount < (totalLevels - targetBuyLevels)
+
+			if at.gridState.Levels[i].Price <= currentPrice {
+				if needMoreBuys {
+					at.gridState.Levels[i].Side = "buy"
+					buyCount++
+				} else {
+					at.gridState.Levels[i].Side = "sell"
+					sellCount++
+				}
+			} else {
+				if needMoreSells && direction == market.GridDirectionShortBias {
+					at.gridState.Levels[i].Side = "sell"
+					sellCount++
+				} else if needMoreBuys && direction == market.GridDirectionLongBias {
+					at.gridState.Levels[i].Side = "buy"
+					buyCount++
+				} else if needMoreSells {
+					at.gridState.Levels[i].Side = "sell"
+					sellCount++
+				} else {
+					at.gridState.Levels[i].Side = "buy"
+					buyCount++
+				}
+			}
+		}
+	}
 }
 
 // GridRiskInfo contains risk information for frontend display
@@ -1397,6 +1659,11 @@ type GridRiskInfo struct {
 
 	BreakoutLevel     string `json:"breakout_level"`
 	BreakoutDirection string `json:"breakout_direction"`
+
+	// Grid direction
+	CurrentGridDirection    string `json:"current_grid_direction"`
+	DirectionChangeCount    int    `json:"direction_change_count"`
+	EnableDirectionAdjust   bool   `json:"enable_direction_adjust"`
 }
 
 // GetGridRiskInfo returns current risk information for frontend display
@@ -1513,6 +1780,10 @@ func (at *AutoTrader) GetGridRiskInfo() *GridRiskInfo {
 
 		BreakoutLevel:     at.gridState.BreakoutLevel,
 		BreakoutDirection: at.gridState.BreakoutDirection,
+
+		CurrentGridDirection:  string(at.gridState.CurrentDirection),
+		DirectionChangeCount:  at.gridState.DirectionChangeCount,
+		EnableDirectionAdjust: gridConfig.EnableDirectionAdjust,
 	}
 }
 

trader/binance/futures.go

@@ -1,4 +1,4 @@
-package trader
+package binance
 
 import (
 	"context"
@@ -7,6 +7,7 @@ import (
 	"fmt"
 	"nofx/hook"
 	"nofx/logger"
+	"nofx/trader/types"
 	"strconv"
 	"strings"
 	"sync"
@@ -718,7 +719,7 @@ func (t *FuturesTrader) CancelAllOrders(symbol string) error {
 
 // PlaceLimitOrder places a limit order for grid trading
 // This implements the GridTrader interface for FuturesTrader
-func (t *FuturesTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
+func (t *FuturesTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
 	// Format quantity to correct precision
 	quantityStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
 	if err != nil {
@@ -770,7 +771,7 @@ func (t *FuturesTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResu
 	logger.Infof("✓ [Grid] Placed limit order: %s %s %s @ %s, qty=%s, orderID=%d",
 		req.Symbol, req.Side, positionSide, priceStr, quantityStr, order.OrderID)
 
-	return &LimitOrderResult{
+	return &types.LimitOrderResult{
 		OrderID:      fmt.Sprintf("%d", order.OrderID),
 		ClientID:     order.ClientOrderID,
 		Symbol:       order.Symbol,
@@ -896,8 +897,8 @@ func (t *FuturesTrader) CancelStopOrders(symbol string) error {
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *FuturesTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
-	var result []OpenOrder
+func (t *FuturesTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
+	var result []types.OpenOrder
 
 	// 1. Get legacy open orders
 	orders, err := t.client.NewListOpenOrdersService().
@@ -913,7 +914,7 @@ func (t *FuturesTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 		stopPrice, _ := strconv.ParseFloat(order.StopPrice, 64)
 		quantity, _ := strconv.ParseFloat(order.OrigQuantity, 64)
 
-		result = append(result, OpenOrder{
+		result = append(result, types.OpenOrder{
 			OrderID:      fmt.Sprintf("%d", order.OrderID),
 			Symbol:       order.Symbol,
 			Side:         string(order.Side),
@@ -936,7 +937,7 @@ func (t *FuturesTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 			triggerPrice, _ := strconv.ParseFloat(algoOrder.TriggerPrice, 64)
 			quantity, _ := strconv.ParseFloat(algoOrder.Quantity, 64)
 
-			result = append(result, OpenOrder{
+			result = append(result, types.OpenOrder{
 				OrderID:      fmt.Sprintf("%d", algoOrder.AlgoId),
 				Symbol:       algoOrder.Symbol,
 				Side:         string(algoOrder.Side),
@@ -1247,14 +1248,14 @@ func (t *FuturesTrader) GetOrderStatus(symbol string, orderID string) (map[strin
 // Note: Binance does NOT have a position history API, only trade history.
 // This returns individual closing trades (realizedPnl != 0) for real-time position closure detection.
 // NOT suitable for historical position reconstruction - use only for matching recent closures.
-func (t *FuturesTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *FuturesTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	trades, err := t.GetTrades(startTime, limit)
 	if err != nil {
 		return nil, err
 	}
 
 	// Filter only closing trades (realizedPnl != 0) and convert to ClosedPnLRecord
-	var records []ClosedPnLRecord
+	var records []types.ClosedPnLRecord
 	for _, trade := range trades {
 		if trade.RealizedPnL == 0 {
 			continue // Skip opening trades
@@ -1283,7 +1284,7 @@ func (t *FuturesTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPn
 			}
 		}
 
-		records = append(records, ClosedPnLRecord{
+		records = append(records, types.ClosedPnLRecord{
 			Symbol:      trade.Symbol,
 			Side:        side,
 			EntryPrice:  entryPrice,
@@ -1304,7 +1305,7 @@ func (t *FuturesTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPn
 
 // GetTrades retrieves trade history from Binance Futures using Income API
 // Note: Income API has delays (~minutes), for real-time use GetTradesForSymbol instead
-func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
+func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
 	if limit <= 0 {
 		limit = 100
 	}
@@ -1322,7 +1323,7 @@ func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord
 		return nil, fmt.Errorf("failed to get income history: %w", err)
 	}
 
-	var trades []TradeRecord
+	var trades []types.TradeRecord
 	for _, income := range incomes {
 		pnl, _ := strconv.ParseFloat(income.Income, 64)
 		if pnl == 0 {
@@ -1331,7 +1332,7 @@ func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord
 
 		// Income API doesn't provide full trade details, create a minimal record
 		// This is mainly used for detecting recent closures, not historical reconstruction
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:     strconv.FormatInt(income.TranID, 10),
 			Symbol:      income.Symbol,
 			RealizedPnL: pnl,
@@ -1347,7 +1348,7 @@ func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord
 
 // GetTradesForSymbol retrieves trade history for a specific symbol
 // This is more reliable than using Income API which may have delays
-func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, limit int) ([]TradeRecord, error) {
+func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, limit int) ([]types.TradeRecord, error) {
 	if limit <= 0 {
 		limit = 100
 	}
@@ -1364,14 +1365,14 @@ func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, l
 		return nil, fmt.Errorf("failed to get trade history for %s: %w", symbol, err)
 	}
 
-	var trades []TradeRecord
+	var trades []types.TradeRecord
 	for _, at := range accountTrades {
 		price, _ := strconv.ParseFloat(at.Price, 64)
 		qty, _ := strconv.ParseFloat(at.Quantity, 64)
 		fee, _ := strconv.ParseFloat(at.Commission, 64)
 		pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
 
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:      strconv.FormatInt(at.ID, 10),
 			Symbol:       at.Symbol,
 			Side:         string(at.Side),
@@ -1390,7 +1391,7 @@ func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, l
 
 // GetTradesForSymbolFromID retrieves trade history for a specific symbol starting from a given trade ID
 // This is used for incremental sync - only fetch new trades since last sync
-func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, limit int) ([]TradeRecord, error) {
+func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, limit int) ([]types.TradeRecord, error) {
 	if limit <= 0 {
 		limit = 100
 	}
@@ -1407,14 +1408,14 @@ func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, li
 		return nil, fmt.Errorf("failed to get trade history for %s from ID %d: %w", symbol, fromID, err)
 	}
 
-	var trades []TradeRecord
+	var trades []types.TradeRecord
 	for _, at := range accountTrades {
 		price, _ := strconv.ParseFloat(at.Price, 64)
 		qty, _ := strconv.ParseFloat(at.Quantity, 64)
 		fee, _ := strconv.ParseFloat(at.Commission, 64)
 		pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
 
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:      strconv.FormatInt(at.ID, 10),
 			Symbol:       at.Symbol,
 			Side:         string(at.Side),

trader/binance/futures_test.go

@@ -1,4 +1,4 @@
-package trader
+package binance
 
 import (
 	"encoding/json"
@@ -11,6 +11,8 @@ import (
 
 	"github.com/adshao/go-binance/v2/futures"
 	"github.com/stretchr/testify/assert"
+	"nofx/trader/testutil"
+	"nofx/trader/types"
 )
 
 // ============================================================
@@ -20,8 +22,8 @@ import (
 // BinanceFuturesTestSuite Binance Futures trader test suite
 // Inherits TraderTestSuite and adds Binance Futures specific mock logic
 type BinanceFuturesTestSuite struct {
-	*TraderTestSuite // Embeds base test suite
-	mockServer       *httptest.Server
+	*testutil.TraderTestSuite // Embeds base test suite
+	mockServer              *httptest.Server
 }
 
 // NewBinanceFuturesTestSuite Creates Binance Futures test suite
@@ -270,13 +272,13 @@ func NewBinanceFuturesTestSuite(t *testing.T) *BinanceFuturesTestSuite {
 	client.HTTPClient = mockServer.Client()
 
 	// Create FuturesTrader
-	trader := &FuturesTrader{
+	traderInstance := &FuturesTrader{
 		client:        client,
 		cacheDuration: 0, // disable cache for testing
 	}
 
 	// Create base suite
-	baseSuite := NewTraderTestSuite(t, trader)
+	baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
 
 	return &BinanceFuturesTestSuite{
 		TraderTestSuite: baseSuite,
@@ -298,7 +300,7 @@ func (s *BinanceFuturesTestSuite) Cleanup() {
 
 // TestFuturesTrader_InterfaceCompliance tests interface compliance
 func TestFuturesTrader_InterfaceCompliance(t *testing.T) {
-	var _ Trader = (*FuturesTrader)(nil)
+	var _ types.Trader = (*FuturesTrader)(nil)
 }
 
 // TestFuturesTrader_CommonInterface runs all common interface tests using test suite
@@ -343,20 +345,20 @@ func TestNewFuturesTrader(t *testing.T) {
 	defer mockServer.Close()
 
 	// Test successful creation
-	trader := NewFuturesTrader("test_api_key", "test_secret_key", "test_user")
+	t1 := NewFuturesTrader("test_api_key", "test_secret_key", "test_user")
 
 	// Modify client to use mock server
-	trader.client.BaseURL = mockServer.URL
-	trader.client.HTTPClient = mockServer.Client()
+	t1.client.BaseURL = mockServer.URL
+	t1.client.HTTPClient = mockServer.Client()
 
-	assert.NotNil(t, trader)
-	assert.NotNil(t, trader.client)
-	assert.Equal(t, 15*time.Second, trader.cacheDuration)
+	assert.NotNil(t, t1)
+	assert.NotNil(t, t1.client)
+	assert.Equal(t, 15*time.Second, t1.cacheDuration)
 }
 
 // TestCalculatePositionSize tests position size calculation
 func TestCalculatePositionSize(t *testing.T) {
-	trader := &FuturesTrader{}
+	ft := &FuturesTrader{}
 
 	tests := []struct {
 		name         string
@@ -394,7 +396,7 @@ func TestCalculatePositionSize(t *testing.T) {
 
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
-			quantity := trader.CalculatePositionSize(tt.balance, tt.riskPercent, tt.price, tt.leverage)
+			quantity := ft.CalculatePositionSize(tt.balance, tt.riskPercent, tt.price, tt.leverage)
 			assert.InDelta(t, tt.wantQuantity, quantity, 0.0001, "calculated position size is incorrect")
 		})
 	}

trader/binance/order_sync.go

@@ -1,10 +1,11 @@
-package trader
+package binance
 
 import (
 	"fmt"
 	"nofx/logger"
 	"nofx/market"
 	"nofx/store"
+	"nofx/trader/types"
 	"sort"
 	"strings"
 	"sync"
@@ -126,11 +127,11 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 	logger.Infof("📊 Found %d symbols with new trades: %v", len(changedSymbols), changedSymbols)
 
 	// Step 3: Query trades for changed symbols using fromId (incremental) or time-based (new symbols)
-	var allTrades []TradeRecord
+	var allTrades []types.TradeRecord
 	var failedSymbols []string
 	apiCalls := 0
 	for _, symbol := range changedSymbols {
-		var trades []TradeRecord
+		var trades []types.TradeRecord
 		var queryErr error
 
 		if lastID, ok := maxTradeIDs[symbol]; ok && lastID > 0 {

trader/binance/order_sync_test.go

@@ -1,4 +1,4 @@
-package trader
+package binance
 
 import (
 	"context"

trader/binance/sync_e2e_test.go

@@ -1,4 +1,4 @@
-package trader
+package binance
 
 import (
 	"nofx/store"

trader/binance/sync_verify_test.go

@@ -1,4 +1,4 @@
-package trader
+package binance
 
 import (
 	"context"

trader/bitget/order_sync.go

@@ -1,4 +1,4 @@
-package trader
+package bitget
 
 import (
 	"encoding/json"
@@ -48,52 +48,82 @@ func (t *BitgetTrader) GetTrades(startTime time.Time, limit int) ([]BitgetTrade,
 		return nil, fmt.Errorf("failed to get fill history: %w", err)
 	}
 
-	var resp struct {
-		FillList []struct {
-			TradeID    string `json:"tradeId"`
-			Symbol     string `json:"symbol"`
-			OrderID    string `json:"orderId"`
-			Side       string `json:"side"`       // buy, sell
-			Price      string `json:"price"`      // Fill price
-			BaseVolume string `json:"baseVolume"` // Fill size in base currency
-			Fee        string `json:"fee"`        // Fee (negative for cost)
-			FeeCcy     string `json:"feeCcy"`     // Fee currency
-			Profit     string `json:"profit"`     // Realized PnL
-			CTime      string `json:"cTime"`      // Fill time (ms)
-			TradeSide  string `json:"tradeSide"`  // open, close
-		} `json:"fillList"`
+
+	// Bitget fill structure - supports both one-way and hedge mode
+	type BitgetFill struct {
+		TradeID    string `json:"tradeId"`
+		Symbol     string `json:"symbol"`
+		OrderID    string `json:"orderId"`
+		Side       string `json:"side"`       // buy, sell
+		Price      string `json:"price"`      // Fill price
+		BaseVolume string `json:"baseVolume"` // Fill size in base currency
+		Profit     string `json:"profit"`     // Realized PnL
+		CTime      string `json:"cTime"`      // Fill time (ms)
+		TradeSide  string `json:"tradeSide"`  // one-way: buy_single/sell_single, hedge: open/close
+		FeeDetail  []struct {
+			FeeCoin  string `json:"feeCoin"`
+			TotalFee string `json:"totalFee"`
+		} `json:"feeDetail"`
 	}
 
-	if err := json.Unmarshal(data, &resp); err != nil {
-		return nil, fmt.Errorf("failed to parse fills: %w", err)
+	// Try parsing as wrapped response first (fillList field)
+	var wrappedResp struct {
+		FillList []BitgetFill `json:"fillList"`
 	}
 
-	trades := make([]BitgetTrade, 0, len(resp.FillList))
+	// Try direct array format (Bitget V2 API returns data as direct array)
+	var directFills []BitgetFill
 
-	for _, fill := range resp.FillList {
+	// Try wrapped format first
+	if err := json.Unmarshal(data, &wrappedResp); err == nil && len(wrappedResp.FillList) > 0 {
+		logger.Infof("🔍 Bitget: parsed as wrapped format, fillList count: %d", len(wrappedResp.FillList))
+		directFills = wrappedResp.FillList
+	} else {
+		// Try direct array format
+		if err := json.Unmarshal(data, &directFills); err != nil {
+			logger.Infof("⚠️ Bitget fill-history parse failed, raw: %s", string(data))
+			return nil, fmt.Errorf("failed to parse fills: %w", err)
+		}
+		logger.Infof("🔍 Bitget: parsed as direct array, fills count: %d", len(directFills))
+	}
+
+	trades := make([]BitgetTrade, 0, len(directFills))
+
+	for _, fill := range directFills {
 		fillPrice, _ := strconv.ParseFloat(fill.Price, 64)
 		fillQty, _ := strconv.ParseFloat(fill.BaseVolume, 64)
-		fee, _ := strconv.ParseFloat(fill.Fee, 64)
 		profit, _ := strconv.ParseFloat(fill.Profit, 64)
 		cTime, _ := strconv.ParseInt(fill.CTime, 10, 64)
 
+		// Extract fee from feeDetail array (Bitget V2 API)
+		var fee float64
+		var feeAsset string
+		if len(fill.FeeDetail) > 0 {
+			fee, _ = strconv.ParseFloat(fill.FeeDetail[0].TotalFee, 64)
+			feeAsset = fill.FeeDetail[0].FeeCoin
+		}
+
 		// Determine order action based on side and tradeSide
-		// Bitget one-way mode:
-		// - buy + open = open long
-		// - sell + open = open short
-		// - sell + close = close long
-		// - buy + close = close short
+		// Bitget one-way mode: buy_single (open long), sell_single (close long)
+		// Bitget hedge mode: open + buy = open_long, close + sell = close_long
 		orderAction := "open_long"
 		side := strings.ToLower(fill.Side)
 		tradeSide := strings.ToLower(fill.TradeSide)
 
-		if tradeSide == "open" {
+		// One-way position mode (buy_single/sell_single)
+		if tradeSide == "buy_single" {
+			orderAction = "open_long"
+		} else if tradeSide == "sell_single" {
+			orderAction = "close_long"
+		} else if tradeSide == "open" {
+			// Hedge mode: open
 			if side == "buy" {
 				orderAction = "open_long"
 			} else {
 				orderAction = "open_short"
 			}
 		} else if tradeSide == "close" {
+			// Hedge mode: close
 			if side == "sell" {
 				orderAction = "close_long"
 			} else {
@@ -108,8 +138,8 @@ func (t *BitgetTrader) GetTrades(startTime time.Time, limit int) ([]BitgetTrade,
 			Side:        fill.Side,
 			FillPrice:   fillPrice,
 			FillQty:     fillQty,
-			Fee:         -fee, // Bitget returns negative fee
-			FeeAsset:    fill.FeeCcy,
+			Fee:         -fee, // Bitget returns negative fee, convert to positive
+			FeeAsset:    feeAsset,
 			ExecTime:    time.UnixMilli(cTime).UTC(),
 			ProfitLoss:  profit,
 			OrderType:   "MARKET",

trader/bitget/trader.go

@@ -1,4 +1,4 @@
-package trader
+package bitget
 
 import (
 	"bytes"
@@ -14,6 +14,7 @@ import (
 	"strings"
 	"sync"
 	"time"
+	"nofx/trader/types"
 )
 
 // Bitget API endpoints (V2)
@@ -1013,7 +1014,7 @@ func (t *BitgetTrader) GetOrderStatus(symbol string, orderID string) (map[string
 }
 
 // GetClosedPnL retrieves closed position PnL records
-func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	if limit <= 0 {
 		limit = 100
 	}
@@ -1051,9 +1052,9 @@ func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnL
 		return nil, fmt.Errorf("failed to parse response: %w", err)
 	}
 
-	records := make([]ClosedPnLRecord, 0, len(resp.List))
+	records := make([]types.ClosedPnLRecord, 0, len(resp.List))
 	for _, pos := range resp.List {
-		record := ClosedPnLRecord{
+		record := types.ClosedPnLRecord{
 			Symbol: pos.Symbol,
 			Side:   pos.HoldSide,
 		}
@@ -1098,9 +1099,9 @@ func genBitgetClientOid() string {
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *BitgetTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
 	symbol = t.convertSymbol(symbol)
-	var result []OpenOrder
+	var result []types.OpenOrder
 
 	// 1. Get pending limit orders
 	params := map[string]interface{}{
@@ -1135,7 +1136,7 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 				side := strings.ToUpper(order.Side)
 				positionSide := strings.ToUpper(order.PosSide)
 
-				result = append(result, OpenOrder{
+				result = append(result, types.OpenOrder{
 					OrderID:      order.OrderId,
 					Symbol:       symbol,
 					Side:         side,
@@ -1151,9 +1152,10 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 	}
 
 	// 2. Get pending plan orders (stop-loss/take-profit)
+	// Bitget V2 API requires planType parameter: profit_loss for SL/TP orders
 	planParams := map[string]interface{}{
-		"symbol":      symbol,
 		"productType": "USDT-FUTURES",
+		"planType":    "profit_loss",
 	}
 
 	planData, err := t.doRequest("GET", "/api/v2/mix/order/orders-plan-pending", planParams)
@@ -1163,33 +1165,53 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 	if err == nil && planData != nil {
 		var planOrders struct {
 			EntrustedList []struct {
-				OrderId       string `json:"orderId"`
-				Symbol        string `json:"symbol"`
-				Side          string `json:"side"`
-				PosSide       string `json:"posSide"`
-				PlanType      string `json:"planType"` // normal_plan/profit_plan/loss_plan
-				TriggerPrice  string `json:"triggerPrice"`
-				Size          string `json:"size"`
-				State         string `json:"state"`
+				OrderId                 string `json:"orderId"`
+				Symbol                  string `json:"symbol"`
+				Side                    string `json:"side"`
+				PosSide                 string `json:"posSide"`
+				PlanType                string `json:"planType"` // pos_loss, pos_profit
+				TriggerPrice            string `json:"triggerPrice"`
+				StopLossTriggerPrice    string `json:"stopLossTriggerPrice"`
+				StopSurplusTriggerPrice string `json:"stopSurplusTriggerPrice"`
+				Size                    string `json:"size"`
+				PlanStatus              string `json:"planStatus"`
 			} `json:"entrustedList"`
 		}
 		if err := json.Unmarshal(planData, &planOrders); err == nil {
 			for _, order := range planOrders.EntrustedList {
-				triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
-				quantity, _ := strconv.ParseFloat(order.Size, 64)
+				// Filter by symbol if specified
+				if symbol != "" && order.Symbol != symbol {
+					continue
+				}
 
+				// Determine trigger price based on plan type
+				var triggerPrice float64
+				orderType := "STOP_MARKET"
+
+				if order.PlanType == "pos_profit" {
+					// Take profit order
+					orderType = "TAKE_PROFIT_MARKET"
+					if order.StopSurplusTriggerPrice != "" {
+						triggerPrice, _ = strconv.ParseFloat(order.StopSurplusTriggerPrice, 64)
+					} else {
+						triggerPrice, _ = strconv.ParseFloat(order.TriggerPrice, 64)
+					}
+				} else {
+					// Stop loss order (pos_loss)
+					if order.StopLossTriggerPrice != "" {
+						triggerPrice, _ = strconv.ParseFloat(order.StopLossTriggerPrice, 64)
+					} else {
+						triggerPrice, _ = strconv.ParseFloat(order.TriggerPrice, 64)
+					}
+				}
+
+				quantity, _ := strconv.ParseFloat(order.Size, 64)
 				side := strings.ToUpper(order.Side)
 				positionSide := strings.ToUpper(order.PosSide)
 
-				// Map Bitget plan type to order type
-				orderType := "STOP_MARKET"
-				if order.PlanType == "profit_plan" {
-					orderType = "TAKE_PROFIT_MARKET"
-				}
-
-				result = append(result, OpenOrder{
+				result = append(result, types.OpenOrder{
 					OrderID:      order.OrderId,
-					Symbol:       symbol,
+					Symbol:       order.Symbol,
 					Side:         side,
 					PositionSide: positionSide,
 					Type:         orderType,
@@ -1208,7 +1230,7 @@ func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 
 // PlaceLimitOrder places a limit order for grid trading
 // Implements GridTrader interface
-func (t *BitgetTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
+func (t *BitgetTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
 	symbol := t.convertSymbol(req.Symbol)
 
 	// Set leverage if specified
@@ -1264,7 +1286,7 @@ func (t *BitgetTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResul
 	logger.Infof("✓ [Bitget] Limit order placed: %s %s @ %.4f, orderID=%s",
 		symbol, side, req.Price, order.OrderId)
 
-	return &LimitOrderResult{
+	return &types.LimitOrderResult{
 		OrderID:      order.OrderId,
 		ClientID:     order.ClientOid,
 		Symbol:       req.Symbol,

trader/bybit/order_sync.go

@@ -1,4 +1,4 @@
-package trader
+package bybit
 
 import (
 	"crypto/hmac"

trader/bybit/trader.go

@@ -1,4 +1,4 @@
-package trader
+package bybit
 
 import (
 	"context"
@@ -17,6 +17,7 @@ import (
 	"time"
 
 	bybit "github.com/bybit-exchange/bybit.go.api"
+	"nofx/trader/types"
 )
 
 // BybitTrader Bybit USDT Perpetual Futures Trader
@@ -900,13 +901,13 @@ func (t *BybitTrader) cancelConditionalOrders(symbol string, orderType string) e
 }
 
 // GetClosedPnL retrieves closed position PnL records from Bybit via direct HTTP API
-func (t *BybitTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *BybitTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	// The Bybit SDK doesn't expose the closed-pnl endpoint, use direct HTTP call
 	return t.getClosedPnLViaHTTP(startTime, limit)
 }
 
 // getClosedPnLViaHTTP makes direct HTTP call to Bybit API for closed PnL with proper signing
-func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	// Build query string
 	queryParams := fmt.Sprintf("category=linear&startTime=%d&limit=%d", startTime.UnixMilli(), limit)
 	url := "https://api.bybit.com/v5/position/closed-pnl?" + queryParams
@@ -967,14 +968,14 @@ func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]Clo
 }
 
 // parseClosedPnLResult parses the closed PnL result from Bybit API
-func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLRecord, error) {
+func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]types.ClosedPnLRecord, error) {
 	data, ok := resultData.(map[string]interface{})
 	if !ok {
 		return nil, fmt.Errorf("invalid result format")
 	}
 
 	list, _ := data["list"].([]interface{})
-	var records []ClosedPnLRecord
+	var records []types.ClosedPnLRecord
 
 	for _, item := range list {
 		pnl, ok := item.(map[string]interface{})
@@ -1023,7 +1024,7 @@ func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLR
 			normalizedSide = "short"
 		}
 
-		record := ClosedPnLRecord{
+		record := types.ClosedPnLRecord{
 			Symbol:      symbol,
 			Side:        normalizedSide,
 			EntryPrice:  avgEntryPrice,
@@ -1046,8 +1047,8 @@ func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLR
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
-	var result []OpenOrder
+func (t *BybitTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
+	var result []types.OpenOrder
 
 	// Get conditional orders (stop-loss, take-profit)
 	params := map[string]interface{}{
@@ -1088,7 +1089,7 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 					displayType = stopOrderType
 				}
 
-				result = append(result, OpenOrder{
+				result = append(result, types.OpenOrder{
 					OrderID:      orderId,
 					Symbol:       sym,
 					Side:         side,
@@ -1108,7 +1109,7 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 
 // PlaceLimitOrder places a limit order for grid trading
 // Implements GridTrader interface
-func (t *BybitTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
+func (t *BybitTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
 	// Format quantity
 	qtyStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
 	if err != nil {
@@ -1169,7 +1170,7 @@ func (t *BybitTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult
 	logger.Infof("✓ [Bybit] Limit order placed: %s %s @ %s, qty=%s, orderID=%s",
 		req.Symbol, side, priceStr, qtyStr, orderID)
 
-	return &LimitOrderResult{
+	return &types.LimitOrderResult{
 		OrderID:      orderID,
 		ClientID:     req.ClientID,
 		Symbol:       req.Symbol,

trader/bybit/trader_test.go

@@ -1,4 +1,4 @@
-package trader
+package bybit
 
 import (
 	"encoding/json"
@@ -9,6 +9,8 @@ import (
 	"time"
 
 	"github.com/stretchr/testify/assert"
+	"nofx/trader/testutil"
+	"nofx/trader/types"
 )
 
 // ============================================================
@@ -18,8 +20,8 @@ import (
 // BybitTraderTestSuite Bybit trader test suite
 // Inherits TraderTestSuite and adds Bybit-specific mock logic
 type BybitTraderTestSuite struct {
-	*TraderTestSuite // Embeds base test suite
-	mockServer       *httptest.Server
+	*testutil.TraderTestSuite // Embeds base test suite
+	mockServer              *httptest.Server
 }
 
 // NewBybitTraderTestSuite Create Bybit test suite
@@ -66,10 +68,10 @@ func NewBybitTraderTestSuite(t *testing.T) *BybitTraderTestSuite {
 	}))
 
 	// Create real Bybit trader (for interface compliance testing)
-	trader := NewBybitTrader("test_api_key", "test_secret_key")
+	traderInstance := NewBybitTrader("test_api_key", "test_secret_key")
 
 	// Create base suite
-	baseSuite := NewTraderTestSuite(t, trader)
+	baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
 
 	return &BybitTraderTestSuite{
 		TraderTestSuite: baseSuite,
@@ -91,7 +93,7 @@ func (s *BybitTraderTestSuite) Cleanup() {
 
 // TestBybitTrader_InterfaceCompliance Test interface compliance
 func TestBybitTrader_InterfaceCompliance(t *testing.T) {
-	var _ Trader = (*BybitTrader)(nil)
+	var _ types.Trader = (*BybitTrader)(nil)
 }
 
 // ============================================================
@@ -128,13 +130,13 @@ func TestNewBybitTrader(t *testing.T) {
 
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
-			trader := NewBybitTrader(tt.apiKey, tt.secretKey)
+			bt := NewBybitTrader(tt.apiKey, tt.secretKey)
 
 			if tt.wantNil {
-				assert.Nil(t, trader)
+				assert.Nil(t, bt)
 			} else {
-				assert.NotNil(t, trader)
-				assert.NotNil(t, trader.client)
+				assert.NotNil(t, bt)
+				assert.NotNil(t, bt.client)
 			}
 		})
 	}
@@ -176,7 +178,7 @@ func TestBybitTrader_SymbolFormat(t *testing.T) {
 
 // TestBybitTrader_FormatQuantity Test quantity formatting
 func TestBybitTrader_FormatQuantity(t *testing.T) {
-	trader := NewBybitTrader("test", "test")
+	bt := NewBybitTrader("test", "test")
 
 	tests := []struct {
 		name     string
@@ -210,7 +212,7 @@ func TestBybitTrader_FormatQuantity(t *testing.T) {
 
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
-			result, err := trader.FormatQuantity(tt.symbol, tt.quantity)
+			result, err := bt.FormatQuantity(tt.symbol, tt.quantity)
 			if tt.hasError {
 				assert.Error(t, err)
 			} else {
@@ -335,19 +337,19 @@ func convertBybitSide(side string) string {
 // TestBybitTrader_CategoryLinear Test using only linear category
 func TestBybitTrader_CategoryLinear(t *testing.T) {
 	// Bybit trader should only use linear category (USDT perpetual contracts)
-	trader := NewBybitTrader("test", "test")
-	assert.NotNil(t, trader)
+	bt := NewBybitTrader("test", "test")
+	assert.NotNil(t, bt)
 
 	// Verify default configuration
-	assert.NotNil(t, trader.client)
+	assert.NotNil(t, bt.client)
 }
 
 // TestBybitTrader_CacheDuration Test cache duration
 func TestBybitTrader_CacheDuration(t *testing.T) {
-	trader := NewBybitTrader("test", "test")
+	bt := NewBybitTrader("test", "test")
 
 	// Verify default cache time is 15 seconds
-	assert.Equal(t, 15*time.Second, trader.cacheDuration)
+	assert.Equal(t, 15*time.Second, bt.cacheDuration)
 }
 
 // ============================================================

trader/gate/order_sync.go

@@ -0,0 +1,304 @@
+package gate
+
+import (
+	"fmt"
+	"nofx/logger"
+	"nofx/market"
+	"nofx/store"
+	"sort"
+	"strconv"
+	"strings"
+	"time"
+
+	"github.com/antihax/optional"
+	"github.com/gateio/gateapi-go/v6"
+)
+
+// GateTrade represents a trade record from Gate fill history
+type GateTrade struct {
+	Symbol      string
+	TradeID     string
+	OrderID     string
+	Side        string // buy or sell
+	FillPrice   float64
+	FillQty     float64 // In base currency (e.g., ETH), not contracts
+	Fee         float64
+	FeeAsset    string
+	ExecTime    time.Time
+	ProfitLoss  float64
+	OrderType   string
+	OrderAction string // open_long, open_short, close_long, close_short
+}
+
+// GetTrades retrieves trade/fill records from Gate
+func (t *GateTrader) GetTrades(startTime time.Time, limit int) ([]GateTrade, error) {
+	if limit <= 0 {
+		limit = 100
+	}
+	if limit > 100 {
+		limit = 100 // Gate max limit
+	}
+
+	opts := &gateapi.GetMyTradesOpts{
+		Limit: optional.NewInt32(int32(limit)),
+	}
+
+	// Get trades from Gate API
+	trades, _, err := t.client.FuturesApi.GetMyTrades(t.ctx, "usdt", opts)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get trade history: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from Gate", len(trades))
+
+	result := make([]GateTrade, 0, len(trades))
+
+	for _, trade := range trades {
+		// Filter by start time
+		createTime := int64(trade.CreateTime)
+		if createTime < startTime.Unix() {
+			continue
+		}
+
+		fillPrice, err := strconv.ParseFloat(trade.Price, 64)
+		if err != nil || fillPrice == 0 {
+			logger.Infof("⚠️  Gate trade %d: fillPrice parse issue - raw='%s' parsed=%.8f err=%v",
+				trade.Id, trade.Price, fillPrice, err)
+		}
+
+		// Get quanto_multiplier for this contract to convert size to base currency
+		quantoMultiplier := 1.0
+		contract, err := t.getContract(trade.Contract)
+		if err == nil && contract != nil {
+			qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+			if qm > 0 {
+				quantoMultiplier = qm
+			}
+		}
+
+		// Convert contract size to actual quantity
+		absSize := trade.Size
+		if absSize < 0 {
+			absSize = -absSize
+		}
+		fillQty := float64(absSize) * quantoMultiplier
+
+		// Determine side and order action based on size and close_size
+		// Gate close_size field determines if trade is opening or closing:
+		// close_size=0 && size>0: Open long
+		// close_size=0 && size<0: Open short
+		// close_size>0 && size>0: Close short (and possibly open long if size > close_size)
+		// close_size<0 && size<0: Close long (and possibly open short if |size| > |close_size|)
+		side := "BUY"
+		orderAction := "open_long"
+
+		if trade.Size > 0 {
+			side = "BUY"
+			if trade.CloseSize > 0 {
+				// Closing short position
+				orderAction = "close_short"
+			} else {
+				// Opening long position
+				orderAction = "open_long"
+			}
+		} else if trade.Size < 0 {
+			side = "SELL"
+			if trade.CloseSize < 0 {
+				// Closing long position
+				orderAction = "close_long"
+			} else {
+				// Opening short position
+				orderAction = "open_short"
+			}
+		}
+
+		// Calculate fee (Gate returns fee as negative value)
+		fee, _ := strconv.ParseFloat(trade.Fee, 64)
+		if fee < 0 {
+			fee = -fee
+		}
+
+		// For closed positions, estimate PnL (Gate doesn't directly provide it in trade record)
+		pnl := 0.0
+		if strings.Contains(orderAction, "close") {
+			// PnL would need to be calculated from position history
+			// For now, we leave it as 0 and let position builder handle it
+		}
+
+		gateTrade := GateTrade{
+			Symbol:      trade.Contract,
+			TradeID:     fmt.Sprintf("%d", trade.Id),
+			OrderID:     trade.OrderId,
+			Side:        side,
+			FillPrice:   fillPrice,
+			FillQty:     fillQty,
+			Fee:         fee,
+			FeeAsset:    "USDT",
+			ExecTime:    time.Unix(createTime, 0).UTC(),
+			ProfitLoss:  pnl,
+			OrderType:   "MARKET",
+			OrderAction: orderAction,
+		}
+
+		result = append(result, gateTrade)
+	}
+
+	return result, nil
+}
+
+// SyncOrdersFromGate syncs Gate exchange order history to local database
+// Also creates/updates position records to ensure orders/fills/positions data consistency
+// exchangeID: Exchange account UUID (from exchanges.id)
+// exchangeType: Exchange type ("gate")
+func (t *GateTrader) SyncOrdersFromGate(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
+	if st == nil {
+		return fmt.Errorf("store is nil")
+	}
+
+	// Get recent trades (last 24 hours)
+	startTime := time.Now().Add(-24 * time.Hour)
+
+	logger.Infof("🔄 Syncing Gate trades from: %s", startTime.Format(time.RFC3339))
+
+	// Use GetTrades method to fetch trade records
+	trades, err := t.GetTrades(startTime, 100)
+	if err != nil {
+		return fmt.Errorf("failed to get trades: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from Gate", len(trades))
+
+	// Sort trades by time ASC (oldest first) for proper position building
+	sort.Slice(trades, func(i, j int) bool {
+		return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli()
+	})
+
+	// Process trades one by one (no transaction to avoid deadlock)
+	orderStore := st.Order()
+	positionStore := st.Position()
+	posBuilder := store.NewPositionBuilder(positionStore)
+	syncedCount := 0
+
+	for _, trade := range trades {
+		// Normalize symbol (Gate uses BTC_USDT, normalize to BTCUSDT)
+		symbol := market.Normalize(strings.ReplaceAll(trade.Symbol, "_", ""))
+
+		// Determine position side from order action
+		positionSide := "LONG"
+		if strings.Contains(trade.OrderAction, "short") {
+			positionSide = "SHORT"
+		}
+
+		execTimeMs := trade.ExecTime.UTC().UnixMilli()
+
+		// Check if trade already exists (use exchangeID which is UUID, not exchange type)
+		existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
+		if err == nil && existing != nil {
+			// Order exists, but still try to update position for close trades
+			// This handles the case where order was created but position update failed
+			if strings.HasPrefix(trade.OrderAction, "close_") && trade.FillPrice > 0 {
+				if err := posBuilder.ProcessTrade(
+					traderID, exchangeID, exchangeType,
+					symbol, positionSide, trade.OrderAction,
+					trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
+					execTimeMs, trade.TradeID,
+				); err != nil {
+					logger.Infof("  ⚠️ Retry position update for existing trade %s failed: %v", trade.TradeID, err)
+				}
+			}
+			continue
+		}
+
+		// Normalize side for storage
+		side := strings.ToUpper(trade.Side)
+
+		// Create order record
+		orderRecord := &store.TraderOrder{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			ExchangeOrderID: trade.TradeID,
+			Symbol:          symbol,
+			Side:            side,
+			PositionSide:    "BOTH", // Gate uses one-way position mode
+			Type:            trade.OrderType,
+			OrderAction:     trade.OrderAction,
+			Quantity:        trade.FillQty,
+			Price:           trade.FillPrice,
+			Status:          "FILLED",
+			FilledQuantity:  trade.FillQty,
+			AvgFillPrice:    trade.FillPrice,
+			Commission:      trade.Fee,
+			FilledAt:        execTimeMs,
+			CreatedAt:       execTimeMs,
+			UpdatedAt:       execTimeMs,
+		}
+
+		// Insert order record
+		if err := orderStore.CreateOrder(orderRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
+			continue
+		}
+
+		// Create fill record - use UTC time in milliseconds
+		fillRecord := &store.TraderFill{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			OrderID:         orderRecord.ID,
+			ExchangeOrderID: trade.OrderID,
+			ExchangeTradeID: trade.TradeID,
+			Symbol:          symbol,
+			Side:            side,
+			Price:           trade.FillPrice,
+			Quantity:        trade.FillQty,
+			QuoteQuantity:   trade.FillPrice * trade.FillQty,
+			Commission:      trade.Fee,
+			CommissionAsset: trade.FeeAsset,
+			RealizedPnL:     trade.ProfitLoss,
+			IsMaker:         false,
+			CreatedAt:       execTimeMs,
+		}
+
+		if err := orderStore.CreateFill(fillRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
+		}
+
+		// Create/update position record using PositionBuilder
+		// Debug: Log the price being passed to ensure it's not 0
+		if trade.FillPrice <= 0 {
+			logger.Infof("  ⚠️ WARNING: trade %s has FillPrice=%.10f (invalid), skipping position update", trade.TradeID, trade.FillPrice)
+		} else {
+			if err := posBuilder.ProcessTrade(
+				traderID, exchangeID, exchangeType,
+				symbol, positionSide, trade.OrderAction,
+				trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
+				execTimeMs, trade.TradeID,
+			); err != nil {
+				logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
+			} else {
+				logger.Infof("  📍 Position updated for trade: %s (action: %s, qty: %.6f, price: %.10f)", trade.TradeID, trade.OrderAction, trade.FillQty, trade.FillPrice)
+			}
+		}
+
+		syncedCount++
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
+			trade.TradeID, symbol, side, trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction)
+	}
+
+	logger.Infof("✅ Gate order sync completed: %d new trades synced", syncedCount)
+	return nil
+}
+
+// StartOrderSync starts background order sync task for Gate
+func (t *GateTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	ticker := time.NewTicker(interval)
+	go func() {
+		for range ticker.C {
+			if err := t.SyncOrdersFromGate(traderID, exchangeID, exchangeType, st); err != nil {
+				logger.Infof("⚠️  Gate order sync failed: %v", err)
+			}
+		}
+	}()
+	logger.Infof("🔄 Gate order sync started (interval: %v)", interval)
+}

trader/gate/trader.go

@@ -0,0 +1,898 @@
+package gate
+
+import (
+	"context"
+	"fmt"
+	"math"
+	"strconv"
+	"strings"
+	"sync"
+	"time"
+
+	"github.com/antihax/optional"
+	"github.com/gateio/gateapi-go/v6"
+	"nofx/logger"
+	"nofx/trader/types"
+)
+
+// GateTrader implements types.Trader interface for Gate.io Futures
+type GateTrader struct {
+	apiKey    string
+	secretKey string
+	client    *gateapi.APIClient
+	ctx       context.Context
+
+	// Cache fields
+	cachedBalance       map[string]interface{}
+	balanceCacheTime    time.Time
+	balanceCacheMutex   sync.RWMutex
+	cachedPositions     []map[string]interface{}
+	positionsCacheTime  time.Time
+	positionsCacheMutex sync.RWMutex
+	contractsCache      map[string]*gateapi.Contract
+	contractsCacheMutex sync.RWMutex
+	cacheDuration       time.Duration
+}
+
+// NewGateTrader creates a new Gate trader instance
+func NewGateTrader(apiKey, secretKey string) *GateTrader {
+	config := gateapi.NewConfiguration()
+	config.AddDefaultHeader("X-Gate-Channel-Id", "nofx")
+	client := gateapi.NewAPIClient(config)
+
+	ctx := context.WithValue(context.Background(),
+		gateapi.ContextGateAPIV4,
+		gateapi.GateAPIV4{
+			Key:    apiKey,
+			Secret: secretKey,
+		},
+	)
+
+	return &GateTrader{
+		apiKey:         apiKey,
+		secretKey:      secretKey,
+		client:         client,
+		ctx:            ctx,
+		contractsCache: make(map[string]*gateapi.Contract),
+		cacheDuration:  15 * time.Second,
+	}
+}
+
+// GetBalance retrieves account balance
+func (t *GateTrader) GetBalance() (map[string]interface{}, error) {
+	// Check cache
+	t.balanceCacheMutex.RLock()
+	if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
+		cached := t.cachedBalance
+		t.balanceCacheMutex.RUnlock()
+		return cached, nil
+	}
+	t.balanceCacheMutex.RUnlock()
+
+	// Fetch from API
+	accounts, _, err := t.client.FuturesApi.ListFuturesAccounts(t.ctx, "usdt")
+	if err != nil {
+		return nil, fmt.Errorf("failed to get balance: %w", err)
+	}
+
+	total, _ := strconv.ParseFloat(accounts.Total, 64)
+	available, _ := strconv.ParseFloat(accounts.Available, 64)
+	unrealizedPnl, _ := strconv.ParseFloat(accounts.UnrealisedPnl, 64)
+
+	result := map[string]interface{}{
+		"totalWalletBalance":    total,
+		"availableBalance":      available,
+		"totalUnrealizedProfit": unrealizedPnl,
+	}
+
+	// Update cache
+	t.balanceCacheMutex.Lock()
+	t.cachedBalance = result
+	t.balanceCacheTime = time.Now()
+	t.balanceCacheMutex.Unlock()
+
+	return result, nil
+}
+
+// GetPositions retrieves all open positions
+func (t *GateTrader) GetPositions() ([]map[string]interface{}, error) {
+	// Check cache
+	t.positionsCacheMutex.RLock()
+	if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
+		cached := t.cachedPositions
+		t.positionsCacheMutex.RUnlock()
+		return cached, nil
+	}
+	t.positionsCacheMutex.RUnlock()
+
+	// Fetch from API
+	positions, _, err := t.client.FuturesApi.ListPositions(t.ctx, "usdt", nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get positions: %w", err)
+	}
+
+	var result []map[string]interface{}
+	for _, pos := range positions {
+		if pos.Size == 0 {
+			continue // Skip empty positions
+		}
+
+		entryPrice, _ := strconv.ParseFloat(pos.EntryPrice, 64)
+		markPrice, _ := strconv.ParseFloat(pos.MarkPrice, 64)
+		liqPrice, _ := strconv.ParseFloat(pos.LiqPrice, 64)
+		unrealizedPnl, _ := strconv.ParseFloat(pos.UnrealisedPnl, 64)
+		leverage, _ := strconv.ParseFloat(pos.Leverage, 64)
+
+		// Gate returns position size in contracts, need to convert to base currency
+		// Each contract = quanto_multiplier base currency
+		contractSize := float64(pos.Size)
+		if pos.Size < 0 {
+			contractSize = float64(-pos.Size)
+		}
+
+		// Get quanto_multiplier from contract info to convert contracts to actual quantity
+		quantoMultiplier := 1.0
+		contract, err := t.getContract(pos.Contract)
+		if err == nil && contract != nil {
+			qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+			if qm > 0 {
+				quantoMultiplier = qm
+			}
+		}
+
+		// Convert contract count to actual token quantity
+		positionAmt := contractSize * quantoMultiplier
+
+		// Determine side based on position size
+		side := "long"
+		if pos.Size < 0 {
+			side = "short"
+		}
+
+		result = append(result, map[string]interface{}{
+			"symbol":           pos.Contract,
+			"positionAmt":      positionAmt,
+			"entryPrice":       entryPrice,
+			"markPrice":        markPrice,
+			"unRealizedProfit": unrealizedPnl,
+			"leverage":         int(leverage),
+			"liquidationPrice": liqPrice,
+			"side":             side,
+		})
+	}
+
+	// Update cache
+	t.positionsCacheMutex.Lock()
+	t.cachedPositions = result
+	t.positionsCacheTime = time.Now()
+	t.positionsCacheMutex.Unlock()
+
+	return result, nil
+}
+
+// convertSymbol converts symbol format (e.g., BTCUSDT -> BTC_USDT)
+func (t *GateTrader) convertSymbol(symbol string) string {
+	// If already in correct format
+	if strings.Contains(symbol, "_") {
+		return symbol
+	}
+	// Convert BTCUSDT to BTC_USDT
+	if strings.HasSuffix(symbol, "USDT") {
+		base := strings.TrimSuffix(symbol, "USDT")
+		return base + "_USDT"
+	}
+	return symbol
+}
+
+// revertSymbol converts symbol back to standard format (e.g., BTC_USDT -> BTCUSDT)
+func (t *GateTrader) revertSymbol(symbol string) string {
+	return strings.ReplaceAll(symbol, "_", "")
+}
+
+// getContract fetches contract info with caching
+func (t *GateTrader) getContract(symbol string) (*gateapi.Contract, error) {
+	symbol = t.convertSymbol(symbol)
+
+	// Check cache
+	t.contractsCacheMutex.RLock()
+	if contract, ok := t.contractsCache[symbol]; ok {
+		t.contractsCacheMutex.RUnlock()
+		return contract, nil
+	}
+	t.contractsCacheMutex.RUnlock()
+
+	// Fetch from API
+	contract, _, err := t.client.FuturesApi.GetFuturesContract(t.ctx, "usdt", symbol)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get contract info: %w", err)
+	}
+
+	// Update cache
+	t.contractsCacheMutex.Lock()
+	t.contractsCache[symbol] = &contract
+	t.contractsCacheMutex.Unlock()
+
+	return &contract, nil
+}
+
+// SetLeverage sets the leverage for a symbol
+func (t *GateTrader) SetLeverage(symbol string, leverage int) error {
+	symbol = t.convertSymbol(symbol)
+
+	_, _, err := t.client.FuturesApi.UpdatePositionLeverage(t.ctx, "usdt", symbol, fmt.Sprintf("%d", leverage), nil)
+	if err != nil {
+		// Gate.io may return error if leverage is already set
+		if strings.Contains(err.Error(), "RISK_LIMIT_EXCEEDED") {
+			logger.Warnf("  [Gate] Leverage %d exceeds limit for %s", leverage, symbol)
+			return nil
+		}
+		return fmt.Errorf("failed to set leverage: %w", err)
+	}
+
+	logger.Infof("  [Gate] Leverage set to %dx for %s", leverage, symbol)
+	return nil
+}
+
+// SetMarginMode sets margin mode (cross or isolated)
+func (t *GateTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
+	// Gate.io uses leverage=0 for cross margin, positive number for isolated
+	// This is handled through UpdatePositionLeverage with cross_leverage_limit
+	// For now, we'll skip explicit margin mode setting as it's tied to leverage
+	logger.Infof("  [Gate] Margin mode is set through leverage (0=cross)")
+	return nil
+}
+
+// OpenLong opens a long position
+func (t *GateTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
+	symbol = t.convertSymbol(symbol)
+
+	// Cancel old orders first
+	t.CancelAllOrders(symbol)
+
+	// Set leverage
+	if err := t.SetLeverage(symbol, leverage); err != nil {
+		logger.Warnf("  [Gate] Failed to set leverage: %v", err)
+	}
+
+	// Get contract info for size calculation
+	contract, err := t.getContract(symbol)
+	if err != nil {
+		return nil, err
+	}
+
+	// Gate uses contract size units (each contract = quanto_multiplier base currency)
+	// size = quantity / quanto_multiplier
+	quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+	size := int64(quantity / quantoMultiplier)
+	if size <= 0 {
+		size = 1
+	}
+
+	order := gateapi.FuturesOrder{
+		Contract: symbol,
+		Size:     size, // Positive for long
+		Price:    "0",  // Market order
+		Tif:      "ioc",
+		Text:     "t-nofx",
+	}
+
+	logger.Infof("  [Gate] OpenLong: symbol=%s, size=%d, leverage=%d", symbol, size, leverage)
+
+	result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to open long position: %w", err)
+	}
+
+	// Clear cache
+	t.clearCache()
+
+	// Parse fill price from result
+	fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
+
+	logger.Infof("  [Gate] Opened long position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
+
+	return map[string]interface{}{
+		"orderId":   fmt.Sprintf("%d", result.Id),
+		"symbol":    t.revertSymbol(symbol),
+		"status":    "FILLED",
+		"fillPrice": fillPrice,
+		"avgPrice":  fillPrice,
+	}, nil
+}
+
+// OpenShort opens a short position
+func (t *GateTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
+	symbol = t.convertSymbol(symbol)
+
+	// Cancel old orders first
+	t.CancelAllOrders(symbol)
+
+	// Set leverage
+	if err := t.SetLeverage(symbol, leverage); err != nil {
+		logger.Warnf("  [Gate] Failed to set leverage: %v", err)
+	}
+
+	// Get contract info for size calculation
+	contract, err := t.getContract(symbol)
+	if err != nil {
+		return nil, err
+	}
+
+	// Gate uses contract size units
+	quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+	size := int64(quantity / quantoMultiplier)
+	if size <= 0 {
+		size = 1
+	}
+
+	order := gateapi.FuturesOrder{
+		Contract: symbol,
+		Size:     -size, // Negative for short
+		Price:    "0",   // Market order
+		Tif:      "ioc",
+		Text:     "t-nofx",
+	}
+
+	logger.Infof("  [Gate] OpenShort: symbol=%s, size=%d, leverage=%d", symbol, -size, leverage)
+
+	result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to open short position: %w", err)
+	}
+
+	// Clear cache
+	t.clearCache()
+
+	// Parse fill price from result
+	fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
+
+	logger.Infof("  [Gate] Opened short position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
+
+	return map[string]interface{}{
+		"orderId":   fmt.Sprintf("%d", result.Id),
+		"symbol":    t.revertSymbol(symbol),
+		"status":    "FILLED",
+		"fillPrice": fillPrice,
+		"avgPrice":  fillPrice,
+	}, nil
+}
+
+// CloseLong closes a long position
+func (t *GateTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
+	symbol = t.convertSymbol(symbol)
+
+	// If quantity is 0, get current position
+	if quantity == 0 {
+		positions, err := t.GetPositions()
+		if err != nil {
+			return nil, err
+		}
+		for _, pos := range positions {
+			posSymbol := t.convertSymbol(pos["symbol"].(string))
+			if posSymbol == symbol && pos["side"] == "long" {
+				quantity = pos["positionAmt"].(float64)
+				break
+			}
+		}
+		if quantity == 0 {
+			return nil, fmt.Errorf("long position not found for %s", symbol)
+		}
+	}
+
+	// Get contract info for size calculation
+	contract, err := t.getContract(symbol)
+	if err != nil {
+		return nil, err
+	}
+
+	quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+	size := int64(quantity / quantoMultiplier)
+	if size <= 0 {
+		size = 1
+	}
+
+	// Close long = sell (use ReduceOnly, not Close which requires Size=0)
+	order := gateapi.FuturesOrder{
+		Contract:   symbol,
+		Size:       -size, // Negative to close long
+		Price:      "0",
+		Tif:        "ioc",
+		ReduceOnly: true,
+		Text:       "t-nofx-close",
+	}
+
+	logger.Infof("  [Gate] CloseLong: symbol=%s, size=%d", symbol, -size)
+
+	result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to close long position: %w", err)
+	}
+
+	// Clear cache
+	t.clearCache()
+
+	// Parse fill price from result
+	fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
+
+	logger.Infof("  [Gate] Closed long position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
+
+	return map[string]interface{}{
+		"orderId":   fmt.Sprintf("%d", result.Id),
+		"symbol":    t.revertSymbol(symbol),
+		"status":    "FILLED",
+		"fillPrice": fillPrice,
+		"avgPrice":  fillPrice,
+	}, nil
+}
+
+// CloseShort closes a short position
+func (t *GateTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
+	symbol = t.convertSymbol(symbol)
+
+	// If quantity is 0, get current position
+	if quantity == 0 {
+		positions, err := t.GetPositions()
+		if err != nil {
+			return nil, err
+		}
+		for _, pos := range positions {
+			posSymbol := t.convertSymbol(pos["symbol"].(string))
+			if posSymbol == symbol && pos["side"] == "short" {
+				quantity = pos["positionAmt"].(float64)
+				break
+			}
+		}
+		if quantity == 0 {
+			return nil, fmt.Errorf("short position not found for %s", symbol)
+		}
+	}
+
+	// Ensure quantity is positive
+	if quantity < 0 {
+		quantity = -quantity
+	}
+
+	// Get contract info for size calculation
+	contract, err := t.getContract(symbol)
+	if err != nil {
+		return nil, err
+	}
+
+	quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+	size := int64(quantity / quantoMultiplier)
+	if size <= 0 {
+		size = 1
+	}
+
+	// Close short = buy (use ReduceOnly, not Close which requires Size=0)
+	order := gateapi.FuturesOrder{
+		Contract:   symbol,
+		Size:       size, // Positive to close short
+		Price:      "0",
+		Tif:        "ioc",
+		ReduceOnly: true,
+		Text:       "t-nofx-close",
+	}
+
+	logger.Infof("  [Gate] CloseShort: symbol=%s, size=%d", symbol, size)
+
+	result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to close short position: %w", err)
+	}
+
+	// Clear cache
+	t.clearCache()
+
+	// Parse fill price from result
+	fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
+
+	logger.Infof("  [Gate] Closed short position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
+
+	return map[string]interface{}{
+		"orderId":   fmt.Sprintf("%d", result.Id),
+		"symbol":    t.revertSymbol(symbol),
+		"status":    "FILLED",
+		"fillPrice": fillPrice,
+		"avgPrice":  fillPrice,
+	}, nil
+}
+
+// GetMarketPrice gets the current market price
+func (t *GateTrader) GetMarketPrice(symbol string) (float64, error) {
+	symbol = t.convertSymbol(symbol)
+
+	opts := &gateapi.ListFuturesTickersOpts{
+		Contract: optional.NewString(symbol),
+	}
+
+	tickers, _, err := t.client.FuturesApi.ListFuturesTickers(t.ctx, "usdt", opts)
+	if err != nil {
+		return 0, fmt.Errorf("failed to get market price: %w", err)
+	}
+
+	if len(tickers) == 0 {
+		return 0, fmt.Errorf("no ticker data for %s", symbol)
+	}
+
+	price, _ := strconv.ParseFloat(tickers[0].Last, 64)
+	return price, nil
+}
+
+// SetStopLoss sets a stop loss order
+func (t *GateTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
+	symbol = t.convertSymbol(symbol)
+
+	contract, err := t.getContract(symbol)
+	if err != nil {
+		return err
+	}
+
+	quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+	size := int64(quantity / quantoMultiplier)
+	if size <= 0 {
+		size = 1
+	}
+
+	// For long position, stop loss means sell when price drops
+	// For short position, stop loss means buy when price rises
+	if strings.ToUpper(positionSide) == "LONG" {
+		size = -size
+	}
+
+	// Use price trigger order
+	trigger := gateapi.FuturesPriceTriggeredOrder{
+		Initial: gateapi.FuturesInitialOrder{
+			Contract:   symbol,
+			Size:       size,
+			Price:      "0", // Market order
+			Tif:        "ioc",
+			ReduceOnly: true,
+			Close:      true,
+		},
+		Trigger: gateapi.FuturesPriceTrigger{
+			StrategyType: 0, // Close position
+			PriceType:    0, // Latest price
+			Price:        fmt.Sprintf("%.8f", stopPrice),
+			Rule:         1, // Price <= trigger price
+		},
+	}
+
+	if strings.ToUpper(positionSide) == "SHORT" {
+		trigger.Trigger.Rule = 2 // Price >= trigger price for short stop loss
+	}
+
+	_, _, err = t.client.FuturesApi.CreatePriceTriggeredOrder(t.ctx, "usdt", trigger)
+	if err != nil {
+		return fmt.Errorf("failed to set stop loss: %w", err)
+	}
+
+	logger.Infof("  [Gate] Stop loss set: %s @ %.4f", symbol, stopPrice)
+	return nil
+}
+
+// SetTakeProfit sets a take profit order
+func (t *GateTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
+	symbol = t.convertSymbol(symbol)
+
+	contract, err := t.getContract(symbol)
+	if err != nil {
+		return err
+	}
+
+	quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+	size := int64(quantity / quantoMultiplier)
+	if size <= 0 {
+		size = 1
+	}
+
+	// For long position, take profit means sell when price rises
+	// For short position, take profit means buy when price drops
+	if strings.ToUpper(positionSide) == "LONG" {
+		size = -size
+	}
+
+	trigger := gateapi.FuturesPriceTriggeredOrder{
+		Initial: gateapi.FuturesInitialOrder{
+			Contract:   symbol,
+			Size:       size,
+			Price:      "0", // Market order
+			Tif:        "ioc",
+			ReduceOnly: true,
+			Close:      true,
+		},
+		Trigger: gateapi.FuturesPriceTrigger{
+			StrategyType: 0, // Close position
+			PriceType:    0, // Latest price
+			Price:        fmt.Sprintf("%.8f", takeProfitPrice),
+			Rule:         2, // Price >= trigger price for long take profit
+		},
+	}
+
+	if strings.ToUpper(positionSide) == "SHORT" {
+		trigger.Trigger.Rule = 1 // Price <= trigger price for short take profit
+	}
+
+	_, _, err = t.client.FuturesApi.CreatePriceTriggeredOrder(t.ctx, "usdt", trigger)
+	if err != nil {
+		return fmt.Errorf("failed to set take profit: %w", err)
+	}
+
+	logger.Infof("  [Gate] Take profit set: %s @ %.4f", symbol, takeProfitPrice)
+	return nil
+}
+
+// CancelStopLossOrders cancels stop loss orders
+func (t *GateTrader) CancelStopLossOrders(symbol string) error {
+	return t.cancelTriggerOrders(symbol, "stop_loss")
+}
+
+// CancelTakeProfitOrders cancels take profit orders
+func (t *GateTrader) CancelTakeProfitOrders(symbol string) error {
+	return t.cancelTriggerOrders(symbol, "take_profit")
+}
+
+// cancelTriggerOrders cancels trigger orders of a specific type
+func (t *GateTrader) cancelTriggerOrders(symbol string, orderType string) error {
+	symbol = t.convertSymbol(symbol)
+
+	opts := &gateapi.ListPriceTriggeredOrdersOpts{
+		Contract: optional.NewString(symbol),
+	}
+
+	orders, _, err := t.client.FuturesApi.ListPriceTriggeredOrders(t.ctx, "usdt", "open", opts)
+	if err != nil {
+		return err
+	}
+
+	for _, order := range orders {
+		// Determine if it's stop loss or take profit based on trigger rule and position
+		// For simplicity, cancel all matching symbol orders
+		_, _, err := t.client.FuturesApi.CancelPriceTriggeredOrder(t.ctx, "usdt", fmt.Sprintf("%d", order.Id))
+		if err != nil {
+			logger.Warnf("  [Gate] Failed to cancel trigger order %d: %v", order.Id, err)
+		}
+	}
+
+	return nil
+}
+
+// CancelAllOrders cancels all pending orders for a symbol
+func (t *GateTrader) CancelAllOrders(symbol string) error {
+	symbol = t.convertSymbol(symbol)
+
+	// Cancel regular orders
+	_, _, err := t.client.FuturesApi.CancelFuturesOrders(t.ctx, "usdt", symbol, nil)
+	if err != nil {
+		// Ignore if no orders to cancel
+		if !strings.Contains(err.Error(), "ORDER_NOT_FOUND") {
+			logger.Warnf("  [Gate] Error canceling orders: %v", err)
+		}
+	}
+
+	// Cancel trigger orders
+	t.cancelTriggerOrders(symbol, "")
+
+	return nil
+}
+
+// CancelStopOrders cancels all stop orders (stop loss and take profit)
+func (t *GateTrader) CancelStopOrders(symbol string) error {
+	t.CancelStopLossOrders(symbol)
+	t.CancelTakeProfitOrders(symbol)
+	return nil
+}
+
+// FormatQuantity formats quantity to correct precision
+func (t *GateTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
+	contract, err := t.getContract(symbol)
+	if err != nil {
+		return fmt.Sprintf("%.4f", quantity), nil
+	}
+
+	// Gate uses quanto_multiplier for contract size
+	quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+	if quantoMultiplier > 0 {
+		// Calculate number of contracts
+		numContracts := quantity / quantoMultiplier
+		return fmt.Sprintf("%.0f", math.Floor(numContracts)), nil
+	}
+
+	return fmt.Sprintf("%.4f", quantity), nil
+}
+
+// GetOrderStatus gets the status of an order
+func (t *GateTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
+	symbol = t.convertSymbol(symbol)
+
+	order, _, err := t.client.FuturesApi.GetFuturesOrder(t.ctx, "usdt", orderID)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get order status: %w", err)
+	}
+
+	fillPrice, _ := strconv.ParseFloat(order.FillPrice, 64)
+	tkFee, _ := strconv.ParseFloat(order.Tkfr, 64)
+	mkFee, _ := strconv.ParseFloat(order.Mkfr, 64)
+	totalFee := tkFee + mkFee
+
+	// Get quanto_multiplier to convert contracts to actual quantity
+	quantoMultiplier := 1.0
+	contract, contractErr := t.getContract(symbol)
+	if contractErr == nil && contract != nil {
+		qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+		if qm > 0 {
+			quantoMultiplier = qm
+		}
+	}
+
+	// Map status
+	status := "NEW"
+	switch order.Status {
+	case "finished":
+		if order.FinishAs == "filled" {
+			status = "FILLED"
+		} else if order.FinishAs == "cancelled" {
+			status = "CANCELED"
+		} else {
+			status = "CLOSED"
+		}
+	case "open":
+		status = "NEW"
+	}
+
+	side := "BUY"
+	if order.Size < 0 {
+		side = "SELL"
+	}
+
+	// Convert contract count to actual token quantity
+	executedQty := math.Abs(float64(order.Size-order.Left)) * quantoMultiplier
+
+	return map[string]interface{}{
+		"orderId":     orderID,
+		"symbol":      t.revertSymbol(symbol),
+		"status":      status,
+		"avgPrice":    fillPrice,
+		"executedQty": executedQty,
+		"side":        side,
+		"type":        order.Tif,
+		"time":        int64(order.CreateTime * 1000),
+		"updateTime":  int64(order.FinishTime * 1000),
+		"commission":  totalFee,
+	}, nil
+}
+
+// GetClosedPnL retrieves closed position PnL records
+func (t *GateTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
+	if limit <= 0 {
+		limit = 100
+	}
+	if limit > 100 {
+		limit = 100
+	}
+
+	opts := &gateapi.ListPositionCloseOpts{
+		Limit: optional.NewInt32(int32(limit)),
+		From:  optional.NewInt64(startTime.Unix()),
+	}
+
+	closedPositions, _, err := t.client.FuturesApi.ListPositionClose(t.ctx, "usdt", opts)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get closed positions: %w", err)
+	}
+
+	records := make([]types.ClosedPnLRecord, 0, len(closedPositions))
+	for _, pos := range closedPositions {
+		pnl, _ := strconv.ParseFloat(pos.Pnl, 64)
+
+		record := types.ClosedPnLRecord{
+			Symbol:      t.revertSymbol(pos.Contract),
+			Side:        pos.Side,
+			RealizedPnL: pnl,
+			ExitTime:    time.Unix(int64(pos.Time), 0).UTC(),
+			CloseType:   "unknown",
+		}
+
+		records = append(records, record)
+	}
+
+	return records, nil
+}
+
+// GetOpenOrders gets open/pending orders
+func (t *GateTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
+	symbol = t.convertSymbol(symbol)
+
+	opts := &gateapi.ListFuturesOrdersOpts{
+		Contract: optional.NewString(symbol),
+	}
+
+	orders, _, err := t.client.FuturesApi.ListFuturesOrders(t.ctx, "usdt", "open", opts)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get open orders: %w", err)
+	}
+
+	// Get quanto_multiplier to convert contracts to actual quantity
+	quantoMultiplier := 1.0
+	contract, err := t.getContract(symbol)
+	if err == nil && contract != nil {
+		qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
+		if qm > 0 {
+			quantoMultiplier = qm
+		}
+	}
+
+	var result []types.OpenOrder
+	for _, order := range orders {
+		price, _ := strconv.ParseFloat(order.Price, 64)
+
+		side := "BUY"
+		if order.Size < 0 {
+			side = "SELL"
+		}
+
+		// Convert contract count to actual token quantity
+		quantity := math.Abs(float64(order.Size)) * quantoMultiplier
+
+		result = append(result, types.OpenOrder{
+			OrderID:  fmt.Sprintf("%d", order.Id),
+			Symbol:   t.revertSymbol(order.Contract),
+			Side:     side,
+			Type:     "LIMIT",
+			Price:    price,
+			Quantity: quantity,
+			Status:   "NEW",
+		})
+	}
+
+	// Also get trigger orders
+	triggerOpts := &gateapi.ListPriceTriggeredOrdersOpts{
+		Contract: optional.NewString(symbol),
+	}
+
+	triggerOrders, _, err := t.client.FuturesApi.ListPriceTriggeredOrders(t.ctx, "usdt", "open", triggerOpts)
+	if err == nil {
+		for _, order := range triggerOrders {
+			triggerPrice, _ := strconv.ParseFloat(order.Trigger.Price, 64)
+
+			side := "BUY"
+			if order.Initial.Size < 0 {
+				side = "SELL"
+			}
+
+			orderType := "STOP_MARKET"
+			if order.Trigger.Rule == 2 {
+				orderType = "TAKE_PROFIT_MARKET"
+			}
+
+			// Convert contract count to actual token quantity
+			quantity := math.Abs(float64(order.Initial.Size)) * quantoMultiplier
+
+			result = append(result, types.OpenOrder{
+				OrderID:   fmt.Sprintf("%d", order.Id),
+				Symbol:    t.revertSymbol(order.Initial.Contract),
+				Side:      side,
+				Type:      orderType,
+				StopPrice: triggerPrice,
+				Quantity:  quantity,
+				Status:    "NEW",
+			})
+		}
+	}
+
+	return result, nil
+}
+
+// clearCache clears all caches
+func (t *GateTrader) clearCache() {
+	t.balanceCacheMutex.Lock()
+	t.cachedBalance = nil
+	t.balanceCacheMutex.Unlock()
+
+	t.positionsCacheMutex.Lock()
+	t.cachedPositions = nil
+	t.positionsCacheMutex.Unlock()
+}
+
+// Ensure GateTrader implements Trader interface
+var _ types.Trader = (*GateTrader)(nil)

trader/gate/trader_test.go

@@ -0,0 +1,337 @@
+package gate
+
+import (
+	"encoding/json"
+	"net/http"
+	"net/http/httptest"
+	"strings"
+	"testing"
+	"time"
+
+	"github.com/stretchr/testify/assert"
+	"nofx/trader/testutil"
+	"nofx/trader/types"
+)
+
+// ============================================================
+// Part 1: GateTraderTestSuite - Inherits base test suite
+// ============================================================
+
+// GateTraderTestSuite Gate trader test suite
+// Inherits TraderTestSuite and adds Gate-specific mock logic
+type GateTraderTestSuite struct {
+	*testutil.TraderTestSuite
+	mockServer *httptest.Server
+}
+
+// NewGateTraderTestSuite creates Gate test suite with mock server
+func NewGateTraderTestSuite(t *testing.T) *GateTraderTestSuite {
+	// Create mock HTTP server
+	mockServer := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
+		path := r.URL.Path
+		var respBody interface{}
+
+		switch {
+		// Mock GetBalance - /api/v4/futures/usdt/accounts
+		case strings.Contains(path, "/futures/usdt/accounts"):
+			respBody = map[string]interface{}{
+				"total":          "10000.00",
+				"unrealised_pnl": "100.50",
+				"available":      "8000.00",
+				"currency":       "USDT",
+			}
+
+		// Mock GetPositions - /api/v4/futures/usdt/positions
+		case strings.Contains(path, "/futures/usdt/positions"):
+			respBody = []map[string]interface{}{
+				{
+					"contract":       "BTC_USDT",
+					"size":           500,
+					"entry_price":    "50000.00",
+					"mark_price":     "50500.00",
+					"unrealised_pnl": "250.00",
+					"liq_price":      "45000.00",
+					"leverage":       "10",
+				},
+			}
+
+		// Mock GetContract - /api/v4/futures/usdt/contracts/{contract}
+		case strings.Contains(path, "/futures/usdt/contracts/"):
+			respBody = map[string]interface{}{
+				"name":              "BTC_USDT",
+				"quanto_multiplier": "0.001",
+				"order_price_round": "0.1",
+			}
+
+		// Mock ListFuturesContracts - /api/v4/futures/usdt/contracts
+		case strings.Contains(path, "/futures/usdt/contracts"):
+			respBody = []map[string]interface{}{
+				{
+					"name":              "BTC_USDT",
+					"quanto_multiplier": "0.001",
+					"order_price_round": "0.1",
+				},
+				{
+					"name":              "ETH_USDT",
+					"quanto_multiplier": "0.01",
+					"order_price_round": "0.01",
+				},
+			}
+
+		// Mock ListFuturesTickers - /api/v4/futures/usdt/tickers
+		case strings.Contains(path, "/futures/usdt/tickers"):
+			contract := r.URL.Query().Get("contract")
+			if contract == "" {
+				contract = "BTC_USDT"
+			}
+			price := "50000.00"
+			if contract == "ETH_USDT" {
+				price = "3000.00"
+			}
+			respBody = []map[string]interface{}{
+				{
+					"contract": contract,
+					"last":     price,
+				},
+			}
+
+		// Mock CreateFuturesOrder - /api/v4/futures/usdt/orders (POST)
+		case strings.Contains(path, "/futures/usdt/orders") && r.Method == "POST":
+			respBody = map[string]interface{}{
+				"id":         123456,
+				"contract":   "BTC_USDT",
+				"size":       100,
+				"status":     "finished",
+				"finish_as":  "filled",
+				"fill_price": "50000.00",
+			}
+
+		// Mock ListFuturesOrders - /api/v4/futures/usdt/orders
+		case strings.Contains(path, "/futures/usdt/orders"):
+			respBody = []map[string]interface{}{}
+
+		// Mock GetFuturesOrder - /api/v4/futures/usdt/orders/{order_id}
+		case strings.Contains(path, "/futures/usdt/orders/"):
+			respBody = map[string]interface{}{
+				"id":          123456,
+				"contract":    "BTC_USDT",
+				"size":        100,
+				"status":      "finished",
+				"finish_as":   "filled",
+				"fill_price":  "50000.00",
+				"create_time": 1234567890.0,
+				"update_time": 1234567890.0,
+				"tkfr":        "0.0005",
+				"mkfr":        "0.0002",
+			}
+
+		// Mock UpdatePositionLeverage
+		case strings.Contains(path, "/futures/usdt/positions/") && strings.Contains(path, "/leverage"):
+			respBody = map[string]interface{}{
+				"leverage": 10,
+			}
+
+		// Mock ListPriceTriggeredOrders
+		case strings.Contains(path, "/futures/usdt/price_orders"):
+			respBody = []map[string]interface{}{}
+
+		// Mock ListPositionClose
+		case strings.Contains(path, "/futures/usdt/position_close"):
+			respBody = []map[string]interface{}{}
+
+		// Default: empty response
+		default:
+			respBody = map[string]interface{}{}
+		}
+
+		w.Header().Set("Content-Type", "application/json")
+		json.NewEncoder(w).Encode(respBody)
+	}))
+
+	// Create trader instance (will need to override URL in actual usage)
+	traderInstance := NewGateTrader("test_api_key", "test_secret_key")
+
+	// Create base suite
+	baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
+
+	return &GateTraderTestSuite{
+		TraderTestSuite: baseSuite,
+		mockServer:      mockServer,
+	}
+}
+
+// Cleanup cleans up resources
+func (s *GateTraderTestSuite) Cleanup() {
+	if s.mockServer != nil {
+		s.mockServer.Close()
+	}
+	s.TraderTestSuite.Cleanup()
+}
+
+// ============================================================
+// Part 2: Interface compliance tests
+// ============================================================
+
+// TestGateTrader_InterfaceCompliance tests interface compliance
+func TestGateTrader_InterfaceCompliance(t *testing.T) {
+	var _ types.Trader = (*GateTrader)(nil)
+}
+
+// ============================================================
+// Part 3: Gate-specific feature unit tests
+// ============================================================
+
+// TestNewGateTrader tests creating Gate trader
+func TestNewGateTrader(t *testing.T) {
+	tests := []struct {
+		name      string
+		apiKey    string
+		secretKey string
+		wantNil   bool
+	}{
+		{
+			name:      "Successfully create",
+			apiKey:    "test_api_key",
+			secretKey: "test_secret_key",
+			wantNil:   false,
+		},
+		{
+			name:      "Empty API Key can still create",
+			apiKey:    "",
+			secretKey: "test_secret_key",
+			wantNil:   false,
+		},
+		{
+			name:      "Empty Secret Key can still create",
+			apiKey:    "test_api_key",
+			secretKey: "",
+			wantNil:   false,
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			gt := NewGateTrader(tt.apiKey, tt.secretKey)
+
+			if tt.wantNil {
+				assert.Nil(t, gt)
+			} else {
+				assert.NotNil(t, gt)
+				assert.NotNil(t, gt.client)
+				assert.Equal(t, tt.apiKey, gt.apiKey)
+				assert.Equal(t, tt.secretKey, gt.secretKey)
+			}
+		})
+	}
+}
+
+// TestGateTrader_SymbolConversion tests symbol format conversion
+func TestGateTrader_SymbolConversion(t *testing.T) {
+	gt := NewGateTrader("test", "test")
+
+	tests := []struct {
+		name     string
+		input    string
+		expected string
+	}{
+		{
+			name:     "BTCUSDT to BTC_USDT",
+			input:    "BTCUSDT",
+			expected: "BTC_USDT",
+		},
+		{
+			name:     "ETHUSDT to ETH_USDT",
+			input:    "ETHUSDT",
+			expected: "ETH_USDT",
+		},
+		{
+			name:     "Already converted format",
+			input:    "BTC_USDT",
+			expected: "BTC_USDT",
+		},
+		{
+			name:     "SOL symbol",
+			input:    "SOLUSDT",
+			expected: "SOL_USDT",
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := gt.convertSymbol(tt.input)
+			assert.Equal(t, tt.expected, result)
+		})
+	}
+}
+
+// TestGateTrader_RevertSymbol tests symbol reversion
+func TestGateTrader_RevertSymbol(t *testing.T) {
+	gt := NewGateTrader("test", "test")
+
+	tests := []struct {
+		name     string
+		input    string
+		expected string
+	}{
+		{
+			name:     "BTC_USDT to BTCUSDT",
+			input:    "BTC_USDT",
+			expected: "BTCUSDT",
+		},
+		{
+			name:     "ETH_USDT to ETHUSDT",
+			input:    "ETH_USDT",
+			expected: "ETHUSDT",
+		},
+		{
+			name:     "Already standard format",
+			input:    "BTCUSDT",
+			expected: "BTCUSDT",
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := gt.revertSymbol(tt.input)
+			assert.Equal(t, tt.expected, result)
+		})
+	}
+}
+
+// TestGateTrader_CacheDuration tests cache duration
+func TestGateTrader_CacheDuration(t *testing.T) {
+	gt := NewGateTrader("test", "test")
+
+	// Verify default cache time is 15 seconds
+	assert.Equal(t, 15*time.Second, gt.cacheDuration)
+}
+
+// TestGateTrader_ClearCache tests cache clearing
+func TestGateTrader_ClearCache(t *testing.T) {
+	gt := NewGateTrader("test", "test")
+
+	// Set some cached data
+	gt.cachedBalance = map[string]interface{}{"test": "data"}
+	gt.cachedPositions = []map[string]interface{}{{"test": "data"}}
+
+	// Clear cache
+	gt.clearCache()
+
+	// Verify cache is cleared
+	assert.Nil(t, gt.cachedBalance)
+	assert.Nil(t, gt.cachedPositions)
+}
+
+// ============================================================
+// Part 4: Mock server integration tests
+// ============================================================
+
+// TestGateTrader_MockServerResponseFormat tests mock server response format
+func TestGateTrader_MockServerResponseFormat(t *testing.T) {
+	suite := NewGateTraderTestSuite(t)
+	defer suite.Cleanup()
+
+	// Verify mock server is running
+	assert.NotNil(t, suite.mockServer)
+	assert.NotEmpty(t, suite.mockServer.URL)
+}

trader/grid_regime.go

@@ -194,3 +194,119 @@ func getBreakoutAction(level market.BreakoutLevel) BreakoutAction {
 		return BreakoutActionNone
 	}
 }
+
+// ============================================================================
+// Task 10: Grid Direction Adjustment
+// ============================================================================
+
+const (
+	// BreakoutActionAdjustDirection adjusts grid direction based on breakout
+	BreakoutActionAdjustDirection BreakoutAction = 4
+)
+
+// determineGridDirection determines the new grid direction based on box breakout
+// currentDirection: the current grid direction
+// breakoutLevel: which box level has been broken (short/mid/long)
+// direction: breakout direction ("up" or "down")
+// Returns: the new grid direction
+func determineGridDirection(box *market.BoxData, currentDirection market.GridDirection, breakoutLevel market.BreakoutLevel, direction string) market.GridDirection {
+	if box == nil {
+		return currentDirection
+	}
+
+	price := box.CurrentPrice
+
+	switch breakoutLevel {
+	case market.BreakoutShort:
+		// Short box breakout: bias direction
+		// Still within mid box, so not a full trend yet
+		if direction == "up" {
+			return market.GridDirectionLongBias
+		}
+		return market.GridDirectionShortBias
+
+	case market.BreakoutMid:
+		// Mid box breakout: full direction
+		// More significant move, commit fully
+		if direction == "up" {
+			return market.GridDirectionLong
+		}
+		return market.GridDirectionShort
+
+	case market.BreakoutLong:
+		// Long box breakout: handled by existing emergency logic
+		// Return current direction, let existing handlers take over
+		return currentDirection
+
+	case market.BreakoutNone:
+		// No breakout - check if we should recover toward neutral
+		return determineRecoveryDirection(price, box, currentDirection)
+
+	default:
+		return currentDirection
+	}
+}
+
+// determineRecoveryDirection determines if grid direction should recover toward neutral
+// This implements the gradual recovery logic: long → long_bias → neutral ← short_bias ← short
+func determineRecoveryDirection(price float64, box *market.BoxData, currentDirection market.GridDirection) market.GridDirection {
+	// Check if price is back inside the short box
+	insideShortBox := price >= box.ShortLower && price <= box.ShortUpper
+
+	if !insideShortBox {
+		// Still outside short box, maintain current direction
+		return currentDirection
+	}
+
+	// Price is inside short box, start recovery toward neutral
+	switch currentDirection {
+	case market.GridDirectionLong:
+		// Full long → bias long
+		return market.GridDirectionLongBias
+	case market.GridDirectionLongBias:
+		// Bias long → neutral
+		return market.GridDirectionNeutral
+	case market.GridDirectionShort:
+		// Full short → bias short
+		return market.GridDirectionShortBias
+	case market.GridDirectionShortBias:
+		// Bias short → neutral
+		return market.GridDirectionNeutral
+	default:
+		return currentDirection
+	}
+}
+
+// getBreakoutActionWithDirection returns the appropriate action for a breakout level
+// when direction adjustment is enabled
+func getBreakoutActionWithDirection(level market.BreakoutLevel, enableDirectionAdjust bool) BreakoutAction {
+	if !enableDirectionAdjust {
+		// Fall back to original behavior
+		return getBreakoutAction(level)
+	}
+
+	switch level {
+	case market.BreakoutShort:
+		// Short box breakout with direction adjustment: adjust direction instead of reducing position
+		return BreakoutActionAdjustDirection
+	case market.BreakoutMid:
+		// Mid box breakout with direction adjustment: adjust to full direction
+		return BreakoutActionAdjustDirection
+	case market.BreakoutLong:
+		// Long box breakout: always trigger emergency handling
+		return BreakoutActionCloseAll
+	default:
+		return BreakoutActionNone
+	}
+}
+
+// shouldRecoverDirection checks if the current grid direction should start recovering toward neutral
+func shouldRecoverDirection(box *market.BoxData, currentDirection market.GridDirection) bool {
+	if box == nil || currentDirection == market.GridDirectionNeutral {
+		return false
+	}
+
+	price := box.CurrentPrice
+	// Check if price is back inside the short box
+	return price >= box.ShortLower && price <= box.ShortUpper
+}

trader/grid_regime_test.go

@@ -120,3 +120,223 @@ func TestGetBreakoutAction(t *testing.T) {
 		})
 	}
 }
+
+// ============================================================================
+// Grid Direction Tests
+// ============================================================================
+
+func TestGetBuySellRatio(t *testing.T) {
+	tests := []struct {
+		name      string
+		direction market.GridDirection
+		biasRatio float64
+		wantBuy   float64
+		wantSell  float64
+	}{
+		{"neutral", market.GridDirectionNeutral, 0.7, 0.5, 0.5},
+		{"long", market.GridDirectionLong, 0.7, 1.0, 0.0},
+		{"short", market.GridDirectionShort, 0.7, 0.0, 1.0},
+		{"long_bias_default", market.GridDirectionLongBias, 0.7, 0.7, 0.3},
+		{"short_bias_default", market.GridDirectionShortBias, 0.7, 0.3, 0.7},
+		{"long_bias_custom", market.GridDirectionLongBias, 0.8, 0.8, 0.2},
+		{"short_bias_custom", market.GridDirectionShortBias, 0.8, 0.2, 0.8},
+		{"invalid_bias_uses_default", market.GridDirectionLongBias, 0, 0.7, 0.3},
+		{"negative_bias_uses_default", market.GridDirectionLongBias, -1, 0.7, 0.3},
+	}
+
+	const tolerance = 0.0001
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			buy, sell := tt.direction.GetBuySellRatio(tt.biasRatio)
+			buyDiff := buy - tt.wantBuy
+			sellDiff := sell - tt.wantSell
+			if buyDiff < -tolerance || buyDiff > tolerance || sellDiff < -tolerance || sellDiff > tolerance {
+				t.Errorf("GetBuySellRatio(%v, %v) = (%v, %v), want (%v, %v)",
+					tt.direction, tt.biasRatio, buy, sell, tt.wantBuy, tt.wantSell)
+			}
+		})
+	}
+}
+
+func TestDetermineGridDirection(t *testing.T) {
+	box := &market.BoxData{
+		ShortUpper:   100,
+		ShortLower:   90,
+		MidUpper:     105,
+		MidLower:     85,
+		LongUpper:    110,
+		LongLower:    80,
+		CurrentPrice: 95,
+	}
+
+	tests := []struct {
+		name             string
+		currentDirection market.GridDirection
+		breakoutLevel    market.BreakoutLevel
+		direction        string
+		expected         market.GridDirection
+	}{
+		// Short box breakouts
+		{
+			name:             "short_breakout_up_neutral",
+			currentDirection: market.GridDirectionNeutral,
+			breakoutLevel:    market.BreakoutShort,
+			direction:        "up",
+			expected:         market.GridDirectionLongBias,
+		},
+		{
+			name:             "short_breakout_down_neutral",
+			currentDirection: market.GridDirectionNeutral,
+			breakoutLevel:    market.BreakoutShort,
+			direction:        "down",
+			expected:         market.GridDirectionShortBias,
+		},
+		// Mid box breakouts
+		{
+			name:             "mid_breakout_up",
+			currentDirection: market.GridDirectionLongBias,
+			breakoutLevel:    market.BreakoutMid,
+			direction:        "up",
+			expected:         market.GridDirectionLong,
+		},
+		{
+			name:             "mid_breakout_down",
+			currentDirection: market.GridDirectionShortBias,
+			breakoutLevel:    market.BreakoutMid,
+			direction:        "down",
+			expected:         market.GridDirectionShort,
+		},
+		// Long box breakout - maintains current (emergency handling)
+		{
+			name:             "long_breakout_maintains",
+			currentDirection: market.GridDirectionLong,
+			breakoutLevel:    market.BreakoutLong,
+			direction:        "up",
+			expected:         market.GridDirectionLong,
+		},
+		// No breakout - tests recovery logic
+		{
+			name:             "no_breakout_neutral_stays",
+			currentDirection: market.GridDirectionNeutral,
+			breakoutLevel:    market.BreakoutNone,
+			direction:        "",
+			expected:         market.GridDirectionNeutral,
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := determineGridDirection(box, tt.currentDirection, tt.breakoutLevel, tt.direction)
+			if result != tt.expected {
+				t.Errorf("determineGridDirection() = %v, want %v", result, tt.expected)
+			}
+		})
+	}
+}
+
+func TestDetermineRecoveryDirection(t *testing.T) {
+	box := &market.BoxData{
+		ShortUpper:   100,
+		ShortLower:   90,
+		MidUpper:     105,
+		MidLower:     85,
+		LongUpper:    110,
+		LongLower:    80,
+		CurrentPrice: 95, // Inside short box
+	}
+
+	tests := []struct {
+		name             string
+		price            float64
+		currentDirection market.GridDirection
+		expected         market.GridDirection
+	}{
+		// Inside short box - should recover
+		{"long_to_long_bias", 95, market.GridDirectionLong, market.GridDirectionLongBias},
+		{"long_bias_to_neutral", 95, market.GridDirectionLongBias, market.GridDirectionNeutral},
+		{"short_to_short_bias", 95, market.GridDirectionShort, market.GridDirectionShortBias},
+		{"short_bias_to_neutral", 95, market.GridDirectionShortBias, market.GridDirectionNeutral},
+		{"neutral_stays_neutral", 95, market.GridDirectionNeutral, market.GridDirectionNeutral},
+
+		// Outside short box - should maintain
+		{"long_outside_stays", 101, market.GridDirectionLong, market.GridDirectionLong},
+		{"short_outside_stays", 89, market.GridDirectionShort, market.GridDirectionShort},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := determineRecoveryDirection(tt.price, box, tt.currentDirection)
+			if result != tt.expected {
+				t.Errorf("determineRecoveryDirection(%v, %v) = %v, want %v",
+					tt.price, tt.currentDirection, result, tt.expected)
+			}
+		})
+	}
+}
+
+func TestGetBreakoutActionWithDirection(t *testing.T) {
+	tests := []struct {
+		name                  string
+		level                 market.BreakoutLevel
+		enableDirectionAdjust bool
+		expected              BreakoutAction
+	}{
+		// Direction adjustment disabled - original behavior
+		{"short_disabled", market.BreakoutShort, false, BreakoutActionReducePosition},
+		{"mid_disabled", market.BreakoutMid, false, BreakoutActionPauseGrid},
+		{"long_disabled", market.BreakoutLong, false, BreakoutActionCloseAll},
+
+		// Direction adjustment enabled
+		{"short_enabled", market.BreakoutShort, true, BreakoutActionAdjustDirection},
+		{"mid_enabled", market.BreakoutMid, true, BreakoutActionAdjustDirection},
+		{"long_enabled", market.BreakoutLong, true, BreakoutActionCloseAll}, // Long always triggers emergency
+		{"none_enabled", market.BreakoutNone, true, BreakoutActionNone},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			action := getBreakoutActionWithDirection(tt.level, tt.enableDirectionAdjust)
+			if action != tt.expected {
+				t.Errorf("getBreakoutActionWithDirection(%v, %v) = %v, want %v",
+					tt.level, tt.enableDirectionAdjust, action, tt.expected)
+			}
+		})
+	}
+}
+
+func TestShouldRecoverDirection(t *testing.T) {
+	box := &market.BoxData{
+		ShortUpper:   100,
+		ShortLower:   90,
+		MidUpper:     105,
+		MidLower:     85,
+		LongUpper:    110,
+		LongLower:    80,
+		CurrentPrice: 95,
+	}
+
+	tests := []struct {
+		name      string
+		price     float64
+		direction market.GridDirection
+		expected  bool
+	}{
+		{"neutral_inside_no_recovery", 95, market.GridDirectionNeutral, false},
+		{"long_inside_should_recover", 95, market.GridDirectionLong, true},
+		{"long_outside_no_recovery", 101, market.GridDirectionLong, false},
+		{"short_inside_should_recover", 95, market.GridDirectionShort, true},
+		{"short_outside_no_recovery", 89, market.GridDirectionShort, false},
+		{"long_bias_inside_should_recover", 95, market.GridDirectionLongBias, true},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			box.CurrentPrice = tt.price
+			result := shouldRecoverDirection(box, tt.direction)
+			if result != tt.expected {
+				t.Errorf("shouldRecoverDirection(price=%v, %v) = %v, want %v",
+					tt.price, tt.direction, result, tt.expected)
+			}
+		})
+	}
+}

trader/hyperliquid/balance_test.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"os"

trader/hyperliquid/order_sync.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"fmt"

trader/hyperliquid/sync_test.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"math"

trader/hyperliquid/trader.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"bytes"
@@ -16,6 +16,7 @@ import (
 
 	"github.com/ethereum/go-ethereum/crypto"
 	"github.com/sonirico/go-hyperliquid"
+	"nofx/trader/types"
 )
 
 // HyperliquidTrader Hyperliquid trader
@@ -249,7 +250,7 @@ func (t *HyperliquidTrader) GetBalance() (map[string]interface{}, error) {
 	// AccountValue = Total account equity (includes idle funds + position value + unrealized PnL)
 	// TotalMarginUsed = Margin used by positions (included in AccountValue, for display only)
 	//
-	// To be compatible with auto_trader.go calculation logic (totalEquity = totalWalletBalance + totalUnrealizedProfit)
+	// To be compatible with auto_types.go calculation logic (totalEquity = totalWalletBalance + totalUnrealizedProfit)
 	// Need to return "wallet balance without unrealized PnL"
 	walletBalanceWithoutUnrealized := accountValue - totalUnrealizedPnl
 
@@ -1950,14 +1951,14 @@ func absFloat(x float64) float64 {
 // GetClosedPnL gets recent closing trades from Hyperliquid
 // Note: Hyperliquid does NOT have a position history API, only fill history.
 // This returns individual closing trades for real-time position closure detection.
-func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	trades, err := t.GetTrades(startTime, limit)
 	if err != nil {
 		return nil, err
 	}
 
 	// Filter only closing trades (realizedPnl != 0)
-	var records []ClosedPnLRecord
+	var records []types.ClosedPnLRecord
 	for _, trade := range trades {
 		if trade.RealizedPnL == 0 {
 			continue
@@ -1981,7 +1982,7 @@ func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]Clos
 			}
 		}
 
-		records = append(records, ClosedPnLRecord{
+		records = append(records, types.ClosedPnLRecord{
 			Symbol:      trade.Symbol,
 			Side:        side,
 			EntryPrice:  entryPrice,
@@ -2001,7 +2002,7 @@ func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]Clos
 }
 
 // GetTrades retrieves trade history from Hyperliquid
-func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
+func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
 	// Use UserFillsByTime API
 	startTimeMs := startTime.UnixMilli()
 	fills, err := t.exchange.Info().UserFillsByTime(t.ctx, t.walletAddr, startTimeMs, nil, nil)
@@ -2009,7 +2010,7 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 		return nil, fmt.Errorf("failed to get user fills: %w", err)
 	}
 
-	var trades []TradeRecord
+	var trades []types.TradeRecord
 	for _, fill := range fills {
 		price, _ := strconv.ParseFloat(fill.Price, 64)
 		qty, _ := strconv.ParseFloat(fill.Size, 64)
@@ -2054,7 +2055,7 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 		}
 
 		// Hyperliquid uses one-way mode, so PositionSide is "BOTH"
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:      strconv.FormatInt(fill.Tid, 10),
 			Symbol:       fill.Coin,
 			Side:         side,
@@ -2082,13 +2083,13 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 var defaultBuilder *hyperliquid.BuilderInfo = nil
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
 	openOrders, err := t.exchange.Info().OpenOrders(t.ctx, t.walletAddr)
 	if err != nil {
 		return nil, fmt.Errorf("failed to get open orders: %w", err)
 	}
 
-	var result []OpenOrder
+	var result []types.OpenOrder
 	for _, order := range openOrders {
 		if order.Coin != symbol {
 			continue
@@ -2099,7 +2100,7 @@ func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 			side = "SELL"
 		}
 
-		result = append(result, OpenOrder{
+		result = append(result, types.OpenOrder{
 			OrderID:      fmt.Sprintf("%d", order.Oid),
 			Symbol:       order.Coin,
 			Side:         side,
@@ -2117,7 +2118,7 @@ func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 
 // PlaceLimitOrder places a limit order for grid trading
 // Implements GridTrader interface
-func (t *HyperliquidTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
+func (t *HyperliquidTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
 	coin := convertSymbolToHyperliquid(req.Symbol)
 
 	// Set leverage if specified and not xyz dex
@@ -2165,7 +2166,7 @@ func (t *HyperliquidTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrder
 	logger.Infof("✓ [Hyperliquid] Limit order placed: %s %s @ %.4f",
 		coin, req.Side, roundedPrice)
 
-	return &LimitOrderResult{
+	return &types.LimitOrderResult{
 		OrderID:      orderID,
 		ClientID:     req.ClientID,
 		Symbol:       req.Symbol,

trader/hyperliquid/trader_race_test.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"context"
@@ -11,7 +11,7 @@ import (
 // TestMetaConcurrentAccess tests that concurrent access to meta field is safe
 func TestMetaConcurrentAccess(t *testing.T) {
 	// Create a HyperliquidTrader instance with meta initialized
-	trader := &HyperliquidTrader{
+	ht := &HyperliquidTrader{
 		ctx: context.Background(),
 		meta: &hyperliquid.Meta{
 			Universe: []hyperliquid.AssetInfo{
@@ -32,7 +32,7 @@ func TestMetaConcurrentAccess(t *testing.T) {
 		go func() {
 			defer wg.Done()
 			// This should not cause race conditions
-			decimals := trader.getSzDecimals("BTC")
+			decimals := ht.getSzDecimals("BTC")
 			if decimals != 5 {
 				t.Errorf("Expected decimals 5, got %d", decimals)
 			}
@@ -44,7 +44,7 @@ func TestMetaConcurrentAccess(t *testing.T) {
 
 // TestMetaConcurrentReadWrite tests concurrent reads and writes to meta field
 func TestMetaConcurrentReadWrite(t *testing.T) {
-	trader := &HyperliquidTrader{
+	ht := &HyperliquidTrader{
 		ctx: context.Background(),
 		meta: &hyperliquid.Meta{
 			Universe: []hyperliquid.AssetInfo{
@@ -62,7 +62,7 @@ func TestMetaConcurrentReadWrite(t *testing.T) {
 		wg.Add(1)
 		go func() {
 			defer wg.Done()
-			trader.getSzDecimals("BTC")
+			ht.getSzDecimals("BTC")
 		}()
 	}
 
@@ -72,36 +72,36 @@ func TestMetaConcurrentReadWrite(t *testing.T) {
 		go func(iteration int) {
 			defer wg.Done()
 			// Simulate meta update
-			trader.metaMutex.Lock()
-			trader.meta = &hyperliquid.Meta{
+			ht.metaMutex.Lock()
+			ht.meta = &hyperliquid.Meta{
 				Universe: []hyperliquid.AssetInfo{
 					{Name: "BTC", SzDecimals: 5 + iteration%3},
 					{Name: "ETH", SzDecimals: 4},
 				},
 			}
-			trader.metaMutex.Unlock()
+			ht.metaMutex.Unlock()
 		}(i)
 	}
 
 	wg.Wait()
 
 	// Verify meta is not nil after all operations
-	trader.metaMutex.RLock()
-	if trader.meta == nil {
+	ht.metaMutex.RLock()
+	if ht.meta == nil {
 		t.Error("Meta should not be nil after concurrent operations")
 	}
-	trader.metaMutex.RUnlock()
+	ht.metaMutex.RUnlock()
 }
 
 // TestGetSzDecimals_NilMeta tests getSzDecimals with nil meta
 func TestGetSzDecimals_NilMeta(t *testing.T) {
-	trader := &HyperliquidTrader{
+	ht := &HyperliquidTrader{
 		meta:      nil,
 		metaMutex: sync.RWMutex{},
 	}
 
 	// Should return default value 4 when meta is nil
-	decimals := trader.getSzDecimals("BTC")
+	decimals := ht.getSzDecimals("BTC")
 	expectedDecimals := 4
 
 	if decimals != expectedDecimals {
@@ -111,7 +111,7 @@ func TestGetSzDecimals_NilMeta(t *testing.T) {
 
 // TestGetSzDecimals_ValidMeta tests getSzDecimals with valid meta
 func TestGetSzDecimals_ValidMeta(t *testing.T) {
-	trader := &HyperliquidTrader{
+	ht := &HyperliquidTrader{
 		meta: &hyperliquid.Meta{
 			Universe: []hyperliquid.AssetInfo{
 				{Name: "BTC", SzDecimals: 5},
@@ -133,7 +133,7 @@ func TestGetSzDecimals_ValidMeta(t *testing.T) {
 
 	for _, tt := range tests {
 		t.Run(tt.coin, func(t *testing.T) {
-			decimals := trader.getSzDecimals(tt.coin)
+			decimals := ht.getSzDecimals(tt.coin)
 			if decimals != tt.expectedDecimals {
 				t.Errorf("For coin %s, expected decimals %d, got %d", tt.coin, tt.expectedDecimals, decimals)
 			}
@@ -144,7 +144,7 @@ func TestGetSzDecimals_ValidMeta(t *testing.T) {
 // TestMetaMutex_NoRaceCondition tests that using -race detector finds no issues
 // Run with: go test -race -run TestMetaMutex_NoRaceCondition
 func TestMetaMutex_NoRaceCondition(t *testing.T) {
-	trader := &HyperliquidTrader{
+	ht := &HyperliquidTrader{
 		ctx: context.Background(),
 		meta: &hyperliquid.Meta{
 			Universe: []hyperliquid.AssetInfo{
@@ -163,8 +163,8 @@ func TestMetaMutex_NoRaceCondition(t *testing.T) {
 		wg.Add(1)
 		go func() {
 			defer wg.Done()
-			trader.getSzDecimals("BTC")
-			trader.getSzDecimals("ETH")
+			ht.getSzDecimals("BTC")
+			ht.getSzDecimals("ETH")
 		}()
 	}
 
@@ -173,15 +173,15 @@ func TestMetaMutex_NoRaceCondition(t *testing.T) {
 		wg.Add(1)
 		go func(idx int) {
 			defer wg.Done()
-			trader.metaMutex.Lock()
-			trader.meta = &hyperliquid.Meta{
+			ht.metaMutex.Lock()
+			ht.meta = &hyperliquid.Meta{
 				Universe: []hyperliquid.AssetInfo{
 					{Name: "BTC", SzDecimals: 5},
 					{Name: "ETH", SzDecimals: 4},
 					{Name: "SOL", SzDecimals: 3},
 				},
 			}
-			trader.metaMutex.Unlock()
+			ht.metaMutex.Unlock()
 		}(i)
 	}
 

trader/hyperliquid/trader_test.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"context"
@@ -11,6 +11,8 @@ import (
 	"github.com/ethereum/go-ethereum/crypto"
 	"github.com/sonirico/go-hyperliquid"
 	"github.com/stretchr/testify/assert"
+	"nofx/trader/testutil"
+	"nofx/trader/types"
 )
 
 // ============================================================
@@ -20,9 +22,9 @@ import (
 // HyperliquidTestSuite Hyperliquid trader test suite
 // Inherits TraderTestSuite and adds Hyperliquid-specific mock logic
 type HyperliquidTestSuite struct {
-	*TraderTestSuite // Embeds base test suite
-	mockServer       *httptest.Server
-	privateKey       *ecdsa.PrivateKey
+	*testutil.TraderTestSuite // Embeds base test suite
+	mockServer              *httptest.Server
+	privateKey              *ecdsa.PrivateKey
 }
 
 // NewHyperliquidTestSuite Create Hyperliquid test suite
@@ -216,7 +218,7 @@ func NewHyperliquidTestSuite(t *testing.T) *HyperliquidTestSuite {
 		},
 	}
 
-	trader := &HyperliquidTrader{
+	traderInstance := &HyperliquidTrader{
 		exchange:      exchange,
 		ctx:           ctx,
 		walletAddr:    walletAddr,
@@ -225,7 +227,7 @@ func NewHyperliquidTestSuite(t *testing.T) *HyperliquidTestSuite {
 	}
 
 	// Create base suite
-	baseSuite := NewTraderTestSuite(t, trader)
+	baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
 
 	return &HyperliquidTestSuite{
 		TraderTestSuite: baseSuite,
@@ -248,7 +250,7 @@ func (s *HyperliquidTestSuite) Cleanup() {
 
 // TestHyperliquidTrader_InterfaceCompliance Test interface compliance
 func TestHyperliquidTrader_InterfaceCompliance(t *testing.T) {
-	var _ Trader = (*HyperliquidTrader)(nil)
+	var _ types.Trader = (*HyperliquidTrader)(nil)
 }
 
 // TestHyperliquidTrader_CommonInterface Run all common interface tests using test suite
@@ -562,8 +564,8 @@ func TestHyperliquidTrader_GetSzDecimals(t *testing.T) {
 
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
-			trader := &HyperliquidTrader{meta: tt.meta}
-			result := trader.getSzDecimals(tt.coin)
+			ht := &HyperliquidTrader{meta: tt.meta}
+			result := ht.getSzDecimals(tt.coin)
 			assert.Equal(t, tt.expected, result)
 		})
 	}

trader/hyperliquid/xyz_dex_test.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"bytes"

trader/interface.go

@@ -3,161 +3,19 @@ package trader
 import (
 	"fmt"
 	"nofx/logger"
-	"time"
+	"nofx/trader/types"
 )
 
-// ClosedPnLRecord represents a single closed position record from exchange
-type ClosedPnLRecord struct {
-	Symbol       string    // Trading pair (e.g., "BTCUSDT")
-	Side         string    // "long" or "short"
-	EntryPrice   float64   // Entry price
-	ExitPrice    float64   // Exit/close price
-	Quantity     float64   // Position size
-	RealizedPnL  float64   // Realized profit/loss
-	Fee          float64   // Trading fee/commission
-	Leverage     int       // Leverage used
-	EntryTime    time.Time // Position open time
-	ExitTime     time.Time // Position close time
-	OrderID      string    // Close order ID
-	CloseType    string    // "manual", "stop_loss", "take_profit", "liquidation", "unknown"
-	ExchangeID   string    // Exchange-specific position ID
-}
-
-// TradeRecord represents a single trade/fill from exchange
-// Used for reconstructing position history with unified algorithm
-type TradeRecord struct {
-	TradeID      string    // Unique trade ID from exchange
-	Symbol       string    // Trading pair (e.g., "BTCUSDT")
-	Side         string    // "BUY" or "SELL"
-	PositionSide string    // "LONG", "SHORT", or "BOTH" (for one-way mode)
-	OrderAction  string    // "open_long", "open_short", "close_long", "close_short" (from exchange Dir field)
-	Price        float64   // Execution price
-	Quantity     float64   // Executed quantity
-	RealizedPnL  float64   // Realized PnL (non-zero for closing trades)
-	Fee          float64   // Trading fee/commission
-	Time         time.Time // Trade execution time
-}
-
-// Trader Unified trader interface
-// Supports multiple trading platforms (Binance, Hyperliquid, etc.)
-type Trader interface {
-	// GetBalance Get account balance
-	GetBalance() (map[string]interface{}, error)
-
-	// GetPositions Get all positions
-	GetPositions() ([]map[string]interface{}, error)
-
-	// OpenLong Open long position
-	OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
-
-	// OpenShort Open short position
-	OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
-
-	// CloseLong Close long position (quantity=0 means close all)
-	CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
-
-	// CloseShort Close short position (quantity=0 means close all)
-	CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
-
-	// SetLeverage Set leverage
-	SetLeverage(symbol string, leverage int) error
-
-	// SetMarginMode Set position mode (true=cross margin, false=isolated margin)
-	SetMarginMode(symbol string, isCrossMargin bool) error
-
-	// GetMarketPrice Get market price
-	GetMarketPrice(symbol string) (float64, error)
-
-	// SetStopLoss Set stop-loss order
-	SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error
-
-	// SetTakeProfit Set take-profit order
-	SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error
-
-	// CancelStopLossOrders Cancel only stop-loss orders (BUG fix: don't delete take-profit when adjusting stop-loss)
-	CancelStopLossOrders(symbol string) error
-
-	// CancelTakeProfitOrders Cancel only take-profit orders (BUG fix: don't delete stop-loss when adjusting take-profit)
-	CancelTakeProfitOrders(symbol string) error
-
-	// CancelAllOrders Cancel all pending orders for this symbol
-	CancelAllOrders(symbol string) error
-
-	// CancelStopOrders Cancel stop-loss/take-profit orders for this symbol (for adjusting stop-loss/take-profit positions)
-	CancelStopOrders(symbol string) error
-
-	// FormatQuantity Format quantity to correct precision
-	FormatQuantity(symbol string, quantity float64) (string, error)
-
-	// GetOrderStatus Get order status
-	// Returns: status(FILLED/NEW/CANCELED), avgPrice, executedQty, commission
-	GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error)
-
-	// GetClosedPnL Get closed position PnL records from exchange
-	// startTime: start time for query (usually last sync time)
-	// limit: max number of records to return
-	// Returns accurate exit price, fees, and close reason for positions closed externally
-	GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error)
-
-	// GetOpenOrders Get open/pending orders from exchange
-	// Returns stop-loss, take-profit, and limit orders that haven't been filled
-	GetOpenOrders(symbol string) ([]OpenOrder, error)
-}
-
-// OpenOrder represents a pending order on the exchange
-type OpenOrder struct {
-	OrderID      string  `json:"order_id"`
-	Symbol       string  `json:"symbol"`
-	Side         string  `json:"side"`          // BUY/SELL
-	PositionSide string  `json:"position_side"` // LONG/SHORT
-	Type         string  `json:"type"`          // LIMIT/STOP_MARKET/TAKE_PROFIT_MARKET
-	Price        float64 `json:"price"`         // Order price (for limit orders)
-	StopPrice    float64 `json:"stop_price"`    // Trigger price (for stop orders)
-	Quantity     float64 `json:"quantity"`
-	Status       string  `json:"status"` // NEW
-}
-
-// LimitOrderRequest represents a limit order request for grid trading
-type LimitOrderRequest struct {
-	Symbol       string  `json:"symbol"`
-	Side         string  `json:"side"`          // BUY/SELL
-	PositionSide string  `json:"position_side"` // LONG/SHORT (for hedge mode)
-	Price        float64 `json:"price"`         // Limit price
-	Quantity     float64 `json:"quantity"`
-	Leverage     int     `json:"leverage"`
-	PostOnly     bool    `json:"post_only"`     // Maker only order
-	ReduceOnly   bool    `json:"reduce_only"`   // Reduce position only
-	ClientID     string  `json:"client_id"`     // Client order ID for tracking
-}
-
-// LimitOrderResult represents the result of placing a limit order
-type LimitOrderResult struct {
-	OrderID      string  `json:"order_id"`
-	ClientID     string  `json:"client_id"`
-	Symbol       string  `json:"symbol"`
-	Side         string  `json:"side"`
-	PositionSide string  `json:"position_side"`
-	Price        float64 `json:"price"`
-	Quantity     float64 `json:"quantity"`
-	Status       string  `json:"status"` // NEW, PARTIALLY_FILLED, FILLED, CANCELED
-}
-
-// GridTrader extends Trader interface with limit order support for grid trading
-// Exchanges that support grid trading should implement this interface
-type GridTrader interface {
-	Trader
-
-	// PlaceLimitOrder places a limit order at specified price
-	// Returns order ID and status
-	PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error)
-
-	// CancelOrder cancels a specific order by ID
-	CancelOrder(symbol, orderID string) error
-
-	// GetOrderBook gets current order book (for price validation)
-	// Returns best bid/ask prices
-	GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error)
-}
+// Re-export types for backward compatibility
+type (
+	ClosedPnLRecord   = types.ClosedPnLRecord
+	TradeRecord       = types.TradeRecord
+	Trader            = types.Trader
+	OpenOrder         = types.OpenOrder
+	LimitOrderRequest = types.LimitOrderRequest
+	LimitOrderResult  = types.LimitOrderResult
+	GridTrader        = types.GridTrader
+)
 
 // GridTraderAdapter wraps a basic Trader to provide GridTrader interface
 // Uses stop orders as a fallback when limit orders aren't directly available

trader/kucoin/order_sync.go

@@ -0,0 +1,412 @@
+package kucoin
+
+import (
+	"encoding/json"
+	"fmt"
+	"nofx/logger"
+	"nofx/store"
+	"nofx/trader/types"
+	"sort"
+	"strings"
+	"time"
+)
+
+// KuCoinTrade represents a trade record from KuCoin fill history
+type KuCoinTrade struct {
+	Symbol      string
+	TradeID     string
+	OrderID     string
+	Side        string // buy or sell
+	FillPrice   float64
+	FillQty     float64 // In base currency (e.g., ETH), not lots
+	Fee         float64
+	FeeAsset    string
+	ExecTime    time.Time
+	ProfitLoss  float64
+	OrderAction string // open_long, open_short, close_long, close_short
+}
+
+// GetTrades retrieves trade/fill records from KuCoin
+func (t *KuCoinTrader) GetTrades(startTime time.Time, limit int) ([]KuCoinTrade, error) {
+	if limit <= 0 {
+		limit = 100
+	}
+	if limit > 100 {
+		limit = 100 // KuCoin max limit
+	}
+
+	// Build query path
+	path := fmt.Sprintf("%s?pageSize=%d", kucoinFillsPath, limit)
+	if !startTime.IsZero() {
+		path += fmt.Sprintf("&startAt=%d", startTime.UnixMilli())
+	}
+
+	data, err := t.doRequest("GET", path, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get trade history: %w", err)
+	}
+
+	var response struct {
+		CurrentPage int `json:"currentPage"`
+		PageSize    int `json:"pageSize"`
+		TotalNum    int `json:"totalNum"`
+		TotalPage   int `json:"totalPage"`
+		Items       []struct {
+			Symbol      string `json:"symbol"`
+			TradeId     string `json:"tradeId"`
+			OrderId     string `json:"orderId"`
+			Side        string `json:"side"`
+			Price       string `json:"price"`
+			Size        int64  `json:"size"`
+			Value       string `json:"value"`       // Trade value in quote currency
+			Fee         string `json:"fee"`         // Total fee
+			FeeRate     string `json:"feeRate"`     // Fee rate
+			FeeCurrency string `json:"feeCurrency"` // Fee currency (USDT)
+			OpenFeePay  string `json:"openFeePay"`  // Fee for opening (>0 means opening trade)
+			CloseFeePay string `json:"closeFeePay"` // Fee for closing (>0 means closing trade)
+			TradeTime   int64  `json:"tradeTime"`   // Nanoseconds
+			MarginMode  string `json:"marginMode"`  // CROSS or ISOLATED
+			OrderType   string `json:"orderType"`   // market, limit
+		} `json:"items"`
+	}
+
+	if err := json.Unmarshal(data, &response); err != nil {
+		return nil, fmt.Errorf("failed to parse trade history: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from KuCoin", len(response.Items))
+
+	result := make([]KuCoinTrade, 0, len(response.Items))
+
+	for _, trade := range response.Items {
+		// Parse numeric values from strings
+		var fillPrice, fee, openFeePay, closeFeePay float64
+		fmt.Sscanf(trade.Price, "%f", &fillPrice)
+		fmt.Sscanf(trade.Fee, "%f", &fee)
+		fmt.Sscanf(trade.OpenFeePay, "%f", &openFeePay)
+		fmt.Sscanf(trade.CloseFeePay, "%f", &closeFeePay)
+
+		// Get multiplier from contract info
+		symbol := t.convertSymbolBack(trade.Symbol)
+		var multiplier float64
+		contract, err := t.getContract(symbol)
+		if err == nil && contract != nil {
+			multiplier = contract.Multiplier
+		} else {
+			// Default multipliers based on symbol
+			if strings.Contains(symbol, "BTC") {
+				multiplier = 0.001
+			} else {
+				multiplier = 0.01 // Default for altcoins
+			}
+		}
+
+		// Convert lots to actual quantity
+		absSize := trade.Size
+		if absSize < 0 {
+			absSize = -absSize
+		}
+		fillQty := float64(absSize) * multiplier
+
+		// Determine side and order action
+		// KuCoin uses openFeePay/closeFeePay to indicate if trade is opening or closing
+		side := strings.ToUpper(trade.Side) // BUY or SELL
+		isClosing := closeFeePay > 0
+
+		var orderAction string
+		if trade.Side == "buy" {
+			if isClosing {
+				// Buying to close short
+				orderAction = "close_short"
+			} else {
+				// Buying to open long
+				orderAction = "open_long"
+			}
+		} else { // sell
+			if isClosing {
+				// Selling to close long
+				orderAction = "close_long"
+			} else {
+				// Selling to open short
+				orderAction = "open_short"
+			}
+		}
+
+		// Trade time is in nanoseconds
+		execTime := time.Unix(0, trade.TradeTime)
+
+		result = append(result, KuCoinTrade{
+			Symbol:      symbol,
+			TradeID:     trade.TradeId,
+			OrderID:     trade.OrderId,
+			Side:        side,
+			FillPrice:   fillPrice,
+			FillQty:     fillQty,
+			Fee:         fee,
+			FeeAsset:    trade.FeeCurrency,
+			ExecTime:    execTime,
+			ProfitLoss:  0, // KuCoin fills API doesn't return PnL per trade
+			OrderAction: orderAction,
+		})
+	}
+
+	// Sort by execution time (oldest first)
+	sort.Slice(result, func(i, j int) bool {
+		return result[i].ExecTime.Before(result[j].ExecTime)
+	})
+
+	return result, nil
+}
+
+// GetRecentTrades retrieves recent trades (faster, no pagination)
+func (t *KuCoinTrader) GetRecentTrades() ([]KuCoinTrade, error) {
+	data, err := t.doRequest("GET", kucoinRecentFillsPath, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get recent trades: %w", err)
+	}
+
+	var trades []struct {
+		Symbol      string `json:"symbol"`
+		TradeId     string `json:"tradeId"`
+		OrderId     string `json:"orderId"`
+		Side        string `json:"side"`
+		Price       string `json:"price"`
+		Size        int64  `json:"size"`
+		Fee         string `json:"fee"`
+		FeeCurrency string `json:"feeCurrency"`
+		OpenFeePay  string `json:"openFeePay"`
+		CloseFeePay string `json:"closeFeePay"`
+		TradeTime   int64  `json:"tradeTime"`
+	}
+
+	if err := json.Unmarshal(data, &trades); err != nil {
+		return nil, fmt.Errorf("failed to parse recent trades: %w", err)
+	}
+
+	result := make([]KuCoinTrade, 0, len(trades))
+
+	for _, trade := range trades {
+		var fillPrice, fee, openFeePay, closeFeePay float64
+		fmt.Sscanf(trade.Price, "%f", &fillPrice)
+		fmt.Sscanf(trade.Fee, "%f", &fee)
+		fmt.Sscanf(trade.OpenFeePay, "%f", &openFeePay)
+		fmt.Sscanf(trade.CloseFeePay, "%f", &closeFeePay)
+
+		// Get multiplier from contract info
+		symbol := t.convertSymbolBack(trade.Symbol)
+		var multiplier float64
+		contract, err := t.getContract(symbol)
+		if err == nil && contract != nil {
+			multiplier = contract.Multiplier
+		} else {
+			if strings.Contains(symbol, "BTC") {
+				multiplier = 0.001
+			} else {
+				multiplier = 0.01
+			}
+		}
+
+		absSize := trade.Size
+		if absSize < 0 {
+			absSize = -absSize
+		}
+		fillQty := float64(absSize) * multiplier
+
+		side := strings.ToUpper(trade.Side)
+		isClosing := closeFeePay > 0
+
+		var orderAction string
+		if trade.Side == "buy" {
+			if isClosing {
+				orderAction = "close_short"
+			} else {
+				orderAction = "open_long"
+			}
+		} else {
+			if isClosing {
+				orderAction = "close_long"
+			} else {
+				orderAction = "open_short"
+			}
+		}
+
+		execTime := time.Unix(0, trade.TradeTime)
+
+		result = append(result, KuCoinTrade{
+			Symbol:      symbol,
+			TradeID:     trade.TradeId,
+			OrderID:     trade.OrderId,
+			Side:        side,
+			FillPrice:   fillPrice,
+			FillQty:     fillQty,
+			Fee:         fee,
+			FeeAsset:    trade.FeeCurrency,
+			ExecTime:    execTime,
+			ProfitLoss:  0,
+			OrderAction: orderAction,
+		})
+	}
+
+	return result, nil
+}
+
+// ToTradeRecord converts KuCoinTrade to types.TradeRecord
+func (t *KuCoinTrade) ToTradeRecord() types.TradeRecord {
+	// Determine position side from order action
+	positionSide := "LONG"
+	if strings.Contains(t.OrderAction, "short") {
+		positionSide = "SHORT"
+	}
+
+	return types.TradeRecord{
+		TradeID:      t.TradeID,
+		Symbol:       t.Symbol,
+		Side:         t.Side,
+		PositionSide: positionSide,
+		OrderAction:  t.OrderAction,
+		Price:        t.FillPrice,
+		Quantity:     t.FillQty,
+		RealizedPnL:  t.ProfitLoss,
+		Fee:          t.Fee,
+		Time:         t.ExecTime,
+	}
+}
+
+// SyncOrdersFromKuCoin syncs KuCoin exchange order history to local database
+// Also creates/updates position records to ensure orders/fills/positions data consistency
+// exchangeID: Exchange account UUID (from exchanges.id)
+// exchangeType: Exchange type ("kucoin")
+func (t *KuCoinTrader) SyncOrdersFromKuCoin(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
+	if st == nil {
+		return fmt.Errorf("store is nil")
+	}
+
+	// Get recent trades (last 24 hours)
+	startTime := time.Now().Add(-24 * time.Hour)
+
+	logger.Infof("🔄 Syncing KuCoin trades from: %s", startTime.Format(time.RFC3339))
+
+	// Use GetTrades method to fetch trade records
+	trades, err := t.GetTrades(startTime, 100)
+	if err != nil {
+		return fmt.Errorf("failed to get trades: %w", err)
+	}
+
+	logger.Infof("📥 Received %d trades from KuCoin", len(trades))
+
+	// Sort trades by time ASC (oldest first) for proper position building
+	sort.Slice(trades, func(i, j int) bool {
+		return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli()
+	})
+
+	// Process trades one by one (no transaction to avoid deadlock)
+	orderStore := st.Order()
+	positionStore := st.Position()
+	posBuilder := store.NewPositionBuilder(positionStore)
+	syncedCount := 0
+
+	for _, trade := range trades {
+		// Check if trade already exists (use exchangeID which is UUID, not exchange type)
+		existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
+		if err == nil && existing != nil {
+			continue // Order already exists, skip
+		}
+
+		// Symbol is already normalized in GetTrades
+		symbol := trade.Symbol
+
+		// Determine position side from order action
+		positionSide := "LONG"
+		if strings.Contains(trade.OrderAction, "short") {
+			positionSide = "SHORT"
+		}
+
+		// Normalize side for storage
+		side := strings.ToUpper(trade.Side)
+
+		// Create order record - use UTC time in milliseconds to avoid timezone issues
+		execTimeMs := trade.ExecTime.UTC().UnixMilli()
+		orderRecord := &store.TraderOrder{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			ExchangeOrderID: trade.TradeID,
+			Symbol:          symbol,
+			Side:            side,
+			PositionSide:    "BOTH", // KuCoin uses one-way position mode
+			Type:            "MARKET",
+			OrderAction:     trade.OrderAction,
+			Quantity:        trade.FillQty,
+			Price:           trade.FillPrice,
+			Status:          "FILLED",
+			FilledQuantity:  trade.FillQty,
+			AvgFillPrice:    trade.FillPrice,
+			Commission:      trade.Fee,
+			FilledAt:        execTimeMs,
+			CreatedAt:       execTimeMs,
+			UpdatedAt:       execTimeMs,
+		}
+
+		// Insert order record
+		if err := orderStore.CreateOrder(orderRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
+			continue
+		}
+
+		// Create fill record - use UTC time in milliseconds
+		fillRecord := &store.TraderFill{
+			TraderID:        traderID,
+			ExchangeID:      exchangeID,   // UUID
+			ExchangeType:    exchangeType, // Exchange type
+			OrderID:         orderRecord.ID,
+			ExchangeOrderID: trade.OrderID,
+			ExchangeTradeID: trade.TradeID,
+			Symbol:          symbol,
+			Side:            side,
+			Price:           trade.FillPrice,
+			Quantity:        trade.FillQty,
+			QuoteQuantity:   trade.FillPrice * trade.FillQty,
+			Commission:      trade.Fee,
+			CommissionAsset: trade.FeeAsset,
+			RealizedPnL:     trade.ProfitLoss,
+			IsMaker:         false,
+			CreatedAt:       execTimeMs,
+		}
+
+		if err := orderStore.CreateFill(fillRecord); err != nil {
+			logger.Infof("  ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
+		}
+
+		// Create/update position record using PositionBuilder
+		if err := posBuilder.ProcessTrade(
+			traderID, exchangeID, exchangeType,
+			symbol, positionSide, trade.OrderAction,
+			trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
+			execTimeMs, trade.TradeID,
+		); err != nil {
+			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
+		} else {
+			logger.Infof("  📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, trade.OrderAction, trade.FillQty)
+		}
+
+		syncedCount++
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
+			trade.TradeID, symbol, side, trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction)
+	}
+
+	logger.Infof("✅ KuCoin order sync completed: %d new trades synced", syncedCount)
+	return nil
+}
+
+// StartOrderSync starts background order sync task for KuCoin
+func (t *KuCoinTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	ticker := time.NewTicker(interval)
+	go func() {
+		for range ticker.C {
+			if err := t.SyncOrdersFromKuCoin(traderID, exchangeID, exchangeType, st); err != nil {
+				logger.Infof("⚠️  KuCoin order sync failed: %v", err)
+			}
+		}
+	}()
+	logger.Infof("🔄 KuCoin order sync started (interval: %v)", interval)
+}

trader/kucoin/order_sync_test.go

@@ -0,0 +1,628 @@
+package kucoin
+
+import (
+	"encoding/json"
+	"fmt"
+	"os"
+	"testing"
+	"time"
+)
+
+// Test credentials - set via environment variables
+func getKuCoinTestCredentials(t *testing.T) (string, string, string) {
+	apiKey := os.Getenv("KUCOIN_TEST_API_KEY")
+	secretKey := os.Getenv("KUCOIN_TEST_SECRET_KEY")
+	passphrase := os.Getenv("KUCOIN_TEST_PASSPHRASE")
+
+	if apiKey == "" || secretKey == "" || passphrase == "" {
+		t.Skip("KuCoin test credentials not set (KUCOIN_TEST_API_KEY, KUCOIN_TEST_SECRET_KEY, KUCOIN_TEST_PASSPHRASE)")
+	}
+
+	return apiKey, secretKey, passphrase
+}
+
+func createKuCoinTestTrader(t *testing.T) *KuCoinTrader {
+	apiKey, secretKey, passphrase := getKuCoinTestCredentials(t)
+	trader := NewKuCoinTrader(apiKey, secretKey, passphrase)
+	return trader
+}
+
+// TestKuCoinConnection tests basic API connectivity
+func TestKuCoinConnection(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	balance, err := trader.GetBalance()
+	if err != nil {
+		t.Fatalf("Failed to get balance: %v", err)
+	}
+
+	t.Logf("✅ Connection OK")
+	t.Logf("  totalWalletBalance: %v", balance["totalWalletBalance"])
+	t.Logf("  availableBalance: %v", balance["availableBalance"])
+	t.Logf("  totalUnrealizedProfit: %v", balance["totalUnrealizedProfit"])
+	t.Logf("  totalEquity: %v", balance["totalEquity"])
+}
+
+// TestKuCoinGetPositions tests position retrieval
+func TestKuCoinGetPositions(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	positions, err := trader.GetPositions()
+	if err != nil {
+		t.Fatalf("Failed to get positions: %v", err)
+	}
+
+	t.Logf("📊 Found %d positions:", len(positions))
+	for i, pos := range positions {
+		symbol := pos["symbol"].(string)
+		side := pos["side"].(string)
+		posAmt := pos["positionAmt"].(float64)
+		entryPrice := pos["entryPrice"].(float64)
+		markPrice := pos["markPrice"].(float64)
+		unrealizedPnl := pos["unRealizedProfit"].(float64)
+		leverage := pos["leverage"].(float64)
+		mgnMode := pos["mgnMode"].(string)
+
+		t.Logf("  [%d] %s %s: qty=%.6f entry=%.4f mark=%.4f pnl=%.4f lev=%.0f mode=%s",
+			i+1, symbol, side, posAmt, entryPrice, markPrice, unrealizedPnl, leverage, mgnMode)
+	}
+}
+
+// TestKuCoinGetTrades tests trade history retrieval with proper JSON parsing
+func TestKuCoinGetTrades(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	// Get trades from last 24 hours (KuCoin API quirk: >24h startAt returns 0)
+	startTime := time.Now().Add(-24 * time.Hour)
+
+	trades, err := trader.GetTrades(startTime, 100)
+	if err != nil {
+		t.Fatalf("Failed to get trades: %v", err)
+	}
+
+	t.Logf("📋 Retrieved %d trades from KuCoin:", len(trades))
+	for i, trade := range trades {
+		t.Logf("  [%d] %s | TradeID: %s | OrderID: %s", i+1, trade.ExecTime.Format("2006-01-02 15:04:05"), trade.TradeID, trade.OrderID)
+		t.Logf("       Symbol: %s | Side: %s | Action: %s", trade.Symbol, trade.Side, trade.OrderAction)
+		t.Logf("       Price: %.4f | Qty: %.6f | Fee: %.6f %s", trade.FillPrice, trade.FillQty, trade.Fee, trade.FeeAsset)
+		t.Logf("       PnL: %.4f", trade.ProfitLoss)
+	}
+
+	// Verify trade data integrity
+	for i, trade := range trades {
+		if trade.TradeID == "" {
+			t.Errorf("Trade %d has empty TradeID", i)
+		}
+		if trade.Symbol == "" {
+			t.Errorf("Trade %d has empty Symbol", i)
+		}
+		if trade.Side != "BUY" && trade.Side != "SELL" {
+			t.Errorf("Trade %d has invalid Side: %s (expected BUY or SELL)", i, trade.Side)
+		}
+		if trade.OrderAction != "open_long" && trade.OrderAction != "open_short" &&
+			trade.OrderAction != "close_long" && trade.OrderAction != "close_short" {
+			t.Errorf("Trade %d has invalid OrderAction: %s", i, trade.OrderAction)
+		}
+		if trade.FillPrice <= 0 {
+			t.Errorf("Trade %d has invalid FillPrice: %.6f", i, trade.FillPrice)
+		}
+		if trade.FillQty <= 0 {
+			t.Errorf("Trade %d has invalid FillQty: %.6f", i, trade.FillQty)
+		}
+	}
+}
+
+// TestKuCoinGetRecentTrades tests recent trades endpoint
+func TestKuCoinGetRecentTrades(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	trades, err := trader.GetRecentTrades()
+	if err != nil {
+		t.Fatalf("Failed to get recent trades: %v", err)
+	}
+
+	t.Logf("📋 Retrieved %d recent trades from KuCoin:", len(trades))
+	for i, trade := range trades {
+		t.Logf("  [%d] %s %s %s qty=%.6f price=%.4f pnl=%.4f action=%s",
+			i+1, trade.ExecTime.Format("01-02 15:04:05"), trade.Symbol, trade.Side,
+			trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.OrderAction)
+	}
+}
+
+// TestKuCoinTradeToRecord tests conversion to TradeRecord
+func TestKuCoinTradeToRecord(t *testing.T) {
+	// Test open_long
+	trade1 := KuCoinTrade{
+		TradeID:     "test-trade-1",
+		Symbol:      "BTCUSDT",
+		Side:        "BUY",
+		OrderAction: "open_long",
+		FillPrice:   50000.0,
+		FillQty:     0.01,
+		Fee:         0.5,
+		ProfitLoss:  0,
+	}
+	record1 := trade1.ToTradeRecord()
+	if record1.PositionSide != "LONG" {
+		t.Errorf("open_long should have PositionSide=LONG, got %s", record1.PositionSide)
+	}
+
+	// Test close_long
+	trade2 := KuCoinTrade{
+		TradeID:     "test-trade-2",
+		Symbol:      "BTCUSDT",
+		Side:        "SELL",
+		OrderAction: "close_long",
+		FillPrice:   51000.0,
+		FillQty:     0.01,
+		Fee:         0.5,
+		ProfitLoss:  10.0,
+	}
+	record2 := trade2.ToTradeRecord()
+	if record2.PositionSide != "LONG" {
+		t.Errorf("close_long should have PositionSide=LONG, got %s", record2.PositionSide)
+	}
+
+	// Test open_short
+	trade3 := KuCoinTrade{
+		TradeID:     "test-trade-3",
+		Symbol:      "ETHUSDT",
+		Side:        "SELL",
+		OrderAction: "open_short",
+		FillPrice:   3000.0,
+		FillQty:     0.1,
+		Fee:         0.3,
+		ProfitLoss:  0,
+	}
+	record3 := trade3.ToTradeRecord()
+	if record3.PositionSide != "SHORT" {
+		t.Errorf("open_short should have PositionSide=SHORT, got %s", record3.PositionSide)
+	}
+
+	// Test close_short
+	trade4 := KuCoinTrade{
+		TradeID:     "test-trade-4",
+		Symbol:      "ETHUSDT",
+		Side:        "BUY",
+		OrderAction: "close_short",
+		FillPrice:   2900.0,
+		FillQty:     0.1,
+		Fee:         0.3,
+		ProfitLoss:  10.0,
+	}
+	record4 := trade4.ToTradeRecord()
+	if record4.PositionSide != "SHORT" {
+		t.Errorf("close_short should have PositionSide=SHORT, got %s", record4.PositionSide)
+	}
+
+	t.Logf("✅ TradeRecord conversion tests passed")
+}
+
+// TestKuCoinOrderActionDetermination tests that order action is correctly determined
+func TestKuCoinOrderActionDetermination(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	startTime := time.Now().Add(-24 * time.Hour)
+	trades, err := trader.GetTrades(startTime, 100)
+	if err != nil {
+		t.Fatalf("Failed to get trades: %v", err)
+	}
+
+	// Analyze trade patterns
+	actionCounts := make(map[string]int)
+	for _, trade := range trades {
+		actionCounts[trade.OrderAction]++
+	}
+
+	t.Logf("📊 Order action distribution:")
+	for action, count := range actionCounts {
+		t.Logf("  %s: %d", action, count)
+	}
+
+	// Verify logical consistency:
+	// - BUY + open_long: opening a long position
+	// - BUY + close_short: closing a short position
+	// - SELL + open_short: opening a short position
+	// - SELL + close_long: closing a long position
+	for i, trade := range trades {
+		switch trade.OrderAction {
+		case "open_long":
+			if trade.Side != "BUY" {
+				t.Errorf("Trade %d: open_long should have Side=BUY, got %s", i, trade.Side)
+			}
+		case "close_short":
+			if trade.Side != "BUY" {
+				t.Errorf("Trade %d: close_short should have Side=BUY, got %s", i, trade.Side)
+			}
+		case "open_short":
+			if trade.Side != "SELL" {
+				t.Errorf("Trade %d: open_short should have Side=SELL, got %s", i, trade.Side)
+			}
+		case "close_long":
+			if trade.Side != "SELL" {
+				t.Errorf("Trade %d: close_long should have Side=SELL, got %s", i, trade.Side)
+			}
+		}
+	}
+}
+
+// TestKuCoinPositionBuilding tests that trades can be used to build position state
+func TestKuCoinPositionBuilding(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	startTime := time.Now().Add(-24 * time.Hour)
+	trades, err := trader.GetTrades(startTime, 100)
+	if err != nil {
+		t.Fatalf("Failed to get trades: %v", err)
+	}
+
+	// Group trades by symbol and build position state
+	type PositionState struct {
+		LongQty    float64
+		ShortQty   float64
+		LongPnL    float64
+		ShortPnL   float64
+		TradeCount int
+	}
+	positions := make(map[string]*PositionState)
+
+	for _, trade := range trades {
+		if positions[trade.Symbol] == nil {
+			positions[trade.Symbol] = &PositionState{}
+		}
+		pos := positions[trade.Symbol]
+		pos.TradeCount++
+
+		switch trade.OrderAction {
+		case "open_long":
+			pos.LongQty += trade.FillQty
+		case "close_long":
+			pos.LongQty -= trade.FillQty
+			pos.LongPnL += trade.ProfitLoss
+		case "open_short":
+			pos.ShortQty += trade.FillQty
+		case "close_short":
+			pos.ShortQty -= trade.FillQty
+			pos.ShortPnL += trade.ProfitLoss
+		}
+	}
+
+	t.Logf("📊 Calculated position states from %d trades:", len(trades))
+	for symbol, pos := range positions {
+		t.Logf("  %s: trades=%d longQty=%.6f shortQty=%.6f longPnL=%.4f shortPnL=%.4f",
+			symbol, pos.TradeCount, pos.LongQty, pos.ShortQty, pos.LongPnL, pos.ShortPnL)
+	}
+
+	// Now compare with actual positions from exchange
+	actualPositions, err := trader.GetPositions()
+	if err != nil {
+		t.Fatalf("Failed to get actual positions: %v", err)
+	}
+
+	t.Logf("\n📊 Actual positions from exchange:")
+	for _, pos := range actualPositions {
+		symbol := pos["symbol"].(string)
+		side := pos["side"].(string)
+		qty := pos["positionAmt"].(float64)
+		t.Logf("  %s %s: qty=%.6f", symbol, side, qty)
+	}
+}
+
+// TestKuCoinRawAPIResponse tests raw API response to verify field types
+func TestKuCoinRawAPIResponse(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	// Make raw request to fills endpoint
+	startTime := time.Now().Add(-24 * time.Hour)
+	path := fmt.Sprintf("%s?pageSize=10&startAt=%d", kucoinFillsPath, startTime.UnixMilli())
+
+	data, err := trader.doRequest("GET", path, nil)
+	if err != nil {
+		t.Fatalf("Failed to get raw fills data: %v", err)
+	}
+
+	t.Logf("📋 Raw API response (first 2000 chars):")
+	response := string(data)
+	if len(response) > 2000 {
+		response = response[:2000] + "..."
+	}
+	t.Logf("%s", response)
+}
+
+// TestKuCoinValueCalculation tests that calculated value (price * qty) matches API value
+// This is the key test to verify multiplier and qty calculation is correct
+func TestKuCoinValueCalculation(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	// Get raw API response to compare
+	path := fmt.Sprintf("%s?pageSize=20", kucoinFillsPath)
+	data, err := trader.doRequest("GET", path, nil)
+	if err != nil {
+		t.Fatalf("Failed to get raw fills: %v", err)
+	}
+
+	var rawResponse struct {
+		Items []struct {
+			Symbol    string `json:"symbol"`
+			TradeId   string `json:"tradeId"`
+			Price     string `json:"price"`
+			Size      int64  `json:"size"`
+			Value     string `json:"value"` // This is the actual USDT value from API
+			Side      string `json:"side"`
+		} `json:"items"`
+	}
+	if err := json.Unmarshal(data, &rawResponse); err != nil {
+		t.Fatalf("Failed to parse raw response: %v", err)
+	}
+
+	// Get trades via GetTrades
+	trades, err := trader.GetTrades(time.Time{}, 20)
+	if err != nil {
+		t.Fatalf("Failed to get trades: %v", err)
+	}
+
+	// Build a map of tradeID -> calculated value
+	calculatedValues := make(map[string]float64)
+	for _, trade := range trades {
+		calculatedValues[trade.TradeID] = trade.FillPrice * trade.FillQty
+	}
+
+	t.Logf("Comparing API value vs calculated value (price * qty):")
+	t.Logf("==========================================")
+
+	errorCount := 0
+	for i, raw := range rawResponse.Items {
+		if i >= 10 {
+			break
+		}
+
+		var apiValue float64
+		fmt.Sscanf(raw.Value, "%f", &apiValue)
+
+		calculatedValue, exists := calculatedValues[raw.TradeId]
+		if !exists {
+			t.Errorf("Trade %s not found in GetTrades result", raw.TradeId)
+			continue
+		}
+
+		// Allow 1% tolerance for rounding
+		tolerance := apiValue * 0.01
+		diff := calculatedValue - apiValue
+		if diff < 0 {
+			diff = -diff
+		}
+
+		status := "✅"
+		if diff > tolerance {
+			status = "❌"
+			errorCount++
+		}
+
+		t.Logf("  %s [%d] %s: API value=%.4f, Calculated=%.4f, Diff=%.4f",
+			status, i+1, raw.Symbol, apiValue, calculatedValue, diff)
+	}
+
+	if errorCount > 0 {
+		t.Errorf("Found %d trades with incorrect value calculation", errorCount)
+	}
+}
+
+// TestKuCoinEntryExitPrice tests that entry/exit prices are correctly captured
+func TestKuCoinEntryExitPrice(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	trades, err := trader.GetTrades(time.Time{}, 50)
+	if err != nil {
+		t.Fatalf("Failed to get trades: %v", err)
+	}
+
+	// Group trades by symbol to track entry/exit
+	type PositionTracker struct {
+		OpenTrades  []KuCoinTrade
+		CloseTrades []KuCoinTrade
+	}
+	positions := make(map[string]*PositionTracker)
+
+	for _, trade := range trades {
+		if positions[trade.Symbol] == nil {
+			positions[trade.Symbol] = &PositionTracker{}
+		}
+		if trade.OrderAction == "open_long" || trade.OrderAction == "open_short" {
+			positions[trade.Symbol].OpenTrades = append(positions[trade.Symbol].OpenTrades, trade)
+		} else {
+			positions[trade.Symbol].CloseTrades = append(positions[trade.Symbol].CloseTrades, trade)
+		}
+	}
+
+	t.Logf("Entry/Exit price analysis:")
+	t.Logf("==========================")
+
+	for symbol, pos := range positions {
+		if len(pos.OpenTrades) == 0 && len(pos.CloseTrades) == 0 {
+			continue
+		}
+
+		// Calculate weighted average entry price
+		var totalEntryValue, totalEntryQty float64
+		for _, trade := range pos.OpenTrades {
+			totalEntryValue += trade.FillPrice * trade.FillQty
+			totalEntryQty += trade.FillQty
+		}
+		avgEntryPrice := 0.0
+		if totalEntryQty > 0 {
+			avgEntryPrice = totalEntryValue / totalEntryQty
+		}
+
+		// Calculate weighted average exit price
+		var totalExitValue, totalExitQty float64
+		for _, trade := range pos.CloseTrades {
+			totalExitValue += trade.FillPrice * trade.FillQty
+			totalExitQty += trade.FillQty
+		}
+		avgExitPrice := 0.0
+		if totalExitQty > 0 {
+			avgExitPrice = totalExitValue / totalExitQty
+		}
+
+		// Calculate P&L (simplified: (exit - entry) * qty for long)
+		pnl := 0.0
+		if totalEntryQty > 0 && totalExitQty > 0 {
+			// Use the smaller qty for P&L calculation
+			closedQty := totalExitQty
+			if totalEntryQty < closedQty {
+				closedQty = totalEntryQty
+			}
+			pnl = (avgExitPrice - avgEntryPrice) * closedQty
+		}
+
+		t.Logf("  %s:", symbol)
+		t.Logf("    Entry: %d trades, total qty=%.6f, avg price=%.6f, value=%.2f USDT",
+			len(pos.OpenTrades), totalEntryQty, avgEntryPrice, totalEntryValue)
+		t.Logf("    Exit:  %d trades, total qty=%.6f, avg price=%.6f, value=%.2f USDT",
+			len(pos.CloseTrades), totalExitQty, avgExitPrice, totalExitValue)
+		t.Logf("    Calculated P&L: %.4f USDT", pnl)
+
+		// Verify entry qty matches exit qty for closed positions
+		if len(pos.OpenTrades) > 0 && len(pos.CloseTrades) > 0 {
+			qtyDiff := totalEntryQty - totalExitQty
+			if qtyDiff < 0 {
+				qtyDiff = -qtyDiff
+			}
+			tolerance := totalEntryQty * 0.001 // 0.1% tolerance
+			if qtyDiff > tolerance {
+				t.Logf("    ⚠️ Entry/Exit qty mismatch: %.6f", qtyDiff)
+			}
+		}
+	}
+}
+
+// TestKuCoinPnLCalculation tests P&L calculation against actual exchange data
+func TestKuCoinPnLCalculation(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	// Get current balance for reference
+	balance, err := trader.GetBalance()
+	if err != nil {
+		t.Logf("Warning: Could not get balance: %v", err)
+	} else {
+		t.Logf("Current account balance:")
+		t.Logf("  Total equity: %v", balance["totalEquity"])
+		t.Logf("  Available: %v", balance["availableBalance"])
+	}
+
+	trades, err := trader.GetTrades(time.Time{}, 50)
+	if err != nil {
+		t.Fatalf("Failed to get trades: %v", err)
+	}
+
+	// Group by symbol and calculate P&L
+	type SymbolPnL struct {
+		Symbol       string
+		TotalFees    float64
+		GrossPnL     float64 // From price difference
+		NetPnL       float64 // Gross - fees
+		OpenQty      float64
+		CloseQty     float64
+		AvgOpenPrice float64
+		AvgClosePrice float64
+	}
+	pnlBySymbol := make(map[string]*SymbolPnL)
+
+	for _, trade := range trades {
+		if pnlBySymbol[trade.Symbol] == nil {
+			pnlBySymbol[trade.Symbol] = &SymbolPnL{Symbol: trade.Symbol}
+		}
+		p := pnlBySymbol[trade.Symbol]
+		p.TotalFees += trade.Fee
+
+		if trade.OrderAction == "open_long" || trade.OrderAction == "open_short" {
+			p.OpenQty += trade.FillQty
+			p.AvgOpenPrice = (p.AvgOpenPrice*(p.OpenQty-trade.FillQty) + trade.FillPrice*trade.FillQty) / p.OpenQty
+		} else {
+			p.CloseQty += trade.FillQty
+			p.AvgClosePrice = (p.AvgClosePrice*(p.CloseQty-trade.FillQty) + trade.FillPrice*trade.FillQty) / p.CloseQty
+		}
+	}
+
+	t.Logf("\nP&L Summary by Symbol:")
+	t.Logf("======================")
+
+	var totalGrossPnL, totalFees, totalNetPnL float64
+
+	for symbol, p := range pnlBySymbol {
+		closedQty := p.CloseQty
+		if p.OpenQty < closedQty {
+			closedQty = p.OpenQty
+		}
+
+		// For LONG: P&L = (exitPrice - entryPrice) * qty
+		if closedQty > 0 && p.AvgOpenPrice > 0 && p.AvgClosePrice > 0 {
+			p.GrossPnL = (p.AvgClosePrice - p.AvgOpenPrice) * closedQty
+			p.NetPnL = p.GrossPnL - p.TotalFees
+		}
+
+		totalGrossPnL += p.GrossPnL
+		totalFees += p.TotalFees
+		totalNetPnL += p.NetPnL
+
+		t.Logf("  %s:", symbol)
+		t.Logf("    Open:  qty=%.6f @ avg price=%.6f", p.OpenQty, p.AvgOpenPrice)
+		t.Logf("    Close: qty=%.6f @ avg price=%.6f", p.CloseQty, p.AvgClosePrice)
+		t.Logf("    Fees: %.4f USDT", p.TotalFees)
+		t.Logf("    Gross P&L: %.4f USDT", p.GrossPnL)
+		t.Logf("    Net P&L: %.4f USDT", p.NetPnL)
+	}
+
+	t.Logf("\nTotal Summary:")
+	t.Logf("  Total Gross P&L: %.4f USDT", totalGrossPnL)
+	t.Logf("  Total Fees: %.4f USDT", totalFees)
+	t.Logf("  Total Net P&L: %.4f USDT", totalNetPnL)
+}
+
+// TestKuCoinGetTradesDebug tests GetTrades with detailed debugging
+func TestKuCoinGetTradesDebug(t *testing.T) {
+	trader := createKuCoinTestTrader(t)
+
+	// Test with different time windows
+	timeWindows := []struct {
+		name     string
+		duration time.Duration
+	}{
+		{"1 hour", 1 * time.Hour},
+		{"24 hours", 24 * time.Hour},
+		{"7 days", 7 * 24 * time.Hour},
+		{"no filter", 0},
+	}
+
+	for _, tw := range timeWindows {
+		var startTime time.Time
+		var path string
+		if tw.duration > 0 {
+			startTime = time.Now().Add(-tw.duration)
+			path = fmt.Sprintf("%s?pageSize=100&startAt=%d", kucoinFillsPath, startTime.UnixMilli())
+		} else {
+			path = fmt.Sprintf("%s?pageSize=100", kucoinFillsPath)
+		}
+
+		data, err := trader.doRequest("GET", path, nil)
+		if err != nil {
+			t.Errorf("Failed to get fills for %s: %v", tw.name, err)
+			continue
+		}
+
+		// Parse to count items
+		var resp struct {
+			TotalNum int `json:"totalNum"`
+			Items    []struct {
+				TradeTime int64 `json:"tradeTime"`
+			} `json:"items"`
+		}
+		json.Unmarshal(data, &resp)
+
+		t.Logf("📋 %s: totalNum=%d, items=%d", tw.name, resp.TotalNum, len(resp.Items))
+		if len(resp.Items) > 0 {
+			firstTime := time.Unix(0, resp.Items[0].TradeTime)
+			t.Logf("   First trade time: %s", firstTime.Format(time.RFC3339))
+		}
+	}
+}

trader/lighter/account.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"encoding/json"
@@ -91,7 +91,7 @@ func (t *LighterTraderV2) GetBalance() (map[string]interface{}, error) {
 	// Calculate wallet balance (total equity - unrealized PnL)
 	walletBalance := balance.TotalEquity - balance.UnrealizedPnL
 
-	// Return in standard format compatible with auto_trader.go
+	// Return in standard format compatible with auto_types.go
 	// (totalEquity = totalWalletBalance + totalUnrealizedProfit)
 	return map[string]interface{}{
 		"totalWalletBalance":    walletBalance,           // Wallet balance (excluding unrealized PnL)
@@ -165,7 +165,7 @@ func (t *LighterTraderV2) GetPositions() ([]map[string]interface{}, error) {
 
 	result := make([]map[string]interface{}, 0, len(positions))
 	for _, pos := range positions {
-		// Return in standard format compatible with auto_trader.go
+		// Return in standard format compatible with auto_types.go
 		result = append(result, map[string]interface{}{
 			"symbol":           pos.Symbol,
 			"side":             pos.Side,

trader/lighter/integration_test.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"fmt"
@@ -6,6 +6,8 @@ import (
 	"strings"
 	"testing"
 	"time"
+
+	tradertypes "nofx/trader/types"
 )
 
 // Test configuration - uses environment variables for security
@@ -684,7 +686,7 @@ func TestLighterPlaceLimitOrder(t *testing.T) {
 	limitPrice := marketPrice * 0.75
 	quantity := 0.01
 
-	req := &LimitOrderRequest{
+	req := &tradertypes.LimitOrderRequest{
 		Symbol:       "ETH",
 		Side:         "BUY",
 		PositionSide: "LONG",

trader/lighter/order_sync.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"fmt"

trader/lighter/orders.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"encoding/json"

trader/lighter/orders_test.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"encoding/json"

trader/lighter/trader.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"context"
@@ -16,6 +16,7 @@ import (
 	lighterClient "github.com/elliottech/lighter-go/client"
 	lighterHTTP "github.com/elliottech/lighter-go/client/http"
 	"github.com/ethereum/go-ethereum/common/hexutil"
+	tradertypes "nofx/trader/types"
 )
 
 // AccountInfo LIGHTER account information
@@ -398,14 +399,14 @@ func (t *LighterTraderV2) Cleanup() error {
 
 // GetClosedPnL gets closed position PnL records from exchange
 // LIGHTER does not have a direct closed PnL API, returns empty slice
-func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]tradertypes.ClosedPnLRecord, error) {
 	trades, err := t.GetTrades(startTime, limit)
 	if err != nil {
 		return nil, err
 	}
 
 	// Filter only closing trades (realizedPnl != 0)
-	var records []ClosedPnLRecord
+	var records []tradertypes.ClosedPnLRecord
 	for _, trade := range trades {
 		if trade.RealizedPnL == 0 {
 			continue
@@ -427,7 +428,7 @@ func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]Closed
 			}
 		}
 
-		records = append(records, ClosedPnLRecord{
+		records = append(records, tradertypes.ClosedPnLRecord{
 			Symbol:      trade.Symbol,
 			Side:        side,
 			EntryPrice:  entryPrice,
@@ -447,7 +448,7 @@ func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]Closed
 }
 
 // GetTrades retrieves trade history from Lighter
-func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
+func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertypes.TradeRecord, error) {
 	// Ensure we have account index
 	if t.accountIndex == 0 {
 		if err := t.initializeAccount(); err != nil {
@@ -490,7 +491,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 
 	if resp.StatusCode != http.StatusOK {
 		logger.Infof("⚠️  Lighter trades API returned %d: %s", resp.StatusCode, string(body))
-		return []TradeRecord{}, nil
+		return []tradertypes.TradeRecord{}, nil
 	}
 
 	// Debug: log raw response
@@ -502,14 +503,14 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 		var trades []LighterTrade
 		if err := json.Unmarshal(body, &trades); err != nil {
 			logger.Infof("⚠️  Failed to parse trades response as array: %v", err)
-			return []TradeRecord{}, nil
+			return []tradertypes.TradeRecord{}, nil
 		}
 		response.Trades = trades
 	}
 
 	if response.Code != 200 && response.Code != 0 {
 		logger.Infof("⚠️  Trades API returned non-success code: %d", response.Code)
-		return []TradeRecord{}, nil
+		return []tradertypes.TradeRecord{}, nil
 	}
 
 	// Build market_id -> symbol map
@@ -528,7 +529,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 	}
 
 	// Convert to unified TradeRecord format
-	var result []TradeRecord
+	var result []tradertypes.TradeRecord
 	for _, lt := range response.Trades {
 		price, _ := parseFloat(lt.Price)
 		qty, _ := parseFloat(lt.Size)
@@ -615,7 +616,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 				openSide, openAction = "LONG", "open_long"
 			}
 
-			closeTrade := TradeRecord{
+			closeTrade := tradertypes.TradeRecord{
 				TradeID:      fmt.Sprintf("%d_close", lt.TradeID),
 				Symbol:       symbol,
 				Side:         side,
@@ -629,7 +630,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 			}
 			result = append(result, closeTrade)
 
-			openTrade := TradeRecord{
+			openTrade := tradertypes.TradeRecord{
 				TradeID:      fmt.Sprintf("%d_open", lt.TradeID),
 				Symbol:       symbol,
 				Side:         side,
@@ -671,7 +672,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 			}
 		}
 
-		trade := TradeRecord{
+		trade := tradertypes.TradeRecord{
 			TradeID:      fmt.Sprintf("%d", lt.TradeID),
 			Symbol:       symbol,
 			Side:         side,

trader/lighter/trading.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"bytes"
@@ -13,6 +13,7 @@ import (
 	"time"
 
 	"github.com/elliottech/lighter-go/types"
+	tradertypes "nofx/trader/types"
 )
 
 // OpenLong Open long position (implements Trader interface)
@@ -856,14 +857,14 @@ func pow10(n int) int64 {
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]tradertypes.OpenOrder, error) {
 	// Get active orders from Lighter API
 	activeOrders, err := t.GetActiveOrders(symbol)
 	if err != nil {
 		return nil, fmt.Errorf("failed to get active orders: %w", err)
 	}
 
-	var result []OpenOrder
+	var result []tradertypes.OpenOrder
 	for _, order := range activeOrders {
 		// Convert side: Lighter uses is_ask (true=sell, false=buy)
 		side := "BUY"
@@ -905,7 +906,7 @@ func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 		}
 		triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
 
-		openOrder := OpenOrder{
+		openOrder := tradertypes.OpenOrder{
 			OrderID:      order.OrderID,
 			Symbol:       symbol,
 			Side:         side,
@@ -925,7 +926,7 @@ func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 
 // PlaceLimitOrder implements GridTrader interface for grid trading
 // Places a limit order at the specified price
-func (t *LighterTraderV2) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
+func (t *LighterTraderV2) PlaceLimitOrder(req *tradertypes.LimitOrderRequest) (*tradertypes.LimitOrderResult, error) {
 	if t.txClient == nil {
 		return nil, fmt.Errorf("TxClient not initialized")
 	}
@@ -960,7 +961,7 @@ func (t *LighterTraderV2) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderRe
 	logger.Infof("✓ LIGHTER limit order placed: %s %s @ %.4f, OrderID: %s",
 		req.Symbol, req.Side, req.Price, orderID)
 
-	return &LimitOrderResult{
+	return &tradertypes.LimitOrderResult{
 		OrderID:      orderID,
 		ClientID:     req.ClientID,
 		Symbol:       req.Symbol,

trader/lighter/types.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"fmt"
@@ -7,6 +7,14 @@ import (
 	"golang.org/x/crypto/sha3"
 )
 
+// SymbolPrecision Symbol precision information
+type SymbolPrecision struct {
+	PricePrecision    int
+	QuantityPrecision int
+	TickSize          float64 // Price tick size
+	StepSize          float64 // Quantity step size
+}
+
 // AccountBalance Account balance information (Lighter)
 type AccountBalance struct {
 	TotalEquity       float64 `json:"total_equity"`       // Total equity

trader/okx/order_sync.go

@@ -1,4 +1,4 @@
-package trader
+package okx
 
 import (
 	"encoding/json"

trader/okx/trader.go

@@ -1,4 +1,4 @@
-package trader
+package okx
 
 import (
 	"bytes"
@@ -16,6 +16,7 @@ import (
 	"strings"
 	"sync"
 	"time"
+	"nofx/trader/types"
 )
 
 // OKX API endpoints
@@ -1281,7 +1282,7 @@ var okxTag = func() string {
 
 // GetClosedPnL retrieves closed position PnL records from OKX
 // OKX API: /api/v5/account/positions-history
-func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	if limit <= 0 {
 		limit = 100
 	}
@@ -1328,10 +1329,10 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRec
 		return nil, fmt.Errorf("OKX API error: %s - %s", resp.Code, resp.Msg)
 	}
 
-	records := make([]ClosedPnLRecord, 0, len(resp.Data))
+	records := make([]types.ClosedPnLRecord, 0, len(resp.Data))
 
 	for _, pos := range resp.Data {
-		record := ClosedPnLRecord{}
+		record := types.ClosedPnLRecord{}
 
 		// Convert instrument ID to standard format (BTC-USDT-SWAP -> BTCUSDT)
 		parts := strings.Split(pos.InstID, "-")
@@ -1389,9 +1390,9 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRec
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
 	instId := t.convertSymbol(symbol)
-	var result []OpenOrder
+	var result []types.OpenOrder
 
 	// 1. Get pending limit orders
 	path := fmt.Sprintf("%s?instId=%s&instType=SWAP", okxPendingOrdersPath, instId)
@@ -1422,7 +1423,7 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 					positionSide = "BOTH"
 				}
 
-				result = append(result, OpenOrder{
+				result = append(result, types.OpenOrder{
 					OrderID:      order.OrdId,
 					Symbol:       symbol,
 					Side:         side,
@@ -1438,7 +1439,8 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 	}
 
 	// 2. Get pending algo orders (stop-loss/take-profit)
-	algoPath := fmt.Sprintf("%s?instId=%s&instType=SWAP", okxAlgoPendingPath, instId)
+	// OKX requires ordType parameter for algo orders API
+	algoPath := fmt.Sprintf("%s?instId=%s&instType=SWAP&ordType=conditional", okxAlgoPendingPath, instId)
 	algoData, err := t.doRequest("GET", algoPath, nil)
 	if err != nil {
 		logger.Warnf("[OKX] Failed to get algo orders: %v", err)
@@ -1451,12 +1453,13 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 			PosSide     string `json:"posSide"`
 			OrdType     string `json:"ordType"` // conditional/oco/trigger
 			TriggerPx   string `json:"triggerPx"`
+			SlTriggerPx string `json:"slTriggerPx"` // Stop loss trigger price
+			TpTriggerPx string `json:"tpTriggerPx"` // Take profit trigger price
 			Sz          string `json:"sz"`
 			State       string `json:"state"`
 		}
 		if err := json.Unmarshal(algoData, &algoOrders); err == nil {
 			for _, order := range algoOrders {
-				triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
 				quantity, _ := strconv.ParseFloat(order.Sz, 64)
 
 				side := strings.ToUpper(order.Side)
@@ -1465,23 +1468,59 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 					positionSide = "BOTH"
 				}
 
-				// Map OKX algo order type
-				orderType := "STOP_MARKET"
-				if order.OrdType == "oco" {
-					orderType = "TAKE_PROFIT_MARKET"
+				// Check for stop loss order (slTriggerPx is set)
+				if order.SlTriggerPx != "" {
+					slPrice, _ := strconv.ParseFloat(order.SlTriggerPx, 64)
+					if slPrice > 0 {
+						result = append(result, types.OpenOrder{
+							OrderID:      order.AlgoId + "_sl",
+							Symbol:       symbol,
+							Side:         side,
+							PositionSide: positionSide,
+							Type:         "STOP_MARKET",
+							Price:        0,
+							StopPrice:    slPrice,
+							Quantity:     quantity,
+							Status:       "NEW",
+						})
+					}
 				}
 
-				result = append(result, OpenOrder{
-					OrderID:      order.AlgoId,
-					Symbol:       symbol,
-					Side:         side,
-					PositionSide: positionSide,
-					Type:         orderType,
-					Price:        0,
-					StopPrice:    triggerPrice,
-					Quantity:     quantity,
-					Status:       "NEW",
-				})
+				// Check for take profit order (tpTriggerPx is set)
+				if order.TpTriggerPx != "" {
+					tpPrice, _ := strconv.ParseFloat(order.TpTriggerPx, 64)
+					if tpPrice > 0 {
+						result = append(result, types.OpenOrder{
+							OrderID:      order.AlgoId + "_tp",
+							Symbol:       symbol,
+							Side:         side,
+							PositionSide: positionSide,
+							Type:         "TAKE_PROFIT_MARKET",
+							Price:        0,
+							StopPrice:    tpPrice,
+							Quantity:     quantity,
+							Status:       "NEW",
+						})
+					}
+				}
+
+				// Fallback for trigger orders (triggerPx is set)
+				if order.TriggerPx != "" && order.SlTriggerPx == "" && order.TpTriggerPx == "" {
+					triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
+					if triggerPrice > 0 {
+						result = append(result, types.OpenOrder{
+							OrderID:      order.AlgoId,
+							Symbol:       symbol,
+							Side:         side,
+							PositionSide: positionSide,
+							Type:         "STOP_MARKET",
+							Price:        0,
+							StopPrice:    triggerPrice,
+							Quantity:     quantity,
+							Status:       "NEW",
+						})
+					}
+				}
 			}
 		}
 	}
@@ -1492,7 +1531,7 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 
 // PlaceLimitOrder places a limit order for grid trading
 // Implements GridTrader interface
-func (t *OKXTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
+func (t *OKXTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
 	instId := t.convertSymbol(req.Symbol)
 
 	// Get instrument info
@@ -1566,7 +1605,7 @@ func (t *OKXTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult,
 	logger.Infof("✓ [OKX] Limit order placed: %s %s @ %.4f, orderID=%s",
 		instId, side, req.Price, orders[0].OrdId)
 
-	return &LimitOrderResult{
+	return &types.LimitOrderResult{
 		OrderID:      orders[0].OrdId,
 		ClientID:     orders[0].ClOrdId,
 		Symbol:       req.Symbol,

trader/testutil/test_suite.go

@@ -1,10 +1,11 @@
-package trader
+package testutil
 
 import (
 	"testing"
 
 	"github.com/agiledragon/gomonkey/v2"
 	"github.com/stretchr/testify/assert"
+	"nofx/trader/types"
 )
 
 // TraderTestSuite Generic Trader interface test suite (base suite)
@@ -16,12 +17,12 @@ import (
 //  3. Call RunAllTests() to run all generic tests
 type TraderTestSuite struct {
 	T       *testing.T
-	Trader  Trader
+	Trader  types.Trader
 	Patches *gomonkey.Patches
 }
 
 // NewTraderTestSuite Create new base test suite
-func NewTraderTestSuite(t *testing.T, trader Trader) *TraderTestSuite {
+func NewTraderTestSuite(t *testing.T, trader types.Trader) *TraderTestSuite {
 	return &TraderTestSuite{
 		T:       t,
 		Trader:  trader,

trader/types/interface.go

@@ -0,0 +1,230 @@
+package types
+
+import (
+	"fmt"
+	"nofx/logger"
+	"time"
+)
+
+// ClosedPnLRecord represents a single closed position record from exchange
+type ClosedPnLRecord struct {
+	Symbol       string    // Trading pair (e.g., "BTCUSDT")
+	Side         string    // "long" or "short"
+	EntryPrice   float64   // Entry price
+	ExitPrice    float64   // Exit/close price
+	Quantity     float64   // Position size
+	RealizedPnL  float64   // Realized profit/loss
+	Fee          float64   // Trading fee/commission
+	Leverage     int       // Leverage used
+	EntryTime    time.Time // Position open time
+	ExitTime     time.Time // Position close time
+	OrderID      string    // Close order ID
+	CloseType    string    // "manual", "stop_loss", "take_profit", "liquidation", "unknown"
+	ExchangeID   string    // Exchange-specific position ID
+}
+
+// TradeRecord represents a single trade/fill from exchange
+// Used for reconstructing position history with unified algorithm
+type TradeRecord struct {
+	TradeID      string    // Unique trade ID from exchange
+	Symbol       string    // Trading pair (e.g., "BTCUSDT")
+	Side         string    // "BUY" or "SELL"
+	PositionSide string    // "LONG", "SHORT", or "BOTH" (for one-way mode)
+	OrderAction  string    // "open_long", "open_short", "close_long", "close_short" (from exchange Dir field)
+	Price        float64   // Execution price
+	Quantity     float64   // Executed quantity
+	RealizedPnL  float64   // Realized PnL (non-zero for closing trades)
+	Fee          float64   // Trading fee/commission
+	Time         time.Time // Trade execution time
+}
+
+// Trader Unified trader interface
+// Supports multiple trading platforms (Binance, Hyperliquid, etc.)
+type Trader interface {
+	// GetBalance Get account balance
+	GetBalance() (map[string]interface{}, error)
+
+	// GetPositions Get all positions
+	GetPositions() ([]map[string]interface{}, error)
+
+	// OpenLong Open long position
+	OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
+
+	// OpenShort Open short position
+	OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
+
+	// CloseLong Close long position (quantity=0 means close all)
+	CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
+
+	// CloseShort Close short position (quantity=0 means close all)
+	CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
+
+	// SetLeverage Set leverage
+	SetLeverage(symbol string, leverage int) error
+
+	// SetMarginMode Set position mode (true=cross margin, false=isolated margin)
+	SetMarginMode(symbol string, isCrossMargin bool) error
+
+	// GetMarketPrice Get market price
+	GetMarketPrice(symbol string) (float64, error)
+
+	// SetStopLoss Set stop-loss order
+	SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error
+
+	// SetTakeProfit Set take-profit order
+	SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error
+
+	// CancelStopLossOrders Cancel only stop-loss orders (BUG fix: don't delete take-profit when adjusting stop-loss)
+	CancelStopLossOrders(symbol string) error
+
+	// CancelTakeProfitOrders Cancel only take-profit orders (BUG fix: don't delete stop-loss when adjusting take-profit)
+	CancelTakeProfitOrders(symbol string) error
+
+	// CancelAllOrders Cancel all pending orders for this symbol
+	CancelAllOrders(symbol string) error
+
+	// CancelStopOrders Cancel stop-loss/take-profit orders for this symbol (for adjusting stop-loss/take-profit positions)
+	CancelStopOrders(symbol string) error
+
+	// FormatQuantity Format quantity to correct precision
+	FormatQuantity(symbol string, quantity float64) (string, error)
+
+	// GetOrderStatus Get order status
+	// Returns: status(FILLED/NEW/CANCELED), avgPrice, executedQty, commission
+	GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error)
+
+	// GetClosedPnL Get closed position PnL records from exchange
+	// startTime: start time for query (usually last sync time)
+	// limit: max number of records to return
+	// Returns accurate exit price, fees, and close reason for positions closed externally
+	GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error)
+
+	// GetOpenOrders Get open/pending orders from exchange
+	// Returns stop-loss, take-profit, and limit orders that haven't been filled
+	GetOpenOrders(symbol string) ([]OpenOrder, error)
+}
+
+// OpenOrder represents a pending order on the exchange
+type OpenOrder struct {
+	OrderID      string  `json:"order_id"`
+	Symbol       string  `json:"symbol"`
+	Side         string  `json:"side"`          // BUY/SELL
+	PositionSide string  `json:"position_side"` // LONG/SHORT
+	Type         string  `json:"type"`          // LIMIT/STOP_MARKET/TAKE_PROFIT_MARKET
+	Price        float64 `json:"price"`         // Order price (for limit orders)
+	StopPrice    float64 `json:"stop_price"`    // Trigger price (for stop orders)
+	Quantity     float64 `json:"quantity"`
+	Status       string  `json:"status"` // NEW
+}
+
+// LimitOrderRequest represents a limit order request for grid trading
+type LimitOrderRequest struct {
+	Symbol       string  `json:"symbol"`
+	Side         string  `json:"side"`          // BUY/SELL
+	PositionSide string  `json:"position_side"` // LONG/SHORT (for hedge mode)
+	Price        float64 `json:"price"`         // Limit price
+	Quantity     float64 `json:"quantity"`
+	Leverage     int     `json:"leverage"`
+	PostOnly     bool    `json:"post_only"`     // Maker only order
+	ReduceOnly   bool    `json:"reduce_only"`   // Reduce position only
+	ClientID     string  `json:"client_id"`     // Client order ID for tracking
+}
+
+// LimitOrderResult represents the result of placing a limit order
+type LimitOrderResult struct {
+	OrderID      string  `json:"order_id"`
+	ClientID     string  `json:"client_id"`
+	Symbol       string  `json:"symbol"`
+	Side         string  `json:"side"`
+	PositionSide string  `json:"position_side"`
+	Price        float64 `json:"price"`
+	Quantity     float64 `json:"quantity"`
+	Status       string  `json:"status"` // NEW, PARTIALLY_FILLED, FILLED, CANCELED
+}
+
+// GridTrader extends Trader interface with limit order support for grid trading
+// Exchanges that support grid trading should implement this interface
+type GridTrader interface {
+	Trader
+
+	// PlaceLimitOrder places a limit order at specified price
+	// Returns order ID and status
+	PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error)
+
+	// CancelOrder cancels a specific order by ID
+	CancelOrder(symbol, orderID string) error
+
+	// GetOrderBook gets current order book (for price validation)
+	// Returns best bid/ask prices
+	GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error)
+}
+
+// GridTraderAdapter wraps a basic Trader to provide GridTrader interface
+// Uses stop orders as a fallback when limit orders aren't directly available
+type GridTraderAdapter struct {
+	Trader
+}
+
+// NewGridTraderAdapter creates an adapter for basic Trader
+func NewGridTraderAdapter(t Trader) *GridTraderAdapter {
+	return &GridTraderAdapter{Trader: t}
+}
+
+// PlaceLimitOrder implements limit order using available methods
+// For exchanges without native limit order support, this uses conditional orders
+func (a *GridTraderAdapter) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
+	// CRITICAL FIX: Set leverage before placing order
+	if req.Leverage > 0 {
+		if err := a.Trader.SetLeverage(req.Symbol, req.Leverage); err != nil {
+			logger.Warnf("[Grid] Failed to set leverage %dx: %v", req.Leverage, err)
+			// Continue anyway - some exchanges don't require explicit leverage setting
+		}
+	}
+
+	// Use SetStopLoss/SetTakeProfit as conditional limit orders
+	// For buy orders below current price, use stop-loss mechanism
+	// For sell orders above current price, use take-profit mechanism
+	var err error
+	if req.Side == "BUY" {
+		err = a.Trader.SetStopLoss(req.Symbol, "SHORT", req.Quantity, req.Price)
+	} else {
+		err = a.Trader.SetTakeProfit(req.Symbol, "LONG", req.Quantity, req.Price)
+	}
+	if err != nil {
+		return nil, err
+	}
+	return &LimitOrderResult{
+		OrderID:      req.ClientID,
+		ClientID:     req.ClientID,
+		Symbol:       req.Symbol,
+		Side:         req.Side,
+		PositionSide: req.PositionSide,
+		Price:        req.Price,
+		Quantity:     req.Quantity,
+		Status:       "NEW",
+	}, nil
+}
+
+// CancelOrder cancels a specific order
+func (a *GridTraderAdapter) CancelOrder(symbol, orderID string) error {
+	// Try to use CancelOrder if trader supports it directly
+	if canceler, ok := a.Trader.(interface {
+		CancelOrder(symbol, orderID string) error
+	}); ok {
+		return canceler.CancelOrder(symbol, orderID)
+	}
+
+	// For traders that only support CancelAllOrders, log a warning
+	// This is a limitation - we cannot cancel individual orders
+	logger.Warnf("[Grid] Trader does not support individual order cancellation, "+
+		"cannot cancel order %s. Consider using exchange-specific GridTrader implementation.", orderID)
+
+	// Return error instead of canceling all orders
+	return fmt.Errorf("individual order cancellation not supported for this exchange")
+}
+
+// GetOrderBook returns empty order book (not supported in basic Trader)
+func (a *GridTraderAdapter) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	// Not supported, return empty
+	return nil, nil, nil
+}

web/public/exchange-icons/gate.svg

@@ -0,0 +1,7 @@
+<svg viewBox="0 0 40 40" fill="none" xmlns="http://www.w3.org/2000/svg">
+  <rect width="40" height="40" rx="8" fill="#1C1C28"/>
+  <g transform="translate(8, 8)">
+    <path d="M12 18.6c-3.64 0-6.6-2.96-6.6-6.6s2.96-6.6 6.6-6.6V0C5.37 0 0 5.38 0 12s5.37 12 12 12c6.62 0 12-5.38 12-12h-5.4c0 3.64-2.96 6.6-6.6 6.6z" fill="#2354e6"/>
+    <path d="M12 12h6.6V5.4H12z" fill="#17e6a1"/>
+  </g>
+</svg>

web/public/exchange-icons/kucoin.svg

@@ -0,0 +1,6 @@
+<svg viewBox="0 0 40 40" fill="none" xmlns="http://www.w3.org/2000/svg">
+  <rect width="40" height="40" rx="8" fill="#1C1C28"/>
+  <g transform="translate(5, 5) scale(0.15)">
+    <path d="M57.7007 99.9146L116.94 159.158L154.381 121.714C160.964 115.131 171.734 115.131 178.317 121.714C184.899 128.297 184.899 139.068 178.317 145.651L128.908 195.063C122.326 201.646 111.555 201.646 104.973 195.063L34.0221 123.937V166.339C34.0221 175.572 26.4997 183.351 17.0111 183.351C7.52258 183.351 0 175.828 0 166.339V34.003C0 24.5138 7.52258 16.9908 17.0111 16.9908C26.4997 16.9908 34.0221 24.5138 34.0221 34.003V76.0633L105.143 4.93695C111.726 -1.64565 122.496 -1.64565 129.079 4.93695L178.488 54.3492C185.07 60.9318 185.07 71.7034 178.488 78.286C171.905 84.8686 161.135 84.8686 154.552 78.286L117.111 40.8421L57.7007 100.085V99.9146ZM117.111 82.9024C107.622 82.9024 100.1 90.4254 100.1 99.9146C100.1 109.404 107.622 116.927 117.111 116.927C126.6 116.927 134.122 109.404 134.122 99.9146C133.951 90.4254 126.429 82.9024 117.111 82.9024Z" fill="#00B47D"/>
+  </g>
+</svg>

web/public/icons/claude.svg

@@ -1,4 +1,4 @@
 <svg role="img" viewBox="0 0 24 24" xmlns="http://www.w3.org/2000/svg">
-  <title>Claude</title>
-  <path fill="#D97757" d="M17.3041 3.541h-3.6718l6.696 16.918H24Zm-10.6082 0L0 20.459h3.7442l1.3693-3.5527h7.0052l1.3693 3.5528h3.7442L10.5363 3.5409Zm-.3712 10.2232 2.2914-5.9456 2.2914 5.9456Z"/>
+  <title>Anthropic</title>
+  <path fill="#CC785C" d="M17.3041 3.541h-3.6718l6.696 16.918H24Zm-10.6082 0L0 20.459h3.7442l1.3693-3.5527h7.0052l1.3693 3.5528h3.7442L10.5363 3.5409Zm-.3712 10.2232 2.2914-5.9456 2.2914 5.9456Z"/>
 </svg>

web/src/components/AITradersPage.tsx

@@ -77,7 +77,7 @@ const AI_PROVIDER_CONFIG: Record<string, {
     apiName: 'OpenAI',
   },
   claude: {
-    defaultModel: 'claude-opus-4-5-20251101',
+    defaultModel: 'claude-opus-4-6',
     apiUrl: 'https://console.anthropic.com/settings/keys',
     apiName: 'Anthropic',
   },
@@ -1384,6 +1384,99 @@ export function AITradersPage({ onTraderSelect }: AITradersPageProps) {
   )
 }
 
+// Step indicator component for Model Config
+function ModelStepIndicator({ currentStep, labels }: { currentStep: number; labels: string[] }) {
+  return (
+    <div className="flex items-center justify-center gap-2 mb-6">
+      {labels.map((label, index) => (
+        <React.Fragment key={index}>
+          <div className="flex items-center gap-2">
+            <div
+              className="w-8 h-8 rounded-full flex items-center justify-center text-sm font-bold transition-all"
+              style={{
+                background: index < currentStep ? '#0ECB81' : index === currentStep ? '#8B5CF6' : '#2B3139',
+                color: index <= currentStep ? '#000' : '#848E9C',
+              }}
+            >
+              {index < currentStep ? <Check className="w-4 h-4" /> : index + 1}
+            </div>
+            <span
+              className="text-xs font-medium hidden sm:block"
+              style={{ color: index === currentStep ? '#EAECEF' : '#848E9C' }}
+            >
+              {label}
+            </span>
+          </div>
+          {index < labels.length - 1 && (
+            <div
+              className="w-8 h-0.5 mx-1"
+              style={{ background: index < currentStep ? '#0ECB81' : '#2B3139' }}
+            />
+          )}
+        </React.Fragment>
+      ))}
+    </div>
+  )
+}
+
+// Model card component
+function ModelCard({
+  model,
+  selected,
+  onClick,
+  configured,
+}: {
+  model: AIModel
+  selected: boolean
+  onClick: () => void
+  configured?: boolean
+}) {
+  return (
+    <button
+      type="button"
+      onClick={onClick}
+      className="flex flex-col items-center gap-2 p-4 rounded-xl transition-all hover:scale-105"
+      style={{
+        background: selected ? 'rgba(139, 92, 246, 0.15)' : '#0B0E11',
+        border: selected ? '2px solid #8B5CF6' : '2px solid #2B3139',
+      }}
+    >
+      <div className="relative">
+        <div className="w-12 h-12 rounded-xl flex items-center justify-center bg-black border border-white/10">
+          {getModelIcon(model.provider || model.id, { width: 32, height: 32 }) || (
+            <span className="text-lg font-bold" style={{ color: '#A78BFA' }}>{model.name[0]}</span>
+          )}
+        </div>
+        {selected && (
+          <div
+            className="absolute -top-1 -right-1 w-5 h-5 rounded-full flex items-center justify-center"
+            style={{ background: '#0ECB81' }}
+          >
+            <Check className="w-3 h-3 text-black" />
+          </div>
+        )}
+        {configured && !selected && (
+          <div
+            className="absolute -top-1 -right-1 w-4 h-4 rounded-full flex items-center justify-center"
+            style={{ background: '#F0B90B' }}
+          >
+            <Check className="w-2.5 h-2.5 text-black" />
+          </div>
+        )}
+      </div>
+      <span className="text-sm font-semibold" style={{ color: '#EAECEF' }}>
+        {getShortName(model.name)}
+      </span>
+      <span
+        className="text-[10px] px-2 py-0.5 rounded-full uppercase tracking-wide"
+        style={{ background: 'rgba(139, 92, 246, 0.2)', color: '#A78BFA' }}
+      >
+        {model.provider}
+      </span>
+    </button>
+  )
+}
+
 // Model Configuration Modal Component
 function ModelConfigModal({
   allModels,
@@ -1407,17 +1500,16 @@ function ModelConfigModal({
   onClose: () => void
   language: Language
 }) {
+  const [currentStep, setCurrentStep] = useState(editingModelId ? 1 : 0)
   const [selectedModelId, setSelectedModelId] = useState(editingModelId || '')
   const [apiKey, setApiKey] = useState('')
   const [baseUrl, setBaseUrl] = useState('')
   const [modelName, setModelName] = useState('')
 
-  // 获取当前编辑的模型信息 - 编辑时从已配置的模型中查找，新建时从所有支持的模型中查找
   const selectedModel = editingModelId
     ? configuredModels?.find((m) => m.id === selectedModelId)
     : allModels?.find((m) => m.id === selectedModelId)
 
-  // 如果是编辑现有模型，初始化API Key、Base URL和Model Name
   useEffect(() => {
     if (editingModelId && selectedModel) {
       setApiKey(selectedModel.apiKey || '')
@@ -1426,266 +1518,239 @@ function ModelConfigModal({
     }
   }, [editingModelId, selectedModel])
 
+  const handleSelectModel = (modelId: string) => {
+    setSelectedModelId(modelId)
+    setCurrentStep(1)
+  }
+
+  const handleBack = () => {
+    if (editingModelId) {
+      onClose()
+    } else {
+      setCurrentStep(0)
+      setSelectedModelId('')
+    }
+  }
+
   const handleSubmit = (e: React.FormEvent) => {
     e.preventDefault()
     if (!selectedModelId || !apiKey.trim()) return
-
-    onSave(
-      selectedModelId,
-      apiKey.trim(),
-      baseUrl.trim() || undefined,
-      modelName.trim() || undefined
-    )
+    onSave(selectedModelId, apiKey.trim(), baseUrl.trim() || undefined, modelName.trim() || undefined)
   }
 
-  // 可选择的模型列表（所有支持的模型）
   const availableModels = allModels || []
+  const configuredIds = new Set(configuredModels?.map(m => m.id) || [])
+  const stepLabels = language === 'zh' ? ['选择模型', '配置 API'] : ['Select Model', 'Configure API']
 
   return (
-    <div className="fixed inset-0 bg-black bg-opacity-50 flex items-center justify-center z-50 p-4 overflow-y-auto">
+    <div className="fixed inset-0 bg-black/60 flex items-center justify-center z-50 p-4 overflow-y-auto backdrop-blur-sm">
       <div
-        className="bg-gray-800 rounded-lg w-full max-w-lg relative my-8"
-        style={{
-          background: '#1E2329',
-          maxHeight: 'calc(100vh - 4rem)',
-        }}
+        className="rounded-2xl w-full max-w-2xl relative my-8 shadow-2xl"
+        style={{ background: 'linear-gradient(180deg, #1E2329 0%, #181A20 100%)', maxHeight: 'calc(100vh - 4rem)' }}
       >
-        <div
-          className="flex items-center justify-between p-6 pb-4 sticky top-0 z-10"
-          style={{ background: '#1E2329' }}
-        >
-          <h3 className="text-xl font-bold" style={{ color: '#EAECEF' }}>
-            {editingModelId
-              ? t('editAIModel', language)
-              : t('addAIModel', language)}
-          </h3>
-          {editingModelId && (
-            <button
-              type="button"
-              onClick={() => onDelete(editingModelId)}
-              className="p-2 rounded hover:bg-red-100 transition-colors"
-              style={{ background: 'rgba(246, 70, 93, 0.1)', color: '#F6465D' }}
-              title={t('delete', language)}
-            >
-              <Trash2 className="w-4 h-4" />
+        {/* Header */}
+        <div className="flex items-center justify-between p-6 pb-2">
+          <div className="flex items-center gap-3">
+            {currentStep > 0 && !editingModelId && (
+              <button type="button" onClick={handleBack} className="p-2 rounded-lg hover:bg-white/10 transition-colors">
+                <svg className="w-5 h-5" style={{ color: '#848E9C' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
+                  <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M15 19l-7-7 7-7" />
+                </svg>
+              </button>
+            )}
+            <h3 className="text-xl font-bold" style={{ color: '#EAECEF' }}>
+              {editingModelId ? t('editAIModel', language) : t('addAIModel', language)}
+            </h3>
+          </div>
+          <div className="flex items-center gap-2">
+            {editingModelId && (
+              <button
+                type="button"
+                onClick={() => onDelete(editingModelId)}
+                className="p-2 rounded-lg hover:bg-red-500/20 transition-colors"
+                style={{ color: '#F6465D' }}
+              >
+                <Trash2 className="w-4 h-4" />
+              </button>
+            )}
+            <button type="button" onClick={onClose} className="p-2 rounded-lg hover:bg-white/10 transition-colors" style={{ color: '#848E9C' }}>
+              ✕
             </button>
-          )}
+          </div>
         </div>
 
-        <form onSubmit={handleSubmit} className="px-6 pb-6">
-          <div
-            className="space-y-4 overflow-y-auto"
-            style={{ maxHeight: 'calc(100vh - 16rem)' }}
-          >
-            {!editingModelId && (
-              <div>
-                <label
-                  className="block text-sm font-semibold mb-2"
-                  style={{ color: '#EAECEF' }}
-                >
-                  {t('selectModel', language)}
-                </label>
-                <select
-                  value={selectedModelId}
-                  onChange={(e) => setSelectedModelId(e.target.value)}
-                  className="w-full px-3 py-2 rounded"
-                  style={{
-                    background: '#0B0E11',
-                    border: '1px solid #2B3139',
-                    color: '#EAECEF',
-                  }}
-                  required
-                >
-                  <option value="">{t('pleaseSelectModel', language)}</option>
-                  {availableModels.map((model) => (
-                    <option key={model.id} value={model.id}>
-                      {getShortName(model.name)} ({model.provider})
-                    </option>
-                  ))}
-                </select>
-              </div>
-            )}
+        {/* Step Indicator */}
+        {!editingModelId && (
+          <div className="px-6">
+            <ModelStepIndicator currentStep={currentStep} labels={stepLabels} />
+          </div>
+        )}
 
-            {selectedModel && (
-              <div
-                className="p-4 rounded"
-                style={{ background: '#0B0E11', border: '1px solid #2B3139' }}
-              >
-                <div className="flex items-center gap-3 mb-3">
-                  <div className="w-8 h-8 flex items-center justify-center">
-                    {getModelIcon(selectedModel.provider || selectedModel.id, {
-                      width: 32,
-                      height: 32,
-                    }) || (
-                        <div
-                          className="w-8 h-8 rounded-full flex items-center justify-center text-sm font-bold"
-                          style={{
-                            background:
-                              selectedModel.id === 'deepseek'
-                                ? '#60a5fa'
-                                : '#c084fc',
-                            color: '#fff',
-                          }}
-                        >
-                          {selectedModel.name[0]}
-                        </div>
-                      )}
+        {/* Content */}
+        <div className="px-6 pb-6 overflow-y-auto" style={{ maxHeight: 'calc(100vh - 16rem)' }}>
+          {/* Step 0: Select Model */}
+          {currentStep === 0 && !editingModelId && (
+            <div className="space-y-4">
+              <div className="text-sm font-semibold" style={{ color: '#EAECEF' }}>
+                {language === 'zh' ? '选择 AI 模型提供商' : 'Choose Your AI Provider'}
+              </div>
+              <div className="grid grid-cols-3 sm:grid-cols-4 gap-3">
+                {availableModels.map((model) => (
+                  <ModelCard
+                    key={model.id}
+                    model={model}
+                    selected={selectedModelId === model.id}
+                    onClick={() => handleSelectModel(model.id)}
+                    configured={configuredIds.has(model.id)}
+                  />
+                ))}
+              </div>
+              <div className="text-xs text-center pt-2" style={{ color: '#848E9C' }}>
+                {language === 'zh' ? '带金色标记的模型已配置' : 'Models with gold badge are already configured'}
+              </div>
+            </div>
+          )}
+
+          {/* Step 1: Configure */}
+          {(currentStep === 1 || editingModelId) && selectedModel && (
+            <form onSubmit={handleSubmit} className="space-y-5">
+              {/* Selected Model Header */}
+              <div className="p-4 rounded-xl flex items-center gap-4" style={{ background: '#0B0E11', border: '1px solid #2B3139' }}>
+                <div className="w-12 h-12 rounded-xl flex items-center justify-center bg-black border border-white/10">
+                  {getModelIcon(selectedModel.provider || selectedModel.id, { width: 32, height: 32 }) || (
+                    <span className="text-lg font-bold" style={{ color: '#A78BFA' }}>{selectedModel.name[0]}</span>
+                  )}
+                </div>
+                <div className="flex-1">
+                  <div className="font-semibold text-lg" style={{ color: '#EAECEF' }}>
+                    {getShortName(selectedModel.name)}
                   </div>
-                  <div className="flex-1">
-                    <div className="font-semibold" style={{ color: '#EAECEF' }}>
-                      {getShortName(selectedModel.name)}
-                    </div>
-                    <div className="text-xs" style={{ color: '#848E9C' }}>
-                      {selectedModel.provider} • {selectedModel.id}
-                    </div>
+                  <div className="text-xs" style={{ color: '#848E9C' }}>
+                    {selectedModel.provider} • {AI_PROVIDER_CONFIG[selectedModel.provider]?.defaultModel || selectedModel.id}
                   </div>
                 </div>
-                {/* Default model info and API link */}
                 {AI_PROVIDER_CONFIG[selectedModel.provider] && (
-                  <div className="mt-3 pt-3" style={{ borderTop: '1px solid #2B3139' }}>
-                    <div className="text-xs mb-2" style={{ color: '#848E9C' }}>
-                      {t('defaultModel', language)}: <span style={{ color: '#F0B90B' }}>{AI_PROVIDER_CONFIG[selectedModel.provider].defaultModel}</span>
-                    </div>
-                    <a
-                      href={AI_PROVIDER_CONFIG[selectedModel.provider].apiUrl}
-                      target="_blank"
-                      rel="noopener noreferrer"
-                      className="inline-flex items-center gap-1.5 text-xs hover:underline"
-                      style={{ color: '#F0B90B' }}
-                    >
-                      <ExternalLink className="w-3 h-3" />
-                      {t('applyApiKey', language)} → {AI_PROVIDER_CONFIG[selectedModel.provider].apiName}
-                    </a>
-                    {selectedModel.provider === 'kimi' && (
-                      <div className="mt-2 text-xs p-2 rounded" style={{ background: 'rgba(246, 70, 93, 0.1)', color: '#F6465D' }}>
-                        ⚠️ {t('kimiApiNote', language)}
-                      </div>
-                    )}
-                  </div>
+                  <a
+                    href={AI_PROVIDER_CONFIG[selectedModel.provider].apiUrl}
+                    target="_blank"
+                    rel="noopener noreferrer"
+                    className="flex items-center gap-2 px-4 py-2 rounded-lg transition-all hover:scale-105"
+                    style={{ background: 'rgba(139, 92, 246, 0.1)', border: '1px solid rgba(139, 92, 246, 0.3)' }}
+                  >
+                    <ExternalLink className="w-4 h-4" style={{ color: '#A78BFA' }} />
+                    <span className="text-sm font-medium" style={{ color: '#A78BFA' }}>
+                      {language === 'zh' ? '获取 API Key' : 'Get API Key'}
+                    </span>
+                  </a>
                 )}
               </div>
-            )}
 
-            {selectedModel && (
-              <>
-                <div>
-                  <label
-                    className="block text-sm font-semibold mb-2"
-                    style={{ color: '#EAECEF' }}
-                  >
-                    API Key
-                  </label>
-                  <input
-                    type="password"
-                    value={apiKey}
-                    onChange={(e) => setApiKey(e.target.value)}
-                    placeholder={t('enterAPIKey', language)}
-                    className="w-full px-3 py-2 rounded"
-                    style={{
-                      background: '#0B0E11',
-                      border: '1px solid #2B3139',
-                      color: '#EAECEF',
-                    }}
-                    required
-                  />
-                </div>
-
-                <div>
-                  <label
-                    className="block text-sm font-semibold mb-2"
-                    style={{ color: '#EAECEF' }}
-                  >
-                    {t('customBaseURL', language)}
-                  </label>
-                  <input
-                    type="url"
-                    value={baseUrl}
-                    onChange={(e) => setBaseUrl(e.target.value)}
-                    placeholder={t('customBaseURLPlaceholder', language)}
-                    className="w-full px-3 py-2 rounded"
-                    style={{
-                      background: '#0B0E11',
-                      border: '1px solid #2B3139',
-                      color: '#EAECEF',
-                    }}
-                  />
-                  <div className="text-xs mt-1" style={{ color: '#848E9C' }}>
-                    {t('leaveBlankForDefault', language)}
+              {/* Kimi Warning */}
+              {selectedModel.provider === 'kimi' && (
+                <div className="p-4 rounded-xl" style={{ background: 'rgba(246, 70, 93, 0.1)', border: '1px solid rgba(246, 70, 93, 0.3)' }}>
+                  <div className="flex items-start gap-2">
+                    <span style={{ fontSize: '16px' }}>⚠️</span>
+                    <div className="text-sm" style={{ color: '#F6465D' }}>
+                      {t('kimiApiNote', language)}
+                    </div>
                   </div>
                 </div>
+              )}
 
-                <div>
-                  <label
-                    className="block text-sm font-semibold mb-2"
-                    style={{ color: '#EAECEF' }}
-                  >
-                    {t('customModelName', language)}
-                  </label>
-                  <input
-                    type="text"
-                    value={modelName}
-                    onChange={(e) => setModelName(e.target.value)}
-                    placeholder={t('customModelNamePlaceholder', language)}
-                    className="w-full px-3 py-2 rounded"
-                    style={{
-                      background: '#0B0E11',
-                      border: '1px solid #2B3139',
-                      color: '#EAECEF',
-                    }}
-                  />
-                  <div className="text-xs mt-1" style={{ color: '#848E9C' }}>
-                    {t('leaveBlankForDefaultModel', language)}
-                  </div>
+              {/* API Key */}
+              <div className="space-y-2">
+                <label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
+                  <svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
+                    <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M15 7a2 2 0 012 2m4 0a6 6 0 01-7.743 5.743L11 17H9v2H7v2H4a1 1 0 01-1-1v-2.586a1 1 0 01.293-.707l5.964-5.964A6 6 0 1121 9z" />
+                  </svg>
+                  API Key *
+                </label>
+                <input
+                  type="password"
+                  value={apiKey}
+                  onChange={(e) => setApiKey(e.target.value)}
+                  placeholder={t('enterAPIKey', language)}
+                  className="w-full px-4 py-3 rounded-xl"
+                  style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
+                  required
+                />
+              </div>
+
+              {/* Custom Base URL */}
+              <div className="space-y-2">
+                <label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
+                  <svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
+                    <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M13.828 10.172a4 4 0 00-5.656 0l-4 4a4 4 0 105.656 5.656l1.102-1.101m-.758-4.899a4 4 0 005.656 0l4-4a4 4 0 00-5.656-5.656l-1.1 1.1" />
+                  </svg>
+                  {t('customBaseURL', language)}
+                </label>
+                <input
+                  type="url"
+                  value={baseUrl}
+                  onChange={(e) => setBaseUrl(e.target.value)}
+                  placeholder={t('customBaseURLPlaceholder', language)}
+                  className="w-full px-4 py-3 rounded-xl"
+                  style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
+                />
+                <div className="text-xs" style={{ color: '#848E9C' }}>
+                  {t('leaveBlankForDefault', language)}
                 </div>
+              </div>
 
-                <div
-                  className="p-4 rounded"
-                  style={{
-                    background: 'rgba(240, 185, 11, 0.1)',
-                    border: '1px solid rgba(240, 185, 11, 0.2)',
-                  }}
+              {/* Custom Model Name */}
+              <div className="space-y-2">
+                <label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
+                  <svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
+                    <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M7 7h.01M7 3h5c.512 0 1.024.195 1.414.586l7 7a2 2 0 010 2.828l-7 7a2 2 0 01-2.828 0l-7-7A1.994 1.994 0 013 12V7a4 4 0 014-4z" />
+                  </svg>
+                  {t('customModelName', language)}
+                </label>
+                <input
+                  type="text"
+                  value={modelName}
+                  onChange={(e) => setModelName(e.target.value)}
+                  placeholder={t('customModelNamePlaceholder', language)}
+                  className="w-full px-4 py-3 rounded-xl"
+                  style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
+                />
+                <div className="text-xs" style={{ color: '#848E9C' }}>
+                  {t('leaveBlankForDefaultModel', language)}
+                </div>
+              </div>
+
+              {/* Info Box */}
+              <div className="p-4 rounded-xl" style={{ background: 'rgba(139, 92, 246, 0.1)', border: '1px solid rgba(139, 92, 246, 0.2)' }}>
+                <div className="text-sm font-semibold mb-2 flex items-center gap-2" style={{ color: '#A78BFA' }}>
+                  <Brain className="w-4 h-4" />
+                  {t('information', language)}
+                </div>
+                <div className="text-xs space-y-1" style={{ color: '#848E9C' }}>
+                  <div>• {t('modelConfigInfo1', language)}</div>
+                  <div>• {t('modelConfigInfo2', language)}</div>
+                  <div>• {t('modelConfigInfo3', language)}</div>
+                </div>
+              </div>
+
+              {/* Buttons */}
+              <div className="flex gap-3 pt-4">
+                <button type="button" onClick={handleBack} className="flex-1 px-4 py-3 rounded-xl text-sm font-semibold transition-all hover:bg-white/5" style={{ background: '#2B3139', color: '#848E9C' }}>
+                  {editingModelId ? t('cancel', language) : (language === 'zh' ? '返回' : 'Back')}
+                </button>
+                <button
+                  type="submit"
+                  disabled={!selectedModel || !apiKey.trim()}
+                  className="flex-1 flex items-center justify-center gap-2 px-4 py-3 rounded-xl text-sm font-bold transition-all hover:scale-[1.02] disabled:opacity-50 disabled:cursor-not-allowed"
+                  style={{ background: '#8B5CF6', color: '#fff' }}
                 >
-                  <div
-                    className="text-sm font-semibold mb-2"
-                    style={{ color: '#F0B90B' }}
-                  >
-                    ℹ️ {t('information', language)}
-                  </div>
-                  <div
-                    className="text-xs space-y-1"
-                    style={{ color: '#848E9C' }}
-                  >
-                    <div>{t('modelConfigInfo1', language)}</div>
-                    <div>{t('modelConfigInfo2', language)}</div>
-                    <div>{t('modelConfigInfo3', language)}</div>
-                  </div>
-                </div>
-              </>
-            )}
-          </div>
-
-          <div
-            className="flex gap-3 mt-6 pt-4 sticky bottom-0"
-            style={{ background: '#1E2329' }}
-          >
-            <button
-              type="button"
-              onClick={onClose}
-              className="flex-1 px-4 py-2 rounded text-sm font-semibold"
-              style={{ background: '#2B3139', color: '#848E9C' }}
-            >
-              {t('cancel', language)}
-            </button>
-            <button
-              type="submit"
-              disabled={!selectedModel || !apiKey.trim()}
-              className="flex-1 px-4 py-2 rounded text-sm font-semibold disabled:opacity-50"
-              style={{ background: '#F0B90B', color: '#000' }}
-            >
-              {t('saveConfig', language)}
-            </button>
-          </div>
-        </form>
+                  {t('saveConfig', language)}
+                  <svg className="w-4 h-4" fill="none" stroke="currentColor" viewBox="0 0 24 24">
+                    <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M14 5l7 7m0 0l-7 7m7-7H3" />
+                  </svg>
+                </button>
+              </div>
+            </form>
+          )}
+        </div>
       </div>
     </div>
   )

web/src/components/ExchangeIcons.tsx

@@ -12,6 +12,8 @@ const ICON_PATHS: Record<string, string> = {
   bybit: '/exchange-icons/bybit.png',
   okx: '/exchange-icons/okx.svg',
   bitget: '/exchange-icons/bitget.svg',
+  gate: '/exchange-icons/gate.svg',
+  kucoin: '/exchange-icons/kucoin.svg',
   hyperliquid: '/exchange-icons/hyperliquid.png',
   aster: '/exchange-icons/aster.svg',
   lighter: '/exchange-icons/lighter.png',
@@ -89,13 +91,17 @@ export const getExchangeIcon = (
         ? 'okx'
         : lowerType.includes('bitget')
           ? 'bitget'
-          : lowerType.includes('hyperliquid')
-            ? 'hyperliquid'
-            : lowerType.includes('aster')
-              ? 'aster'
-              : lowerType.includes('lighter')
-                ? 'lighter'
-                : lowerType
+          : lowerType.includes('gate')
+            ? 'gate'
+            : lowerType.includes('kucoin')
+              ? 'kucoin'
+              : lowerType.includes('hyperliquid')
+                ? 'hyperliquid'
+                : lowerType.includes('aster')
+                  ? 'aster'
+                  : lowerType.includes('lighter')
+                    ? 'lighter'
+                    : lowerType
 
   const iconProps = {
     width: props.width || 24,

web/src/components/PositionHistory.tsx

@@ -3,6 +3,7 @@ import { api } from '../lib/api'
 import { useLanguage } from '../contexts/LanguageContext'
 import { t } from '../i18n/translations'
 import { MetricTooltip } from './MetricTooltip'
+import { formatPrice, formatQuantity } from '../utils/format'
 import type {
   HistoricalPosition,
   TraderStats,
@@ -14,7 +15,7 @@ interface PositionHistoryProps {
   traderId: string
 }
 
-// Format number with proper decimals
+// Format number with proper decimals (for large numbers)
 function formatNumber(value: number, decimals: number = 2): string {
   if (Math.abs(value) >= 1000000) {
     return (value / 1000000).toFixed(2) + 'M'
@@ -25,14 +26,6 @@ function formatNumber(value: number, decimals: number = 2): string {
   return value.toFixed(decimals)
 }
 
-// Format price with proper decimals
-function formatPrice(price: number): string {
-  if (!price || price === 0) return '-'
-  if (price >= 1000) return price.toFixed(2)
-  if (price >= 1) return price.toFixed(4)
-  return price.toFixed(6)
-}
-
 // Format duration from minutes
 function formatDuration(minutes: number): string {
   if (!minutes || minutes <= 0) return '-'
@@ -300,7 +293,7 @@ function PositionRow({ position }: { position: HistoricalPosition }) {
 
       {/* Quantity */}
       <td className="py-3 px-4 text-right font-mono" style={{ color: '#848E9C' }}>
-        {displayQty.toFixed(4)}
+        {formatQuantity(displayQty)}
       </td>
 
       {/* Position Value (Entry Price * Quantity) */}

web/src/components/TraderConfigModal.tsx

@@ -125,7 +125,7 @@ export function TraderConfigModal({
 
   const handleFetchCurrentBalance = async () => {
     if (!isEditMode || !traderData?.trader_id) {
-      setBalanceFetchError('只有在编辑模式下才能获取当前余额')
+       setBalanceFetchError(t('fetchBalanceEditModeOnly', language))
       return
     }
 
@@ -142,13 +142,13 @@ export function TraderConfigModal({
         const currentBalance =
           result.data.total_equity || result.data.balance || 0
         setFormData((prev) => ({ ...prev, initial_balance: currentBalance }))
-        toast.success('已获取当前余额')
+        toast.success(t('balanceFetched', language))
       } else {
-        throw new Error(result.message || '获取余额失败')
+        throw new Error(result.message || t('balanceFetchFailed', language))
       }
     } catch (error) {
-      console.error('获取余额失败:', error)
-      setBalanceFetchError('获取余额失败，请检查网络连接')
+      console.error(t('balanceFetchFailed', language) + ':', error)
+       setBalanceFetchError(t('balanceFetchNetworkError', language))
     } finally {
       setIsFetchingBalance(false)
     }
@@ -175,13 +175,13 @@ export function TraderConfigModal({
       }
 
       await toast.promise(onSave(saveData), {
-        loading: '正在保存…',
-        success: '保存成功',
-        error: '保存失败',
+        loading: t('saving', language),
+        success: t('saveSuccess', language),
+        error: t('saveFailed', language),
       })
       onClose()
     } catch (error) {
-      console.error('保存失败:', error)
+       console.error(t('saveFailed', language) + ':', error)
     } finally {
       setIsSaving(false)
     }
@@ -208,10 +208,10 @@ export function TraderConfigModal({
             </div>
             <div>
               <h2 className="text-xl font-bold text-[#EAECEF]">
-                {isEditMode ? '修改交易员' : '创建交易员'}
+                {isEditMode ? t('editTrader', language) : t('createTrader', language)}
               </h2>
               <p className="text-sm text-[#848E9C] mt-1">
-                {isEditMode ? '修改交易员配置' : '选择策略并配置基础参数'}
+                {isEditMode ? t('editTraderConfig', language) : t('selectStrategyAndConfigParams', language)}
               </p>
             </div>
           </div>
@@ -231,12 +231,12 @@ export function TraderConfigModal({
           {/* Basic Info */}
           <div className="bg-[#0B0E11] border border-[#2B3139] rounded-lg p-5">
             <h3 className="text-lg font-semibold text-[#EAECEF] mb-5 flex items-center gap-2">
-              <span className="text-[#F0B90B]">1</span> 基础配置
+              <span className="text-[#F0B90B]">1</span> {t('basicConfig', language)}
             </h3>
             <div className="space-y-4">
               <div>
                 <label className="text-sm text-[#EAECEF] block mb-2">
-                  交易员名称 <span className="text-red-500">*</span>
+                  {t('traderNameRequired', language)}
                 </label>
                 <input
                   type="text"
@@ -245,13 +245,13 @@ export function TraderConfigModal({
                     handleInputChange('trader_name', e.target.value)
                   }
                   className="w-full px-3 py-2 bg-[#0B0E11] border border-[#2B3139] rounded text-[#EAECEF] focus:border-[#F0B90B] focus:outline-none"
-                  placeholder="请输入交易员名称"
+                   placeholder={t('enterTraderNamePlaceholder', language)}
                 />
               </div>
               <div className="grid grid-cols-2 gap-4">
                 <div>
                   <label className="text-sm text-[#EAECEF] block mb-2">
-                    AI模型 <span className="text-red-500">*</span>
+                  {t('aiModelRequired', language)}
                   </label>
                   <select
                     value={formData.ai_model}
@@ -269,7 +269,7 @@ export function TraderConfigModal({
                 </div>
                 <div>
                   <label className="text-sm text-[#EAECEF] block mb-2">
-                    交易所 <span className="text-red-500">*</span>
+                  {t('exchangeRequired', language)}
                   </label>
                   <select
                     value={formData.exchange_id}
@@ -300,10 +300,10 @@ export function TraderConfigModal({
                         className="mt-2 inline-flex items-center gap-1.5 text-xs text-[#848E9C] hover:text-[#F0B90B] transition-colors"
                       >
                         <UserPlus className="w-3.5 h-3.5" />
-                        <span>还没有交易所账号？点击注册</span>
+                        <span>{t('noExchangeAccount', language)}</span>
                         {regLink.hasReferral && (
                           <span className="px-1.5 py-0.5 bg-[#F0B90B]/10 text-[#F0B90B] rounded text-[10px]">
-                            折扣优惠
+                            {t('discount', language)}
                           </span>
                         )}
                         <ExternalLink className="w-3 h-3" />
@@ -318,13 +318,13 @@ export function TraderConfigModal({
           {/* Strategy Selection */}
           <div className="bg-[#0B0E11] border border-[#2B3139] rounded-lg p-5">
             <h3 className="text-lg font-semibold text-[#EAECEF] mb-5 flex items-center gap-2">
-              <span className="text-[#F0B90B]">2</span> 选择交易策略
+              <span className="text-[#F0B90B]">2</span> {t('selectTradingStrategy', language)}
               <Sparkles className="w-4 h-4 text-[#F0B90B]" />
             </h3>
             <div className="space-y-4">
               <div>
                 <label className="text-sm text-[#EAECEF] block mb-2">
-                  使用策略
+                  {t('useStrategy', language)}
                 </label>
                 <select
                   value={formData.strategy_id}
@@ -333,18 +333,18 @@ export function TraderConfigModal({
                   }
                   className="w-full px-3 py-2 bg-[#0B0E11] border border-[#2B3139] rounded text-[#EAECEF] focus:border-[#F0B90B] focus:outline-none"
                 >
-                  <option value="">-- 不使用策略（手动配置）--</option>
+                  <option value="">{t('noStrategyManual', language)}</option>
                   {strategies.map((strategy) => (
                     <option key={strategy.id} value={strategy.id}>
-                      {strategy.name}
-                      {strategy.is_active ? ' (当前激活)' : ''}
-                      {strategy.is_default ? ' [默认]' : ''}
+                      {selectedStrategy.name}
+                      {selectedStrategy.is_active ? t('active', language) : ''}
+                      {selectedStrategy.is_default ? t('default', language) : ''}
                     </option>
                   ))}
                 </select>
                 {strategies.length === 0 && (
-                  <p className="text-xs text-[#848E9C] mt-2">
-                    暂无策略，请先在策略工作室创建策略
+                    <p className="text-xs text-[#848E9C] mt-2">
+                      {t('noStrategyHint', language)}
                   </p>
                 )}
               </div>
@@ -354,25 +354,25 @@ export function TraderConfigModal({
                 <div className="mt-3 p-4 bg-[#1E2329] border border-[#2B3139] rounded-lg">
                   <div className="flex items-center gap-2 mb-2">
                     <span className="text-[#F0B90B] text-sm font-medium">
-                      策略详情
+                      {t('strategyDetails', language)}
                     </span>
                     {selectedStrategy.is_active && (
                       <span className="px-2 py-0.5 bg-green-500/20 text-green-400 text-xs rounded">
-                        激活中
+                        {t('activating', language)}
                       </span>
                     )}
                   </div>
                   <p className="text-sm text-[#848E9C] mb-2">
-                    {selectedStrategy.description || '无描述'}
+                    {selectedStrategy.description || (language === 'zh' ? '无描述' : 'No description')}
                   </p>
                   <div className="grid grid-cols-2 gap-2 text-xs text-[#848E9C]">
                     <div>
-                      币种来源: {selectedStrategy.config.coin_source.source_type === 'static' ? '固定币种' :
+                      {t('coinSource', language)}: {selectedStrategy.config.coin_source.source_type === 'static' ? '固定币种' :
                         selectedStrategy.config.coin_source.source_type === 'ai500' ? 'AI500' :
                         selectedStrategy.config.coin_source.source_type === 'oi_top' ? 'OI Top' : '混合'}
                     </div>
                     <div>
-                      保证金上限: {((selectedStrategy.config.risk_control?.max_margin_usage || 0.9) * 100).toFixed(0)}%
+                      {t('marginLimit', language)}: {((selectedStrategy.config.risk_control?.max_margin_usage || 0.9) * 100).toFixed(0)}%
                     </div>
                   </div>
                 </div>
@@ -383,13 +383,13 @@ export function TraderConfigModal({
           {/* Trading Parameters */}
           <div className="bg-[#0B0E11] border border-[#2B3139] rounded-lg p-5">
             <h3 className="text-lg font-semibold text-[#EAECEF] mb-5 flex items-center gap-2">
-              <span className="text-[#F0B90B]">3</span> 交易参数
+              <span className="text-[#F0B90B]">3</span> {t('tradingParams', language)}
             </h3>
             <div className="space-y-4">
               <div className="grid grid-cols-2 gap-4">
                 <div>
                   <label className="text-sm text-[#EAECEF] block mb-2">
-                    保证金模式
+                    {t('marginMode', language)}
                   </label>
                   <div className="flex gap-2">
                     <button
@@ -401,7 +401,7 @@ export function TraderConfigModal({
                           : 'bg-[#0B0E11] text-[#848E9C] border border-[#2B3139]'
                       }`}
                     >
-                      全仓
+                      {t('crossMargin', language)}
                     </button>
                     <button
                       type="button"
@@ -414,7 +414,7 @@ export function TraderConfigModal({
                           : 'bg-[#0B0E11] text-[#848E9C] border border-[#2B3139]'
                       }`}
                     >
-                      逐仓
+                      {t('isolatedMargin', language)}
                     </button>
                   </div>
                 </div>
@@ -446,7 +446,7 @@ export function TraderConfigModal({
               {/* Competition visibility */}
               <div>
                 <label className="text-sm text-[#EAECEF] block mb-2">
-                  竞技场显示
+                  {t('competitionDisplay', language)}
                 </label>
                 <div className="flex gap-2">
                   <button
@@ -458,7 +458,7 @@ export function TraderConfigModal({
                         : 'bg-[#0B0E11] text-[#848E9C] border border-[#2B3139]'
                     }`}
                   >
-                    显示
+                    {t('show', language)}
                   </button>
                   <button
                     type="button"
@@ -469,11 +469,11 @@ export function TraderConfigModal({
                         : 'bg-[#0B0E11] text-[#848E9C] border border-[#2B3139]'
                     }`}
                   >
-                    隐藏
+                    {t('hide', language)}
                   </button>
                 </div>
-                <p className="text-xs text-[#848E9C] mt-1">
-                  隐藏后将不在竞技场页面显示此交易员
+                  <p className="text-xs text-[#848E9C] mt-1">
+                    {t('hiddenInCompetition', language)}
                 </p>
               </div>
 
@@ -482,7 +482,7 @@ export function TraderConfigModal({
                 <div>
                   <div className="flex items-center justify-between mb-2">
                     <label className="text-sm text-[#EAECEF]">
-                      初始余额 ($)
+                      {t('initialBalanceLabel', language)}
                     </label>
                     <button
                       type="button"
@@ -490,7 +490,7 @@ export function TraderConfigModal({
                       disabled={isFetchingBalance}
                       className="px-3 py-1 text-xs bg-[#F0B90B] text-black rounded hover:bg-[#E1A706] transition-colors disabled:bg-[#848E9C] disabled:cursor-not-allowed"
                     >
-                      {isFetchingBalance ? '获取中...' : '获取当前余额'}
+                      {isFetchingBalance ? t('fetching', language) : t('fetchCurrentBalance', language)}
                     </button>
                   </div>
                   <input
@@ -506,8 +506,8 @@ export function TraderConfigModal({
                     min="100"
                     step="0.01"
                   />
-                  <p className="text-xs text-[#848E9C] mt-1">
-                    用于手动更新初始余额基准（例如充值/提现后）
+                    <p className="text-xs text-[#848E9C] mt-1">
+                      {t('balanceUpdateHint', language)}
                   </p>
                   {balanceFetchError && (
                     <p className="text-xs text-red-500 mt-1">
@@ -535,7 +535,7 @@ export function TraderConfigModal({
                     <line x1="12" x2="12.01" y1="16" y2="16" />
                   </svg>
                   <span className="text-sm text-[#848E9C]">
-                    系统将自动获取您的账户净值作为初始余额
+                    {t('autoFetchBalanceInfo', language)}
                   </span>
                 </div>
               )}
@@ -550,7 +550,7 @@ export function TraderConfigModal({
             onClick={onClose}
             className="px-6 py-3 bg-[#2B3139] text-[#EAECEF] rounded-lg hover:bg-[#404750] transition-all duration-200 border border-[#404750]"
           >
-            取消
+            {t('cancel', language)}
           </button>
           {onSave && (
             <button
@@ -563,7 +563,7 @@ export function TraderConfigModal({
               }
               className="px-8 py-3 bg-gradient-to-r from-[#F0B90B] to-[#E1A706] text-black rounded-lg hover:from-[#E1A706] hover:to-[#D4951E] transition-all duration-200 disabled:bg-[#848E9C] disabled:cursor-not-allowed font-medium shadow-lg"
             >
-              {isSaving ? '保存中...' : isEditMode ? '保存修改' : '创建交易员'}
+              {isSaving ? t('saving', language) : isEditMode ? t('editTrader', language) : t('createTraderButton', language)}
             </button>
           )}
         </div>

web/src/components/landing/FooterSection.tsx

@@ -34,6 +34,8 @@ export default function FooterSection({ language }: FooterSectionProps) {
       { name: 'Bybit', href: 'https://partner.bybit.com/b/83856' },
       { name: 'OKX', href: 'https://www.okx.com/join/1865360' },
       { name: 'Bitget', href: 'https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172' },
+      { name: 'Gate.io', href: 'https://www.gatenode.xyz/share/VQBGUAxY' },
+      { name: 'KuCoin', href: 'https://www.kucoin.com/r/broker/CXEV7XKK' },
       { name: 'Hyperliquid', href: 'https://app.hyperliquid.xyz/join/AITRADING' },
       { name: 'Aster DEX', href: 'https://www.asterdex.com/en/referral/fdfc0e' },
       { name: 'Lighter', href: 'https://app.lighter.xyz/?referral=68151432' },

web/src/components/landing/brand/AgentTerminal.tsx

@@ -0,0 +1,195 @@
+import { motion } from 'framer-motion'
+
+export default function AgentTerminal() {
+    return (
+        <motion.div
+            initial={{ opacity: 0, y: 30, rotate: 0 }}
+            animate={{ opacity: 1, y: 0, rotate: 2 }}
+            transition={{ duration: 0.8, delay: 0.3 }}
+            className="w-[380px] lg:w-[440px] relative group"
+        >
+            {/* Terminal frame */}
+            <div className="relative bg-[#0B0F14] rounded-2xl overflow-hidden shadow-2xl shadow-black/80 border border-zinc-800/80">
+
+                {/* Scanline overlay */}
+                <div className="absolute inset-0 pointer-events-none z-50 opacity-[0.02]" style={{
+                    backgroundImage: 'repeating-linear-gradient(0deg, transparent, transparent 2px, rgba(255,255,255,0.03) 2px, rgba(255,255,255,0.03) 4px)'
+                }} />
+
+                {/* Header bar - macOS style */}
+                <div className="flex items-center justify-between px-4 py-2.5 bg-[#0D1117] border-b border-zinc-800/60">
+                    {/* Window controls */}
+                    <div className="flex items-center gap-2">
+                        <div className="flex items-center gap-1.5">
+                            <div className="w-3 h-3 rounded-full bg-[#ff5f57] hover:brightness-110 transition-all" />
+                            <div className="w-3 h-3 rounded-full bg-[#febc2e] hover:brightness-110 transition-all" />
+                            <div className="w-3 h-3 rounded-full bg-[#28c840] hover:brightness-110 transition-all" />
+                        </div>
+                    </div>
+                    {/* Title */}
+                    <div className="absolute left-1/2 -translate-x-1/2 flex items-center gap-2">
+                        <span className="text-zinc-400 text-xs font-mono">NOFX Agent Terminal</span>
+                    </div>
+                    {/* Live indicator */}
+                    <div className="flex items-center gap-1.5 px-2 py-0.5 rounded bg-green-500/10 border border-green-500/20">
+                        <div className="w-1.5 h-1.5 bg-green-500 rounded-full animate-pulse" />
+                        <span className="text-green-400 text-[10px] font-mono uppercase tracking-wider">Live</span>
+                    </div>
+                </div>
+
+                {/* Portfolio PnL Section */}
+                <div className="p-4 border-b border-zinc-800/40">
+                    <div className="flex items-center justify-between mb-3">
+                        <span className="text-zinc-500 text-xs font-mono uppercase tracking-wider">Portfolio PnL</span>
+                        <div className="flex gap-1">
+                            <button className="px-2 py-0.5 bg-nofx-gold/20 border border-nofx-gold/30 rounded text-[10px] text-nofx-gold font-mono">24H</button>
+                            <button className="px-2 py-0.5 text-[10px] text-zinc-600 font-mono hover:text-zinc-400 transition-colors">7D</button>
+                            <button className="px-2 py-0.5 text-[10px] text-zinc-600 font-mono hover:text-zinc-400 transition-colors">30D</button>
+                        </div>
+                    </div>
+                    <div className="flex items-baseline gap-3">
+                        <span className="text-3xl font-bold text-green-400 font-mono tracking-tight">+$12,847.50</span>
+                        <span className="text-green-500/80 text-sm font-mono">+8.42%</span>
+                    </div>
+
+                    {/* Chart Area */}
+                    <div className="mt-4 h-16 rounded-lg overflow-hidden relative">
+                        <svg className="w-full h-full" preserveAspectRatio="none" viewBox="0 0 400 64">
+                            <defs>
+                                <linearGradient id="chartGradient" x1="0%" y1="0%" x2="0%" y2="100%">
+                                    <stop offset="0%" stopColor="#22C55E" stopOpacity="0.2" />
+                                    <stop offset="100%" stopColor="#22C55E" stopOpacity="0" />
+                                </linearGradient>
+                            </defs>
+                            <path
+                                d="M0,56 C40,52 80,48 120,40 C160,32 200,28 240,24 C280,20 320,16 360,12 L400,8 L400,64 L0,64 Z"
+                                fill="url(#chartGradient)"
+                            />
+                            <path
+                                d="M0,56 C40,52 80,48 120,40 C160,32 200,28 240,24 C280,20 320,16 360,12 L400,8"
+                                fill="none"
+                                stroke="#22C55E"
+                                strokeWidth="1.5"
+                            />
+                        </svg>
+                    </div>
+                </div>
+
+                {/* Metrics Row */}
+                <div className="grid grid-cols-3 divide-x divide-zinc-800/40 border-b border-zinc-800/40">
+                    <div className="p-3 text-center">
+                        <div className="text-zinc-500 text-[10px] font-mono uppercase tracking-wider mb-1">OI</div>
+                        <div className="text-white font-bold font-mono">$847M</div>
+                        <div className="text-green-500 text-[10px] font-mono">↑ 2.1%</div>
+                    </div>
+                    <div className="p-3 text-center">
+                        <div className="text-zinc-500 text-[10px] font-mono uppercase tracking-wider mb-1">Netflow</div>
+                        <div className="text-green-400 font-bold font-mono">+$124M</div>
+                        <div className="text-zinc-500 text-[10px] font-mono">24h inflow</div>
+                    </div>
+                    <div className="p-3 text-center">
+                        <div className="text-zinc-500 text-[10px] font-mono uppercase tracking-wider mb-1">L/S Ratio</div>
+                        <div className="text-white font-bold font-mono">1.24</div>
+                        <div className="flex gap-0.5 mt-1 px-2">
+                            <div className="h-1 bg-green-500/60 rounded-l flex-[55]" />
+                            <div className="h-1 bg-red-500/60 rounded-r flex-[45]" />
+                        </div>
+                    </div>
+                </div>
+
+                {/* Order Book */}
+                <div className="p-4 border-b border-zinc-800/40">
+                    <div className="flex items-center justify-between mb-3">
+                        <span className="text-zinc-400 text-xs font-mono uppercase tracking-wider">Order Book</span>
+                        <span className="text-zinc-600 text-[10px] font-mono">Spread: <span className="text-nofx-gold">0.02%</span></span>
+                    </div>
+                    <div className="grid grid-cols-2 gap-3">
+                        {/* Asks */}
+                        <div className="space-y-1">
+                            {[
+                                { price: '97,289.50', amount: '2.451', depth: 70 },
+                                { price: '97,267.00', amount: '1.832', depth: 55 },
+                                { price: '97,251.00', amount: '0.945', depth: 30 },
+                            ].map((ask, i) => (
+                                <div key={i} className="relative flex justify-between text-[11px] py-1 px-1.5 rounded">
+                                    <div className="absolute inset-0 bg-red-500/10 rounded-sm" style={{ width: `${ask.depth}%` }} />
+                                    <span className="relative text-red-400 font-mono">{ask.price}</span>
+                                    <span className="relative text-zinc-500 font-mono">{ask.amount}</span>
+                                </div>
+                            ))}
+                        </div>
+                        {/* Bids */}
+                        <div className="space-y-1">
+                            {[
+                                { price: '97,244.50', amount: '3.127', depth: 85 },
+                                { price: '97,221.00', amount: '4.592', depth: 100 },
+                                { price: '97,198.00', amount: '1.845', depth: 50 },
+                            ].map((bid, i) => (
+                                <div key={i} className="relative flex justify-between text-[11px] py-1 px-1.5 rounded">
+                                    <div className="absolute inset-0 bg-green-500/10 rounded-sm" style={{ width: `${bid.depth}%` }} />
+                                    <span className="relative text-green-400 font-mono">{bid.price}</span>
+                                    <span className="relative text-zinc-500 font-mono">{bid.amount}</span>
+                                </div>
+                            ))}
+                        </div>
+                    </div>
+                </div>
+
+                {/* Active Positions */}
+                <div className="p-4">
+                    <div className="flex items-center justify-between mb-3">
+                        <span className="text-zinc-400 text-xs font-mono uppercase tracking-wider">Positions</span>
+                        <span className="text-green-400 text-xs font-mono font-medium">+$12,847</span>
+                    </div>
+                    <div className="space-y-2">
+                        {[
+                            { coin: 'BTC', name: 'BTC-PERP', size: '0.5', profit: '+$6,420', percent: '+12.8%', color: '#F7931A' },
+                            { coin: 'ETH', name: 'ETH-PERP', size: '3.2', profit: '+$4,127', percent: '+7.6%', color: '#627EEA' },
+                            { coin: 'BNB', name: 'BNB-PERP', size: '8.5', profit: '+$2,300', percent: '+5.2%', color: '#F3BA2F' },
+                        ].map((pos, i) => (
+                            <div key={i} className="flex items-center justify-between py-2 px-2 rounded-lg bg-zinc-900/50 hover:bg-zinc-800/50 transition-colors">
+                                <div className="flex items-center gap-3">
+                                    <div
+                                        className="w-8 h-8 rounded-lg flex items-center justify-center text-xs font-bold border"
+                                        style={{
+                                            backgroundColor: pos.color + '15',
+                                            borderColor: pos.color + '30',
+                                            color: pos.color
+                                        }}
+                                    >
+                                        {pos.coin}
+                                    </div>
+                                    <div>
+                                        <div className="text-white text-sm font-mono">{pos.name}</div>
+                                        <div className="flex items-center gap-2 text-[10px]">
+                                            <span className="text-green-400 bg-green-500/10 px-1.5 py-0.5 rounded font-mono">LONG</span>
+                                            <span className="text-zinc-500 font-mono">{pos.size} {pos.coin}</span>
+                                        </div>
+                                    </div>
+                                </div>
+                                <div className="text-right">
+                                    <div className="text-green-400 font-mono font-medium">{pos.profit}</div>
+                                    <div className="text-green-500/70 text-[10px] font-mono">{pos.percent}</div>
+                                </div>
+                            </div>
+                        ))}
+                    </div>
+                </div>
+
+                {/* Footer status bar */}
+                <div className="px-4 py-2 bg-[#0D1117] border-t border-zinc-800/60 flex items-center justify-between">
+                    <div className="flex items-center gap-3 text-[10px] font-mono text-zinc-600">
+                        <span className="flex items-center gap-1">
+                            <div className="w-1.5 h-1.5 bg-green-500 rounded-full" />
+                            Connected
+                        </span>
+                        <span>Latency: 12ms</span>
+                    </div>
+                    <div className="text-[10px] font-mono text-zinc-600">
+                        mainnet • v2.4.0
+                    </div>
+                </div>
+            </div>
+        </motion.div>
+    )
+}

web/src/components/landing/brand/BrandHero.tsx

@@ -2,6 +2,7 @@ import { motion } from 'framer-motion'
 import { ArrowRight, Github } from 'lucide-react'
 import { Marquee } from './Marquee'
 import { OFFICIAL_LINKS } from '../../../constants/branding'
+import AgentTerminal from './AgentTerminal'
 
 export default function BrandHero() {
     const handleScroll = () => {
@@ -75,32 +76,25 @@ export default function BrandHero() {
                     </motion.div>
                 </div>
 
-                {/* Right Visual - Mascot */}
-                <div className="flex-1 relative flex items-end justify-center lg:justify-end overflow-hidden">
-                    {/* Abstract background elements */}
-                    <div className="absolute top-1/4 right-0 w-[600px] h-[600px] bg-nofx-accent/20 rounded-full blur-[100px] pointer-events-none" />
-                    <div className="absolute bottom-0 left-10 w-[400px] h-[400px] bg-nofx-gold/10 rounded-full blur-[80px] pointer-events-none" />
+                {/* Right Visual - Agent Terminal */}
+                <div className="flex-1 relative overflow-visible flex items-center justify-center py-8 lg:py-0 min-h-[600px]">
+                    {/* Background gradient orbs */}
+                    <div className="absolute top-1/2 right-[15%] -translate-y-1/2 w-[450px] h-[450px] rounded-full bg-gradient-to-br from-nofx-gold/20 via-nofx-gold/5 to-transparent blur-[80px]" />
+                    <div className="absolute top-[25%] right-[35%] w-[250px] h-[250px] rounded-full bg-nofx-accent/10 blur-[60px]" />
 
-                    {/* Grid Pattern */}
-                    <div className="absolute inset-0 opacity-20"
+                    {/* Subtle dot grid */}
+                    <div
+                        className="absolute inset-0 opacity-[0.04]"
                         style={{
-                            backgroundImage: 'linear-gradient(#333 1px, transparent 1px), linear-gradient(90deg, #333 1px, transparent 1px)',
-                            backgroundSize: '40px 40px'
+                            backgroundImage: 'radial-gradient(circle at 1px 1px, rgba(255,255,255,0.4) 1px, transparent 0)',
+                            backgroundSize: '32px 32px'
                         }}
                     />
 
-                    <motion.div
-                        initial={{ opacity: 0, y: 100 }}
-                        animate={{ opacity: 1, y: 0 }}
-                        transition={{ duration: 1, delay: 0.2 }}
-                        className="relative z-10 w-full h-full flex items-end justify-center lg:justify-end lg:pr-10"
-                    >
-                        <img
-                            src="/images/nofx_mascot.png"
-                            alt="Cyberpunk Mascot"
-                            className="h-[80vh] object-contain drop-shadow-[0_0_50px_rgba(0,0,0,0.5)]"
-                        />
-                    </motion.div>
+                    {/* Terminal Panel */}
+                    <div className="relative z-10">
+                        <AgentTerminal />
+                    </div>
                 </div>
             </div>
         </section>

web/src/components/landing/core/TerminalHero.tsx

@@ -1,7 +1,8 @@
 import { motion } from 'framer-motion'
-import { ArrowRight, Shield, Activity, CircuitBoard, Cpu, Wifi, Globe, Lock, Zap, Star, GitFork, Users, MessageCircle } from 'lucide-react'
+import { ArrowRight, Shield, Activity, CircuitBoard, Wifi, Globe, Zap, Star, GitFork, Users, MessageCircle } from 'lucide-react'
 import { useState, useEffect } from 'react'
 import { useGitHubStats } from '../../../hooks/useGitHubStats'
+import AgentTerminal from '../brand/AgentTerminal'
 
 export default function TerminalHero() {
 
@@ -88,10 +89,10 @@ export default function TerminalHero() {
             {/* Mobile Bottom Fade */}
             <div className="absolute bottom-0 left-0 w-full h-32 bg-gradient-to-t from-nofx-bg to-transparent z-20 pointer-events-none md:hidden" />
 
-            {/* Mobile Floating HUD - Moved to Left to avoid covering face */}
-            <div className="md:hidden absolute top-24 left-4 z-0 opacity-40 pointer-events-none">
-                <div className="w-24 h-24 border border-dashed border-nofx-gold/30 rounded-full animate-spin-slow flex items-center justify-center">
-                    <div className="w-16 h-16 border border-nofx-accent/30 rounded-full"></div>
+            {/* Mobile Floating HUD */}
+            <div className="md:hidden absolute top-24 right-4 z-0 opacity-30 pointer-events-none">
+                <div className="w-20 h-20 border border-dashed border-nofx-gold/30 rounded-full animate-spin-slow flex items-center justify-center">
+                    <div className="w-12 h-12 border border-nofx-accent/30 rounded-full"></div>
                 </div>
             </div>
 
@@ -236,72 +237,25 @@ export default function TerminalHero() {
                 </div>
             </div>
 
-            {/* RIGHT COLUMN: HOLOGRAPHIC DISPLAY - Absolute Overlay for "Far Right" Effect on Desktop, Background on Mobile */}
-            <div className="absolute top-20 md:top-0 right-0 h-[50vh] md:h-full w-full lg:w-[45vw] flex pointer-events-none items-center justify-center z-0 opacity-80 lg:opacity-100 mix-blend-normal">
-                <div className="relative w-full h-full flex items-center justify-center perspective-1000">
-                    {/* 3D Hologram Effect Container */}
-                    <div className="relative w-full h-[90%] flex items-center justify-center transform-style-3d rotate-y-[-12deg]">
+            {/* RIGHT COLUMN: Agent Terminal - Desktop Only */}
+            <div className="absolute top-0 right-0 h-full w-[50vw] hidden lg:flex flex-col items-end justify-end pr-8 pb-20 z-10">
+                {/* Subtle gradient orb */}
+                <div className="absolute top-1/2 right-[10%] -translate-y-1/2 w-[400px] h-[400px] rounded-full bg-gradient-to-br from-nofx-gold/10 via-nofx-gold/5 to-transparent blur-[100px] pointer-events-none"></div>
 
-                        {/* Scanning Grid behind Mascot - Mobile Optimized */}
-                        <div className="absolute inset-x-0 top-[10%] bottom-[10%] bg-[linear-gradient(rgba(0,240,255,0.05)_1px,transparent_1px),linear-gradient(90deg,rgba(0,240,255,0.05)_1px,transparent_1px)] bg-[size:20px_20px] [mask-image:radial-gradient(ellipse_at_center,black_40%,transparent_80%)] mobile-grid-pulse"></div>
-
-                        {/* The Mascot Image with Glitch/Holo Effects */}
-                        <div className="relative z-10 w-full h-full opacity-100 transition-all duration-500 group flex flex-col justify-end pointer-events-auto">
-                            <div className="absolute inset-x-0 bottom-0 top-1/2 bg-nofx-accent/5 blur-[60px] rounded-full animate-pulse-slow transition-colors duration-500 group-hover:bg-nofx-gold/20"></div>
-
-                            {/* Mobile Holo-Portrait Style - Full Color & Optimized & Premium Desktop */}
-                            <div className="relative w-full h-full flex items-end justify-center">
-                                <img
-                                    src="/images/nofx_mascot.png"
-                                    alt="Agent NoFX"
-                                    className="w-full h-full object-contain object-bottom char-premium-effects animate-breath-mobile transition-all duration-500"
-                                    style={{
-                                        maskImage: 'radial-gradient(ellipse at center, black 60%, transparent 100%), linear-gradient(to bottom, black 0%, black 85%, transparent 100%)',
-                                        WebkitMaskImage: 'radial-gradient(ellipse at center, black 60%, transparent 100%), linear-gradient(to bottom, black 0%, black 85%, transparent 100%)',
-                                        maskComposite: 'intersect',
-                                        WebkitMaskComposite: 'source-in'
-                                    }}
-                                />
-                                {/* Dynamic Holographic Overlay - Premium Noise & Gradient */}
-                                <div className="absolute inset-0 w-full h-full holo-overlay animate-holo opacity-80 pointer-events-none"
-                                    style={{
-                                        maskImage: 'url(/images/nofx_mascot.png)',
-                                        WebkitMaskImage: 'url(/images/nofx_mascot.png)',
-                                        maskSize: 'contain',
-                                        WebkitMaskSize: 'contain',
-                                        maskPosition: 'bottom center',
-                                        WebkitMaskPosition: 'bottom center',
-                                        maskRepeat: 'no-repeat',
-                                        WebkitMaskRepeat: 'no-repeat'
-                                    }}
-                                />
-                            </div>
-
-                            {/* Holo Scan Line - Subtle on Mobile */}
-                            <div className="absolute w-full h-1 bg-nofx-accent/30 drop-shadow-[0_0_10px_rgba(0,240,255,0.8)] top-0 animate-scan-fast pointer-events-none mix-blend-overlay"></div>
-
-                            {/* Mobile Glitch Overlay - Reduced Intensity */}
-                            <div className="absolute inset-0 bg-[url('https://grainy-gradients.vercel.app/noise.svg')] opacity-10 mix-blend-overlay md:hidden animate-pulse-fast"></div>
-                        </div>
-                    </div>
-
-                    {/* Floating Data Widgets around Hologram */}
-                    <motion.div
-                        animate={{ y: [0, -10, 0] }}
-                        transition={{ duration: 4, repeat: Infinity, ease: "easeInOut" }}
-                        className="absolute top-[30%] left-[10%] bg-black/80 border border-nofx-accent/30 p-2 rounded backdrop-blur-md shadow-neon-blue hidden md:block"
-                    >
-                        <Cpu className="w-5 h-5 text-nofx-accent" />
-                    </motion.div>
-
-                    <motion.div
-                        animate={{ y: [0, 10, 0] }}
-                        transition={{ duration: 5, repeat: Infinity, ease: "easeInOut", delay: 1 }}
-                        className="absolute bottom-[20%] right-[20%] bg-black/80 border border-nofx-gold/30 p-2 rounded backdrop-blur-md shadow-neon hidden md:block"
-                    >
-                        <Lock className="w-5 h-5 text-nofx-gold" />
-                    </motion.div>
+                {/* Subtle grid fade */}
+                <div
+                    className="absolute inset-0 opacity-[0.03] pointer-events-none"
+                    style={{
+                        backgroundImage: 'radial-gradient(circle at 1px 1px, rgba(255,255,255,0.3) 1px, transparent 0)',
+                        backgroundSize: '40px 40px',
+                        maskImage: 'radial-gradient(ellipse 80% 80% at 70% 50%, black 20%, transparent 70%)',
+                        WebkitMaskImage: 'radial-gradient(ellipse 80% 80% at 70% 50%, black 20%, transparent 70%)'
+                    }}
+                ></div>
 
+                {/* Agent Terminal Panel */}
+                <div className="relative z-20 pointer-events-auto">
+                    <AgentTerminal />
                 </div>
             </div>
 
@@ -319,7 +273,7 @@ export default function TerminalHero() {
                         </span>
                     ))}
 
-                    <span className="flex items-center gap-2"><CircuitBoard className="w-3 h-3 text-nofx-accent" /> AI MODEL: GEMINI-PRO-1.5</span>
+                    <span className="flex items-center gap-2"><CircuitBoard className="w-3 h-3 text-nofx-accent" /> AI MODEL: Claude Opus 4.6</span>
 
                     {/* Duplicate sequence for seamless loop effect (basic set) */}
                     {Object.entries(prices).map(([symbol, price]) => (
@@ -344,14 +298,14 @@ function CommunityStats() {
     const stats = [
         {
             label: 'GITHUB STARS',
-            value: isLoading ? '...' : (error ? '9,700+' : stars.toLocaleString()),
+            value: isLoading ? '...' : (error ? '10,500+' : stars.toLocaleString()),
             icon: Star,
             color: 'text-yellow-400',
             href: OFFICIAL_LINKS.github
         },
         {
             label: 'FORKS',
-            value: isLoading ? '...' : (error ? '2,600+' : forks.toLocaleString()),
+            value: isLoading ? '...' : (error ? '2,800+' : forks.toLocaleString()),
             icon: GitFork,
             color: 'text-blue-400',
             href: `${OFFICIAL_LINKS.github}/fork`
@@ -365,7 +319,7 @@ function CommunityStats() {
         },
         {
             label: 'DEV COMMUNITY',
-            value: '6,000+', // Updated as per user request
+            value: '6,600+',
             icon: MessageCircle,
             color: 'text-blue-500',
             href: OFFICIAL_LINKS.telegram

web/src/components/strategy/GridConfigEditor.tsx

@@ -1,4 +1,4 @@
-import { Grid, DollarSign, TrendingUp, Shield } from 'lucide-react'
+import { Grid, DollarSign, TrendingUp, Shield, Compass } from 'lucide-react'
 import type { GridStrategyConfig } from '../../types'
 
 interface GridConfigEditorProps {
@@ -23,6 +23,8 @@ export const defaultGridConfig: GridStrategyConfig = {
   stop_loss_pct: 5,
   daily_loss_limit_pct: 10,
   use_maker_only: true,
+  enable_direction_adjust: false,
+  direction_bias_ratio: 0.7,
 }
 
 export function GridConfigEditor({
@@ -77,6 +79,21 @@ export function GridConfigEditor({
       dailyLossLimitDesc: { zh: '每日最大亏损百分比', en: 'Maximum daily loss percentage' },
       useMakerOnly: { zh: '仅使用 Maker 订单', en: 'Maker Only Orders' },
       useMakerOnlyDesc: { zh: '使用限价单以降低手续费', en: 'Use limit orders for lower fees' },
+
+      // Direction adjustment
+      directionAdjust: { zh: '方向自动调整', en: 'Direction Auto-Adjust' },
+      enableDirectionAdjust: { zh: '启用方向调整', en: 'Enable Direction Adjust' },
+      enableDirectionAdjustDesc: { zh: '根据箱体突破自动调整网格方向', en: 'Auto-adjust grid direction based on box breakouts' },
+      directionBiasRatio: { zh: '偏向强度', en: 'Bias Strength' },
+      directionBiasRatioDesc: { zh: '偏多/偏空模式的强度', en: 'Strength for long_bias/short_bias modes' },
+      directionBiasExplain: { zh: '偏多模式：X%买 + (100-X)%卖 | 偏空模式：(100-X)%买 + X%卖', en: 'Long bias: X% buy + (100-X)% sell | Short bias: (100-X)% buy + X% sell' },
+      directionExplain: { zh: '短期箱体突破 → 偏向，中期箱体突破 → 全仓，价格回归 → 逐步恢复中性', en: 'Short box breakout → bias, Mid box breakout → full, Price return → gradually recover to neutral' },
+      directionModes: { zh: '方向模式说明', en: 'Direction Modes' },
+      modeNeutral: { zh: '中性：50%买 + 50%卖（默认）', en: 'Neutral: 50% buy + 50% sell (default)' },
+      modeLongBias: { zh: '偏多：X%买 + (100-X)%卖', en: 'Long Bias: X% buy + (100-X)% sell' },
+      modeLong: { zh: '全多：100%买 + 0%卖', en: 'Long: 100% buy + 0% sell' },
+      modeShortBias: { zh: '偏空：(100-X)%买 + X%卖', en: 'Short Bias: (100-X)% buy + X% sell' },
+      modeShort: { zh: '全空：0%买 + 100%卖', en: 'Short: 0% buy + 100% sell' },
     }
     return translations[key]?.[language] || key
   }
@@ -419,6 +436,100 @@ export function GridConfigEditor({
           </div>
         </div>
       </div>
+
+      {/* Direction Auto-Adjust */}
+      <div>
+        <div className="flex items-center gap-2 mb-4">
+          <Compass className="w-5 h-5" style={{ color: '#F0B90B' }} />
+          <h3 className="font-medium" style={{ color: '#EAECEF' }}>
+            {t('directionAdjust')}
+          </h3>
+        </div>
+
+        {/* Enable Toggle */}
+        <div className="p-4 rounded-lg mb-4" style={sectionStyle}>
+          <div className="flex items-center justify-between">
+            <div>
+              <label className="block text-sm" style={{ color: '#EAECEF' }}>
+                {t('enableDirectionAdjust')}
+              </label>
+              <p className="text-xs" style={{ color: '#848E9C' }}>
+                {t('enableDirectionAdjustDesc')}
+              </p>
+            </div>
+            <label className="relative inline-flex items-center cursor-pointer">
+              <input
+                type="checkbox"
+                checked={config.enable_direction_adjust ?? false}
+                onChange={(e) => updateField('enable_direction_adjust', e.target.checked)}
+                disabled={disabled}
+                className="sr-only peer"
+              />
+              <div className="w-11 h-6 bg-gray-600 peer-focus:outline-none rounded-full peer peer-checked:after:translate-x-full rtl:peer-checked:after:-translate-x-full peer-checked:after:border-white after:content-[''] after:absolute after:top-[2px] after:start-[2px] after:bg-white after:rounded-full after:h-5 after:w-5 after:transition-all peer-checked:bg-[#F0B90B]"></div>
+            </label>
+          </div>
+        </div>
+
+        {config.enable_direction_adjust && (
+          <>
+            {/* Direction Modes Explanation */}
+            <div className="p-4 rounded-lg mb-4" style={{ background: '#1E2329', border: '1px solid #F0B90B33' }}>
+              <p className="text-xs font-medium mb-2" style={{ color: '#F0B90B' }}>
+                📊 {t('directionModes')}
+              </p>
+              <div className="grid grid-cols-1 md:grid-cols-2 gap-2 text-xs" style={{ color: '#848E9C' }}>
+                <div>• {t('modeNeutral')}</div>
+                <div>• <span style={{ color: '#0ECB81' }}>{t('modeLongBias')}</span></div>
+                <div>• <span style={{ color: '#0ECB81' }}>{t('modeLong')}</span></div>
+                <div>• <span style={{ color: '#F6465D' }}>{t('modeShortBias')}</span></div>
+                <div>• <span style={{ color: '#F6465D' }}>{t('modeShort')}</span></div>
+              </div>
+              <p className="text-xs mt-3 pt-2 border-t border-zinc-700" style={{ color: '#848E9C' }}>
+                💡 {t('directionExplain')}
+              </p>
+            </div>
+
+            {/* Bias Strength */}
+            <div className="p-4 rounded-lg" style={sectionStyle}>
+              <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+                {t('directionBiasRatio')} (X)
+              </label>
+              <p className="text-xs mb-1" style={{ color: '#848E9C' }}>
+                {t('directionBiasRatioDesc')}
+              </p>
+              <p className="text-xs mb-3" style={{ color: '#F0B90B' }}>
+                {t('directionBiasExplain')}
+              </p>
+              <div className="flex items-center gap-3">
+                <input
+                  type="range"
+                  value={(config.direction_bias_ratio ?? 0.7) * 100}
+                  onChange={(e) => updateField('direction_bias_ratio', parseInt(e.target.value) / 100)}
+                  disabled={disabled}
+                  min={55}
+                  max={90}
+                  step={5}
+                  className="flex-1 h-2 rounded-lg appearance-none cursor-pointer"
+                  style={{ background: '#2B3139' }}
+                />
+                <span className="text-sm font-mono w-20 text-right" style={{ color: '#F0B90B' }}>
+                  X = {Math.round((config.direction_bias_ratio ?? 0.7) * 100)}%
+                </span>
+              </div>
+              <div className="mt-2 grid grid-cols-2 gap-2 text-xs">
+                <div className="p-2 rounded" style={{ background: '#0ECB8115', border: '1px solid #0ECB8130' }}>
+                  <span style={{ color: '#0ECB81' }}>偏多/Long Bias: </span>
+                  <span style={{ color: '#EAECEF' }}>{Math.round((config.direction_bias_ratio ?? 0.7) * 100)}% 买 + {Math.round((1 - (config.direction_bias_ratio ?? 0.7)) * 100)}% 卖</span>
+                </div>
+                <div className="p-2 rounded" style={{ background: '#F6465D15', border: '1px solid #F6465D30' }}>
+                  <span style={{ color: '#F6465D' }}>偏空/Short Bias: </span>
+                  <span style={{ color: '#EAECEF' }}>{Math.round((1 - (config.direction_bias_ratio ?? 0.7)) * 100)}% 买 + {Math.round((config.direction_bias_ratio ?? 0.7) * 100)}% 卖</span>
+                </div>
+              </div>
+            </div>
+          </>
+        )}
+      </div>
     </div>
   )
 }

web/src/i18n/translations.ts

@@ -319,6 +319,50 @@ export const translations = {
     enabled: 'Enabled',
     save: 'Save',
 
+    // TraderConfigModal - New keys for hardcoded Chinese strings
+    fetchBalanceEditModeOnly: 'Only can fetch current balance in edit mode',
+    balanceFetched: 'Current balance fetched',
+    balanceFetchFailed: 'Failed to fetch balance',
+    balanceFetchNetworkError: 'Failed to fetch balance, please check network connection',
+    saving: 'Saving...',
+    saveSuccess: 'Saved successfully',
+    saveFailed: 'Save failed',
+    editTraderConfig: 'Edit Trader Configuration',
+    selectStrategyAndConfigParams: 'Select Strategy and Configure Basic Parameters',
+    basicConfig: 'Basic Configuration',
+    traderNameRequired: 'Trader Name *',
+    enterTraderNamePlaceholder: 'Enter trader name',
+    aiModelRequired: 'AI Model *',
+    exchangeRequired: 'Exchange *',
+    noExchangeAccount: "Don't have an exchange account? Click to register",
+    discount: 'Discount',
+    selectTradingStrategy: 'Select Trading Strategy',
+    useStrategy: 'Use Strategy',
+    noStrategyManual: '-- No Strategy (Manual Configuration) --',
+    active: ' (Active)',
+    default: ' [Default]',
+    noStrategyHint: 'No strategies yet, please create in Strategy Studio first',
+    strategyDetails: 'Strategy Details',
+    activating: 'Activating',
+    coinSource: 'Coin Source',
+    marginLimit: 'Margin Limit',
+    tradingParams: 'Trading Parameters',
+    marginMode: 'Margin Mode',
+    crossMargin: 'Cross Margin',
+    isolatedMargin: 'Isolated Margin',
+    competitionDisplay: 'Show in Competition',
+    show: 'Show',
+    hide: 'Hide',
+    hiddenInCompetition: 'This trader will not be shown in the competition page when hidden',
+    initialBalanceLabel: 'Initial Balance ($)',
+    fetching: 'Fetching...',
+    fetchCurrentBalance: 'Fetch Current Balance',
+    balanceUpdateHint: 'Used to manually update the initial balance baseline (e.g., after deposit/withdrawal)',
+    autoFetchBalanceInfo: 'The system will automatically fetch your account equity as the initial balance',
+    fetchingBalance: 'Fetching balance...',
+    editTrader: 'Save Changes',
+    createTraderButton: 'Create Trader',
+
     // AI Model Configuration
     officialAPI: 'Official API',
     customAPI: 'Custom API',
@@ -1523,6 +1567,50 @@ export const translations = {
     enabled: '启用',
     save: '保存',
 
+    // TraderConfigModal - New keys for hardcoded Chinese strings
+    fetchBalanceEditModeOnly: '只有在编辑模式下才能获取当前余额',
+    balanceFetched: '已获取当前余额',
+    balanceFetchFailed: '获取余额失败',
+    balanceFetchNetworkError: '获取余额失败，请检查网络连接',
+    saving: '正在保存…',
+    saveSuccess: '保存成功',
+    saveFailed: '保存失败',
+    editTraderConfig: '修改交易员配置',
+    selectStrategyAndConfigParams: '选择策略并配置基础参数',
+    basicConfig: '基础配置',
+    traderNameRequired: '交易员名称 *',
+    enterTraderNamePlaceholder: '请输入交易员名称',
+    aiModelRequired: 'AI模型 *',
+    exchangeRequired: '交易所 *',
+    noExchangeAccount: '还没有交易所账号？点击注册',
+    discount: '折扣优惠',
+    selectTradingStrategy: '选择交易策略',
+    useStrategy: '使用策略',
+    noStrategyManual: '-- 不使用策略（手动配置） --',
+    active: ' (当前激活)',
+    default: ' [默认]',
+    noStrategyHint: '暂无策略，请先在策略工作室创建策略',
+    strategyDetails: '策略详情',
+    activating: '激活中',
+    coinSource: '币种来源',
+    marginLimit: '保证金上限',
+    tradingParams: '交易参数',
+    marginMode: '保证金模式',
+    crossMargin: '全仓',
+    isolatedMargin: '逐仓',
+    competitionDisplay: '竞技场显示',
+    show: '显示',
+    hide: '隐藏',
+    hiddenInCompetition: '隐藏后将不在竞技场页面显示此交易员',
+    initialBalanceLabel: '初始余额 ($)',
+    fetching: '获取中...',
+    fetchCurrentBalance: '获取当前余额',
+    balanceUpdateHint: '用于手动更新初始余额基准（例如充值/提现后）',
+    autoFetchBalanceInfo: '系统将自动获取您的账户净值作为初始余额',
+    fetchingBalance: '正在获取余额…',
+    editTrader: '保存修改',
+    createTraderButton: '创建交易员',
+
     // AI Model Configuration
     officialAPI: '官方API',
     customAPI: '自定义API',

web/src/index.css

@@ -938,35 +938,7 @@ tr:hover {
   animation: holo-shift 8s ease infinite, holo-flicker 4s infinite;
 }
 
-/* Mobile Breathing Animation */
-@keyframes holo-breath {
-
-  0%,
-  100% {
-    transform: scale(1);
-  }
-
-  50% {
-    transform: scale(1.02);
-  }
-}
-
-.animate-breath-mobile {
-  animation: none;
-}
-
-@media (max-width: 768px) {
-  .animate-breath-mobile {
-    animation: holo-breath 4s ease-in-out infinite;
-  }
-
-  /* Optimize premium effects for mobile */
-  .char-premium-effects {
-    filter:
-      drop-shadow(0 0 1px rgba(240, 185, 11, 0.6)) drop-shadow(0 0 1px rgba(0, 240, 255, 0.5));
-  }
-}
-
+/* Holographic overlay effect */
 .holo-overlay {
   /* Complex gradient + noise for texture */
   background:
@@ -978,22 +950,4 @@ tr:hover {
       rgba(240, 185, 11, 0.1) 360deg);
   mix-blend-mode: overlay;
   background-blend-mode: overlay, normal;
-}
-
-/* Chromatic Aberration & Rim Light */
-.char-premium-effects {
-  filter:
-    /* Rim Light: Main Warm Gold + Sharp White Highlight (No Cyan to avoid green) */
-    drop-shadow(0 0 2px rgba(240, 185, 11, 0.6)) drop-shadow(0 0 1px rgba(255, 255, 255, 0.4))
-    /* Chromatic Aberration: Red/Blue shift (Subtle) */
-    drop-shadow(-1px 0 0 rgba(255, 50, 50, 0.4)) drop-shadow(1px 0 0 rgba(50, 50, 255, 0.4));
-  transition: filter 0.3s ease;
-}
-
-.char-premium-effects:hover {
-  filter:
-    /* Intense Gold Glow on Hover */
-    drop-shadow(0 0 8px rgba(240, 185, 11, 0.8)) drop-shadow(0 0 2px rgba(255, 255, 255, 0.6))
-    /* Enhanced Aberration */
-    drop-shadow(-2px 0 0 rgba(255, 50, 50, 0.5)) drop-shadow(2px 0 0 rgba(50, 50, 255, 0.5));
 }

web/src/pages/TraderDashboardPage.tsx

@@ -6,6 +6,7 @@ import { DecisionCard } from '../components/DecisionCard'
 import { PositionHistory } from '../components/PositionHistory'
 import { PunkAvatar, getTraderAvatar } from '../components/PunkAvatar'
 import { confirmToast, notify } from '../lib/notify'
+import { formatPrice, formatQuantity } from '../utils/format'
 import { t, type Language } from '../i18n/translations'
 import { LogOut, Loader2, Eye, EyeOff, Copy, Check } from 'lucide-react'
 import { DeepVoidBackground } from '../components/DeepVoidBackground'
@@ -653,9 +654,9 @@ export function TraderDashboardPage({
                                                                 {language === 'zh' ? '平仓' : 'Close'}
                                                             </button>
                                                         </td>
-                                                        <td className="px-1 py-3 font-mono whitespace-nowrap text-right text-nofx-text-main hidden md:table-cell">{pos.entry_price.toFixed(4)}</td>
-                                                        <td className="px-1 py-3 font-mono whitespace-nowrap text-right text-nofx-text-main hidden md:table-cell">{pos.mark_price.toFixed(4)}</td>
-                                                        <td className="px-1 py-3 font-mono whitespace-nowrap text-right text-nofx-text-main">{pos.quantity.toFixed(4)}</td>
+                                                        <td className="px-1 py-3 font-mono whitespace-nowrap text-right text-nofx-text-main hidden md:table-cell">{formatPrice(pos.entry_price)}</td>
+                                                        <td className="px-1 py-3 font-mono whitespace-nowrap text-right text-nofx-text-main hidden md:table-cell">{formatPrice(pos.mark_price)}</td>
+                                                        <td className="px-1 py-3 font-mono whitespace-nowrap text-right text-nofx-text-main">{formatQuantity(pos.quantity)}</td>
                                                         <td className="px-1 py-3 font-mono font-bold whitespace-nowrap text-right text-nofx-text-main hidden md:table-cell">{(pos.quantity * pos.mark_price).toFixed(2)}</td>
                                                         <td className="px-1 py-3 font-mono whitespace-nowrap text-center text-nofx-gold hidden md:table-cell">{pos.leverage}x</td>
                                                         <td className="px-1 py-3 font-mono whitespace-nowrap text-right">
@@ -667,7 +668,7 @@ export function TraderDashboardPage({
                                                                 {pos.unrealized_pnl.toFixed(2)}
                                                             </span>
                                                         </td>
-                                                        <td className="px-1 py-3 font-mono whitespace-nowrap text-right text-nofx-text-muted hidden md:table-cell">{pos.liquidation_price.toFixed(4)}</td>
+                                                        <td className="px-1 py-3 font-mono whitespace-nowrap text-right text-nofx-text-muted hidden md:table-cell">{formatPrice(pos.liquidation_price)}</td>
                                                     </tr>
                                                 ))}
                                             </tbody>

web/src/types.ts

@@ -506,6 +506,10 @@ export interface GridStrategyConfig {
   daily_loss_limit_pct: number;
   // Use maker-only orders for lower fees
   use_maker_only: boolean;
+  // Enable automatic grid direction adjustment based on box breakouts
+  enable_direction_adjust?: boolean;
+  // Direction bias ratio for long_bias/short_bias modes (default 0.7 = 70%/30%)
+  direction_bias_ratio?: number;
 }
 
 export interface CoinSourceConfig {

web/src/utils/format.ts

@@ -0,0 +1,135 @@
+/**
+ * 数字格式化工具
+ *
+ * formatPrice: 根据数值大小自适应显示精度，避免极小数显示为 0.0000
+ */
+
+/**
+ * 格式化价格，根据数值大小自适应精度
+ * 对于极小的数字（如 meme 币价格 0.000000166），会保留足够的有效数字
+ *
+ * @param price 价格数值
+ * @param minDecimals 最少小数位数（默认 2）
+ * @returns 格式化后的字符串
+ */
+export function formatPrice(price: number | undefined | null, minDecimals = 2): string {
+  if (price === undefined || price === null || isNaN(price)) {
+    return '0'
+  }
+
+  if (price === 0) {
+    return '0'
+  }
+
+  const absPrice = Math.abs(price)
+
+  // 根据价格大小决定显示精度
+  let decimals: number
+  if (absPrice < 0.000001) {
+    // 极小价格 (如 CHEEMS, SHIB 等 meme 币)
+    decimals = 15
+  } else if (absPrice < 0.0001) {
+    // 很小价格 (如 PEPE, FLOKI, BONK)
+    decimals = 12
+  } else if (absPrice < 0.01) {
+    // 小价格
+    decimals = 10
+  } else if (absPrice < 1) {
+    // 中等价格
+    decimals = 8
+  } else if (absPrice < 1000) {
+    // 正常价格
+    decimals = 4
+  } else {
+    // 大价格 (如 BTC)
+    decimals = 2
+  }
+
+  // 确保至少有 minDecimals 位小数
+  decimals = Math.max(decimals, minDecimals)
+
+  // 格式化并去除尾部多余的零
+  let formatted = price.toFixed(decimals)
+
+  // 去除尾部零（保留小数点后至少 minDecimals 位）
+  if (formatted.includes('.')) {
+    // 先去掉所有尾部零
+    formatted = formatted.replace(/\.?0+$/, '')
+    // 如果小数位不足 minDecimals，补零
+    const dotIndex = formatted.indexOf('.')
+    if (dotIndex === -1) {
+      formatted += '.' + '0'.repeat(minDecimals)
+    } else {
+      const currentDecimals = formatted.length - dotIndex - 1
+      if (currentDecimals < minDecimals) {
+        formatted += '0'.repeat(minDecimals - currentDecimals)
+      }
+    }
+  }
+
+  return formatted
+}
+
+/**
+ * 格式化数量，根据数值大小自适应精度
+ *
+ * @param quantity 数量
+ * @param minDecimals 最少小数位数（默认 2）
+ * @returns 格式化后的字符串
+ */
+export function formatQuantity(quantity: number | undefined | null, minDecimals = 2): string {
+  if (quantity === undefined || quantity === null || isNaN(quantity)) {
+    return '0'
+  }
+
+  if (quantity === 0) {
+    return '0'
+  }
+
+  const absQty = Math.abs(quantity)
+
+  let decimals: number
+  if (absQty >= 1000000) {
+    decimals = 0
+  } else if (absQty >= 1000) {
+    decimals = 2
+  } else if (absQty >= 1) {
+    decimals = 4
+  } else {
+    decimals = 8
+  }
+
+  decimals = Math.max(decimals, minDecimals)
+
+  let formatted = quantity.toFixed(decimals)
+  if (formatted.includes('.')) {
+    formatted = formatted.replace(/\.?0+$/, '')
+    const dotIndex = formatted.indexOf('.')
+    if (dotIndex === -1) {
+      formatted += '.' + '0'.repeat(minDecimals)
+    } else {
+      const currentDecimals = formatted.length - dotIndex - 1
+      if (currentDecimals < minDecimals) {
+        formatted += '0'.repeat(minDecimals - currentDecimals)
+      }
+    }
+  }
+
+  return formatted
+}
+
+/**
+ * 格式化百分比
+ *
+ * @param value 百分比值
+ * @param decimals 小数位数（默认 2）
+ * @returns 格式化后的字符串
+ */
+export function formatPercent(value: number | undefined | null, decimals = 2): string {
+  if (value === undefined || value === null || isNaN(value)) {
+    return '0.00'
+  }
+  return value.toFixed(decimals)
+}
+
+export default { formatPrice, formatQuantity, formatPercent }