docs: update sponsors list (8 sponsors)

- Remove syncStartTimeMs that was causing sync gaps
- Update binanceSyncState to latest trade's timestamp after successful sync
- Don't update lastSyncTime when no trades found (keep using DB value)

Fixes issue where trades between last sync and current time were missed

README.md

@@ -488,6 +488,23 @@ All contributions are tracked on GitHub. When NOFX generates revenue, contributo
 
 ---
 
+## Sponsors
+
+Thanks to all our sponsors!
+
+<a href="https://github.com/pjl914335852-ux"><img src="https://github.com/pjl914335852-ux.png" width="60" height="60" style="border-radius:50%" alt="pjl914335852-ux" /></a>
+<a href="https://github.com/cat9999aaa"><img src="https://github.com/cat9999aaa.png" width="60" height="60" style="border-radius:50%" alt="cat9999aaa" /></a>
+<a href="https://github.com/1733055465"><img src="https://github.com/1733055465.png" width="60" height="60" style="border-radius:50%" alt="1733055465" /></a>
+<a href="https://github.com/kolal2020"><img src="https://github.com/kolal2020.png" width="60" height="60" style="border-radius:50%" alt="kolal2020" /></a>
+<a href="https://github.com/CyberFFarm"><img src="https://github.com/CyberFFarm.png" width="60" height="60" style="border-radius:50%" alt="CyberFFarm" /></a>
+<a href="https://github.com/vip3001003"><img src="https://github.com/vip3001003.png" width="60" height="60" style="border-radius:50%" alt="vip3001003" /></a>
+<a href="https://github.com/mrtluh"><img src="https://github.com/mrtluh.png" width="60" height="60" style="border-radius:50%" alt="mrtluh" /></a>
+<a href="https://github.com/cpcp1117-source"><img src="https://github.com/cpcp1117-source.png" width="60" height="60" style="border-radius:50%" alt="cpcp1117-source" /></a>
+
+[Become a sponsor](https://github.com/sponsors/NoFxAiOS)
+
+---
+
 ## Star History
 
 [![Star History Chart](https://api.star-history.com/svg?repos=NoFxAiOS/nofx&type=Date)](https://star-history.com/#NoFxAiOS/nofx&Date)

kernel/engine.go

@@ -1767,8 +1767,8 @@ func compactArrayOpen(s string) string {
 // ============================================================================
 
 func validateDecisions(decisions []Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
-	for i, decision := range decisions {
+	for i := range decisions {
-		if err := validateDecision(&decision, accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
+		if err := validateDecision(&decisions[i], accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
 			return fmt.Errorf("decision #%d validation failed: %w", i+1, err)
 		}
 	}

store/position.go

@@ -158,16 +158,19 @@ func (s *PositionStore) UpdatePositionQuantityAndPrice(id int64, addQty float64,
 	newEntryPrice := (pos.EntryPrice*pos.Quantity + addPrice*addQty) / newQty
 	newEntryPrice = math.Round(newEntryPrice*100) / 100
 	newFee := pos.Fee + addFee
+	nowMs := time.Now().UTC().UnixMilli()
 
 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
 		"quantity":       newQty,
 		"entry_quantity": newEntryQty,
 		"entry_price":    newEntryPrice,
 		"fee":            newFee,
+		"updated_at":     nowMs,
 	}).Error
 }
 
 // ReducePositionQuantity reduces position quantity for partial close
+// If quantity reaches 0 (or near 0), automatically closes the position
 func (s *PositionStore) ReducePositionQuantity(id int64, reduceQty float64, exitPrice float64, addFee float64, addPnL float64) error {
 	var pos TraderPosition
 	if err := s.db.First(&pos, id).Error; err != nil {
@@ -187,19 +190,40 @@ func (s *PositionStore) ReducePositionQuantity(id int64, reduceQty float64, exit
 		newExitPrice = math.Round(newExitPrice*100) / 100
 	}
 
+	nowMs := time.Now().UTC().UnixMilli()
+
+	// Check if position should be fully closed (quantity reduced to ~0)
+	const QUANTITY_TOLERANCE = 0.0001
+	if newQty <= QUANTITY_TOLERANCE {
+		// Auto-close: set status to CLOSED
+		return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
+			"quantity":     0,
+			"fee":          newFee,
+			"exit_price":   newExitPrice,
+			"realized_pnl": newPnL,
+			"status":       "CLOSED",
+			"exit_time":    nowMs,
+			"close_reason": "sync",
+			"updated_at":   nowMs,
+		}).Error
+	}
+
 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
 		"quantity":     newQty,
 		"fee":          newFee,
 		"exit_price":   newExitPrice,
 		"realized_pnl": newPnL,
+		"updated_at":   nowMs,
 	}).Error
 }
 
 // UpdatePositionExchangeInfo updates exchange_id and exchange_type
 func (s *PositionStore) UpdatePositionExchangeInfo(id int64, exchangeID, exchangeType string) error {
+	nowMs := time.Now().UTC().UnixMilli()
 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
 		"exchange_id":   exchangeID,
 		"exchange_type": exchangeType,
+		"updated_at":    nowMs,
 	}).Error
 }
 

trader/binance_order_sync.go

@@ -56,12 +56,8 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		}
 	}
 
-	// Record current time BEFORE querying, to avoid missing trades during sync
+	logger.Infof("🔄 Syncing Binance trades from: %s (UTC) [ms: %d, now: %d]",
-	// This prevents race condition where trades happen between query and lastSyncTime update
+		time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"), lastSyncTimeMs, nowMs)
-	syncStartTimeMs := nowMs
-
-	logger.Infof("🔄 Syncing Binance trades from: %s (UTC)",
-		time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"))
 
 	// Step 1: Get max trade IDs from local DB for incremental sync
 	maxTradeIDs, err := orderStore.GetMaxTradeIDsByExchange(exchangeID)
@@ -100,18 +96,17 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		symbolMap[s] = true
 	}
 
-	// Method 4: FALLBACK - Query REALIZED_PNL income to find symbols with closed trades
+	// Method 4: ALWAYS query REALIZED_PNL income to find symbols with closed trades
 	// This catches trades that COMMISSION missed (VIP users, BNB fee discount)
-	if len(symbolMap) == 0 {
+	// IMPORTANT: Must run always, not just when symbolMap is empty,
-		logger.Infof("  🔍 No symbols found, trying REALIZED_PNL fallback...")
+	// because a position might be fully closed (no active position) but have PnL
-		pnlSymbols, err := t.GetPnLSymbols(lastSyncTime)
+	pnlSymbols, err := t.GetPnLSymbols(lastSyncTime)
-		if err != nil {
+	if err != nil {
-			logger.Infof("  ⚠️ Failed to get PnL symbols: %v", err)
+		logger.Infof("  ⚠️ Failed to get PnL symbols: %v", err)
-		} else {
+	} else {
-			logger.Infof("  📋 REALIZED_PNL symbols found: %d - %v", len(pnlSymbols), pnlSymbols)
+		logger.Infof("  📋 REALIZED_PNL symbols found: %d - %v", len(pnlSymbols), pnlSymbols)
-			for _, s := range pnlSymbols {
+		for _, s := range pnlSymbols {
-				symbolMap[s] = true
+			symbolMap[s] = true
-			}
 		}
 	}
 
@@ -122,10 +117,9 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 
 	if len(changedSymbols) == 0 {
 		logger.Infof("📭 No symbols with new trades to sync")
-		// Update last sync time even if no changes
+		// DON'T update lastSyncTime to current time here!
-		binanceSyncStateMutex.Lock()
+		// Keep using the last actual trade time from DB to avoid creating gaps
-		binanceSyncState[exchangeID] = syncStartTimeMs
+		// The lastSyncTimeMs from DB already has +1000ms buffer added
-		binanceSyncStateMutex.Unlock()
 		return nil
 	}
 
@@ -158,17 +152,12 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 
 	logger.Infof("📥 Received %d trades from Binance (%d API calls)", len(allTrades), apiCalls)
 
-	// Only update last sync time if ALL symbols were successfully queried
-	// This prevents data loss when some symbols fail due to rate limit or network issues
-	if len(failedSymbols) == 0 {
-		binanceSyncStateMutex.Lock()
-		binanceSyncState[exchangeID] = syncStartTimeMs
-		binanceSyncStateMutex.Unlock()
-	} else {
-		logger.Infof("  ⚠️ %d symbols failed, not updating lastSyncTime to retry next time: %v", len(failedSymbols), failedSymbols)
-	}
-
 	if len(allTrades) == 0 {
+		// No trades returned, but symbols were detected - might be false positive from COMMISSION/PnL detection
+		// Don't update lastSyncTime, keep using DB value
+		if len(failedSymbols) > 0 {
+			logger.Infof("  ⚠️ %d symbols failed: %v", len(failedSymbols), failedSymbols)
+		}
 		return nil
 	}
 
@@ -182,10 +171,12 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 	posBuilder := store.NewPositionBuilder(positionStore)
 	syncedCount := 0
 
+	skippedCount := 0
 	for _, trade := range allTrades {
 		// Check if trade already exists
 		existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
 		if err == nil && existing != nil {
+			skippedCount++
 			continue // Trade already exists, skip
 		}
 
@@ -280,7 +271,21 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			trade.Time.UTC().Format("01-02 15:04:05"))
 	}
 
-	logger.Infof("✅ Binance order sync completed: %d new trades synced", syncedCount)
+	// Update lastSyncTime to the LATEST trade time (not current time!)
+	// This ensures next sync starts from where we left off, not from "now"
+	// allTrades is already sorted by time ASC, so last element is the latest
+	if len(allTrades) > 0 && len(failedSymbols) == 0 {
+		latestTradeTimeMs := allTrades[len(allTrades)-1].Time.UTC().UnixMilli()
+		binanceSyncStateMutex.Lock()
+		binanceSyncState[exchangeID] = latestTradeTimeMs
+		binanceSyncStateMutex.Unlock()
+		logger.Infof("📅 Updated lastSyncTime to latest trade: %s (UTC)",
+			time.UnixMilli(latestTradeTimeMs).UTC().Format("2006-01-02 15:04:05"))
+	} else if len(failedSymbols) > 0 {
+		logger.Infof("  ⚠️ %d symbols failed, not updating lastSyncTime to retry next time: %v", len(failedSymbols), failedSymbols)
+	}
+
+	logger.Infof("✅ Binance order sync completed: %d new trades synced, %d skipped (already exist)", syncedCount, skippedCount)
 	return nil
 }
 

web/src/components/strategy/GridConfigEditor.tsx

@@ -47,7 +47,7 @@ export function GridConfigEditor({
       totalInvestment: { zh: '投资金额 (USDT)', en: 'Investment (USDT)' },
       totalInvestmentDesc: { zh: '网格策略的总投资金额', en: 'Total investment for grid strategy' },
       leverage: { zh: '杠杆倍数', en: 'Leverage' },
-      leverageDesc: { zh: '交易使用的杠杆倍数 (1-20)', en: 'Leverage for trading (1-20)' },
+      leverageDesc: { zh: '交易使用的杠杆倍数 (1-5)', en: 'Leverage for trading (1-5)' },
 
       // Grid parameters
       gridCount: { zh: '网格数量', en: 'Grid Count' },
@@ -171,7 +171,7 @@ export function GridConfigEditor({
               onChange={(e) => updateField('leverage', parseInt(e.target.value) || 5)}
               disabled={disabled}
               min={1}
-              max={20}
+              max={5}
               className="w-full px-3 py-2 rounded"
               style={inputStyle}
             />