🎨 Palette: Fix backend CI failures

- Added `//go:build ignore` to standalone scripts in `scripts/` to prevent redeclaration of `main`.
- Fixed redundant newline in `fmt.Println` in `cmd/lighter_test/main.go`.
- Updated `trader/hyperliquid/trader_test.go` to match the actual error message phrasing.

Co-authored-by: tinkle-community <240652709+tinkle-community@users.noreply.github.com>

.Jules/palette.md

@@ -0,0 +1,3 @@
+## 2025-05-22 - [Accessibility: Password Toggles]
+**Learning:** Icon-only buttons for password visibility toggles are a common accessibility gap. Adding `aria-label` and `aria-pressed` ensures screen reader users understand the button's purpose and state.
+**Action:** Always check password fields and add these attributes along with corresponding translations in `translations.ts`.

.github/PR_TITLE_GUIDE.md

@@ -1,16 +1,16 @@
-# PR 标题指南
+# PR Title Guide
 
-## 📋 概述
+## 📋 Overview
 
-我们使用 **Conventional Commits** 格式来保持 PR 标题的一致性，但这是**建议性的**，不会阻止你的 PR 被合并。
+We use the **Conventional Commits** format to maintain consistency in PR titles, but this is **recommended**, not mandatory. It will not prevent your PR from being merged.
 
-## ✅ 推荐格式
+## ✅ Recommended Format
 
 ```
 type(scope): description
 ```
 
-### 示例
+### Examples
 
 ```
 feat(trader): add new trading strategy
@@ -22,63 +22,63 @@ ci(workflow): improve GitHub Actions
 
 ---
 
-## 📖 详细说明
+## 📖 Detailed Guide
 
-### Type（类型）- 必需
+### Type - Required
 
-描述这次变更的类型：
+Describes the type of change:
 
-| Type | 说明 | 示例 |
-|------|------|------|
-| `feat` | 新功能 | `feat(trader): add stop-loss feature` |
-| `fix` | Bug 修复 | `fix(api): handle null response` |
-| `docs` | 文档变更 | `docs: update installation guide` |
-| `style` | 代码格式（不影响代码运行） | `style: format code with prettier` |
-| `refactor` | 重构（既不是新功能也不是修复） | `refactor(exchange): simplify connection logic` |
-| `perf` | 性能优化 | `perf(ai): optimize prompt processing` |
-| `test` | 添加或修改测试 | `test(trader): add unit tests` |
-| `chore` | 构建过程或辅助工具的变动 | `chore: update dependencies` |
-| `ci` | CI/CD 相关变更 | `ci: add test coverage report` |
-| `security` | 安全相关修复 | `security: update vulnerable dependencies` |
-| `build` | 构建系统或外部依赖项变更 | `build: upgrade webpack to v5` |
+| Type | Description | Example |
+|------|-------------|---------|
+| `feat` | New feature | `feat(trader): add stop-loss feature` |
+| `fix` | Bug fix | `fix(api): handle null response` |
+| `docs` | Documentation change | `docs: update installation guide` |
+| `style` | Code formatting (no functional change) | `style: format code with prettier` |
+| `refactor` | Code refactoring (neither feature nor fix) | `refactor(exchange): simplify connection logic` |
+| `perf` | Performance optimization | `perf(ai): optimize prompt processing` |
+| `test` | Add or modify tests | `test(trader): add unit tests` |
+| `chore` | Build process or auxiliary tool changes | `chore: update dependencies` |
+| `ci` | CI/CD related changes | `ci: add test coverage report` |
+| `security` | Security fixes | `security: update vulnerable dependencies` |
+| `build` | Build system or external dependency changes | `build: upgrade webpack to v5` |
 
-### Scope（范围）- 可选
+### Scope - Optional
 
-描述这次变更影响的范围：
+Describes the area affected by the change:
 
-| Scope | 说明 |
-|-------|------|
-| `exchange` | 交易所相关 |
-| `trader` | 交易员/交易策略 |
-| `ai` | AI 模型相关 |
-| `api` | API 接口 |
-| `ui` | 用户界面 |
-| `frontend` | 前端代码 |
-| `backend` | 后端代码 |
-| `security` | 安全相关 |
-| `deps` | 依赖项 |
+| Scope | Description |
+|-------|-------------|
+| `exchange` | Exchange-related |
+| `trader` | Trader/trading strategy |
+| `ai` | AI model related |
+| `api` | API interface |
+| `ui` | User interface |
+| `frontend` | Frontend code |
+| `backend` | Backend code |
+| `security` | Security related |
+| `deps` | Dependencies |
 | `workflow` | GitHub Actions workflows |
-| `github` | GitHub 配置 |
+| `github` | GitHub configuration |
 | `actions` | GitHub Actions |
-| `config` | 配置文件 |
-| `docker` | Docker 相关 |
-| `build` | 构建相关 |
-| `release` | 发布相关 |
+| `config` | Configuration files |
+| `docker` | Docker related |
+| `build` | Build related |
+| `release` | Release related |
 
-**注意：** 如果变更影响多个范围，可以省略 scope 或选择最主要的。
+**Note:** If the change affects multiple scopes, you can omit the scope or choose the most relevant one.
 
-### Description（描述）- 必需
+### Description - Required
 
-- 使用现在时态（"add" 而不是 "added"）
-- 首字母小写
-- 结尾不加句号
-- 简洁明了地描述变更内容
+- Use present tense ("add" not "added")
+- Start with lowercase
+- No period at the end
+- Concisely describe what changed
 
 ---
 
-## 🎯 完整示例
+## 🎯 Complete Examples
 
-### ✅ 好的 PR 标题
+### ✅ Good PR Titles
 
 ```
 feat(trader): add risk management system
@@ -94,38 +94,38 @@ security(api): fix SQL injection vulnerability
 build(docker): optimize Docker image size
 ```
 
-### ⚠️ 需要改进的标题
+### ⚠️ Titles That Need Improvement
 
-| 不好的标题 | 问题 | 改进后 |
-|-----------|------|--------|
-| `update code` | 太模糊 | `refactor(trader): simplify order execution logic` |
-| `Fixed bug` | 首字母大写，不够具体 | `fix(api): handle edge case in login` |
-| `Add new feature.` | 有句号，不够具体 | `feat(ui): add dark mode toggle` |
-| `changes` | 完全不符合格式 | `chore: update dependencies` |
-| `feat: Added new trading algo` | 时态错误 | `feat(trader): add new trading algorithm` |
+| Poor Title | Issue | Improved |
+|-----------|-------|----------|
+| `update code` | Too vague | `refactor(trader): simplify order execution logic` |
+| `Fixed bug` | Capitalized, not specific | `fix(api): handle edge case in login` |
+| `Add new feature.` | Has period, not specific | `feat(ui): add dark mode toggle` |
+| `changes` | Doesn't follow format | `chore: update dependencies` |
+| `feat: Added new trading algo` | Wrong tense | `feat(trader): add new trading algorithm` |
 
 ---
 
-## 🤖 自动检查行为
+## 🤖 Automated Check Behavior
 
-### 当 PR 标题不符合格式时
+### When PR Title Doesn't Follow Format
 
-1. **不会阻止合并** ✅
-   - 检查会标记为"建议"
-   - PR 仍然可以被审查和合并
+1. **Won't block merging** ✅
+   - Check is marked as "advisory"
+   - PR can still be reviewed and merged
 
-2. **会收到友好提示** 💬
-   - 机器人会在 PR 中留言
-   - 提供格式说明和示例
-   - 建议如何改进标题
+2. **Provides friendly reminder** 💬
+   - Bot will comment on the PR
+   - Provides format guidance and examples
+   - Suggests how to improve the title
 
-3. **可以随时更新** 🔄
-   - 更新 PR 标题后会重新检查
-   - 无需关闭和重新打开 PR
+3. **Can be updated anytime** 🔄
+   - Re-checks after updating PR title
+   - No need to close and reopen PR
 
-### 示例评论
+### Example Comment
 
-如果你的 PR 标题是 `update workflow`，你会收到这样的评论：
+If your PR title is `update workflow`, you'll receive a comment like this:
 
 ```markdown
 ## ⚠️ PR Title Format Suggestion
@@ -157,11 +157,11 @@ Your PR can still be reviewed and merged.
 
 ---
 
-## 🔧 配置详情
+## 🔧 Configuration Details
 
-### 支持的 Types
+### Supported Types
 
-在 `.github/workflows/pr-checks.yml` 中配置：
+Configured in `.github/workflows/pr-checks.yml`:
 
 ```yaml
 types: |
@@ -178,7 +178,7 @@ types: |
   build
 ```
 
-### 支持的 Scopes
+### Supported Scopes
 
 ```yaml
 scopes: |
@@ -200,38 +200,38 @@ scopes: |
   release
 ```
 
-### 添加新的 Scope
+### Adding New Scopes
 
-如果你需要添加新的 scope，请：
+If you need to add a new scope:
 
-1. 在 `.github/workflows/pr-checks.yml` 的 `scopes` 部分添加
-2. 在 `.github/workflows/pr-checks-run.yml` 更新正则表达式（可选）
-3. 更新本文档
+1. Add it to the `scopes` section in `.github/workflows/pr-checks.yml`
+2. Update the regex in `.github/workflows/pr-checks-run.yml` (optional)
+3. Update this documentation
 
 ---
 
-## 📚 为什么使用 Conventional Commits？
+## 📚 Why Use Conventional Commits?
 
-### 优点
+### Benefits
 
-1. **自动化 Changelog** 📝
-   - 可以自动生成版本更新日志
-   - 清晰地分类各种变更
+1. **Automated Changelog** 📝
+   - Automatically generate version changelogs
+   - Clearly categorize different types of changes
 
-2. **语义化版本** 🔢
-   - `feat` → MINOR 版本（1.1.0）
-   - `fix` → PATCH 版本（1.0.1）
-   - `BREAKING CHANGE` → MAJOR 版本（2.0.0）
+2. **Semantic Versioning** 🔢
+   - `feat` → MINOR version (1.1.0)
+   - `fix` → PATCH version (1.0.1)
+   - `BREAKING CHANGE` → MAJOR version (2.0.0)
 
-3. **更好的可读性** 👀
-   - 一眼看出 PR 的目的
-   - 更容易浏览 Git 历史
+3. **Better Readability** 👀
+   - Understand PR purpose at a glance
+   - Easier to browse Git history
 
-4. **团队协作** 🤝
-   - 统一的提交风格
-   - 降低沟通成本
+4. **Team Collaboration** 🤝
+   - Unified commit style
+   - Reduces communication overhead
 
-### 示例：自动生成的 Changelog
+### Example: Auto-generated Changelog
 
 ```markdown
 ## v1.2.0 (2025-11-02)
@@ -250,9 +250,9 @@ scopes: |
 
 ---
 
-## 🎓 学习资源
+## 🎓 Learning Resources
 
-- **Conventional Commits 官网:** https://www.conventionalcommits.org/
+- **Conventional Commits:** https://www.conventionalcommits.org/
 - **Angular Commit Guidelines:** https://github.com/angular/angular/blob/main/CONTRIBUTING.md#commit
 - **Semantic Versioning:** https://semver.org/
 
@@ -260,33 +260,33 @@ scopes: |
 
 ## ❓ FAQ
 
-### Q: 我必须遵循这个格式吗？
+### Q: Must I follow this format?
 
-**A:** 不必须。这是建议性的，不会阻止你的 PR 被合并。但遵循格式可以提高项目的可维护性。
+**A:** No. This is recommended but not mandatory. It won't block your PR from being merged. However, following the format improves project maintainability.
 
-### Q: 如果我忘记了怎么办？
+### Q: What if I forget?
 
-**A:** 机器人会在 PR 中提醒你，你可以随时更新标题。
+**A:** The bot will remind you in the PR comments. You can update the title anytime.
 
-### Q: 我可以在一个 PR 中做多种类型的变更吗？
+### Q: Can I make multiple types of changes in one PR?
 
-**A:** 可以，但建议：
-- 选择最主要的类型
-- 或者考虑拆分成多个 PR（更易于审查）
+**A:** Yes, but it's recommended to:
+- Choose the most significant type
+- Or consider splitting into multiple PRs (easier to review)
 
-### Q: Scope 可以省略吗？
+### Q: Can I omit the scope?
 
-**A:** 可以。`requireScope: false` 表示 scope 是可选的。
+**A:** Yes. `requireScope: false` means scope is optional.
 
-示例：`docs: update README` （没有 scope 也可以）
+Example: `docs: update README` (no scope is fine)
 
-### Q: 我想添加新的 type 或 scope，怎么做？
+### Q: How do I add a new type or scope?
 
-**A:** 提一个 PR 修改 `.github/workflows/pr-checks.yml`，并在本文档中说明新增项的用途。
+**A:** Submit a PR to modify `.github/workflows/pr-checks.yml` and document the purpose of the new item in this guide.
 
-### Q: Breaking Changes 怎么表示？
+### Q: How do I indicate Breaking Changes?
 
-**A:** 在描述中添加 `BREAKING CHANGE:` 或在 type 后加 `!`：
+**A:** Add `BREAKING CHANGE:` in the description or add `!` after the type:
 
 ```
 feat!: remove deprecated API
@@ -297,9 +297,9 @@ BREAKING CHANGE: The old /auth endpoint is removed
 
 ---
 
-## 📊 统计
+## 📊 Statistics
 
-想看项目的 commit 类型分布？运行：
+Want to see the commit type distribution in your project? Run:
 
 ```bash
 git log --oneline --no-merges | \
@@ -309,14 +309,14 @@ git log --oneline --no-merges | \
 
 ---
 
-## ✅ 快速检查清单
+## ✅ Quick Checklist
 
-在提交 PR 前，检查你的标题是否：
+Before submitting a PR, check if your title:
 
-- [ ] 包含有效的 type（feat, fix, docs 等）
-- [ ] 使用小写字母开头
-- [ ] 使用现在时态（"add" 而不是 "added"）
-- [ ] 简洁明了（最好在 50 字符内）
-- [ ] 准确描述了变更内容
+- [ ] Contains a valid type (feat, fix, docs, etc.)
+- [ ] Starts with lowercase
+- [ ] Uses present tense ("add" not "added")
+- [ ] Is concise (preferably under 50 characters)
+- [ ] Accurately describes the change
 
-**记住：** 这些都是建议，不是强制要求！
+**Remember:** These are recommendations, not requirements!

.github/PULL_REQUEST_TEMPLATE.md

@@ -1,104 +1,100 @@
-# Pull Request | PR 提交
+# Pull Request
 
-> **📋 选择专用模板 | Choose Specialized Template**
+> **📋 Choose Specialized Template**
 >
-> 我们现在提供了针对不同类型PR的专用模板，帮助你更快速地填写PR信息：
 > We now offer specialized templates for different types of PRs to help you fill out the information faster:
 >
-> - 🔧 **[Backend PR Template](./PULL_REQUEST_TEMPLATE/backend.md)** | 后端PR模板 - For Go/API/Trading changes
-> - 🎨 **[Frontend PR Template](./PULL_REQUEST_TEMPLATE/frontend.md)** | 前端PR模板 - For UI/UX changes
-> - 📝 **[Documentation PR Template](./PULL_REQUEST_TEMPLATE/docs.md)** | 文档PR模板 - For documentation updates
-> - 📦 **[General PR Template](./PULL_REQUEST_TEMPLATE/general.md)** | 通用PR模板 - For mixed or other changes
+> - 🔧 **[Backend PR Template](./PULL_REQUEST_TEMPLATE/backend.md)** - For Go/API/Trading changes
+> - 🎨 **[Frontend PR Template](./PULL_REQUEST_TEMPLATE/frontend.md)** - For UI/UX changes
+> - 📝 **[Documentation PR Template](./PULL_REQUEST_TEMPLATE/docs.md)** - For documentation updates
+> - 📦 **[General PR Template](./PULL_REQUEST_TEMPLATE/general.md)** - For mixed or other changes
 >
-> **如何使用？| How to use?**
-> - 创建PR时，在URL中添加 `?template=backend.md` 或其他模板名称
+> **How to use?**
 > - When creating a PR, add `?template=backend.md` or other template name to the URL
-> - 或者直接复制粘贴对应模板的内容
 > - Or simply copy and paste the content from the corresponding template
 
 ---
 
-> **💡 提示 Tip:** 推荐 PR 标题格式 `type(scope): description`
-> 例如: `feat(trader): add new strategy` | `fix(api): resolve auth issue`
+> **💡 Tip:** Recommended PR title format `type(scope): description`
+> Example: `feat(trader): add new strategy` | `fix(api): resolve auth issue`
 
 ---
 
-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description
 
+<!-- Describe your changes in detail -->
 
 
 ---
 
-## 🎯 Type of Change | 变更类型
+## 🎯 Type of Change
 
-- [ ] 🐛 Bug fix | 修复 Bug
-- [ ] ✨ New feature | 新功能
-- [ ] 💥 Breaking change | 破坏性变更
-- [ ] 📝 Documentation update | 文档更新
-- [ ] 🎨 Code style update | 代码样式更新
-- [ ] ♻️ Refactoring | 重构
-- [ ] ⚡ Performance improvement | 性能优化
-- [ ] ✅ Test update | 测试更新
-- [ ] 🔧 Build/config change | 构建/配置变更
-- [ ] 🔒 Security fix | 安全修复
+- [ ] 🐛 Bug fix
+- [ ] ✨ New feature
+- [ ] 💥 Breaking change
+- [ ] 📝 Documentation update
+- [ ] 🎨 Code style update
+- [ ] ♻️ Refactoring
+- [ ] ⚡ Performance improvement
+- [ ] ✅ Test update
+- [ ] 🔧 Build/config change
+- [ ] 🔒 Security fix
 
 ---
 
-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues
 
-- Closes # | 关闭 #
-- Related to # | 相关 #
+- Closes #
+- Related to #
 
 ---
 
-## 📋 Changes Made | 具体变更
+## 📋 Changes Made
 
-**English:** ｜ **中文：**
+<!-- List the specific changes made -->
 -
 -
 
 ---
 
-## 🧪 Testing | 测试
+## 🧪 Testing
 
-- [ ] Tested locally | 本地测试通过
-- [ ] Tests pass | 测试通过
-- [ ] Verified no existing functionality broke | 确认没有破坏现有功能
+- [ ] Tested locally
+- [ ] Tests pass
+- [ ] Verified no existing functionality broke
 
 ---
 
-## ✅ Checklist | 检查清单
+## ✅ Checklist
 
-### Code Quality | 代码质量
-- [ ] Code follows project style | 代码遵循项目风格
-- [ ] Self-review completed | 已完成代码自查
-- [ ] Comments added for complex logic | 已添加必要注释
+### Code Quality
+- [ ] Code follows project style
+- [ ] Self-review completed
+- [ ] Comments added for complex logic
 
-### Documentation | 文档
-- [ ] Updated relevant documentation | 已更新相关文档
+### Documentation
+- [ ] Updated relevant documentation
 
 ### Git
-- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
-- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
-- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts
 
 ---
 
-## 📚 Additional Notes | 补充说明
+## 📚 Additional Notes
 
-**English:** ｜ **中文：**
+<!-- Any additional information or context -->
 
 
 ---
 
-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**
 
-- [ ] I have read the [Contributing Guidelines](../CONTRIBUTING.md) | 已阅读贡献指南
-- [ ] I agree to the [Code of Conduct](../CODE_OF_CONDUCT.md) | 同意行为准则
-- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0
 
 ---
 
-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**

.github/PULL_REQUEST_TEMPLATE/README.md

@@ -1,213 +1,177 @@
-# PR Templates | PR 模板
+# PR Templates
 
-## 📋 模板概述 | Template Overview
+## 📋 Template Overview
 
-我们提供了4种针对不同类型PR的专用模板，帮助贡献者快速填写PR信息：
 We offer 4 specialized templates for different types of PRs to help contributors quickly fill out PR information:
 
-### 1. 🔧 Backend Template | 后端模板
-**文件:** `backend.md`
+### 1. 🔧 Backend Template
+**File:** `backend.md`
 
-**适用于 | Use for:**
-- Go代码变更 | Go code changes
-- API端点开发 | API endpoint development
-- 交易逻辑实现 | Trading logic implementation
-- 后端性能优化 | Backend performance optimization
-- 数据库相关改动 | Database-related changes
+**Use for:**
+- Go code changes
+- API endpoint development
+- Trading logic implementation
+- Backend performance optimization
+- Database-related changes
 
-**包含 | Includes:**
-- Go测试环境配置 | Go test environment
-- 安全考虑检查 | Security considerations
-- 性能影响评估 | Performance impact assessment
-- `go fmt` 和 `go build` 检查 | `go fmt` and `go build` checks
+**Includes:**
+- Go test environment
+- Security considerations
+- Performance impact assessment
+- `go fmt` and `go build` checks
 
-### 2. 🎨 Frontend Template | 前端模板
-**文件:** `frontend.md`
+### 2. 🎨 Frontend Template
+**File:** `frontend.md`
 
-**适用于 | Use for:**
-- UI/UX变更 | UI/UX changes
-- React/Vue组件开发 | React/Vue component development
-- 前端样式更新 | Frontend styling updates
-- 浏览器兼容性修复 | Browser compatibility fixes
-- 前端性能优化 | Frontend performance optimization
+**Use for:**
+- UI/UX changes
+- React/Vue component development
+- Frontend styling updates
+- Browser compatibility fixes
+- Frontend performance optimization
 
-**包含 | Includes:**
-- 截图/演示要求 | Screenshots/demo requirements
-- 浏览器测试清单 | Browser testing checklist
-- 国际化检查 | Internationalization checks
-- 响应式设计验证 | Responsive design verification
-- `npm run lint` 和 `npm run build` 检查 | Linting and build checks
+**Includes:**
+- Screenshots/demo requirements
+- Browser testing checklist
+- Internationalization checks
+- Responsive design verification
+- `npm run lint` and `npm run build` checks
 
-### 3. 📝 Documentation Template | 文档模板
-**文件:** `docs.md`
+### 3. 📝 Documentation Template
+**File:** `docs.md`
 
-**适用于 | Use for:**
-- README更新 | README updates
-- API文档编写 | API documentation
-- 教程和指南 | Tutorials and guides
-- 代码注释改进 | Code comment improvements
-- 翻译工作 | Translation work
+**Use for:**
+- README updates
+- API documentation
+- Tutorials and guides
+- Code comment improvements
+- Translation work
 
-**包含 | Includes:**
-- 文档类型分类 | Documentation type classification
-- 内容质量检查 | Content quality checks
-- 双语要求（中英文）| Bilingual requirements (EN/CN)
-- 链接有效性验证 | Link validity verification
+**Includes:**
+- Documentation type classification
+- Content quality checks
+- Bilingual requirements (EN/CN)
+- Link validity verification
 
-### 4. 📦 General Template | 通用模板
-**文件:** `general.md`
+### 4. 📦 General Template
+**File:** `general.md`
 
-**适用于 | Use for:**
-- 混合类型变更 | Mixed-type changes
-- 跨多个领域的PR | Cross-domain PRs
-- 构建配置变更 | Build configuration changes
-- 依赖更新 | Dependency updates
-- 不确定使用哪个模板时 | When unsure which template to use
+**Use for:**
+- Mixed-type changes
+- Cross-domain PRs
+- Build configuration changes
+- Dependency updates
+- When unsure which template to use
 
-## 🤖 自动模板建议 | Automatic Template Suggestion
+## 🤖 Automatic Template Suggestion
 
-我们的GitHub Action会自动分析你的PR并建议最合适的模板：
 Our GitHub Action automatically analyzes your PR and suggests the most suitable template:
 
-### 工作原理 | How it works:
+### How it works:
 
-1. **文件分析 | File Analysis**
-   - 检测PR中所有变更的文件类型
+1. **File Analysis**
    - Detects all changed file types in the PR
 
-2. **智能判断 | Smart Detection**
-   - 如果 >50% 是 `.go` 文件 → 建议**后端模板**
+2. **Smart Detection**
    - If >50% are `.go` files → Suggests **Backend template**
-   - 如果 >50% 是 `.js/.ts/.tsx/.vue` 文件 → 建议**前端模板**
    - If >50% are `.js/.ts/.tsx/.vue` files → Suggests **Frontend template**
-   - 如果 >70% 是 `.md` 文件 → 建议**文档模板**
    - If >70% are `.md` files → Suggests **Documentation template**
 
-3. **自动评论 | Auto-comment**
-   - 如果检测到你使用了默认模板，但应该用专用模板
+3. **Auto-comment**
    - If it detects you're using the default template but should use a specialized one
-   - 会自动添加友好的评论建议
    - It will automatically add a friendly comment suggestion
 
-4. **自动标签 | Auto-labeling**
-   - 自动添加对应的标签：`backend`、`frontend`、`documentation`
+4. **Auto-labeling**
    - Automatically adds corresponding labels: `backend`, `frontend`, `documentation`
 
-## 📖 使用方法 | How to Use
+## 📖 How to Use
 
-### 方法1: URL参数（推荐） | Method 1: URL Parameter (Recommended)
+### Method 1: URL Parameter (Recommended)
 
-创建PR时，在URL末尾添加模板参数：
 When creating a PR, add the template parameter to the URL:
 
 ```
 https://github.com/YOUR_ORG/nofx/compare/dev...YOUR_BRANCH?template=backend.md
 ```
 
-替换 `backend.md` 为：
 Replace `backend.md` with:
-- `backend.md` - 后端模板 | Backend template
-- `frontend.md` - 前端模板 | Frontend template
-- `docs.md` - 文档模板 | Documentation template
-- `general.md` - 通用模板 | General template
+- `backend.md` - Backend template
+- `frontend.md` - Frontend template
+- `docs.md` - Documentation template
+- `general.md` - General template
 
-### 方法2: 手动选择 | Method 2: Manual Selection
+### Method 2: Manual Selection
 
-1. 创建PR时，默认模板会显示
-   When creating a PR, the default template will be shown
+1. When creating a PR, the default template will be shown
 
-2. 根据顶部的指引链接，点击查看对应的模板
-   Follow the guidance links at the top to view the corresponding template
+2. Follow the guidance links at the top to view the corresponding template
 
-3. 复制模板内容到PR描述中
-   Copy the template content into the PR description
+3. Copy the template content into the PR description
 
-### 方法3: 跟随自动建议 | Method 3: Follow Auto-suggestion
+### Method 3: Follow Auto-suggestion
 
-1. 使用任何模板创建PR
-   Create a PR with any template
+1. Create a PR with any template
 
-2. GitHub Action会自动分析并评论建议
-   GitHub Action will automatically analyze and comment with a suggestion
+2. GitHub Action will automatically analyze and comment with a suggestion
 
-3. 根据建议更新PR描述
-   Update the PR description based on the suggestion
+3. Update the PR description based on the suggestion
 
-## 🎯 最佳实践 | Best Practices
+## 🎯 Best Practices
 
-1. **提前选择 | Choose in Advance**
-   - 在创建PR前确定变更类型
+1. **Choose in Advance**
    - Determine the change type before creating the PR
 
-2. **完整填写 | Complete Filling**
-   - 不要跳过必填项（标记为 required）
+2. **Complete Filling**
    - Don't skip required items
 
-3. **保持简洁 | Keep it Concise**
-   - 描述清晰但简洁
+3. **Keep it Concise**
    - Keep descriptions clear but concise
 
-4. **添加截图 | Add Screenshots**
-   - 对于UI变更，务必添加截图
+4. **Add Screenshots**
    - For UI changes, always add screenshots
 
-5. **测试证明 | Test Evidence**
-   - 提供测试通过的证据
+5. **Test Evidence**
    - Provide evidence that tests pass
 
-## 🔧 自定义 | Customization
+## 🔧 Customization
 
-如果需要修改模板或自动检测逻辑：
 If you need to modify templates or auto-detection logic:
 
-1. **修改模板** | **Modify Templates**
-   - 编辑 `.github/PULL_REQUEST_TEMPLATE/*.md` 文件
+1. **Modify Templates**
    - Edit `.github/PULL_REQUEST_TEMPLATE/*.md` files
 
-2. **调整检测阈值** | **Adjust Detection Threshold**
-   - 编辑 `.github/workflows/pr-template-suggester.yml`
+2. **Adjust Detection Threshold**
    - Edit `.github/workflows/pr-template-suggester.yml`
-   - 修改文件类型占比阈值（当前：50%后端，50%前端，70%文档）
    - Modify file type percentage thresholds (current: 50% backend, 50% frontend, 70% docs)
 
-3. **添加新模板** | **Add New Template**
-   - 在 `PULL_REQUEST_TEMPLATE/` 目录创建新的 `.md` 文件
+3. **Add New Template**
    - Create a new `.md` file in the `PULL_REQUEST_TEMPLATE/` directory
-   - 更新工作流以支持新的文件类型检测
    - Update the workflow to support new file type detection
 
 ## ❓ FAQ
 
-**Q: 我的PR既有前端又有后端代码，用哪个模板？**
 **Q: My PR has both frontend and backend code, which template should I use?**
 
-A: 使用**通用模板**（`general.md`），或选择主要变更类型的模板。
 A: Use the **General template** (`general.md`), or choose the template for the primary change type.
 
 ---
 
-**Q: 自动建议的模板不合适怎么办？**
 **Q: What if the automatically suggested template is not suitable?**
 
-A: 你可以忽略建议，继续使用当前模板。自动建议仅供参考。
 A: You can ignore the suggestion and continue using the current template. Auto-suggestions are for reference only.
 
 ---
 
-**Q: 可以不使用任何模板吗？**
 **Q: Can I not use any template?**
 
-A: 不推荐。模板帮助确保PR包含必要信息，加快审查速度。
 A: Not recommended. Templates help ensure PRs contain necessary information and speed up reviews.
 
 ---
 
-**Q: 如何禁用自动模板建议？**
 **Q: How to disable automatic template suggestions?**
 
-A: 删除或禁用 `.github/workflows/pr-template-suggester.yml` 文件。
 A: Delete or disable the `.github/workflows/pr-template-suggester.yml` file.
 
 ---
 
-🌟 **感谢使用我们的PR模板系统！| Thank you for using our PR template system!**
+🌟 **Thank you for using our PR template system!**

.github/PULL_REQUEST_TEMPLATE/backend.md

@@ -1,121 +1,116 @@
-# Pull Request - Backend | 后端 PR
+# Pull Request - Backend
 
-> **💡 提示 Tip:** 推荐 PR 标题格式 `type(scope): description`
-> 例如: `feat(trader): add new strategy` | `fix(api): resolve auth issue`
+> **💡 Tip:** Recommended PR title format `type(scope): description`
+> Example: `feat(trader): add new strategy` | `fix(api): resolve auth issue`
 
 ---
 
-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description
 
 
 
 ---
 
-## 🎯 Type of Change | 变更类型
+## 🎯 Type of Change
 
-- [ ] 🐛 Bug fix | 修复 Bug
-- [ ] ✨ New feature | 新功能
-- [ ] 💥 Breaking change | 破坏性变更
-- [ ] ♻️ Refactoring | 重构
-- [ ] ⚡ Performance improvement | 性能优化
-- [ ] 🔒 Security fix | 安全修复
-- [ ] 🔧 Build/config change | 构建/配置变更
+- [ ] 🐛 Bug fix
+- [ ] ✨ New feature
+- [ ] 💥 Breaking change
+- [ ] ♻️ Refactoring
+- [ ] ⚡ Performance improvement
+- [ ] 🔒 Security fix
+- [ ] 🔧 Build/config change
 
 ---
 
-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues
 
-- Closes # | 关闭 #
-- Related to # | 相关 #
+- Closes #
+- Related to #
 
 ---
 
-## 📋 Changes Made | 具体变更
+## 📋 Changes Made
 
-**English:** ｜ **中文：**
 -
 -
 
 ---
 
-## 🧪 Testing | 测试
+## 🧪 Testing
 
-### Test Environment | 测试环境
-- **OS | 操作系统:**
-- **Go Version | Go 版本:**
-- **Exchange | 交易所:** [if applicable | 如适用]
+### Test Environment
+- **OS:**
+- **Go Version:**
+- **Exchange:** [if applicable]
 
-### Manual Testing | 手动测试
-- [ ] Tested locally | 本地测试通过
-- [ ] Tested on testnet | 测试网测试通过（交易所集成相关）
-- [ ] Unit tests pass | 单元测试通过
-- [ ] Verified no existing functionality broke | 确认没有破坏现有功能
+### Manual Testing
+- [ ] Tested locally
+- [ ] Tested on testnet (for exchange integration)
+- [ ] Unit tests pass
+- [ ] Verified no existing functionality broke
 
-### Test Results | 测试结果
+### Test Results
 ```
-Test output here | 测试输出
+Test output here
 ```
 
 ---
 
-## 🔒 Security Considerations | 安全考虑
+## 🔒 Security Considerations
 
-- [ ] No API keys or secrets hardcoded | 没有硬编码 API 密钥
-- [ ] User inputs properly validated | 用户输入已正确验证
-- [ ] No SQL injection vulnerabilities | 无 SQL 注入漏洞
-- [ ] Authentication/authorization properly handled | 认证/授权正确处理
-- [ ] Sensitive data is encrypted | 敏感数据已加密
-- [ ] N/A (not security-related) | 不适用
+- [ ] No API keys or secrets hardcoded
+- [ ] User inputs properly validated
+- [ ] No SQL injection vulnerabilities
+- [ ] Authentication/authorization properly handled
+- [ ] Sensitive data is encrypted
+- [ ] N/A (not security-related)
 
 ---
 
-## ⚡ Performance Impact | 性能影响
+## ⚡ Performance Impact
 
-- [ ] No significant performance impact | 无显著性能影响
-- [ ] Performance improved | 性能提升
-- [ ] Performance may be impacted (explain below) | 性能可能受影响
+- [ ] No significant performance impact
+- [ ] Performance improved
+- [ ] Performance may be impacted (explain below)
 
-**If impacted, explain | 如果受影响，请说明：**
+**If impacted, explain:**
 
 
 ---
 
-## ✅ Checklist | 检查清单
+## ✅ Checklist
 
-### Code Quality | 代码质量
-- [ ] Code follows project style | 代码遵循项目风格
-- [ ] Self-review completed | 已完成代码自查
-- [ ] Comments added for complex logic | 已添加必要注释
-- [ ] Code compiles successfully | 代码编译成功 (`go build`)
-- [ ] Ran `go fmt` | 已运行 `go fmt`
+### Code Quality
+- [ ] Code follows project style
+- [ ] Self-review completed
+- [ ] Comments added for complex logic
+- [ ] Code compiles successfully (`go build`)
+- [ ] Ran `go fmt`
 
-### Documentation | 文档
-- [ ] Updated relevant documentation | 已更新相关文档
-- [ ] Added inline comments where necessary | 已添加必要的代码注释
-- [ ] Updated API documentation (if applicable) | 已更新 API 文档
+### Documentation
+- [ ] Updated relevant documentation
+- [ ] Added inline comments where necessary
+- [ ] Updated API documentation (if applicable)
 
 ### Git
-- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
-- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
-- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts
 
 ---
 
-## 📚 Additional Notes | 补充说明
-
-**English:** ｜ **中文：**
+## 📚 Additional Notes
 
 
 ---
 
-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**
 
-- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md) | 已阅读贡献指南
-- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md) | 同意行为准则
-- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0
 
 ---
 
-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**

.github/PULL_REQUEST_TEMPLATE/docs.md

@@ -1,97 +1,91 @@
-# Pull Request - Documentation | 文档 PR
+# Pull Request - Documentation
 
-> **💡 提示 Tip:** 推荐 PR 标题格式 `docs(scope): description`
-> 例如: `docs(api): update trading endpoints` | `docs(readme): add setup guide`
+> **💡 Tip:** Recommended PR title format `docs(scope): description`
+> Example: `docs(api): update trading endpoints` | `docs(readme): add setup guide`
 
 ---
 
-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description
 
 
 ---
 
-## 📚 Type of Documentation | 文档类型
+## 📚 Type of Documentation
 
-- [ ] 📖 README update | README 更新
-- [ ] 📋 API documentation | API 文档
-- [ ] 🎓 Tutorial/Guide | 教程/指南
-- [ ] 📝 Code comments | 代码注释
-- [ ] 🔧 Configuration docs | 配置文档
-- [ ] 🐛 Fix typo/error | 修复拼写/错误
-- [ ] 🌍 Translation | 翻译
+- [ ] 📖 README update
+- [ ] 📋 API documentation
+- [ ] 🎓 Tutorial/Guide
+- [ ] 📝 Code comments
+- [ ] 🔧 Configuration docs
+- [ ] 🐛 Fix typo/error
+- [ ] 🌍 Translation
 
 ---
 
-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues
 
-- Closes # | 关闭 #
-- Related to # | 相关 #
+- Closes #
+- Related to #
 
 ---
 
-## 📋 Changes Made | 具体变更
+## 📋 Changes Made
 
-**English:** ｜ **中文：**
 -
 -
 
 ---
 
-## 📸 Screenshots (if applicable) | 截图（如适用）
+## 📸 Screenshots (if applicable)
 
 <!-- For documentation with images, diagrams, or UI examples -->
-<!-- 用于包含图片、图表或 UI 示例的文档 -->
 
 
 ---
 
-## 🌐 Internationalization | 国际化
+## 🌐 Internationalization
 
-- [ ] English version complete | 英文版本完整
-- [ ] Chinese version complete | 中文版本完整
-- [ ] Both versions are consistent | 两个版本内容一致
-- [ ] N/A (only one language needed) | 不适用（只需要一种语言）
+- [ ] English version complete
+- [ ] Chinese version complete
+- [ ] Both versions are consistent
+- [ ] N/A (only one language needed)
 
 ---
 
-## ✅ Checklist | 检查清单
+## ✅ Checklist
 
-### Content Quality | 内容质量
-- [ ] Information is accurate and up-to-date | 信息准确且最新
-- [ ] Language is clear and concise | 语言清晰简洁
-- [ ] No spelling or grammar errors | 无拼写或语法错误
-- [ ] Links are valid and working | 链接有效且可用
-- [ ] Code examples are tested and working | 代码示例已测试且可用
-- [ ] Formatting is consistent | 格式一致
+### Content Quality
+- [ ] Information is accurate and up-to-date
+- [ ] Language is clear and concise
+- [ ] No spelling or grammar errors
+- [ ] Links are valid and working
+- [ ] Code examples are tested and working
+- [ ] Formatting is consistent
 
-### Documentation Standards | 文档标准
-- [ ] Follows project documentation style | 遵循项目文档风格
-- [ ] Includes necessary examples | 包含必要的示例
-- [ ] Technical terms are explained | 技术术语已解释
-- [ ] Self-review completed | 已完成自查
+### Documentation Standards
+- [ ] Follows project documentation style
+- [ ] Includes necessary examples
+- [ ] Technical terms are explained
+- [ ] Self-review completed
 
 ### Git
-- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
-- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
-- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts
 
 ---
 
-## 📚 Additional Notes | 补充说明
-
-**English:** ｜ **中文：**
+## 📚 Additional Notes
 
 
 ---
 
-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**
 
-- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md) | 已阅读贡献指南
-- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md) | 同意行为准则
-- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0
 
 ---
 
-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**

.github/PULL_REQUEST_TEMPLATE/frontend.md

@@ -1,119 +1,113 @@
-# Pull Request - Frontend | 前端 PR
+# Pull Request - Frontend
 
-> **💡 提示 Tip:** 推荐 PR 标题格式 `type(scope): description`
-> 例如: `feat(ui): add dark mode toggle` | `fix(form): resolve validation bug`
+> **💡 Tip:** Recommended PR title format `type(scope): description`
+> Example: `feat(ui): add dark mode toggle` | `fix(form): resolve validation bug`
 
 ---
 
-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description
 
 
 ---
 
-## 🎯 Type of Change | 变更类型
+## 🎯 Type of Change
 
-- [ ] 🐛 Bug fix | 修复 Bug
-- [ ] ✨ New feature | 新功能
-- [ ] 💥 Breaking change | 破坏性变更
-- [ ] 🎨 Code style update | 代码样式更新
-- [ ] ♻️ Refactoring | 重构
-- [ ] ⚡ Performance improvement | 性能优化
+- [ ] 🐛 Bug fix
+- [ ] ✨ New feature
+- [ ] 💥 Breaking change
+- [ ] 🎨 Code style update
+- [ ] ♻️ Refactoring
+- [ ] ⚡ Performance improvement
 
 ---
 
-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues
 
-- Closes # | 关闭 #
-- Related to # | 相关 #
+- Closes #
+- Related to #
 
 ---
 
-## 📋 Changes Made | 具体变更
+## 📋 Changes Made
 
-**English:** ｜ **中文：**
 -
 -
 
 ---
 
-## 📸 Screenshots / Demo | 截图/演示
+## 📸 Screenshots / Demo
 
 <!-- For UI changes, include before/after screenshots or video demo -->
-<!-- 对于 UI 变更，请包含变更前后的截图或视频演示 -->
 
-**Before | 变更前:**
+**Before:**
 
 
-**After | 变更后:**
+**After:**
 
 
 ---
 
-## 🧪 Testing | 测试
+## 🧪 Testing
 
-### Test Environment | 测试环境
-- **OS | 操作系统:**
-- **Node Version | Node 版本:**
-- **Browser(s) | 浏览器:**
+### Test Environment
+- **OS:**
+- **Node Version:**
+- **Browser(s):**
 
-### Manual Testing | 手动测试
-- [ ] Tested in development mode | 开发模式测试通过
-- [ ] Tested production build | 生产构建测试通过
-- [ ] Tested on multiple browsers | 多浏览器测试通过
-- [ ] Tested responsive design | 响应式设计测试通过
-- [ ] Verified no existing functionality broke | 确认没有破坏现有功能
+### Manual Testing
+- [ ] Tested in development mode
+- [ ] Tested production build
+- [ ] Tested on multiple browsers
+- [ ] Tested responsive design
+- [ ] Verified no existing functionality broke
 
 ---
 
-## 🌐 Internationalization | 国际化
+## 🌐 Internationalization
 
-- [ ] All user-facing text supports i18n | 所有面向用户的文本支持国际化
-- [ ] Both English and Chinese versions provided | 提供了中英文版本
-- [ ] N/A | 不适用
+- [ ] All user-facing text supports i18n
+- [ ] Both English and Chinese versions provided
+- [ ] N/A
 
 ---
 
-## ✅ Checklist | 检查清单
+## ✅ Checklist
 
-### Code Quality | 代码质量
-- [ ] Code follows project style | 代码遵循项目风格
-- [ ] Self-review completed | 已完成代码自查
-- [ ] Comments added for complex logic | 已添加必要注释
-- [ ] Code builds successfully | 代码构建成功 (`npm run build`)
-- [ ] Ran `npm run lint` | 已运行 `npm run lint`
-- [ ] No console errors or warnings | 无控制台错误或警告
+### Code Quality
+- [ ] Code follows project style
+- [ ] Self-review completed
+- [ ] Comments added for complex logic
+- [ ] Code builds successfully (`npm run build`)
+- [ ] Ran `npm run lint`
+- [ ] No console errors or warnings
 
-### Testing | 测试
-- [ ] Component tests added/updated | 已添加/更新组件测试
-- [ ] Tests pass locally | 测试在本地通过
+### Testing
+- [ ] Component tests added/updated
+- [ ] Tests pass locally
 
-### Documentation | 文档
-- [ ] Updated relevant documentation | 已更新相关文档
-- [ ] Updated type definitions (TypeScript) | 已更新类型定义
-- [ ] Added JSDoc comments where necessary | 已添加 JSDoc 注释
+### Documentation
+- [ ] Updated relevant documentation
+- [ ] Updated type definitions (TypeScript)
+- [ ] Added JSDoc comments where necessary
 
 ### Git
-- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
-- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
-- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts
 
 ---
 
-## 📚 Additional Notes | 补充说明
-
-**English:** ｜ **中文：**
+## 📚 Additional Notes
 
 
 ---
 
-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**
 
-- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md) | 已阅读贡献指南
-- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md) | 同意行为准则
-- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0
 
 ---
 
-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**

.github/PULL_REQUEST_TEMPLATE/general.md

@@ -1,98 +1,93 @@
-# Pull Request - General | 通用 PR
+# Pull Request - General
 
-> **💡 提示 Tip:** 推荐 PR 标题格式 `type(scope): description`
-> 例如: `feat(trader): add new strategy` | `fix(api): resolve auth issue` | `docs(readme): update`
+> **💡 Tip:** Recommended PR title format `type(scope): description`
+> Example: `feat(trader): add new strategy` | `fix(api): resolve auth issue` | `docs(readme): update`
 
 ---
 
-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description
 
 
 ---
 
-## 🎯 Type of Change | 变更类型
+## 🎯 Type of Change
 
-- [ ] 🐛 Bug fix | 修复 Bug
-- [ ] ✨ New feature | 新功能
-- [ ] 💥 Breaking change | 破坏性变更
-- [ ] 📝 Documentation update | 文档更新
-- [ ] 🎨 Code style update | 代码样式更新
-- [ ] ♻️ Refactoring | 重构
-- [ ] ⚡ Performance improvement | 性能优化
-- [ ] ✅ Test update | 测试更新
-- [ ] 🔧 Build/config change | 构建/配置变更
-- [ ] 🔒 Security fix | 安全修复
+- [ ] 🐛 Bug fix
+- [ ] ✨ New feature
+- [ ] 💥 Breaking change
+- [ ] 📝 Documentation update
+- [ ] 🎨 Code style update
+- [ ] ♻️ Refactoring
+- [ ] ⚡ Performance improvement
+- [ ] ✅ Test update
+- [ ] 🔧 Build/config change
+- [ ] 🔒 Security fix
 
 ---
 
-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues
 
-- Closes # | 关闭 #
-- Related to # | 相关 #
+- Closes #
+- Related to #
 
 ---
 
-## 📋 Changes Made | 具体变更
+## 📋 Changes Made
 
-**English:** ｜ **中文：**
 -
 -
 
 ---
 
-## 🧪 Testing | 测试
+## 🧪 Testing
 
-- [ ] Tested locally | 本地测试通过
-- [ ] Tests pass | 测试通过
-- [ ] Verified no existing functionality broke | 确认没有破坏现有功能
+- [ ] Tested locally
+- [ ] Tests pass
+- [ ] Verified no existing functionality broke
 
-**Test details | 测试详情：**
+**Test details:**
 
 
 ---
 
-## ✅ Checklist | 检查清单
+## ✅ Checklist
 
-### Code Quality | 代码质量
-- [ ] Code follows project style | 代码遵循项目风格
-- [ ] Self-review completed | 已完成代码自查
-- [ ] Comments added for complex logic | 已添加必要注释
-- [ ] No new warnings or errors | 无新的警告或错误
+### Code Quality
+- [ ] Code follows project style
+- [ ] Self-review completed
+- [ ] Comments added for complex logic
+- [ ] No new warnings or errors
 
-### Documentation | 文档
-- [ ] Updated relevant documentation | 已更新相关文档
-- [ ] Added inline comments where necessary | 已添加必要的代码注释
+### Documentation
+- [ ] Updated relevant documentation
+- [ ] Added inline comments where necessary
 
 ### Git
-- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
-- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
-- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts
 
 ---
 
-## 🔒 Security (if applicable) | 安全（如适用）
+## 🔒 Security (if applicable)
 
-- [ ] No API keys or secrets hardcoded | 没有硬编码 API 密钥
-- [ ] User inputs properly validated | 用户输入已正确验证
-- [ ] N/A | 不适用
+- [ ] No API keys or secrets hardcoded
+- [ ] User inputs properly validated
+- [ ] N/A
 
 ---
 
-## 📚 Additional Notes | 补充说明
-
-**English:** ｜ **中文：**
+## 📚 Additional Notes
 
 
 ---
 
-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**
 
-- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md) | 已阅读贡献指南
-- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md) | 同意行为准则
-- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0
 
 ---
 
-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**

.github/workflows/docker-build.yml

@@ -5,6 +5,7 @@ on:
     branches:
       - main
       - dev
+      - release/stable
     tags:
       - 'v*'
   pull_request:
@@ -152,12 +153,14 @@ jobs:
         env:
           IMAGE_BASE: ${{ needs.prepare.outputs.image_base }}
         run: |
-          REF_NAME="${{ github.ref_name }}"
+          # Convert branch name: release/stable -> release-stable (matching Docker metadata action)
+          REF_NAME=$(echo "${{ github.ref_name }}" | sed 's/\//-/g')
           GHCR_IMAGE="${{ env.REGISTRY_GHCR }}/${IMAGE_BASE}/nofx-${{ matrix.image_suffix }}"
 
           echo "📦 Creating manifest for ${{ matrix.image_suffix }}"
           echo "Repository: ${IMAGE_BASE}"
           echo "Image: ${GHCR_IMAGE}"
+          echo "Ref name: ${REF_NAME}"
 
           docker buildx imagetools create -t "${GHCR_IMAGE}:${REF_NAME}" \
             "${GHCR_IMAGE}:${REF_NAME}-amd64" \
@@ -171,6 +174,14 @@ jobs:
             echo "✅ Created latest tag (main branch only)"
           fi
 
+          # release/stable branch gets the 'stable' tag
+          if [[ "${{ github.ref }}" == "refs/heads/release/stable" ]]; then
+            docker buildx imagetools create -t "${GHCR_IMAGE}:stable" \
+              "${GHCR_IMAGE}:${REF_NAME}-amd64" \
+              "${GHCR_IMAGE}:${REF_NAME}-arm64"
+            echo "✅ Created stable tag (release/stable branch)"
+          fi
+
           if [[ -n "${{ secrets.DOCKERHUB_USERNAME }}" ]]; then
             DOCKERHUB_IMAGE="${{ secrets.DOCKERHUB_USERNAME }}/nofx-${{ matrix.image_suffix }}"
             docker buildx imagetools create -t "${DOCKERHUB_IMAGE}:${REF_NAME}" \

Dockerfile.railway

@@ -0,0 +1,40 @@
+# Railway All-in-One: 复用现有 GHCR 镜像
+# 从现有镜像提取内容，合并到一个容器
+
+# 从后端镜像提取二进制
+FROM ghcr.io/nofxaios/nofx/nofx-backend:latest AS backend
+
+# 从前端镜像提取静态文件
+FROM ghcr.io/nofxaios/nofx/nofx-frontend:latest AS frontend
+
+# 最终镜像
+FROM alpine:latest
+
+RUN apk add --no-cache ca-certificates tzdata sqlite nginx openssl gettext
+
+# 复制后端二进制
+COPY --from=backend /app/nofx /app/nofx
+
+# 复制 TA-Lib 库
+COPY --from=backend /usr/local/lib/libta_lib* /usr/local/lib/
+RUN ldconfig /usr/local/lib 2>/dev/null || true
+
+# 复制前端静态文件
+COPY --from=frontend /usr/share/nginx/html /usr/share/nginx/html
+
+WORKDIR /app
+RUN mkdir -p /app/data
+
+# 启动脚本（包含 nginx 配置生成）
+COPY railway/start.sh /app/start.sh
+RUN chmod +x /app/start.sh
+
+ENV DB_PATH=/app/data/data.db
+
+# Railway 会自动设置 PORT 环境变量
+EXPOSE 8080
+
+HEALTHCHECK --interval=30s --timeout=10s --start-period=60s --retries=3 \
+  CMD wget --no-verbose --tries=1 --spider http://localhost:${PORT:-8080}/health || exit 1
+
+CMD ["/app/start.sh"]

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

@@ -1,9 +1,21 @@
-# NOFX - Agentic Trading OS
+<h1 align="center">NOFX — Open Source AI Trading OS</h1>
 
-[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+<p align="center">
+  <strong>The infrastructure layer for AI-powered financial trading.</strong>
+</p>
+
+<p align="center">
+  <a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
+  <a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
+</p>
+
+<p align="center">
+  <a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
+  <a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
+  <a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
+</p>
 
 | CONTRIBUTOR AIRDROP PROGRAM |
 |:----------------------------------:|
@@ -14,10 +26,6 @@
 
 ---
 
-## AI-Powered Multi-Asset Trading Platform
-
-**NOFX** is an open-source AI trading system that lets you run multiple AI models to trade automatically. Configure strategies through a web interface, monitor performance in real-time, and let AI agents compete to find the best trading approach.
-
 ### Supported Markets
 
 | Market | Trading | Status |
@@ -30,7 +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
@@ -42,6 +50,12 @@
 - **Tinkle** - [@Web3Tinkle](https://x.com/Web3Tinkle)
 - **Official Twitter** - [@nofx_official](https://x.com/nofx_official)
 
+### Official Links
+
+- **Official Website**: [https://nofxai.com](https://nofxai.com)
+- **Data Dashboard**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **API Documentation**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **Risk Warning**: This system is experimental. AI auto-trading carries significant risks. Strongly recommended for learning/research purposes or testing with small amounts only!
 
 ## Developer Community
@@ -50,6 +64,52 @@ Join our Telegram developer community: **[NOFX Developer Community](https://t.me
 
 ---
 
+## Before You Begin
+
+To use NOFX, you'll need:
+
+1. **Exchange Account** - Register on any supported exchange and create API credentials with trading permissions
+2. **AI Model API Key** - Get from any supported provider (DeepSeek recommended for cost-effectiveness)
+
+---
+
+## Supported Exchanges
+
+### CEX (Centralized Exchanges)
+
+| Exchange | Status | Register (Fee Discount) |
+|:---------|:------:|:------------------------|
+| <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) |
+|:---------|:------:|:------------------------|
+| <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 |
+|:---------|:------:|:------------|
+| <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) |
+
+---
+
 ## Screenshots
 
 ### Config Page
@@ -87,44 +147,9 @@ Join our Telegram developer community: **[NOFX Developer Community](https://t.me
 
 ---
 
-## Supported Exchanges
-
-### 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) |
-
-### 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) |
-
----
-
-## 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) |
-
----
-
 ## Quick Start
 
-### One-Click Install (Recommended)
+### One-Click Install (Local/Server)
 
 **Linux / macOS:**
 ```bash
@@ -133,6 +158,14 @@ curl -fsSL https://raw.githubusercontent.com/NoFxAiOS/nofx/main/install.sh | bas
 
 That's it! Open **http://127.0.0.1:3000** in your browser.
 
+### One-Click Cloud Deploy (Railway)
+
+Deploy to Railway with one click - no server setup required:
+
+[![Deploy on Railway](https://railway.com/button.svg)](https://railway.com/deploy/nofx?referralCode=nofx)
+
+After deployment, Railway will provide a public URL to access your NOFX instance.
+
 ### Docker Compose (Manual)
 
 ```bash
@@ -465,6 +498,26 @@ 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>
+<a href="https://github.com/match-007"><img src="https://github.com/match-007.png" width="60" height="60" style="border-radius:50%" alt="match-007" /></a>
+<a href="https://github.com/leiwuhen1715"><img src="https://github.com/leiwuhen1715.png" width="60" height="60" style="border-radius:50%" alt="leiwuhen1715" /></a>
+<a href="https://github.com/SHAOXIA1991"><img src="https://github.com/SHAOXIA1991.png" width="60" height="60" style="border-radius:50%" alt="SHAOXIA1991" /></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)

api/backtest.go

@@ -15,7 +15,7 @@ import (
 	"nofx/backtest"
 	"nofx/logger"
 	"nofx/market"
-	"nofx/provider"
+	"nofx/provider/nofxos"
 	"nofx/store"
 
 	"github.com/gin-gonic/gin"
@@ -60,7 +60,7 @@ func (s *Server) handleBacktestStart(c *gin.Context) {
 
 	var req backtestStartRequest
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 
@@ -78,23 +78,23 @@ func (s *Server) handleBacktestStart(c *gin.Context) {
 	if cfg.StrategyID != "" {
 		strategy, err := s.store.Strategy().Get(cfg.UserID, cfg.StrategyID)
 		if err != nil {
-			c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("failed to load strategy: %v", err)})
+			SafeBadRequest(c, "Failed to load strategy")
 			return
 		}
 		if strategy == nil {
-			c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("strategy not found: %s", cfg.StrategyID)})
+			SafeBadRequest(c, "Strategy not found")
 			return
 		}
 		var strategyConfig store.StrategyConfig
 		if err := json.Unmarshal([]byte(strategy.Config), &strategyConfig); err != nil {
-			c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("failed to parse strategy config: %v", err)})
+			SafeBadRequest(c, "Failed to parse strategy config")
 			return
 		}
 		cfg.SetLoadedStrategy(&strategyConfig)
 		logger.Infof("📊 Backtest using saved strategy: %s (%s)", strategy.Name, strategy.ID)
-		logger.Infof("📊 Strategy coin source: type=%s, use_coin_pool=%v, use_oi_top=%v, static_coins=%v",
+		logger.Infof("📊 Strategy coin source: type=%s, use_ai500=%v, use_oi_top=%v, static_coins=%v",
 			strategyConfig.CoinSource.SourceType,
-			strategyConfig.CoinSource.UseCoinPool,
+			strategyConfig.CoinSource.UseAI500,
 			strategyConfig.CoinSource.UseOITop,
 			strategyConfig.CoinSource.StaticCoins)
 
@@ -102,7 +102,7 @@ func (s *Server) handleBacktestStart(c *gin.Context) {
 		if len(cfg.Symbols) == 0 {
 			symbols, err := s.resolveStrategyCoins(&strategyConfig)
 			if err != nil {
-				c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("failed to resolve coins from strategy: %v", err)})
+				SafeBadRequest(c, "Failed to resolve coins from strategy")
 				return
 			}
 			cfg.Symbols = symbols
@@ -111,7 +111,7 @@ func (s *Server) handleBacktestStart(c *gin.Context) {
 	}
 
 	if err := s.hydrateBacktestAIConfig(&cfg); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeBadRequest(c, "Failed to configure AI model")
 		return
 	}
 
@@ -120,7 +120,7 @@ func (s *Server) handleBacktestStart(c *gin.Context) {
 
 	runner, err := s.backtestManager.Start(context.Background(), cfg)
 	if err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeError(c, http.StatusBadRequest, "Failed to start backtest", err)
 		return
 	}
 
@@ -149,11 +149,11 @@ func (s *Server) handleBacktestControl(c *gin.Context, fn func(string) error) {
 
 	var req runIDRequest
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 	if req.RunID == "" {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		SafeBadRequest(c, "run_id is required")
 		return
 	}
 
@@ -162,7 +162,7 @@ func (s *Server) handleBacktestControl(c *gin.Context, fn func(string) error) {
 	}
 
 	if err := fn(req.RunID); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeError(c, http.StatusBadRequest, "Failed to execute backtest operation", err)
 		return
 	}
 
@@ -181,11 +181,11 @@ func (s *Server) handleBacktestLabel(c *gin.Context) {
 	}
 	var req labelRequest
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 	if strings.TrimSpace(req.RunID) == "" {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		SafeBadRequest(c, "run_id is required")
 		return
 	}
 	userID := normalizeUserID(c.GetString("user_id"))
@@ -194,7 +194,7 @@ func (s *Server) handleBacktestLabel(c *gin.Context) {
 	}
 	meta, err := s.backtestManager.UpdateLabel(req.RunID, req.Label)
 	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		SafeInternalError(c, "Update backtest label", err)
 		return
 	}
 	c.JSON(http.StatusOK, meta)
@@ -207,11 +207,11 @@ func (s *Server) handleBacktestDelete(c *gin.Context) {
 	}
 	var req runIDRequest
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 	if strings.TrimSpace(req.RunID) == "" {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		SafeBadRequest(c, "run_id is required")
 		return
 	}
 	userID := normalizeUserID(c.GetString("user_id"))
@@ -219,7 +219,7 @@ func (s *Server) handleBacktestDelete(c *gin.Context) {
 		return
 	}
 	if err := s.backtestManager.Delete(req.RunID); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		SafeInternalError(c, "Delete backtest run", err)
 		return
 	}
 	c.JSON(http.StatusOK, gin.H{"message": "deleted"})
@@ -277,7 +277,7 @@ func (s *Server) handleBacktestRuns(c *gin.Context) {
 
 	metas, err := s.backtestManager.ListRuns()
 	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		SafeInternalError(c, "List backtest runs", err)
 		return
 	}
 	stateFilter := strings.ToLower(strings.TrimSpace(c.Query("state")))
@@ -349,7 +349,7 @@ func (s *Server) handleBacktestEquity(c *gin.Context) {
 
 	points, err := s.backtestManager.LoadEquity(runID, timeframe, limit)
 	if err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeError(c, http.StatusBadRequest, "Failed to load equity data", err)
 		return
 	}
 	c.JSON(http.StatusOK, points)
@@ -375,7 +375,7 @@ func (s *Server) handleBacktestTrades(c *gin.Context) {
 
 	events, err := s.backtestManager.LoadTrades(runID, limit)
 	if err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeError(c, http.StatusBadRequest, "Failed to load trades", err)
 		return
 	}
 	c.JSON(http.StatusOK, events)
@@ -404,7 +404,7 @@ func (s *Server) handleBacktestMetrics(c *gin.Context) {
 			c.JSON(http.StatusAccepted, gin.H{"error": "metrics not ready yet"})
 			return
 		}
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeError(c, http.StatusBadRequest, "Failed to load metrics", err)
 		return
 	}
 	c.JSON(http.StatusOK, metrics)
@@ -427,7 +427,7 @@ func (s *Server) handleBacktestTrace(c *gin.Context) {
 	cycle := queryInt(c, "cycle", 0)
 	record, err := s.backtestManager.GetTrace(runID, cycle)
 	if err != nil {
-		c.JSON(http.StatusNotFound, gin.H{"error": err.Error()})
+		SafeNotFound(c, "Trace record")
 		return
 	}
 	c.JSON(http.StatusOK, record)
@@ -461,7 +461,7 @@ func (s *Server) handleBacktestDecisions(c *gin.Context) {
 
 	records, err := backtest.LoadDecisionRecords(runID, limit, offset)
 	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		SafeInternalError(c, "Load decision records", err)
 		return
 	}
 	c.JSON(http.StatusOK, records)
@@ -483,7 +483,7 @@ func (s *Server) handleBacktestExport(c *gin.Context) {
 	}
 	path, err := s.backtestManager.ExportRun(runID)
 	if err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeError(c, http.StatusBadRequest, "Failed to export backtest", err)
 		return
 	}
 	defer os.Remove(path)
@@ -536,8 +536,7 @@ func (s *Server) handleBacktestKlines(c *gin.Context) {
 
 	klines, err := market.GetKlinesRange(symbol, timeframe, startTime, endTime)
 	if err != nil {
-		logger.Errorf("Failed to fetch klines for %s: %v", symbol, err)
-		c.JSON(http.StatusInternalServerError, gin.H{"error": fmt.Sprintf("failed to fetch klines: %v", err)})
+		SafeInternalError(c, "Fetch klines", err)
 		return
 	}
 
@@ -620,11 +619,11 @@ func writeBacktestAccessError(c *gin.Context, err error) bool {
 	}
 	switch {
 	case errors.Is(err, errBacktestForbidden):
-		c.JSON(http.StatusForbidden, gin.H{"error": "No permission to access this backtest task"})
+		SafeForbidden(c, "No permission to access this backtest task")
 	case errors.Is(err, os.ErrNotExist), errors.Is(err, sql.ErrNoRows):
-		c.JSON(http.StatusNotFound, gin.H{"error": "Backtest task does not exist"})
+		SafeNotFound(c, "Backtest task")
 	default:
-		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		SafeInternalError(c, "Access backtest", err)
 	}
 	return true
 }
@@ -639,21 +638,13 @@ func (s *Server) resolveStrategyCoins(strategyConfig *store.StrategyConfig) ([]s
 	var symbols []string
 	symbolSet := make(map[string]bool)
 
-	// Set custom API URLs if provided
-	if coinSource.CoinPoolAPIURL != "" {
-		provider.SetCoinPoolAPI(coinSource.CoinPoolAPIURL)
-	}
-	if coinSource.OITopAPIURL != "" {
-		provider.SetOITopAPI(coinSource.OITopAPIURL)
-	}
-
 	// Handle empty source_type - check flags for backward compatibility
 	sourceType := coinSource.SourceType
 	if sourceType == "" {
-		if coinSource.UseCoinPool && coinSource.UseOITop {
+		if coinSource.UseAI500 && coinSource.UseOITop {
 			sourceType = "mixed"
-		} else if coinSource.UseCoinPool {
-			sourceType = "coinpool"
+		} else if coinSource.UseAI500 {
+			sourceType = "ai500"
 		} else if coinSource.UseOITop {
 			sourceType = "oi_top"
 		} else if len(coinSource.StaticCoins) > 0 {
@@ -674,13 +665,13 @@ func (s *Server) resolveStrategyCoins(strategyConfig *store.StrategyConfig) ([]s
 			}
 		}
 
-	case "coinpool":
-		limit := coinSource.CoinPoolLimit
+	case "ai500":
+		limit := coinSource.AI500Limit
 		if limit <= 0 {
 			limit = 30
 		}
 		logger.Infof("📊 Fetching AI500 coins with limit=%d", limit)
-		coins, err := provider.GetTopRatedCoins(limit)
+		coins, err := nofxos.DefaultClient().GetTopRatedCoins(limit)
 		if err != nil {
 			return nil, fmt.Errorf("failed to get AI500 coins: %w", err)
 		}
@@ -694,7 +685,7 @@ func (s *Server) resolveStrategyCoins(strategyConfig *store.StrategyConfig) ([]s
 		}
 
 	case "oi_top":
-		coins, err := provider.GetOITopSymbols()
+		coins, err := nofxos.DefaultClient().GetOITopSymbols()
 		if err != nil {
 			return nil, fmt.Errorf("failed to get OI Top coins: %w", err)
 		}
@@ -714,13 +705,13 @@ func (s *Server) resolveStrategyCoins(strategyConfig *store.StrategyConfig) ([]s
 		}
 
 	case "mixed":
-		// Get from coin pool
-		if coinSource.UseCoinPool {
-			limit := coinSource.CoinPoolLimit
+		// Get from AI500
+		if coinSource.UseAI500 {
+			limit := coinSource.AI500Limit
 			if limit <= 0 {
 				limit = 30
 			}
-			coins, err := provider.GetTopRatedCoins(limit)
+			coins, err := nofxos.DefaultClient().GetTopRatedCoins(limit)
 			if err != nil {
 				logger.Warnf("Failed to get AI500 coins: %v", err)
 			} else {
@@ -736,7 +727,7 @@ func (s *Server) resolveStrategyCoins(strategyConfig *store.StrategyConfig) ([]s
 
 		// Get from OI Top
 		if coinSource.UseOITop {
-			coins, err := provider.GetOITopSymbols()
+			coins, err := nofxos.DefaultClient().GetOITopSymbols()
 			if err != nil {
 				logger.Warnf("Failed to get OI Top coins: %v", err)
 			} else {

api/debate.go

@@ -8,7 +8,7 @@ import (
 
 	"nofx/debate"
 	"nofx/logger"
-	"nofx/provider"
+	"nofx/provider/nofxos"
 	"nofx/store"
 
 	"github.com/gin-gonic/gin"
@@ -131,7 +131,7 @@ func (h *DebateHandler) HandleCreateDebate(c *gin.Context) {
 
 	var req CreateDebateRequest
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 
@@ -158,35 +158,27 @@ func (h *DebateHandler) HandleCreateDebate(c *gin.Context) {
 				if len(coinSource.StaticCoins) > 0 {
 					req.Symbol = coinSource.StaticCoins[0]
 				}
-			case "coinpool":
-				// Fetch from coin pool API
-				if coinSource.CoinPoolAPIURL != "" {
-					provider.SetCoinPoolAPI(coinSource.CoinPoolAPIURL)
-				}
-				if coins, err := provider.GetTopRatedCoins(1); err == nil && len(coins) > 0 {
+			case "ai500":
+				// Fetch from AI500 API
+				if coins, err := nofxos.DefaultClient().GetTopRatedCoins(1); err == nil && len(coins) > 0 {
 					req.Symbol = coins[0]
-					logger.Infof("Fetched coin from pool API: %s", req.Symbol)
+					logger.Infof("Fetched coin from AI500 API: %s", req.Symbol)
 				}
 			case "oi_top":
 				// Fetch from OI top API
-				if coinSource.OITopAPIURL != "" {
-					provider.SetOITopAPI(coinSource.OITopAPIURL)
-				}
-				if coins, err := provider.GetOITopSymbols(); err == nil && len(coins) > 0 {
+				if coins, err := nofxos.DefaultClient().GetOITopSymbols(); err == nil && len(coins) > 0 {
 					req.Symbol = coins[0]
 					logger.Infof("Fetched coin from OI Top API: %s", req.Symbol)
 				}
 			case "mixed":
-				// Try coin pool first, then OI top
-				if coinSource.UseCoinPool && coinSource.CoinPoolAPIURL != "" {
-					provider.SetCoinPoolAPI(coinSource.CoinPoolAPIURL)
-					if coins, err := provider.GetTopRatedCoins(1); err == nil && len(coins) > 0 {
+				// Try AI500 first, then OI top
+				if coinSource.UseAI500 {
+					if coins, err := nofxos.DefaultClient().GetTopRatedCoins(1); err == nil && len(coins) > 0 {
 						req.Symbol = coins[0]
-						logger.Infof("Fetched coin from pool API (mixed): %s", req.Symbol)
+						logger.Infof("Fetched coin from AI500 API (mixed): %s", req.Symbol)
 					}
-				} else if coinSource.UseOITop && coinSource.OITopAPIURL != "" {
-					provider.SetOITopAPI(coinSource.OITopAPIURL)
-					if coins, err := provider.GetOITopSymbols(); err == nil && len(coins) > 0 {
+				} else if coinSource.UseOITop {
+					if coins, err := nofxos.DefaultClient().GetOITopSymbols(); err == nil && len(coins) > 0 {
 						req.Symbol = coins[0]
 						logger.Infof("Fetched coin from OI Top API (mixed): %s", req.Symbol)
 					}
@@ -292,7 +284,7 @@ func (h *DebateHandler) HandleStartDebate(c *gin.Context) {
 
 	// Start debate asynchronously
 	if err := h.engine.StartDebate(debateID); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		SafeInternalError(c, "Start debate", err)
 		return
 	}
 
@@ -316,7 +308,7 @@ func (h *DebateHandler) HandleCancelDebate(c *gin.Context) {
 	}
 
 	if err := h.engine.CancelDebate(debateID); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		SafeInternalError(c, "Cancel debate", err)
 		return
 	}
 
@@ -495,20 +487,20 @@ func (h *DebateHandler) HandleExecuteDebate(c *gin.Context) {
 	// Parse request
 	var req ExecuteDebateRequest
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 
 	// Get trader executor
 	executor, err := h.traderManager.GetTraderExecutor(req.TraderID)
 	if err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("trader not available: %v", err)})
+		SafeError(c, http.StatusBadRequest, "Trader not available", err)
 		return
 	}
 
 	// Execute consensus
 	if err := h.engine.ExecuteConsensus(debateID, executor); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		SafeInternalError(c, "Execute consensus", err)
 		return
 	}
 
@@ -635,7 +627,9 @@ func (h *DebateHandler) broadcastConsensus(sessionID string, decision *store.Deb
 }
 
 func (h *DebateHandler) broadcastError(sessionID string, err error) {
+	// Sanitize error message before broadcasting to client
+	safeMsg := SanitizeError(err, "An error occurred during debate")
 	h.broadcast(sessionID, "error", map[string]interface{}{
-		"error": err.Error(),
+		"error": safeMsg,
 	})
 }

api/errors.go

@@ -0,0 +1,95 @@
+package api
+
+import (
+	"net/http"
+	"strings"
+
+	"github.com/gin-gonic/gin"
+	"nofx/logger"
+)
+
+// SafeError returns a safe error message without exposing internal details
+// It logs the actual error for debugging but returns a generic message to the client
+func SafeError(c *gin.Context, statusCode int, publicMsg string, internalErr error) {
+	// Log the actual error internally
+	if internalErr != nil {
+		logger.Errorf("[API Error] %s: %v", publicMsg, internalErr)
+	}
+
+	c.JSON(statusCode, gin.H{"error": publicMsg})
+}
+
+// SafeInternalError logs internal error and returns a generic message
+func SafeInternalError(c *gin.Context, operation string, err error) {
+	logger.Errorf("[Internal Error] %s: %v", operation, err)
+	c.JSON(http.StatusInternalServerError, gin.H{"error": operation + " failed"})
+}
+
+// SafeBadRequest returns a safe bad request error
+// For validation errors, we can be more specific since they're about user input
+func SafeBadRequest(c *gin.Context, msg string) {
+	c.JSON(http.StatusBadRequest, gin.H{"error": msg})
+}
+
+// SafeNotFound returns a generic not found error
+func SafeNotFound(c *gin.Context, resource string) {
+	c.JSON(http.StatusNotFound, gin.H{"error": resource + " not found"})
+}
+
+// SafeUnauthorized returns unauthorized error
+func SafeUnauthorized(c *gin.Context) {
+	c.JSON(http.StatusUnauthorized, gin.H{"error": "Unauthorized"})
+}
+
+// SafeForbidden returns forbidden error
+func SafeForbidden(c *gin.Context, msg string) {
+	c.JSON(http.StatusForbidden, gin.H{"error": msg})
+}
+
+// IsSensitiveError checks if an error message contains sensitive information
+func IsSensitiveError(err error) bool {
+	if err == nil {
+		return false
+	}
+	errMsg := strings.ToLower(err.Error())
+
+	sensitivePatterns := []string{
+		// Database
+		"postgres", "mysql", "sqlite", "database", "sql",
+		"connection", "connect", "failed to connect",
+		// Network
+		"dial", "tcp", "udp", "socket", "timeout",
+		// Server info
+		"127.0.0.1", "localhost", "0.0.0.0",
+		// File system
+		"no such file", "permission denied", "open /",
+		// Credentials
+		"password", "user=", "host=", "port=",
+		// Internal
+		"panic", "runtime error", "stack trace",
+	}
+
+	for _, pattern := range sensitivePatterns {
+		if strings.Contains(errMsg, pattern) {
+			return true
+		}
+	}
+
+	// Check for IP addresses (simple pattern)
+	if strings.Contains(errMsg, ":") && (strings.Contains(errMsg, ".") || strings.Contains(errMsg, "::")) {
+		return true
+	}
+
+	return false
+}
+
+// SanitizeError returns the error message if safe, otherwise returns a generic message
+func SanitizeError(err error, fallbackMsg string) string {
+	if err == nil {
+		return fallbackMsg
+	}
+	if IsSensitiveError(err) {
+		return fallbackMsg
+	}
+	return err.Error()
+}

api/strategy.go

@@ -4,11 +4,11 @@ import (
 	"encoding/json"
 	"fmt"
 	"net/http"
-	"nofx/decision"
+	"nofx/kernel"
+	"nofx/logger"
 	"nofx/market"
 	"nofx/mcp"
 	"nofx/store"
-	"strings"
 	"time"
 
 	"github.com/gin-gonic/gin"
@@ -19,11 +19,11 @@ import (
 func validateStrategyConfig(config *store.StrategyConfig) []string {
 	var warnings []string
 
-	// Validate quant data URL if enabled
-	if config.Indicators.EnableQuantData && config.Indicators.QuantDataAPIURL != "" {
-		if !strings.Contains(config.Indicators.QuantDataAPIURL, "{symbol}") {
-			warnings = append(warnings, "Quant data URL does not contain {symbol} placeholder. The same data will be used for all coins, which may not be correct.")
-		}
+	// Validate NofxOS API key if any NofxOS feature is enabled
+	if (config.Indicators.EnableQuantData || config.Indicators.EnableOIRanking ||
+		config.Indicators.EnableNetFlowRanking || config.Indicators.EnablePriceRanking) &&
+		config.Indicators.NofxOSAPIKey == "" {
+		warnings = append(warnings, "NofxOS API key is not configured. NofxOS data sources may not work properly.")
 	}
 
 	return warnings
@@ -33,7 +33,7 @@ func validateStrategyConfig(config *store.StrategyConfig) []string {
 func (s *Server) handlePublicStrategies(c *gin.Context) {
 	strategies, err := s.store.Strategy().ListPublic()
 	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to get public strategies: " + err.Error()})
+		SafeInternalError(c, "Failed to get public strategies", err)
 		return
 	}
 
@@ -76,7 +76,7 @@ func (s *Server) handleGetStrategies(c *gin.Context) {
 
 	strategies, err := s.store.Strategy().List(userID)
 	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to get strategy list: " + err.Error()})
+		SafeInternalError(c, "Failed to get strategy list", err)
 		return
 	}
 
@@ -151,14 +151,14 @@ func (s *Server) handleCreateStrategy(c *gin.Context) {
 	}
 
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "Invalid request parameters: " + err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 
 	// Serialize configuration
 	configJSON, err := json.Marshal(req.Config)
 	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to serialize configuration"})
+		SafeInternalError(c, "Serialize configuration", err)
 		return
 	}
 
@@ -173,7 +173,7 @@ func (s *Server) handleCreateStrategy(c *gin.Context) {
 	}
 
 	if err := s.store.Strategy().Create(strategy); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to create strategy: " + err.Error()})
+		SafeInternalError(c, "Failed to create strategy", err)
 		return
 	}
 
@@ -221,14 +221,14 @@ func (s *Server) handleUpdateStrategy(c *gin.Context) {
 	}
 
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "Invalid request parameters: " + err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 
 	// Serialize configuration
 	configJSON, err := json.Marshal(req.Config)
 	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to serialize configuration"})
+		SafeInternalError(c, "Serialize configuration", err)
 		return
 	}
 
@@ -243,7 +243,7 @@ func (s *Server) handleUpdateStrategy(c *gin.Context) {
 	}
 
 	if err := s.store.Strategy().Update(strategy); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to update strategy: " + err.Error()})
+		SafeInternalError(c, "Failed to update strategy", err)
 		return
 	}
 
@@ -269,7 +269,7 @@ func (s *Server) handleDeleteStrategy(c *gin.Context) {
 	}
 
 	if err := s.store.Strategy().Delete(userID, strategyID); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to delete strategy: " + err.Error()})
+		SafeInternalError(c, "Failed to delete strategy", err)
 		return
 	}
 
@@ -287,7 +287,7 @@ func (s *Server) handleActivateStrategy(c *gin.Context) {
 	}
 
 	if err := s.store.Strategy().SetActive(userID, strategyID); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to activate strategy: " + err.Error()})
+		SafeInternalError(c, "Failed to activate strategy", err)
 		return
 	}
 
@@ -309,13 +309,13 @@ func (s *Server) handleDuplicateStrategy(c *gin.Context) {
 	}
 
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "Invalid request parameters: " + err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 
 	newID := uuid.New().String()
 	if err := s.store.Strategy().Duplicate(userID, sourceID, newID, req.Name); err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to duplicate strategy: " + err.Error()})
+		SafeInternalError(c, "Failed to duplicate strategy", err)
 		return
 	}
 
@@ -383,7 +383,7 @@ func (s *Server) handlePreviewPrompt(c *gin.Context) {
 	}
 
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "Invalid request parameters: " + err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 
@@ -396,7 +396,7 @@ func (s *Server) handlePreviewPrompt(c *gin.Context) {
 	}
 
 	// Create strategy engine to build prompt
-	engine := decision.NewStrategyEngine(&req.Config)
+	engine := kernel.NewStrategyEngine(&req.Config)
 
 	// Build system prompt (using built-in method from strategy engine)
 	systemPrompt := engine.BuildSystemPrompt(
@@ -433,7 +433,7 @@ func (s *Server) handleStrategyTestRun(c *gin.Context) {
 	}
 
 	if err := c.ShouldBindJSON(&req); err != nil {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "Invalid request parameters: " + err.Error()})
+		SafeBadRequest(c, "Invalid request parameters")
 		return
 	}
 
@@ -442,13 +442,14 @@ func (s *Server) handleStrategyTestRun(c *gin.Context) {
 	}
 
 	// Create strategy engine to build prompt
-	engine := decision.NewStrategyEngine(&req.Config)
+	engine := kernel.NewStrategyEngine(&req.Config)
 
 	// Get candidate coins
 	candidates, err := engine.GetCandidateCoins()
 	if err != nil {
+		logger.Errorf("[API Error] Failed to get candidate coins: %v", err)
 		c.JSON(http.StatusInternalServerError, gin.H{
-			"error":       "Failed to get candidate coins: " + err.Error(),
+			"error":       "Failed to get candidate coins",
 			"ai_response": "",
 		})
 		return
@@ -502,12 +503,18 @@ func (s *Server) handleStrategyTestRun(c *gin.Context) {
 	// Fetch OI ranking data (market-wide position changes)
 	oiRankingData := engine.FetchOIRankingData()
 
+	// Fetch NetFlow ranking data (market-wide fund flow)
+	netFlowRankingData := engine.FetchNetFlowRankingData()
+
+	// Fetch Price ranking data (market-wide gainers/losers)
+	priceRankingData := engine.FetchPriceRankingData()
+
 	// Build real context (for generating User Prompt)
-	testContext := &decision.Context{
+	testContext := &kernel.Context{
 		CurrentTime:    time.Now().UTC().Format("2006-01-02 15:04:05 UTC"),
 		RuntimeMinutes: 0,
 		CallCount:      1,
-		Account: decision.AccountInfo{
+		Account: kernel.AccountInfo{
 			TotalEquity:      1000.0,
 			AvailableBalance: 1000.0,
 			UnrealizedPnL:    0,
@@ -517,12 +524,14 @@ func (s *Server) handleStrategyTestRun(c *gin.Context) {
 			MarginUsedPct:    0,
 			PositionCount:    0,
 		},
-		Positions:      []decision.PositionInfo{},
-		CandidateCoins: candidates,
-		PromptVariant:  req.PromptVariant,
-		MarketDataMap:  marketDataMap,
-		QuantDataMap:   quantDataMap,
-		OIRankingData:  oiRankingData,
+		Positions:          []kernel.PositionInfo{},
+		CandidateCoins:     candidates,
+		PromptVariant:      req.PromptVariant,
+		MarketDataMap:      marketDataMap,
+		QuantDataMap:       quantDataMap,
+		OIRankingData:      oiRankingData,
+		NetFlowRankingData: netFlowRankingData,
+		PriceRankingData:   priceRankingData,
 	}
 
 	// Build System Prompt

backtest/account.go

@@ -122,10 +122,10 @@ func (acc *BacktestAccount) Close(symbol, side string, quantity float64, price f
 	}
 
 	execPrice := applySlippage(price, acc.slippageRate, side, false)
-	notional := execPrice * quantity
-	closingFee := notional * acc.feeRate
+	closeNotional := execPrice * quantity // Notional at close price (for fee calculation)
+	closingFee := closeNotional * acc.feeRate
 
-	// Calculate proportional opening fee for the quantity being closed
+	// Calculate proportional values based on the portion being closed
 	closePortion := quantity / pos.Quantity
 	openingFeePortion := pos.AccumulatedFee * closePortion
 	totalFee := closingFee + openingFeePortion
@@ -133,13 +133,17 @@ func (acc *BacktestAccount) Close(symbol, side string, quantity float64, price f
 	realized := realizedPnL(pos, quantity, execPrice)
 
 	marginPortion := pos.Margin * closePortion
+	// BUG FIX: Calculate notional portion based on ENTRY price, not close price
+	// pos.Notional tracks the total notional at entry, so we must subtract proportionally
+	entryNotionalPortion := pos.Notional * closePortion
+
 	// Note: Opening fee was already deducted from cash when opening, so we only deduct closing fee here
 	acc.cash += marginPortion + realized - closingFee
 	// But for realized P&L tracking, we include both fees
 	acc.realizedPnL += realized - totalFee
 
 	pos.Quantity -= quantity
-	pos.Notional -= notional
+	pos.Notional -= entryNotionalPortion // FIX: Use entry notional portion, not close notional
 	pos.Margin -= marginPortion
 	pos.AccumulatedFee -= openingFeePortion // Reduce tracked opening fee
 

backtest/aicache.go

@@ -9,7 +9,7 @@ import (
 	"path/filepath"
 	"sync"
 
-	"nofx/decision"
+	"nofx/kernel"
 	"nofx/market"
 )
 
@@ -17,7 +17,7 @@ type cachedDecision struct {
 	Key           string                 `json:"key"`
 	PromptVariant string                 `json:"prompt_variant"`
 	Timestamp     int64                  `json:"ts"`
-	Decision      *decision.FullDecision `json:"decision"`
+	Decision      *kernel.FullDecision `json:"decision"`
 }
 
 // AICache persists AI decisions for repeated backtesting or replay.
@@ -67,7 +67,7 @@ func (c *AICache) Path() string {
 	return c.path
 }
 
-func (c *AICache) Get(key string) (*decision.FullDecision, bool) {
+func (c *AICache) Get(key string) (*kernel.FullDecision, bool) {
 	if c == nil || key == "" {
 		return nil, false
 	}
@@ -80,7 +80,7 @@ func (c *AICache) Get(key string) (*decision.FullDecision, bool) {
 	return cloneDecision(entry.Decision), true
 }
 
-func (c *AICache) Put(key string, variant string, ts int64, decision *decision.FullDecision) error {
+func (c *AICache) Put(key string, variant string, ts int64, decision *kernel.FullDecision) error {
 	if c == nil || key == "" || decision == nil {
 		return nil
 	}
@@ -109,7 +109,7 @@ func (c *AICache) save() error {
 	return writeFileAtomic(c.path, data, 0o644)
 }
 
-func cloneDecision(src *decision.FullDecision) *decision.FullDecision {
+func cloneDecision(src *kernel.FullDecision) *kernel.FullDecision {
 	if src == nil {
 		return nil
 	}
@@ -117,14 +117,14 @@ func cloneDecision(src *decision.FullDecision) *decision.FullDecision {
 	if err != nil {
 		return nil
 	}
-	var dst decision.FullDecision
+	var dst kernel.FullDecision
 	if err := json.Unmarshal(data, &dst); err != nil {
 		return nil
 	}
 	return &dst
 }
 
-func computeCacheKey(ctx *decision.Context, variant string, ts int64) (string, error) {
+func computeCacheKey(ctx *kernel.Context, variant string, ts int64) (string, error) {
 	if ctx == nil {
 		return "", fmt.Errorf("context is nil")
 	}
@@ -132,9 +132,9 @@ func computeCacheKey(ctx *decision.Context, variant string, ts int64) (string, e
 		Variant        string                   `json:"variant"`
 		Timestamp      int64                    `json:"ts"`
 		CurrentTime    string                   `json:"current_time"`
-		Account        decision.AccountInfo     `json:"account"`
-		Positions      []decision.PositionInfo  `json:"positions"`
-		CandidateCoins []decision.CandidateCoin `json:"candidate_coins"`
+		Account        kernel.AccountInfo     `json:"account"`
+		Positions      []kernel.PositionInfo  `json:"positions"`
+		CandidateCoins []kernel.CandidateCoin `json:"candidate_coins"`
 		MarketData     map[string]market.Data   `json:"market"`
 		MarginUsedPct  float64                  `json:"margin_used_pct"`
 		Runtime        int                      `json:"runtime_minutes"`

backtest/config.go

@@ -199,7 +199,7 @@ func (cfg *BacktestConfig) ToStrategyConfig() *store.StrategyConfig {
 		if len(cfg.Symbols) > 0 {
 			result.CoinSource.SourceType = "static"
 			result.CoinSource.StaticCoins = cfg.Symbols
-			result.CoinSource.UseCoinPool = false
+			result.CoinSource.UseAI500 = false
 			result.CoinSource.UseOITop = false
 		}
 
@@ -241,12 +241,12 @@ func (cfg *BacktestConfig) ToStrategyConfig() *store.StrategyConfig {
 
 	return &store.StrategyConfig{
 		CoinSource: store.CoinSourceConfig{
-			SourceType:    "static",
-			StaticCoins:   cfg.Symbols,
-			UseCoinPool:   false,
-			CoinPoolLimit: len(cfg.Symbols),
-			UseOITop:      false,
-			OITopLimit:    0,
+			SourceType: "static",
+			StaticCoins: cfg.Symbols,
+			UseAI500:   false,
+			AI500Limit: len(cfg.Symbols),
+			UseOITop:   false,
+			OITopLimit: 0,
 		},
 		Indicators: store.IndicatorConfig{
 			Klines: store.KlineConfig{

backtest/datafeed.go

@@ -124,11 +124,23 @@ func (df *DataFeed) DecisionBarCount() int {
 }
 
 func (df *DataFeed) DecisionTimestamp(index int) int64 {
+	// Bounds check to prevent panic
+	if index < 0 || index >= len(df.decisionTimes) {
+		return 0
+	}
 	return df.decisionTimes[index]
 }
 
 func (df *DataFeed) sliceUpTo(symbol, tf string, ts int64) []market.Kline {
-	series := df.symbolSeries[symbol].byTF[tf]
+	// Nil checks to prevent panic
+	ss, ok := df.symbolSeries[symbol]
+	if !ok || ss == nil {
+		return nil
+	}
+	series, ok := ss.byTF[tf]
+	if !ok || series == nil {
+		return nil
+	}
 	idx := sort.Search(len(series.closeTimes), func(i int) bool {
 		return series.closeTimes[i] > ts
 	})

backtest/metrics.go

@@ -91,8 +91,13 @@ func maxDrawdown(points []EquityPoint, state *BacktestState) float64 {
 	return maxDD
 }
 
+// sharpeRatio calculates the Sharpe ratio from equity points.
+// Uses sample standard deviation (n-1) and annualizes assuming ~252 trading days.
+// Returns math.NaN() for edge cases (insufficient data, zero variance).
 func sharpeRatio(points []EquityPoint) float64 {
-	if len(points) < 2 {
+	// Need at least 10 data points for meaningful Sharpe calculation
+	const minDataPoints = 10
+	if len(points) < minDataPoints {
 		return 0
 	}
 
@@ -108,34 +113,42 @@ func sharpeRatio(points []EquityPoint) float64 {
 		returns = append(returns, ret)
 		prev = curr
 	}
-	if len(returns) == 0 {
+	if len(returns) < minDataPoints-1 {
 		return 0
 	}
 
+	// Calculate mean return
 	mean := 0.0
 	for _, r := range returns {
 		mean += r
 	}
 	mean /= float64(len(returns))
 
+	// Calculate sample variance (using n-1 for unbiased estimator)
 	variance := 0.0
 	for _, r := range returns {
 		diff := r - mean
 		variance += diff * diff
 	}
-	variance /= float64(len(returns))
+	if len(returns) > 1 {
+		variance /= float64(len(returns) - 1)
+	}
 
 	std := math.Sqrt(variance)
-	if std == 0 {
-		if mean > 0 {
-			return 999
-		}
-		if mean < 0 {
-			return -999
-		}
+	if std < 1e-10 {
+		// Zero or near-zero volatility - return 0 instead of infinity/NaN
 		return 0
 	}
-	return mean / std
+
+	// Calculate Sharpe ratio (assuming risk-free rate = 0 for crypto)
+	// Annualize by multiplying by sqrt(periods per year)
+	// Assuming each equity point represents ~1 hour, we have ~8760 periods/year
+	// For conservative estimate, use sqrt(252) as if daily returns
+	periodsPerYear := 252.0
+	annualizationFactor := math.Sqrt(periodsPerYear)
+
+	sharpe := (mean / std) * annualizationFactor
+	return sharpe
 }
 
 func fillTradeMetrics(metrics *Metrics, events []TradeEvent) {
@@ -189,7 +202,8 @@ func fillTradeMetrics(metrics *Metrics, events []TradeEvent) {
 	if totalLossAmount > 0 {
 		metrics.ProfitFactor = totalWinAmount / totalLossAmount
 	} else if totalWinAmount > 0 {
-		metrics.ProfitFactor = 999
+		// No losses but have wins - use a high but reasonable cap
+		metrics.ProfitFactor = 100.0
 	}
 
 	bestSymbol := ""

backtest/persistence_db.go

@@ -2,15 +2,39 @@ package backtest
 
 import (
 	"database/sql"
+	"fmt"
+	"strings"
 )
 
 var persistenceDB *sql.DB
+var dbIsPostgres bool
 
 // UseDatabase enables database-backed persistence for all backtest storage operations.
+// If isPostgres is true, queries will use $1, $2... placeholders instead of ?
 func UseDatabase(db *sql.DB) {
 	persistenceDB = db
 }
 
+// UseDatabaseWithType enables database-backed persistence with explicit type.
+func UseDatabaseWithType(db *sql.DB, isPostgres bool) {
+	persistenceDB = db
+	dbIsPostgres = isPostgres
+}
+
 func usingDB() bool {
 	return persistenceDB != nil
 }
+
+// convertQuery converts ? placeholders to $1, $2, etc. for PostgreSQL
+func convertQuery(query string) string {
+	if !dbIsPostgres {
+		return query
+	}
+	result := query
+	index := 1
+	for strings.Contains(result, "?") {
+		result = strings.Replace(result, "?", fmt.Sprintf("$%d", index), 1)
+		index++
+	}
+	return result
+}

backtest/retention.go

@@ -73,12 +73,12 @@ func enforceRetentionDB(maxRuns int) {
 		RunStateFailed,
 		RunStateLiquidated,
 	}
-	query := `
+	query := convertQuery(`
 		SELECT run_id FROM backtest_runs
 		WHERE state IN (?, ?, ?, ?)
 		ORDER BY updated_at DESC
 		OFFSET ?
-	`
+	`)
 	rows, err := persistenceDB.Query(query,
 		finalStates[0], finalStates[1], finalStates[2], finalStates[3], maxRuns)
 	if err != nil {

backtest/runner.go

@@ -13,7 +13,7 @@ import (
 	"sync"
 	"time"
 
-	"nofx/decision"
+	"nofx/kernel"
 	"nofx/market"
 	"nofx/mcp"
 	"nofx/store"
@@ -34,7 +34,7 @@ type Runner struct {
 	cfg            BacktestConfig
 	feed           *DataFeed
 	account        *BacktestAccount
-	strategyEngine *decision.StrategyEngine
+	strategyEngine *kernel.StrategyEngine
 
 	decisionLogDir string
 	mcpClient      mcp.AIClient
@@ -60,8 +60,9 @@ type Runner struct {
 	aiCache   *AICache
 	cachePath string
 
-	lockInfo *RunLockInfo
-	lockStop chan struct{}
+	lockInfo     *RunLockInfo
+	lockStop     chan struct{}
+	lockStopOnce sync.Once // Ensures lockStop is closed only once
 }
 
 // NewRunner constructs a backtest runner.
@@ -118,7 +119,7 @@ func NewRunner(cfg BacktestConfig, mcpClient mcp.AIClient) (*Runner, error) {
 
 	// Create strategy engine from backtest config for unified prompt generation
 	strategyConfig := cfg.ToStrategyConfig()
-	strategyEngine := decision.NewStrategyEngine(strategyConfig)
+	strategyEngine := kernel.NewStrategyEngine(strategyConfig)
 
 	r := &Runner{
 		cfg:            cfg,
@@ -175,10 +176,12 @@ func (r *Runner) lockHeartbeatLoop() {
 }
 
 func (r *Runner) releaseLock() {
-	if r.lockStop != nil {
-		close(r.lockStop)
-		r.lockStop = nil
-	}
+	// Use sync.Once to ensure channel is closed exactly once, preventing panic on double-close
+	r.lockStopOnce.Do(func() {
+		if r.lockStop != nil {
+			close(r.lockStop)
+		}
+	})
 	if err := deleteRunLock(r.cfg.RunID); err != nil {
 		logger.Infof("failed to release lock for %s: %v", r.cfg.RunID, err)
 	}
@@ -297,15 +300,18 @@ func (r *Runner) stepOnce() error {
 	if shouldDecide {
 		ctx, rec, err := r.buildDecisionContext(ts, marketData, multiTF, priceMap, callCount)
 		if err != nil {
-			rec.Success = false
-			rec.ErrorMessage = fmt.Sprintf("failed to build trading context: %v", err)
-			_ = r.logDecision(rec)
+			// Defensive nil check to prevent panic if buildDecisionContext returns error with nil record
+			if rec != nil {
+				rec.Success = false
+				rec.ErrorMessage = fmt.Sprintf("failed to build trading context: %v", err)
+				_ = r.logDecision(rec)
+			}
 			return err
 		}
 		record = rec
 
 		var (
-			fullDecision *decision.FullDecision
+			fullDecision *kernel.FullDecision
 			fromCache    bool
 			cacheKey     string
 		)
@@ -470,7 +476,7 @@ func (r *Runner) stepOnce() error {
 	return nil
 }
 
-func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Data, multiTF map[string]map[string]*market.Data, priceMap map[string]float64, callCount int) (*decision.Context, *store.DecisionRecord, error) {
+func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Data, multiTF map[string]map[string]*market.Data, priceMap map[string]float64, callCount int) (*kernel.Context, *store.DecisionRecord, error) {
 	equity, unrealized, _ := r.account.TotalEquity(priceMap)
 	available := r.account.Cash()
 	marginUsed := r.totalMarginUsed()
@@ -479,7 +485,7 @@ func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Da
 		marginPct = (marginUsed / equity) * 100
 	}
 
-	accountInfo := decision.AccountInfo{
+	accountInfo := kernel.AccountInfo{
 		TotalEquity:      equity,
 		AvailableBalance: available,
 		TotalPnL:         equity - r.account.InitialBalance(),
@@ -495,14 +501,14 @@ func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Da
 	candidateCoins, err := r.strategyEngine.GetCandidateCoins()
 	if err != nil {
 		// Fallback to simple list if strategy engine fails
-		candidateCoins = make([]decision.CandidateCoin, 0, len(r.cfg.Symbols))
+		candidateCoins = make([]kernel.CandidateCoin, 0, len(r.cfg.Symbols))
 		for _, sym := range r.cfg.Symbols {
-			candidateCoins = append(candidateCoins, decision.CandidateCoin{Symbol: sym, Sources: []string{"backtest"}})
+			candidateCoins = append(candidateCoins, kernel.CandidateCoin{Symbol: sym, Sources: []string{"backtest"}})
 		}
 	}
 
 	runtime := int((ts - int64(r.cfg.StartTS*1000)) / 60000)
-	ctx := &decision.Context{
+	ctx := &kernel.Context{
 		CurrentTime:     time.UnixMilli(ts).UTC().Format("2006-01-02 15:04:05 UTC"),
 		RuntimeMinutes:  runtime,
 		CallCount:       callCount,
@@ -519,7 +525,7 @@ func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Da
 
 	// Fetch quantitative data if enabled in strategy (uses current data as approximation)
 	strategyConfig := r.strategyEngine.GetConfig()
-	if strategyConfig.Indicators.EnableQuantData && strategyConfig.Indicators.QuantDataAPIURL != "" {
+	if strategyConfig.Indicators.EnableQuantData {
 		// Collect symbols to query (candidate coins + position coins)
 		symbolSet := make(map[string]bool)
 		for _, sym := range r.cfg.Symbols {
@@ -547,6 +553,24 @@ func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Da
 		}
 	}
 
+	// Fetch NetFlow ranking data if enabled in strategy
+	if strategyConfig.Indicators.EnableNetFlowRanking {
+		ctx.NetFlowRankingData = r.strategyEngine.FetchNetFlowRankingData()
+		if ctx.NetFlowRankingData != nil {
+			logger.Infof("💰 Backtest: NetFlow ranking data ready: inst_in=%d, inst_out=%d",
+				len(ctx.NetFlowRankingData.InstitutionFutureTop), len(ctx.NetFlowRankingData.InstitutionFutureLow))
+		}
+	}
+
+	// Fetch Price ranking data if enabled in strategy
+	if strategyConfig.Indicators.EnablePriceRanking {
+		ctx.PriceRankingData = r.strategyEngine.FetchPriceRankingData()
+		if ctx.PriceRankingData != nil {
+			logger.Infof("📈 Backtest: Price ranking data ready for %d durations",
+				len(ctx.PriceRankingData.Durations))
+		}
+	}
+
 	record := &store.DecisionRecord{
 		AccountState: store.AccountSnapshot{
 			TotalBalance:          accountInfo.TotalEquity,
@@ -566,7 +590,7 @@ func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Da
 	return ctx, record, nil
 }
 
-func (r *Runner) fillDecisionRecord(record *store.DecisionRecord, full *decision.FullDecision) {
+func (r *Runner) fillDecisionRecord(record *store.DecisionRecord, full *kernel.FullDecision) {
 	record.InputPrompt = full.UserPrompt
 	record.CoTTrace = full.CoTTrace
 	if len(full.Decisions) > 0 {
@@ -576,12 +600,12 @@ func (r *Runner) fillDecisionRecord(record *store.DecisionRecord, full *decision
 	}
 }
 
-func (r *Runner) invokeAIWithRetry(ctx *decision.Context) (*decision.FullDecision, error) {
+func (r *Runner) invokeAIWithRetry(ctx *kernel.Context) (*kernel.FullDecision, error) {
 	var lastErr error
 	for attempt := 0; attempt < aiDecisionMaxRetries; attempt++ {
 		// Use GetFullDecisionWithStrategy with the pre-configured strategy engine
 		// This ensures backtest uses the same unified prompt generation as live trading
-		fd, err := decision.GetFullDecisionWithStrategy(
+		fd, err := kernel.GetFullDecisionWithStrategy(
 			ctx,
 			r.mcpClient,
 			r.strategyEngine,
@@ -597,8 +621,12 @@ func (r *Runner) invokeAIWithRetry(ctx *decision.Context) (*decision.FullDecisio
 	return nil, lastErr
 }
 
-func (r *Runner) executeDecision(dec decision.Decision, priceMap map[string]float64, ts int64, cycle int) (store.DecisionAction, []TradeEvent, string, error) {
+func (r *Runner) executeDecision(dec kernel.Decision, priceMap map[string]float64, ts int64, cycle int) (store.DecisionAction, []TradeEvent, string, error) {
 	symbol := dec.Symbol
+	if symbol == "" {
+		return store.DecisionAction{}, nil, "", fmt.Errorf("empty symbol in decision")
+	}
+
 	usedLeverage := r.resolveLeverage(dec.Leverage, symbol)
 	actionRecord := store.DecisionAction{
 		Action:    dec.Action,
@@ -607,9 +635,13 @@ func (r *Runner) executeDecision(dec decision.Decision, priceMap map[string]floa
 		Timestamp: time.UnixMilli(ts).UTC(),
 	}
 
-	basePrice := priceMap[symbol]
-	if basePrice <= 0 {
-		return actionRecord, nil, "", fmt.Errorf("price unavailable for %s", symbol)
+	if priceMap == nil {
+		return actionRecord, nil, "", fmt.Errorf("priceMap is nil")
+	}
+
+	basePrice, ok := priceMap[symbol]
+	if !ok || basePrice <= 0 {
+		return actionRecord, nil, "", fmt.Errorf("price unavailable for %s (found=%v, price=%.4f)", symbol, ok, basePrice)
 	}
 	fillPrice := r.executionPrice(symbol, basePrice, ts)
 
@@ -739,7 +771,10 @@ func (r *Runner) executeDecision(dec decision.Decision, priceMap map[string]floa
 	}
 }
 
-func (r *Runner) determineQuantity(dec decision.Decision, price float64) float64 {
+// MinPositionSizeUSD is the minimum position size in USD to avoid dust positions
+const MinPositionSizeUSD = 10.0
+
+func (r *Runner) determineQuantity(dec kernel.Decision, price float64) float64 {
 	snapshot := r.snapshotState()
 	equity := snapshot.Equity
 	if equity <= 0 {
@@ -770,6 +805,13 @@ func (r *Runner) determineQuantity(dec decision.Decision, price float64) float64
 		sizeUSD = maxPositionValue
 	}
 
+	// Reject positions below minimum size to avoid dust positions
+	if sizeUSD < MinPositionSizeUSD {
+		logger.Infof("📊 Backtest: rejecting position size %.2f USD (below minimum %.2f USD)",
+			sizeUSD, MinPositionSizeUSD)
+		return 0
+	}
+
 	qty := sizeUSD / price
 	if qty < 0 {
 		qty = 0
@@ -777,7 +819,7 @@ func (r *Runner) determineQuantity(dec decision.Decision, price float64) float64
 	return qty
 }
 
-func (r *Runner) determineCloseQuantity(symbol, side string, dec decision.Decision) float64 {
+func (r *Runner) determineCloseQuantity(symbol, side string, dec kernel.Decision) float64 {
 	for _, pos := range r.account.Positions() {
 		if pos.Symbol == strings.ToUpper(symbol) && pos.Side == side {
 			return pos.Quantity
@@ -787,20 +829,37 @@ func (r *Runner) determineCloseQuantity(symbol, side string, dec decision.Decisi
 }
 
 func (r *Runner) resolveLeverage(requested int, symbol string) int {
-	if requested > 0 {
-		return requested
-	}
 	sym := strings.ToUpper(symbol)
-	if sym == "BTCUSDT" || sym == "ETHUSDT" {
-		if r.cfg.Leverage.BTCETHLeverage > 0 {
-			return r.cfg.Leverage.BTCETHLeverage
+	isBTCETH := sym == "BTCUSDT" || sym == "ETHUSDT"
+
+	// Determine configured max leverage for this symbol type
+	var maxLeverage int
+	if isBTCETH {
+		maxLeverage = r.cfg.Leverage.BTCETHLeverage
+		if maxLeverage <= 0 {
+			maxLeverage = 10 // Default max for BTC/ETH
 		}
 	} else {
-		if r.cfg.Leverage.AltcoinLeverage > 0 {
-			return r.cfg.Leverage.AltcoinLeverage
+		maxLeverage = r.cfg.Leverage.AltcoinLeverage
+		if maxLeverage <= 0 {
+			maxLeverage = 5 // Default max for altcoins
 		}
 	}
-	return 5
+
+	// Use requested leverage if provided, otherwise use max as default
+	leverage := requested
+	if leverage <= 0 {
+		leverage = maxLeverage
+	}
+
+	// Enforce max leverage limit
+	if leverage > maxLeverage {
+		logger.Infof("📊 Backtest: capping leverage from %dx to %dx for %s",
+			leverage, maxLeverage, symbol)
+		leverage = maxLeverage
+	}
+
+	return leverage
 }
 
 func (r *Runner) remainingPosition(symbol, side string) float64 {
@@ -831,20 +890,26 @@ func (r *Runner) snapshotPositions(priceMap map[string]float64) []store.Position
 	return list
 }
 
-func (r *Runner) convertPositions(priceMap map[string]float64) []decision.PositionInfo {
+func (r *Runner) convertPositions(priceMap map[string]float64) []kernel.PositionInfo {
 	positions := r.account.Positions()
-	list := make([]decision.PositionInfo, 0, len(positions))
+	list := make([]kernel.PositionInfo, 0, len(positions))
 	for _, pos := range positions {
 		price := priceMap[pos.Symbol]
-		list = append(list, decision.PositionInfo{
+		pnl := unrealizedPnL(pos, price)
+		// Calculate P&L percentage based on entry notional (position cost)
+		pnlPct := 0.0
+		if pos.Notional > 0 {
+			pnlPct = (pnl / pos.Notional) * 100
+		}
+		list = append(list, kernel.PositionInfo{
 			Symbol:           pos.Symbol,
 			Side:             pos.Side,
 			EntryPrice:       pos.EntryPrice,
 			MarkPrice:        price,
 			Quantity:         pos.Quantity,
 			Leverage:         pos.Leverage,
-			UnrealizedPnL:    unrealizedPnL(pos, price),
-			UnrealizedPnLPct: 0,
+			UnrealizedPnL:    pnl,
+			UnrealizedPnLPct: pnlPct,
 			LiquidationPrice: pos.LiquidationPrice,
 			MarginUsed:       pos.Margin,
 			UpdateTime:       time.Now().UnixMilli(),
@@ -1416,7 +1481,7 @@ func snapshotsToMap(snaps []PositionSnapshot) map[string]PositionSnapshot {
 	return positions
 }
 
-func sortDecisionsByPriority(decisions []decision.Decision) []decision.Decision {
+func sortDecisionsByPriority(decisions []kernel.Decision) []kernel.Decision {
 	if len(decisions) <= 1 {
 		return decisions
 	}
@@ -1434,7 +1499,7 @@ func sortDecisionsByPriority(decisions []decision.Decision) []decision.Decision
 		}
 	}
 
-	result := make([]decision.Decision, len(decisions))
+	result := make([]kernel.Decision, len(decisions))
 	copy(result, decisions)
 
 	sort.Slice(result, func(i, j int) bool {

backtest/storage_db_impl.go

@@ -17,17 +17,17 @@ func saveCheckpointDB(runID string, ckpt *Checkpoint) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_checkpoints (run_id, payload, updated_at)
 		VALUES (?, ?, CURRENT_TIMESTAMP)
 		ON CONFLICT(run_id) DO UPDATE SET payload=excluded.payload, updated_at=CURRENT_TIMESTAMP
-	`, runID, data)
+	`), runID, data)
 	return err
 }
 
 func loadCheckpointDB(runID string) (*Checkpoint, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT payload FROM backtest_checkpoints WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT payload FROM backtest_checkpoints WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		if errors.Is(err, sql.ErrNoRows) {
 			return nil, os.ErrNotExist
@@ -57,25 +57,25 @@ func saveConfigDB(runID string, cfg *BacktestConfig) error {
 	if userID == "" {
 		userID = "default"
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_runs (run_id, user_id, config_json, prompt_template, custom_prompt, override_prompt, ai_provider, ai_model, created_at, updated_at)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
 		ON CONFLICT(run_id) DO NOTHING
-	`, runID, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, now, now)
+	`), runID, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, now, now)
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET user_id = ?, config_json = ?, prompt_template = ?, custom_prompt = ?, override_prompt = ?, ai_provider = ?, ai_model = ?, updated_at = CURRENT_TIMESTAMP
 		WHERE run_id = ?
-	`, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, runID)
+	`), userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, runID)
 	return err
 }
 
 func loadConfigDB(runID string) (*BacktestConfig, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT config_json FROM backtest_runs WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT config_json FROM backtest_runs WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		return nil, err
 	}
@@ -96,18 +96,18 @@ func saveRunMetadataDB(meta *RunMetadata) error {
 	if userID == "" {
 		userID = "default"
 	}
-	if _, err := persistenceDB.Exec(`
+	if _, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_runs (run_id, user_id, label, last_error, created_at, updated_at)
 		VALUES (?, ?, ?, ?, ?, ?)
 		ON CONFLICT(run_id) DO NOTHING
-	`, meta.RunID, userID, meta.Label, meta.LastError, created, updated); err != nil {
+	`), meta.RunID, userID, meta.Label, meta.LastError, created, updated); err != nil {
 		return err
 	}
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET user_id = ?, state = ?, symbol_count = ?, decision_tf = ?, processed_bars = ?, progress_pct = ?, equity_last = ?, max_drawdown_pct = ?, liquidated = ?, liquidation_note = ?, label = ?, last_error = ?, updated_at = ?
 		WHERE run_id = ?
-	`, userID, string(meta.State), meta.Summary.SymbolCount, meta.Summary.DecisionTF, meta.Summary.ProcessedBars, meta.Summary.ProgressPct, meta.Summary.EquityLast, meta.Summary.MaxDrawdownPct, meta.Summary.Liquidated, meta.Summary.LiquidationNote, meta.Label, meta.LastError, updated, meta.RunID)
+	`), userID, string(meta.State), meta.Summary.SymbolCount, meta.Summary.DecisionTF, meta.Summary.ProcessedBars, meta.Summary.ProgressPct, meta.Summary.EquityLast, meta.Summary.MaxDrawdownPct, meta.Summary.Liquidated, meta.Summary.LiquidationNote, meta.Label, meta.LastError, updated, meta.RunID)
 	return err
 }
 
@@ -128,10 +128,10 @@ func loadRunMetadataDB(runID string) (*RunMetadata, error) {
 		createdISO      string
 		updatedISO      string
 	)
-	err := persistenceDB.QueryRow(`
+	err := persistenceDB.QueryRow(convertQuery(`
 		SELECT user_id, state, label, last_error, symbol_count, decision_tf, processed_bars, progress_pct, equity_last, max_drawdown_pct, liquidated, liquidation_note, created_at, updated_at
 		FROM backtest_runs WHERE run_id = ?
-	`, runID).Scan(&userID, &state, &label, &lastErr, &symbolCount, &decisionTF, &processedBars, &progressPct, &equityLast, &maxDD, &liquidated, &liquidationNote, &createdISO, &updatedISO)
+	`), runID).Scan(&userID, &state, &label, &lastErr, &symbolCount, &decisionTF, &processedBars, &progressPct, &equityLast, &maxDD, &liquidated, &liquidationNote, &createdISO, &updatedISO)
 	if err != nil {
 		return nil, err
 	}
@@ -183,18 +183,18 @@ func loadRunIDsDB() ([]string, error) {
 }
 
 func appendEquityPointDB(runID string, point EquityPoint) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_equity (run_id, ts, equity, available, pnl, pnl_pct, dd_pct, cycle)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?)
-	`, runID, point.Timestamp, point.Equity, point.Available, point.PnL, point.PnLPct, point.DrawdownPct, point.Cycle)
+	`), runID, point.Timestamp, point.Equity, point.Available, point.PnL, point.PnLPct, point.DrawdownPct, point.Cycle)
 	return err
 }
 
 func loadEquityPointsDB(runID string) ([]EquityPoint, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT ts, equity, available, pnl, pnl_pct, dd_pct, cycle
 		FROM backtest_equity WHERE run_id = ? ORDER BY ts ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return nil, err
 	}
@@ -211,18 +211,18 @@ func loadEquityPointsDB(runID string) ([]EquityPoint, error) {
 }
 
 func appendTradeEventDB(runID string, event TradeEvent) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_trades (run_id, ts, symbol, action, side, qty, price, fee, slippage, order_value, realized_pnl, leverage, cycle, position_after, liquidation, note)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
-	`, runID, event.Timestamp, event.Symbol, event.Action, event.Side, event.Quantity, event.Price, event.Fee, event.Slippage, event.OrderValue, event.RealizedPnL, event.Leverage, event.Cycle, event.PositionAfter, event.LiquidationFlag, event.Note)
+	`), runID, event.Timestamp, event.Symbol, event.Action, event.Side, event.Quantity, event.Price, event.Fee, event.Slippage, event.OrderValue, event.RealizedPnL, event.Leverage, event.Cycle, event.PositionAfter, event.LiquidationFlag, event.Note)
 	return err
 }
 
 func loadTradeEventsDB(runID string) ([]TradeEvent, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT ts, symbol, action, side, qty, price, fee, slippage, order_value, realized_pnl, leverage, cycle, position_after, liquidation, note
 		FROM backtest_trades WHERE run_id = ? ORDER BY ts ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return nil, err
 	}
@@ -243,17 +243,17 @@ func saveMetricsDB(runID string, metrics *Metrics) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_metrics (run_id, payload, updated_at)
 		VALUES (?, ?, CURRENT_TIMESTAMP)
 		ON CONFLICT(run_id) DO UPDATE SET payload=excluded.payload, updated_at=CURRENT_TIMESTAMP
-	`, runID, data)
+	`), runID, data)
 	return err
 }
 
 func loadMetricsDB(runID string) (*Metrics, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT payload FROM backtest_metrics WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT payload FROM backtest_metrics WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		return nil, err
 	}
@@ -265,22 +265,21 @@ func loadMetricsDB(runID string) (*Metrics, error) {
 }
 
 func saveProgressDB(runID string, payload progressPayload) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET progress_pct = ?, equity_last = ?, processed_bars = ?, liquidated = ?, updated_at = ?
 		WHERE run_id = ?
-	`, payload.ProgressPct, payload.Equity, payload.BarIndex, payload.Liquidated, payload.UpdatedAtISO, runID)
+	`), payload.ProgressPct, payload.Equity, payload.BarIndex, payload.Liquidated, payload.UpdatedAtISO, runID)
 	return err
 }
 
 func loadDecisionTraceDB(runID string, cycle int) (*store.DecisionRecord, error) {
-	query := `SELECT payload FROM backtest_decisions WHERE run_id = ?`
 	var rows *sql.Rows
 	var err error
 	if cycle > 0 {
-		rows, err = persistenceDB.Query(query+` AND cycle = ? ORDER BY created_at DESC LIMIT 1`, runID, cycle)
+		rows, err = persistenceDB.Query(convertQuery(`SELECT payload FROM backtest_decisions WHERE run_id = ? AND cycle = ? ORDER BY created_at DESC LIMIT 1`), runID, cycle)
 	} else {
-		rows, err = persistenceDB.Query(query+` ORDER BY created_at DESC LIMIT 1`, runID)
+		rows, err = persistenceDB.Query(convertQuery(`SELECT payload FROM backtest_decisions WHERE run_id = ? ORDER BY created_at DESC LIMIT 1`), runID)
 	}
 	if err != nil {
 		return nil, err
@@ -308,20 +307,20 @@ func saveDecisionRecordDB(runID string, record *store.DecisionRecord) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_decisions (run_id, cycle, payload)
 		VALUES (?, ?, ?)
-	`, runID, record.CycleNumber, data)
+	`), runID, record.CycleNumber, data)
 	return err
 }
 
 func loadDecisionRecordsDB(runID string, limit, offset int) ([]*store.DecisionRecord, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT payload FROM backtest_decisions
 		WHERE run_id = ?
 		ORDER BY id DESC
 		LIMIT ? OFFSET ?
-	`, runID, limit, offset)
+	`), runID, limit, offset)
 	if err != nil {
 		return nil, err
 	}
@@ -428,10 +427,10 @@ func writeJSONLinesToZip[T any](z *zip.Writer, name string, items []T) error {
 }
 
 func writeDecisionLogsToZip(z *zip.Writer, runID string) error {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT id, cycle, payload FROM backtest_decisions
 		WHERE run_id = ? ORDER BY id ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return err
 	}
@@ -494,6 +493,6 @@ func listIndexEntriesDB() ([]RunIndexEntry, error) {
 }
 
 func deleteRunDB(runID string) error {
-	_, err := persistenceDB.Exec(`DELETE FROM backtest_runs WHERE run_id = ?`, runID)
+	_, err := persistenceDB.Exec(convertQuery(`DELETE FROM backtest_runs WHERE run_id = ?`), runID)
 	return err
 }

cmd/lighter_test/main.go

@@ -0,0 +1,233 @@
+// Lighter API Authentication Test Tool
+// Usage: go run cmd/lighter_test/main.go -wallet=0x... -apikey=... [-testnet]
+package main
+
+import (
+	"context"
+	"encoding/json"
+	"flag"
+	"fmt"
+	"io"
+	"net/http"
+	"net/url"
+	"os"
+	"time"
+
+	lighterClient "github.com/elliottech/lighter-go/client"
+	lighterHTTP "github.com/elliottech/lighter-go/client/http"
+)
+
+func main() {
+	// Parse command line flags
+	walletAddr := flag.String("wallet", "", "Ethereum wallet address")
+	apiKeyPrivateKey := flag.String("apikey", "", "API key private key (40 bytes hex)")
+	apiKeyIndex := flag.Int("apikeyindex", 0, "API key index (0-255)")
+	testnet := flag.Bool("testnet", false, "Use testnet instead of mainnet")
+	flag.Parse()
+
+	if *walletAddr == "" || *apiKeyPrivateKey == "" {
+		fmt.Println("Usage: go run cmd/lighter_test/main.go -wallet=0x... -apikey=...")
+		fmt.Println("Options:")
+		fmt.Println("  -wallet        Ethereum wallet address (required)")
+		fmt.Println("  -apikey        API key private key, 40 bytes hex (required)")
+		fmt.Println("  -apikeyindex   API key index, 0-255 (default: 0)")
+		fmt.Println("  -testnet       Use testnet instead of mainnet")
+		os.Exit(1)
+	}
+
+	fmt.Println("=== Lighter API Authentication Test ===")
+	fmt.Printf("Wallet: %s\n", *walletAddr)
+	fmt.Printf("API Key Index: %d\n", *apiKeyIndex)
+	fmt.Printf("Testnet: %v\n", *testnet)
+	fmt.Println()
+
+	// Determine base URL
+	baseURL := "https://mainnet.zklighter.elliot.ai"
+	chainID := uint32(304)
+	if *testnet {
+		baseURL = "https://testnet.zklighter.elliot.ai"
+		chainID = uint32(300)
+	}
+
+	// Create HTTP client
+	httpClient := lighterHTTP.NewClient(baseURL)
+	client := &http.Client{Timeout: 30 * time.Second}
+
+	// Step 1: Get account info
+	fmt.Println("Step 1: Getting account info...")
+	accountInfo, err := getAccountByL1Address(client, baseURL, *walletAddr)
+	if err != nil {
+		fmt.Printf("ERROR: Failed to get account info: %v\n", err)
+		os.Exit(1)
+	}
+	fmt.Printf("SUCCESS: Account index = %d\n\n", accountInfo.AccountIndex)
+
+	// Step 2: Create TxClient
+	fmt.Println("Step 2: Creating TxClient...")
+	txClient, err := lighterClient.NewTxClient(
+		httpClient,
+		*apiKeyPrivateKey,
+		accountInfo.AccountIndex,
+		uint8(*apiKeyIndex),
+		chainID,
+	)
+	if err != nil {
+		fmt.Printf("ERROR: Failed to create TxClient: %v\n", err)
+		os.Exit(1)
+	}
+	fmt.Println("SUCCESS: TxClient created")
+
+	// Step 3: Generate auth token
+	fmt.Println("Step 3: Generating auth token...")
+	deadline := time.Now().Add(1 * time.Hour)
+	authToken, err := txClient.GetAuthToken(deadline)
+	if err != nil {
+		fmt.Printf("ERROR: Failed to generate auth token: %v\n", err)
+		os.Exit(1)
+	}
+	fmt.Printf("SUCCESS: Auth token generated\n")
+	fmt.Printf("Token: %s...\n", authToken[:min(50, len(authToken))])
+	fmt.Printf("Valid until: %s\n\n", deadline.Format(time.RFC3339))
+
+	// Step 4: Test GetActiveOrders API with auth query parameter
+	fmt.Println("Step 4: Testing GetActiveOrders API...")
+	encodedAuth := url.QueryEscape(authToken)
+	endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=0&auth=%s",
+		baseURL, accountInfo.AccountIndex, encodedAuth)
+
+	fmt.Printf("Endpoint: %s...\n", endpoint[:min(120, len(endpoint))])
+
+	req, err := http.NewRequest("GET", endpoint, nil)
+	if err != nil {
+		fmt.Printf("ERROR: Failed to create request: %v\n", err)
+		os.Exit(1)
+	}
+	req.Header.Set("Content-Type", "application/json")
+
+	resp, err := client.Do(req)
+	if err != nil {
+		fmt.Printf("ERROR: Request failed: %v\n", err)
+		os.Exit(1)
+	}
+	defer resp.Body.Close()
+
+	body, _ := io.ReadAll(resp.Body)
+	fmt.Printf("Status: %d\n", resp.StatusCode)
+	fmt.Printf("Response: %s\n\n", string(body))
+
+	// Parse response
+	var apiResp struct {
+		Code    int    `json:"code"`
+		Message string `json:"message"`
+		Orders  []struct {
+			OrderID string `json:"order_id"`
+			Side    string `json:"side"`
+			Type    string `json:"type"`
+			Price   string `json:"price"`
+		} `json:"orders"`
+	}
+	if err := json.Unmarshal(body, &apiResp); err != nil {
+		fmt.Printf("ERROR: Failed to parse response: %v\n", err)
+		os.Exit(1)
+	}
+
+	if apiResp.Code != 200 {
+		fmt.Printf("API ERROR: code=%d, message=%s\n", apiResp.Code, apiResp.Message)
+		fmt.Println("\n=== DIAGNOSTIC INFO ===")
+		fmt.Println("If you see 'invalid signature', possible causes:")
+		fmt.Println("1. API key is not registered on-chain")
+		fmt.Println("2. API key private key is incorrect")
+		fmt.Println("3. API key index is wrong")
+		fmt.Println("4. Account index mismatch")
+		fmt.Println("\nTo fix:")
+		fmt.Println("- Go to app.lighter.xyz and register/verify your API key")
+		fmt.Println("- Make sure you're using the correct API key private key")
+		os.Exit(1)
+	}
+
+	fmt.Printf("SUCCESS: Retrieved %d orders\n", len(apiResp.Orders))
+	for i, order := range apiResp.Orders {
+		if i >= 5 {
+			fmt.Printf("... and %d more orders\n", len(apiResp.Orders)-5)
+			break
+		}
+		fmt.Printf("  Order %s: %s %s @ %s\n", order.OrderID, order.Side, order.Type, order.Price)
+	}
+
+	// Step 5: Test GetTrades API (also needs auth)
+	fmt.Println("\nStep 5: Testing GetTrades API...")
+	tradesEndpoint := fmt.Sprintf("%s/api/v1/trades?account_index=%d&sort_by=timestamp&sort_dir=desc&limit=5&auth=%s",
+		baseURL, accountInfo.AccountIndex, encodedAuth)
+
+	tradesReq, _ := http.NewRequest("GET", tradesEndpoint, nil)
+	tradesResp, err := client.Do(tradesReq)
+	if err != nil {
+		fmt.Printf("ERROR: Trades request failed: %v\n", err)
+	} else {
+		defer tradesResp.Body.Close()
+		tradesBody, _ := io.ReadAll(tradesResp.Body)
+		fmt.Printf("Status: %d\n", tradesResp.StatusCode)
+		if tradesResp.StatusCode == 200 {
+			fmt.Println("SUCCESS: GetTrades API working")
+		} else {
+			fmt.Printf("Response: %s\n", string(tradesBody))
+		}
+	}
+
+	fmt.Println("\n=== ALL TESTS PASSED ===")
+}
+
+// AccountInfo represents Lighter account information
+type AccountInfo struct {
+	AccountIndex int64  `json:"account_index"`
+	L1Address    string `json:"l1_address"`
+}
+
+// getAccountByL1Address gets account info by L1 wallet address
+func getAccountByL1Address(client *http.Client, baseURL, walletAddr string) (*AccountInfo, error) {
+	endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", baseURL, walletAddr)
+
+	req, err := http.NewRequest("GET", endpoint, nil)
+	if err != nil {
+		return nil, err
+	}
+
+	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
+	defer cancel()
+	req = req.WithContext(ctx)
+
+	resp, err := client.Do(req)
+	if err != nil {
+		return nil, err
+	}
+	defer resp.Body.Close()
+
+	body, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, err
+	}
+
+	// Parse response - can be in "accounts" or "sub_accounts" field
+	var apiResp struct {
+		Code        int           `json:"code"`
+		Message     string        `json:"message"`
+		Accounts    []AccountInfo `json:"accounts"`
+		SubAccounts []AccountInfo `json:"sub_accounts"`
+	}
+
+	if err := json.Unmarshal(body, &apiResp); err != nil {
+		return nil, fmt.Errorf("failed to parse response: %w, body: %s", err, string(body))
+	}
+
+	// Check main accounts first
+	if len(apiResp.Accounts) > 0 {
+		return &apiResp.Accounts[0], nil
+	}
+
+	// Check sub-accounts
+	if len(apiResp.SubAccounts) > 0 {
+		return &apiResp.SubAccounts[0], nil
+	}
+
+	return nil, fmt.Errorf("no account found for address: %s", walletAddr)
+}

debate/engine.go

@@ -9,7 +9,7 @@ import (
 	"sync"
 	"time"
 
-	"nofx/decision"
+	"nofx/kernel"
 	"nofx/logger"
 	"nofx/market"
 	"nofx/mcp"
@@ -18,7 +18,7 @@ import (
 
 // TraderExecutor interface for executing trades
 type TraderExecutor interface {
-	ExecuteDecision(decision *decision.Decision) error
+	ExecuteDecision(decision *kernel.Decision) error
 	GetBalance() (map[string]interface{}, error)
 }
 
@@ -166,7 +166,7 @@ func (e *DebateEngine) runDebate(session *store.DebateSessionWithDetails, strate
 	}()
 
 	// Create strategy engine for building context
-	strategyEngine := decision.NewStrategyEngine(strategyConfig)
+	strategyEngine := kernel.NewStrategyEngine(strategyConfig)
 
 	// Build market context using strategy config
 	ctx, err := e.buildMarketContext(session, strategyEngine)
@@ -289,7 +289,7 @@ func (e *DebateEngine) runDebate(session *store.DebateSessionWithDetails, strate
 }
 
 // buildMarketContext builds the market context using strategy engine
-func (e *DebateEngine) buildMarketContext(session *store.DebateSessionWithDetails, strategyEngine *decision.StrategyEngine) (*decision.Context, error) {
+func (e *DebateEngine) buildMarketContext(session *store.DebateSessionWithDetails, strategyEngine *kernel.StrategyEngine) (*kernel.Context, error) {
 	config := strategyEngine.GetConfig()
 
 	// Get candidate coins
@@ -335,12 +335,18 @@ func (e *DebateEngine) buildMarketContext(session *store.DebateSessionWithDetail
 	// Fetch OI ranking data (market-wide position changes)
 	oiRankingData := strategyEngine.FetchOIRankingData()
 
+	// Fetch NetFlow ranking data (market-wide fund flow)
+	netFlowRankingData := strategyEngine.FetchNetFlowRankingData()
+
+	// Fetch Price ranking data (market-wide gainers/losers)
+	priceRankingData := strategyEngine.FetchPriceRankingData()
+
 	// Build context
-	ctx := &decision.Context{
+	ctx := &kernel.Context{
 		CurrentTime:    time.Now().UTC().Format("2006-01-02 15:04:05 UTC"),
 		RuntimeMinutes: 0,
 		CallCount:      1,
-		Account: decision.AccountInfo{
+		Account: kernel.AccountInfo{
 			TotalEquity:      1000.0, // Simulated for debate
 			AvailableBalance: 1000.0,
 			UnrealizedPnL:    0,
@@ -350,12 +356,14 @@ func (e *DebateEngine) buildMarketContext(session *store.DebateSessionWithDetail
 			MarginUsedPct:    0,
 			PositionCount:    0,
 		},
-		Positions:      []decision.PositionInfo{},
-		CandidateCoins: candidates,
-		PromptVariant:  session.PromptVariant,
-		MarketDataMap:  marketDataMap,
-		QuantDataMap:   quantDataMap,
-		OIRankingData:  oiRankingData,
+		Positions:          []kernel.PositionInfo{},
+		CandidateCoins:     candidates,
+		PromptVariant:      session.PromptVariant,
+		MarketDataMap:      marketDataMap,
+		QuantDataMap:       quantDataMap,
+		OIRankingData:      oiRankingData,
+		NetFlowRankingData: netFlowRankingData,
+		PriceRankingData:   priceRankingData,
 	}
 
 	return ctx, nil
@@ -539,7 +547,7 @@ func (e *DebateEngine) getParticipantResponse(
 }
 
 // collectVotes collects final votes from all participants
-func (e *DebateEngine) collectVotes(session *store.DebateSessionWithDetails, strategyEngine *decision.StrategyEngine, allMessages []*store.DebateMessage) ([]*store.DebateVote, error) {
+func (e *DebateEngine) collectVotes(session *store.DebateSessionWithDetails, strategyEngine *kernel.StrategyEngine, allMessages []*store.DebateMessage) ([]*store.DebateVote, error) {
 	var votes []*store.DebateVote
 
 	// Build voting context
@@ -1009,7 +1017,7 @@ func (e *DebateEngine) ExecuteConsensus(sessionID string, executor TraderExecuto
 	}
 
 	// Create decision
-	tradeDecision := &decision.Decision{
+	tradeDecision := &kernel.Decision{
 		Symbol:          session.Symbol,
 		Action:          action,
 		Leverage:        session.FinalDecision.Leverage,

docker-compose.stable.yml

@@ -0,0 +1,48 @@
+# NOFX Stable Release Deployment
+# Production-ready stable version
+
+services:
+  nofx:
+    image: ghcr.io/nofxaios/nofx/nofx-backend:stable
+    container_name: nofx-trading
+    restart: unless-stopped
+    stop_grace_period: 30s
+    ports:
+      - "${NOFX_BACKEND_PORT:-8080}:8080"
+    volumes:
+      - ./data:/app/data
+      - /etc/localtime:/etc/localtime:ro
+    env_file:
+      - .env
+    environment:
+      - TZ=${TZ:-Asia/Shanghai}
+      - AI_MAX_TOKENS=8000
+    networks:
+      - nofx-network
+    healthcheck:
+      test: ["CMD", "wget", "--no-verbose", "--tries=1", "--spider", "http://localhost:8080/api/health"]
+      interval: 30s
+      timeout: 10s
+      retries: 3
+      start_period: 60s
+
+  nofx-frontend:
+    image: ghcr.io/nofxaios/nofx/nofx-frontend:stable
+    container_name: nofx-frontend
+    restart: unless-stopped
+    ports:
+      - "${NOFX_FRONTEND_PORT:-3000}:80"
+    networks:
+      - nofx-network
+    depends_on:
+      - nofx
+    healthcheck:
+      test: ["CMD", "wget", "--no-verbose", "--tries=1", "--spider", "http://127.0.0.1/health"]
+      interval: 30s
+      timeout: 10s
+      retries: 3
+      start_period: 5s
+
+networks:
+  nofx-network:
+    driver: bridge

docs/api/API_REFERENCE.md

@@ -0,0 +1,852 @@
+# CryptoMaster API 接口文档
+
+## 概述
+
+### 基础信息
+- **Base URL**: `https://nofxos.ai`
+- **响应格式**: JSON
+- **缓存时间**: 15秒（所有数据接口）
+- **限流**: 每个IP每秒最多30次请求
+
+### 认证方式
+所有数据接口需要认证，支持两种方式：
+
+#### 方式1: Query参数（推荐）
+```
+GET /api/ai500/list?auth=your_api_key
+```
+
+#### 方式2: Authorization Header
+```
+GET /api/ai500/list
+Authorization: Bearer your_api_key
+```
+
+### 响应格式
+
+**成功响应：**
+```json
+{
+  "success": true,
+  "data": { ... }
+}
+```
+
+**错误响应：**
+```json
+{
+  "success": false,
+  "error": "错误信息"
+}
+```
+
+---
+
+## 重要：数值格式说明
+
+### 百分比字段格式
+
+不同接口的百分比字段使用不同的格式，请注意区分：
+
+| 字段名 | 格式 | 示例 | 说明 |
+|--------|------|------|------|
+| `price_delta` (涨跌幅榜/币种详情) | **小数** | `0.05` = 5% | 需要 ×100 转换为百分比 |
+| `oi_delta_percent` | **已×100** | `5.0` = 5% | 直接使用，无需转换 |
+| `price_delta_percent` (OI接口) | **已×100** | `5.0` = 5% | 直接使用，无需转换 |
+| `increase_percent` (AI500) | **已×100** | `7.14` = 7.14% | 直接使用，无需转换 |
+
+### 金额字段
+
+| 字段名 | 单位 | 说明 |
+|--------|------|------|
+| `oi_delta_value` | USDT | 持仓价值变化 |
+| `amount` / `future_flow` / `spot_flow` | USDT | 资金流量 |
+| `price` | USDT | 当前价格 |
+
+### 持仓量字段
+
+| 字段名 | 单位 | 说明 |
+|--------|------|------|
+| `oi_delta` | 张/个 | 持仓量变化 |
+| `current_oi` / `oi` | 张/个 | 当前持仓量 |
+| `net_long` / `net_short` | 张/个 | 净多头/空头持仓 |
+
+---
+
+## 时间范围参数说明
+
+所有接口支持的 `duration` 参数值：
+
+| 参数值 | 说明 | 备注 |
+|--------|------|------|
+| `1m` | 1分钟 | |
+| `5m` | 5分钟 | |
+| `15m` | 15分钟 | |
+| `30m` | 30分钟 | |
+| `1h` | 1小时 | 默认值 |
+| `4h` | 4小时 | |
+| `8h` | 8小时 | |
+| `12h` | 12小时 | |
+| `24h` / `1d` | 24小时 | 两种写法均可 |
+| `2d` | 2天 | |
+| `3d` | 3天 | |
+| `5d` | 5天 | |
+| `7d` | 7天 | |
+
+---
+
+## 1. AI500 智能评分接口
+
+AI500 是基于多维度量化指标的智能评分系统，用于筛选具有上涨潜力的币种。
+
+### 1.1 获取AI500推荐币种列表
+
+获取经过严格筛选的优质币种列表。
+
+**请求**
+```
+GET /api/ai500/list
+```
+
+**过滤条件**
+- AI评分 > 70
+- 币安OI持仓价值 > 15M USDT
+- 现价 > 上榜起始价格（只返回上涨中的币种）
+- 资金没有持续流出（1h/4h/12h/24h不能全为负）
+
+**响应示例**
+```json
+{
+  "success": true,
+  "data": {
+    "count": 5,
+    "coins": [
+      {
+        "pair": "BTCUSDT",
+        "score": 85.234,
+        "start_time": 1704067200,
+        "start_price": 42000.5,
+        "last_score": 83.5,
+        "max_score": 87.2,
+        "max_price": 45000.0,
+        "increase_percent": 7.14
+      }
+    ]
+  }
+}
+```
+
+**字段说明**
+| 字段 | 类型 | 说明 |
+|------|------|------|
+| `pair` | string | 交易对名称，如 BTCUSDT |
+| `score` | float | 当前AI评分（0-100） |
+| `start_time` | int64 | 上榜时间戳（Unix秒） |
+| `start_price` | float | 上榜时价格（USDT） |
+| `last_score` | float | 上次记录的评分 |
+| `max_score` | float | 在榜期间最高评分 |
+| `max_price` | float | 在榜期间最高价格（USDT） |
+| `increase_percent` | float | 最大涨幅百分比（**已×100**，7.14 = 7.14%） |
+
+---
+
+### 1.2 获取单个币种AI500信息
+
+**请求**
+```
+GET /api/ai500/:symbol
+```
+
+**路径参数**
+| 参数 | 类型 | 必填 | 说明 |
+|------|------|------|------|
+| `symbol` | string | 是 | 币种符号，支持 `BTCUSDT` 或 `BTC` 格式 |
+
+**示例**
+```
+GET /api/ai500/BTC
+GET /api/ai500/ETHUSDT
+```
+
+**响应示例**
+```json
+{
+  "success": true,
+  "data": {
+    "info": {
+      "pair": "BTCUSDT",
+      "score": 85.234,
+      "start_time": 1704067200,
+      "start_price": 42000.5,
+      "last_score": 83.5,
+      "max_score": 87.2,
+      "max_price": 45000.0,
+      "increase_percent": 7.14
+    },
+    "current_price": 44500.0,
+    "score": 85.234
+  }
+}
+```
+
+---
+
+### 1.3 获取AI500统计信息
+
+获取AI500整体统计数据。
+
+**请求**
+```
+GET /api/ai500/stats
+```
+
+**响应示例**
+```json
+{
+  "success": true,
+  "data": {
+    "statistics": {
+      "total_count": 50,
+      "average_score": 72.5,
+      "max_score": 95.2,
+      "min_score": 55.3,
+      "average_increase": 12.5
+    },
+    "top_coins": [...],
+    "bottom_coins": [...]
+  }
+}
+```
+
+---
+
+## 2. 持仓量(OI)排行接口
+
+监控各币种的合约持仓量变化，用于判断市场资金动向。
+
+### 2.1 获取OI增加排行榜
+
+返回持仓价值增加最多的币种排行。
+
+**请求**
+```
+GET /api/oi/top-ranking
+```
+
+**查询参数**
+| 参数 | 类型 | 默认值 | 说明 |
+|------|------|--------|------|
+| `limit` | int | 20 | 返回数量，最大100 |
+| `duration` | string | `1h` | 时间范围，见[时间范围参数](#时间范围参数说明) |
+
+**示例**
+```
+GET /api/oi/top-ranking?limit=50&duration=4h
+```
+
+**响应示例**
+```json
+{
+  "success": true,
+  "data": {
+    "count": 20,
+    "exchange": "binance",
+    "time_range": "4小时",
+    "time_range_param": "4h",
+    "rank_type": "top",
+    "limit": 50,
+    "positions": [
+      {
+        "rank": 1,
+        "symbol": "BTCUSDT",
+        "price": 44500.0,
+        "oi_delta": 1500.5,
+        "oi_delta_value": 65000000,
+        "oi_delta_percent": 2.5,
+        "current_oi": 62000,
+        "price_delta_percent": 1.2,
+        "net_long": 35000,
+        "net_short": 27000
+      }
+    ]
+  }
+}
+```
+
+**字段说明**
+| 字段 | 类型 | 格式 | 说明 |
+|------|------|------|------|
+| `rank` | int | - | 排名 |
+| `symbol` | string | - | 交易对名称 |
+| `price` | float | USDT | 当前价格 |
+| `oi_delta` | float | 张/个 | 持仓量变化 |
+| `oi_delta_value` | float | USDT | 持仓价值变化（**排序依据**） |
+| `oi_delta_percent` | float | **已×100** | 持仓量变化百分比，2.5 = 2.5% |
+| `current_oi` | float | 张/个 | 当前持仓量 |
+| `price_delta_percent` | float | **已×100** | 价格变化百分比，1.2 = 1.2% |
+| `net_long` | float | 张/个 | 净多头持仓 |
+| `net_short` | float | 张/个 | 净空头持仓 |
+
+---
+
+### 2.2 获取OI减少排行榜
+
+返回持仓价值减少最多的币种排行。
+
+**请求**
+```
+GET /api/oi/low-ranking
+```
+
+**查询参数**
+同 [OI增加排行榜](#21-获取oi增加排行榜)
+
+**示例**
+```
+GET /api/oi/low-ranking?limit=30&duration=24h
+```
+
+---
+
+### 2.3 获取OI Top20（向后兼容）
+
+**请求**
+```
+GET /api/oi/top
+```
+
+固定返回1小时内OI增加最多的Top20，用于向后兼容。
+
+---
+
+## 3. 资金流量(NetFlow)排行接口
+
+监控机构和散户的资金流向。
+
+### 3.1 获取资金流入排行榜
+
+**请求**
+```
+GET /api/netflow/top-ranking
+```
+
+**查询参数**
+| 参数 | 类型 | 默认值 | 说明 |
+|------|------|--------|------|
+| `limit` | int | 20 | 返回数量，最大100 |
+| `duration` | string | `1h` | 时间范围，见[时间范围参数](#时间范围参数说明) |
+| `type` | string | `institution` | 资金类型：`institution`(机构), `personal`(散户) |
+| `trade` | string | `future` | 交易类型：`future`(合约), `spot`(现货) |
+
+**示例**
+```
+GET /api/netflow/top-ranking?limit=30&duration=4h&type=institution&trade=future
+```
+
+**响应示例**
+```json
+{
+  "success": true,
+  "data": {
+    "count": 30,
+    "type": "institution",
+    "trade": "合约",
+    "time_range": "4h",
+    "rank_type": "top",
+    "limit": 30,
+    "netflows": [
+      {
+        "rank": 1,
+        "symbol": "BTCUSDT",
+        "amount": 15000000.5,
+        "price": 44500.0
+      }
+    ]
+  }
+}
+```
+
+**字段说明**
+| 字段 | 类型 | 格式 | 说明 |
+|------|------|------|------|
+| `rank` | int | - | 排名 |
+| `symbol` | string | - | 交易对名称 |
+| `amount` | float | USDT | 资金流量，**正数=流入，负数=流出** |
+| `price` | float | USDT | 当前价格 |
+
+---
+
+### 3.2 获取资金流出排行榜
+
+**请求**
+```
+GET /api/netflow/low-ranking
+```
+
+**查询参数**
+同 [资金流入排行榜](#31-获取资金流入排行榜)
+
+**示例**
+```
+GET /api/netflow/low-ranking?limit=20&duration=1h&type=personal&trade=spot
+```
+
+---
+
+### 3.3 获取资金流入Top20（向后兼容）
+
+**请求**
+```
+GET /api/netflow/top
+```
+
+固定返回1小时内机构合约资金流入最多的Top20。
+
+---
+
+## 4. 涨跌幅榜接口
+
+### 4.1 获取涨跌幅榜
+
+同时返回涨幅榜(top)和跌幅榜(low)，支持多个时间周期同时查询。
+
+**请求**
+```
+GET /api/price/ranking
+```
+
+**查询参数**
+| 参数 | 类型 | 默认值 | 说明 |
+|------|------|--------|------|
+| `duration` | string | `1h` | 时间范围，可多选逗号分隔：`1h,4h,24h` |
+| `limit` | int | 20 | 每个榜单返回数量，最大100 |
+| `exchange` | string | `binance` | 交易所 |
+
+**示例**
+```
+GET /api/price/ranking?duration=1h,4h,24h&limit=20
+```
+
+**响应示例**
+```json
+{
+  "success": true,
+  "data": {
+    "durations": ["1h", "4h", "24h"],
+    "limit": 20,
+    "data": {
+      "1h": {
+        "top": [
+          {
+            "pair": "MOGUSDT",
+            "symbol": "MOG",
+            "price_delta": 0.0723,
+            "price": 0.00123,
+            "future_flow": 201500,
+            "spot_flow": 0,
+            "oi": 15000000,
+            "oi_delta": 500000,
+            "oi_delta_value": 615
+          }
+        ],
+        "low": [
+          {
+            "pair": "XYZUSDT",
+            "symbol": "XYZ",
+            "price_delta": -0.0512,
+            "price": 1.234,
+            "future_flow": -50000,
+            "spot_flow": -10000,
+            "oi": 8000000,
+            "oi_delta": -200000,
+            "oi_delta_value": -246800
+          }
+        ]
+      },
+      "4h": { ... },
+      "24h": { ... }
+    }
+  }
+}
+```
+
+**字段说明**
+| 字段 | 类型 | 格式 | 说明 |
+|------|------|------|------|
+| `pair` | string | - | 完整交易对名称，如 BTCUSDT |
+| `symbol` | string | - | 币种符号（去除USDT），如 BTC |
+| `price_delta` | float | **小数** | 价格变动比例，**0.0723 = 7.23%**（需×100显示） |
+| `price` | float | USDT | 当前价格 |
+| `future_flow` | float | USDT | 合约资金流量，正数=流入 |
+| `spot_flow` | float | USDT | 现货资金流量，正数=流入 |
+| `oi` | float | 张/个 | 当前持仓量 |
+| `oi_delta` | float | 张/个 | 持仓变化量 |
+| `oi_delta_value` | float | USDT | 持仓变化价值 |
+
+> **注意**：`price_delta` 使用小数格式，与 OI 接口的 `price_delta_percent` 不同！
+
+---
+
+## 5. 币种详情接口
+
+### 5.1 获取单币种完整数据
+
+获取指定币种的所有统计信息，一次调用获取全部数据。
+
+**请求**
+```
+GET /api/coin/:symbol
+```
+
+**路径参数**
+| 参数 | 类型 | 必填 | 说明 |
+|------|------|------|------|
+| `symbol` | string | 是 | 币种符号，支持 `BTC` 或 `BTCUSDT` 格式 |
+
+**查询参数**
+| 参数 | 类型 | 默认值 | 说明 |
+|------|------|--------|------|
+| `include` | string | `netflow,oi,price,ai500` | 包含的数据类型，逗号分隔 |
+
+**include 参数选项**
+| 值 | 说明 |
+|------|------|
+| `netflow` | 资金流量数据（机构/散户，合约/现货） |
+| `oi` | 持仓量数据（币安/Bybit） |
+| `price` | 价格变化数据 |
+| `ai500` | AI500评分 |
+
+**示例**
+```
+GET /api/coin/BTC?include=netflow,oi,price,ai500
+GET /api/coin/ETHUSDT?include=netflow,oi
+```
+
+**响应示例**
+```json
+{
+  "success": true,
+  "data": {
+    "symbol": "BTCUSDT",
+    "price": 44500.0,
+    "ai500": {
+      "score": 85.234,
+      "is_active": true,
+      "start_time": 1704067200,
+      "start_price": 42000.5,
+      "increase_percent": 5.95
+    },
+    "netflow": {
+      "institution": {
+        "future": {
+          "1m": 50000,
+          "5m": 200000,
+          "15m": 500000,
+          "30m": 800000,
+          "1h": 1500000,
+          "4h": 5000000,
+          "8h": 8000000,
+          "12h": 10000000,
+          "24h": 15000000,
+          "2d": 25000000,
+          "3d": 35000000,
+          "5d": 50000000,
+          "7d": 75000000
+        },
+        "spot": { ... }
+      },
+      "personal": {
+        "future": { ... },
+        "spot": { ... }
+      }
+    },
+    "oi": {
+      "binance": {
+        "current_oi": 62000,
+        "net_long": 35000,
+        "net_short": 27000,
+        "delta": {
+          "1m": {
+            "oi_delta": 50,
+            "oi_delta_value": 2225000,
+            "oi_delta_percent": 0.08
+          },
+          "5m": { ... },
+          "1h": { ... },
+          "4h": { ... },
+          "24h": { ... }
+        }
+      },
+      "bybit": { ... }
+    },
+    "price_change": {
+      "1m": 0.001,
+      "5m": 0.005,
+      "15m": 0.008,
+      "30m": 0.012,
+      "1h": 0.015,
+      "4h": 0.025,
+      "8h": 0.035,
+      "12h": 0.042,
+      "24h": 0.055,
+      "2d": 0.08,
+      "3d": 0.12,
+      "5d": 0.18,
+      "7d": 0.25
+    }
+  }
+}
+```
+
+**字段说明**
+
+**price_change 对象**
+| 字段 | 类型 | 格式 | 说明 |
+|------|------|------|------|
+| `{duration}` | float | **小数** | 价格变化比例，**0.015 = 1.5%**（需×100显示） |
+
+**netflow 对象**
+| 路径 | 类型 | 格式 | 说明 |
+|------|------|------|------|
+| `institution.future.{duration}` | float | USDT | 机构合约资金流量 |
+| `institution.spot.{duration}` | float | USDT | 机构现货资金流量 |
+| `personal.future.{duration}` | float | USDT | 散户合约资金流量 |
+| `personal.spot.{duration}` | float | USDT | 散户现货资金流量 |
+
+**oi 对象**
+| 路径 | 类型 | 格式 | 说明 |
+|------|------|------|------|
+| `binance.current_oi` | float | 张/个 | 币安当前持仓量 |
+| `binance.net_long` | float | 张/个 | 币安净多头 |
+| `binance.net_short` | float | 张/个 | 币安净空头 |
+| `binance.delta.{duration}.oi_delta` | float | 张/个 | 持仓量变化 |
+| `binance.delta.{duration}.oi_delta_value` | float | USDT | 持仓价值变化 |
+| `binance.delta.{duration}.oi_delta_percent` | float | **已×100** | 持仓变化百分比，0.08 = 0.08% |
+| `bybit.*` | - | - | Bybit数据，结构同上 |
+
+**ai500 对象**
+| 字段 | 类型 | 格式 | 说明 |
+|------|------|------|------|
+| `score` | float | 0-100 | AI综合评分 |
+| `is_active` | bool | - | 是否为活跃高分币种 |
+| `start_time` | int64 | Unix秒 | 上榜时间 |
+| `start_price` | float | USDT | 上榜时价格 |
+| `increase_percent` | float | **已×100** | 最大涨幅，5.95 = 5.95% |
+
+---
+
+## 错误码说明
+
+| HTTP状态码 | 说明 | 常见原因 |
+|------------|------|----------|
+| 200 | 成功 | - |
+| 400 | 请求参数错误 | 参数格式不正确、缺少必填参数 |
+| 401 | 未授权 | 缺少认证信息或API Key无效 |
+| 404 | 资源不存在 | 币种不存在或未被追踪 |
+| 429 | 请求过于频繁 | 超过限流阈值（30次/秒） |
+| 500 | 服务器内部错误 | 服务端异常 |
+
+**错误响应示例**
+```json
+{
+  "success": false,
+  "error": "unauthorized"
+}
+```
+
+---
+
+## 使用示例
+
+### cURL 示例
+
+```bash
+# 方式1: Query参数认证
+curl "https://nofxos.ai/api/ai500/list?auth=your_api_key"
+
+# 方式2: Header认证
+curl "https://nofxos.ai/api/ai500/list" \
+  -H "Authorization: Bearer your_api_key"
+
+# 获取1小时涨跌幅榜
+curl "https://nofxos.ai/api/price/ranking?duration=1h&limit=20&auth=your_api_key"
+
+# 获取多个时间周期涨跌幅榜
+curl "https://nofxos.ai/api/price/ranking?duration=1h,4h,24h&limit=10&auth=your_api_key"
+
+# 获取BTC详细数据
+curl "https://nofxos.ai/api/coin/BTC?auth=your_api_key"
+
+# 只获取BTC的资金流和OI数据
+curl "https://nofxos.ai/api/coin/BTC?include=netflow,oi&auth=your_api_key"
+
+# 获取4小时OI增加排行Top50
+curl "https://nofxos.ai/api/oi/top-ranking?duration=4h&limit=50&auth=your_api_key"
+
+# 获取24小时OI减少排行Top30
+curl "https://nofxos.ai/api/oi/low-ranking?duration=24h&limit=30&auth=your_api_key"
+
+# 获取机构合约资金流入排行
+curl "https://nofxos.ai/api/netflow/top-ranking?type=institution&trade=future&duration=1h&auth=your_api_key"
+
+# 获取散户现货资金流出排行
+curl "https://nofxos.ai/api/netflow/low-ranking?type=personal&trade=spot&duration=4h&auth=your_api_key"
+```
+
+### Python 示例
+
+```python
+import requests
+
+BASE_URL = "https://nofxos.ai"
+API_KEY = "your_api_key"
+
+# 方式1: Query参数认证
+def get_with_query_auth(endpoint, params=None):
+    if params is None:
+        params = {}
+    params["auth"] = API_KEY
+    response = requests.get(f"{BASE_URL}{endpoint}", params=params)
+    return response.json()
+
+# 方式2: Header认证
+def get_with_header_auth(endpoint, params=None):
+    headers = {"Authorization": f"Bearer {API_KEY}"}
+    response = requests.get(f"{BASE_URL}{endpoint}", params=params, headers=headers)
+    return response.json()
+
+# 获取AI500列表
+def get_ai500_list():
+    return get_with_query_auth("/api/ai500/list")
+
+# 获取涨跌幅榜
+def get_price_ranking(durations="1h,4h,24h", limit=20):
+    return get_with_query_auth("/api/price/ranking", {
+        "duration": durations,
+        "limit": limit
+    })
+
+# 获取币种详情
+def get_coin_stats(symbol, include="netflow,oi,price,ai500"):
+    return get_with_query_auth(f"/api/coin/{symbol}", {
+        "include": include
+    })
+
+# 获取OI排行
+def get_oi_ranking(rank_type="top", duration="1h", limit=20):
+    endpoint = f"/api/oi/{rank_type}-ranking"
+    return get_with_query_auth(endpoint, {
+        "duration": duration,
+        "limit": limit
+    })
+
+# 获取资金流排行
+def get_netflow_ranking(rank_type="top", duration="1h", limit=20,
+                        flow_type="institution", trade="future"):
+    endpoint = f"/api/netflow/{rank_type}-ranking"
+    return get_with_query_auth(endpoint, {
+        "duration": duration,
+        "limit": limit,
+        "type": flow_type,
+        "trade": trade
+    })
+
+# 使用示例
+if __name__ == "__main__":
+    # 获取AI500推荐币种
+    ai500 = get_ai500_list()
+    print(f"AI500推荐币种数量: {ai500['data']['count']}")
+
+    # 获取1小时涨幅榜前10
+    ranking = get_price_ranking("1h", 10)
+    for coin in ranking['data']['data']['1h']['top'][:3]:
+        # 注意: price_delta 是小数，需要×100
+        pct = coin['price_delta'] * 100
+        print(f"{coin['symbol']}: {pct:.2f}%")
+
+    # 获取BTC详情
+    btc = get_coin_stats("BTC")
+    # 注意: price_change 是小数
+    print(f"BTC 1小时涨跌: {btc['data']['price_change']['1h'] * 100:.2f}%")
+
+    # 获取4小时OI增加Top20
+    oi = get_oi_ranking("top", "4h", 20)
+    for pos in oi['data']['positions'][:3]:
+        # 注意: oi_delta_percent 已×100
+        print(f"{pos['symbol']}: OI变化 {pos['oi_delta_percent']:.2f}%")
+```
+
+### JavaScript/TypeScript 示例
+
+```typescript
+const BASE_URL = "https://nofxos.ai";
+const API_KEY = "your_api_key";
+
+// 通用请求函数
+async function apiRequest<T>(endpoint: string, params: Record<string, any> = {}): Promise<T> {
+    const url = new URL(`${BASE_URL}${endpoint}`);
+    params.auth = API_KEY;
+    Object.entries(params).forEach(([key, value]) => {
+        url.searchParams.append(key, String(value));
+    });
+
+    const response = await fetch(url.toString());
+    return response.json();
+}
+
+// 获取涨跌幅榜
+interface PriceRankingItem {
+    pair: string;
+    symbol: string;
+    price_delta: number;  // 小数格式，0.05 = 5%
+    price: number;
+    future_flow: number;
+    spot_flow: number;
+}
+
+async function getPriceRanking(durations = "1h", limit = 20) {
+    const data = await apiRequest<any>("/api/price/ranking", { duration: durations, limit });
+    return data;
+}
+
+// 使用示例
+async function main() {
+    const ranking = await getPriceRanking("1h,4h", 10);
+
+    for (const coin of ranking.data.data["1h"].top) {
+        // 转换为百分比显示
+        const pctChange = (coin.price_delta * 100).toFixed(2);
+        console.log(`${coin.symbol}: ${pctChange}%`);
+    }
+}
+```
+
+---
+
+## 常见问题
+
+### Q: 为什么有些百分比字段格式不同？
+
+A: 这是历史原因造成的：
+- **OI接口**的 `oi_delta_percent` 和 `price_delta_percent` 是**已乘100**的格式（5.0 = 5%）
+- **涨跌幅榜和币种详情**的 `price_delta` / `price_change` 是**小数**格式（0.05 = 5%）
+
+建议在前端显示时统一处理。
+
+### Q: duration 参数支持哪些值？
+
+A: 支持以下值：`1m`, `5m`, `15m`, `30m`, `1h`, `4h`, `8h`, `12h`, `24h`(或`1d`), `2d`, `3d`, `5d`, `7d`
+
+### Q: 如何判断资金是流入还是流出？
+
+A: `amount`、`future_flow`、`spot_flow` 等字段：
+- **正数** = 资金流入
+- **负数** = 资金流出
+
+### Q: API缓存时间是多久？
+
+A: 所有数据接口缓存15秒，相同请求在15秒内返回缓存数据。
+
+### Q: 限流规则是什么？
+
+A: 每个IP每秒最多30次请求，超过会返回 429 错误。

docs/api/coin_api.md

@@ -1,350 +0,0 @@
-# 币种综合数据接口文档
-
-## 接口概述
-
-该接口提供单个币种的综合数据查询，一次请求即可获取资金净流入、持仓变化、价格变化等多维度数据。
-
-## 请求信息
-
-### 接口地址
-
-```
-GET /api/coin/{symbol}
-```
-
-### 完整示例
-
-```
-http://nofxaios.com:30006/api/coin/PIPPINUSDT?include=netflow,oi,price&auth=cm_568c67eae410d912c54c
-```
-
-### 请求参数
-
-| 参数 | 位置 | 类型 | 必填 | 说明 |
-|-----|------|------|-----|------|
-| symbol | path | string | 是 | 币种符号，如 `PIPPINUSDT`、`ETH`（会自动补全USDT后缀） |
-| include | query | string | 否 | 返回数据类型，逗号分隔。可选值：`netflow,oi,price`。默认返回全部 |
-| auth | query | string | 是 | 认证密钥 |
-
-### include 参数说明
-
-| 值 | 说明 |
-|---|------|
-| netflow | 资金净流入数据（机构/散户、合约/现货） |
-| oi | 持仓数据（币安、Bybit） |
-| price | 价格变化百分比 |
-
----
-
-## 返回数据
-
-### 完整响应示例
-
-```json
-{
-  "code": 0,
-  "data": {
-    "symbol": "PIPPINUSDT",
-    "price": 0.085,
-    "netflow": {
-      "institution": {
-        "future": {
-          "1m": 120000,
-          "5m": 580000,
-          "15m": 1200000,
-          "30m": 2500000,
-          "1h": 5800000,
-          "4h": 12000000,
-          "8h": 25000000,
-          "12h": 38000000,
-          "24h": 65000000,
-          "2d": 120000000,
-          "3d": 180000000
-        },
-        "spot": {
-          "1m": 50000,
-          "5m": 280000,
-          "15m": 600000,
-          "30m": 1200000,
-          "1h": 2800000,
-          "4h": 6000000,
-          "8h": 12000000,
-          "12h": 18000000,
-          "24h": 32000000,
-          "2d": 60000000,
-          "3d": 90000000
-        }
-      },
-      "personal": {
-        "future": {
-          "1m": -80000,
-          "5m": -350000,
-          "15m": -800000,
-          "30m": -1500000,
-          "1h": -3200000,
-          "4h": -8000000,
-          "8h": -15000000,
-          "12h": -22000000,
-          "24h": -40000000,
-          "2d": -75000000,
-          "3d": -110000000
-        },
-        "spot": {
-          "1m": -30000,
-          "5m": -150000,
-          "15m": -400000,
-          "30m": -800000,
-          "1h": -1800000,
-          "4h": -4000000,
-          "8h": -8000000,
-          "12h": -12000000,
-          "24h": -22000000,
-          "2d": -40000000,
-          "3d": -60000000
-        }
-      }
-    },
-    "oi": {
-      "binance": {
-        "current_oi": 85000,
-        "net_long": 48000,
-        "net_short": 37000,
-        "delta": {
-          "1m": {
-            "oi_delta": 150,
-            "oi_delta_value": 14550000,
-            "oi_delta_percent": 0.18
-          },
-          "5m": {
-            "oi_delta": 680,
-            "oi_delta_value": 65960000,
-            "oi_delta_percent": 0.8
-          },
-          "1h": {
-            "oi_delta": 2500,
-            "oi_delta_value": 242500000,
-            "oi_delta_percent": 2.94
-          },
-          "4h": {
-            "oi_delta": 5200,
-            "oi_delta_value": 504400000,
-            "oi_delta_percent": 6.12
-          },
-          "24h": {
-            "oi_delta": 8500,
-            "oi_delta_value": 824500000,
-            "oi_delta_percent": 10.0
-          }
-        }
-      },
-      "bybit": {
-        "current_oi": 42000,
-        "net_long": 24000,
-        "net_short": 18000,
-        "delta": {
-          "1h": {
-            "oi_delta": 1200,
-            "oi_delta_value": 116400000,
-            "oi_delta_percent": 2.86
-          }
-        }
-      }
-    },
-    "price_change": {
-      "1m": 0.05,
-      "5m": 0.18,
-      "15m": 0.35,
-      "30m": 0.62,
-      "1h": 1.25,
-      "4h": 2.80,
-      "8h": 3.50,
-      "12h": 2.95,
-      "24h": 4.80,
-      "2d": 6.50,
-      "3d": 8.20
-    }
-  }
-}
-```
-
----
-
-## 字段详细说明
-
-### 基础字段
-
-| 字段 | 类型 | 说明 |
-|-----|------|------|
-| symbol | string | 币种交易对，如 `PIPPINUSDT` |
-| price | float | 当前期货价格（单位：USDT） |
-
----
-
-### netflow - 资金净流入
-
-资金净流入数据，**正数表示资金流入，负数表示资金流出**，单位为 USDT。
-
-#### 数据结构
-
-```
-netflow
-├── institution          # 机构资金
-│   ├── future          # 合约市场
-│   └── spot            # 现货市场
-└── personal            # 散户资金
-    ├── future          # 合约市场
-    └── spot            # 现货市场
-```
-
-#### 分类说明
-
-| 字段 | 说明 |
-|-----|------|
-| institution.future | 机构在合约市场的资金净流入 |
-| institution.spot | 机构在现货市场的资金净流入 |
-| personal.future | 散户在合约市场的资金净流入 |
-| personal.spot | 散户在现货市场的资金净流入 |
-
-#### 时间周期
-
-| 字段 | 说明 |
-|-----|------|
-| 1m | 最近 1 分钟 |
-| 5m | 最近 5 分钟 |
-| 15m | 最近 15 分钟 |
-| 30m | 最近 30 分钟 |
-| 1h | 最近 1 小时 |
-| 4h | 最近 4 小时 |
-| 8h | 最近 8 小时 |
-| 12h | 最近 12 小时 |
-| 24h | 最近 24 小时 |
-| 2d | 最近 2 天 |
-| 3d | 最近 3 天 |
-
-#### 使用建议
-
-- **机构资金流入 + 散户资金流出** = 典型的主力吸筹信号
-- **机构资金流出 + 散户资金流入** = 典型的主力出货信号
-- 关注 **合约与现货的资金流向是否一致**，判断市场情绪
-
----
-
-### oi - 持仓数据
-
-持仓量（Open Interest）数据，来源于币安和 Bybit 交易所。
-
-#### 字段说明
-
-| 字段 | 类型 | 说明 |
-|-----|------|------|
-| current_oi | float | 当前总持仓量（单位：币） |
-| net_long | float | 净多头持仓量 |
-| net_short | float | 净空头持仓量 |
-| delta | object | 各时间周期的持仓变化 |
-
-#### delta 子字段
-
-| 字段 | 类型 | 说明 |
-|-----|------|------|
-| oi_delta | float | 持仓量变化（单位：币） |
-| oi_delta_value | float | 持仓价值变化（单位：USDT） |
-| oi_delta_percent | float | 持仓量变化百分比（%） |
-
-#### 使用建议
-
-- **持仓量增加 + 价格上涨** = 多头主导，趋势可能延续
-- **持仓量增加 + 价格下跌** = 空头主导，下跌趋势可能延续
-- **持仓量减少 + 价格变化** = 平仓为主，趋势可能反转
-- **net_long > net_short** = 市场整体偏多
-
----
-
-### price_change - 价格变化
-
-各时间周期的价格涨跌幅，**单位为百分比（%）**，正数表示上涨，负数表示下跌。
-
-| 字段 | 说明 |
-|-----|------|
-| 1m | 最近 1 分钟涨跌幅 |
-| 5m | 最近 5 分钟涨跌幅 |
-| 15m | 最近 15 分钟涨跌幅 |
-| 30m | 最近 30 分钟涨跌幅 |
-| 1h | 最近 1 小时涨跌幅 |
-| 4h | 最近 4 小时涨跌幅 |
-| 8h | 最近 8 小时涨跌幅 |
-| 12h | 最近 12 小时涨跌幅 |
-| 24h | 最近 24 小时涨跌幅 |
-| 2d | 最近 2 天涨跌幅 |
-| 3d | 最近 3 天涨跌幅 |
-
----
-
-## 错误响应
-
-| code | 说明 |
-|------|------|
-| 0 | 成功 |
-| 400 | 参数错误（如缺少 symbol） |
-| 401 | 认证失败（auth 无效） |
-| 500 | 服务器内部错误 |
-
-错误响应示例：
-
-```json
-{
-  "code": 400,
-  "message": "symbol parameter is required"
-}
-```
-
----
-
-## 调用示例
-
-### cURL
-
-```bash
-curl -X GET "http://nofxaios.com:30006/api/coin/PIPPINUSDT?include=netflow,oi,price&auth=cm_568c67eae410d912c54c"
-```
-
-### Python
-
-```python
-import requests
-
-url = "http://nofxaios.com:30006/api/coin/PIPPINUSDT"
-params = {
-    "include": "netflow,oi,price",
-    "auth": "cm_568c67eae410d912c54c"
-}
-
-response = requests.get(url, params=params)
-data = response.json()
-
-print(f"当前价格: {data['data']['price']}")
-print(f"1小时机构合约净流入: {data['data']['netflow']['institution']['future']['1h']}")
-print(f"24小时价格涨跌幅: {data['data']['price_change']['24h']}%")
-```
-
-### JavaScript
-
-```javascript
-const url = 'http://nofxaios.com:30006/api/coin/PIPPINUSDT?include=netflow,oi,price&auth=cm_568c67eae410d912c54c';
-
-fetch(url)
-  .then(response => response.json())
-  .then(data => {
-    console.log('当前价格:', data.data.price);
-    console.log('1小时机构合约净流入:', data.data.netflow.institution.future['1h']);
-    console.log('24小时价格涨跌幅:', data.data.price_change['24h'], '%');
-  });
-```
-
----
-
-## 注意事项
-
-1. **symbol 参数**：支持带或不带 `USDT` 后缀，如 `PIPPIN` 和 `PIPPINUSDT` 等效
-2. **include 参数**：可按需选择返回数据，减少不必要的数据传输
-3. **数据更新频率**：数据实时更新，建议轮询间隔不低于 1 秒
-4. **资金流向解读**：机构与散户的资金流向通常呈相反趋势，可作为市场情绪判断依据

docs/api/oi_api.md

@@ -1,254 +0,0 @@
-# OI 持仓数据接口文档
-
-## 接口概述
-
-该接口提供币安交易所的合约持仓量（Open Interest）排行数据，支持查询持仓增加和减少排行榜。
-
-## 接口列表
-
-| 接口 | 说明 |
-|-----|------|
-| `/api/oi/top` | 持仓增加排行 Top20（固定参数，向后兼容） |
-| `/api/oi/top-ranking` | 持仓增加排行（支持自定义参数） |
-| `/api/oi/low-ranking` | 持仓减少排行（支持自定义参数） |
-
----
-
-## 1. 持仓增加排行 Top20
-
-### 请求
-
-```
-GET /api/oi/top
-```
-
-### 完整示例
-
-```
-http://nofxaios.com:30006/api/oi/top?auth=cm_568c67eae410d912c54c
-```
-
-### 参数
-
-| 参数 | 类型 | 必填 | 说明 |
-|-----|------|-----|------|
-| auth | string | 是 | 认证密钥 |
-
-### 说明
-
-固定返回 1 小时内持仓价值增加最多的前 20 个币种，向后兼容接口。
-
----
-
-## 2. 持仓增加排行（自定义参数）
-
-### 请求
-
-```
-GET /api/oi/top-ranking
-```
-
-### 完整示例
-
-```
-http://nofxaios.com:30006/api/oi/top-ranking?limit=50&duration=4h&auth=cm_568c67eae410d912c54c
-```
-
-### 参数
-
-| 参数 | 类型 | 必填 | 默认值 | 说明 |
-|-----|------|-----|-------|------|
-| limit | int | 否 | 20 | 获取数量，范围 1-100 |
-| duration | string | 否 | 1h | 时间范围 |
-| auth | string | 是 | - | 认证密钥 |
-
----
-
-## 3. 持仓减少排行
-
-### 请求
-
-```
-GET /api/oi/low-ranking
-```
-
-### 完整示例
-
-```
-http://nofxaios.com:30006/api/oi/low-ranking?limit=30&duration=24h&auth=cm_568c67eae410d912c54c
-```
-
-### 参数
-
-同持仓增加排行接口。
-
----
-
-## duration 时间范围参数
-
-| 值 | 说明 |
-|---|------|
-| 1m | 1 分钟 |
-| 5m | 5 分钟 |
-| 15m | 15 分钟 |
-| 30m | 30 分钟 |
-| 1h | 1 小时（默认） |
-| 4h | 4 小时 |
-| 8h | 8 小时 |
-| 12h | 12 小时 |
-| 24h | 24 小时 |
-| 1d | 1 天（同 24h） |
-| 2d | 2 天 |
-| 3d | 3 天 |
-
----
-
-## 返回数据
-
-### 响应示例
-
-```json
-{
-  "code": 0,
-  "data": {
-    "count": 20,
-    "exchange": "binance",
-    "time_range": "4小时",
-    "time_range_param": "4h",
-    "rank_type": "top",
-    "limit": 20,
-    "positions": [
-      {
-        "rank": 1,
-        "symbol": "BTCUSDT",
-        "oi_delta": 1500.5,
-        "oi_delta_value": 145500000,
-        "oi_delta_percent": 3.52,
-        "current_oi": 44000,
-        "price_delta_percent": 2.15,
-        "net_long": 26000,
-        "net_short": 18000
-      },
-      {
-        "rank": 2,
-        "symbol": "ETHUSDT",
-        "oi_delta": 25000,
-        "oi_delta_value": 87500000,
-        "oi_delta_percent": 2.85,
-        "current_oi": 900000,
-        "price_delta_percent": 1.80,
-        "net_long": 520000,
-        "net_short": 380000
-      }
-    ]
-  }
-}
-```
-
-### 字段说明
-
-#### 外层字段
-
-| 字段 | 类型 | 说明 |
-|-----|------|------|
-| count | int | 返回的币种数量 |
-| exchange | string | 交易所，固定为 `binance` |
-| time_range | string | 时间范围显示名称 |
-| time_range_param | string | 时间范围参数值 |
-| rank_type | string | 排行类型：`top` 增加 / `low` 减少 |
-| limit | int | 请求的数量限制 |
-| positions | array | 持仓数据列表 |
-
-#### positions 数组字段
-
-| 字段 | 类型 | 说明 |
-|-----|------|------|
-| rank | int | 排名 |
-| symbol | string | 币种交易对，如 `BTCUSDT` |
-| oi_delta | float | 持仓量变化（单位：币） |
-| oi_delta_value | float | 持仓价值变化（单位：USDT），**排序依据** |
-| oi_delta_percent | float | 持仓量变化百分比（%） |
-| current_oi | float | 当前持仓量（单位：币） |
-| price_delta_percent | float | 价格变化百分比（%） |
-| net_long | float | 净多头持仓量 |
-| net_short | float | 净空头持仓量 |
-
----
-
-## 数据解读
-
-### 持仓量与价格的关系
-
-| 持仓变化 | 价格变化 | 市场含义 |
-|---------|---------|---------|
-| 增加 | 上涨 | 多头主导，上涨趋势可能延续 |
-| 增加 | 下跌 | 空头主导，下跌趋势可能延续 |
-| 减少 | 上涨 | 空头平仓，可能是反弹 |
-| 减少 | 下跌 | 多头平仓，可能是回调 |
-
-### 多空比例
-
-- `net_long > net_short`：市场整体偏多
-- `net_long < net_short`：市场整体偏空
-
----
-
-## 调用示例
-
-### cURL
-
-```bash
-curl -X GET "http://nofxaios.com:30006/api/oi/top-ranking?limit=50&duration=4h&auth=cm_568c67eae410d912c54c"
-```
-
-### Python
-
-```python
-import requests
-
-url = "http://nofxaios.com:30006/api/oi/top-ranking"
-params = {
-    "limit": 50,
-    "duration": "4h",
-    "auth": "cm_568c67eae410d912c54c"
-}
-
-response = requests.get(url, params=params)
-data = response.json()
-
-for pos in data['data']['positions']:
-    print(f"#{pos['rank']} {pos['symbol']}: 持仓价值变化 ${pos['oi_delta_value']:,.0f}")
-```
-
-### JavaScript
-
-```javascript
-const url = 'http://nofxaios.com:30006/api/oi/top-ranking?limit=50&duration=4h&auth=cm_568c67eae410d912c54c';
-
-fetch(url)
-  .then(response => response.json())
-  .then(data => {
-    data.data.positions.forEach(pos => {
-      console.log(`#${pos.rank} ${pos.symbol}: 持仓价值变化 $${pos.oi_delta_value.toLocaleString()}`);
-    });
-  });
-```
-
----
-
-## 错误响应
-
-| code | 说明 |
-|------|------|
-| 0 | 成功 |
-| 401 | 认证失败（auth 无效） |
-| 500 | 服务器内部错误 |
-
----
-
-## 注意事项
-
-1. 数据来源为币安交易所
-2. 排行依据为 `oi_delta_value`（持仓价值变化），非持仓量变化
-3. 数据缓存 2 秒，高频请求会命中缓存
-4. `limit` 最大值为 100

docs/architecture/STRATEGY_MODULE.zh-CN.md

@@ -112,7 +112,7 @@ func (e *StrategyEngine) getCoinPoolCoins(limit int) []CandidateCoin {
 }
 ```
 
-- **API:** `config.CoinSource.CoinPoolAPIURL` (默认: `http://nofxaios.com:30006/api/ai500/list`)
+- **API:** `config.CoinSource.CoinPoolAPIURL` (默认: `https://nofxos.ai/api/ai500/list`)
 - **用途:** 获取 AI 评分最高的 N 个币种
 - **标签:** `["ai500"]`
 

docs/i18n/ja/README.md

@@ -1,27 +1,41 @@
-# NOFX - AI トレーディングシステム
+<h1 align="center">NOFX — オープンソース AI トレーディング OS</h1>
 
-[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+<p align="center">
+  <strong>AI 駆動金融取引のインフラストラクチャレイヤー</strong>
+</p>
+
+<p align="center">
+  <a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
+  <a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
+</p>
+
+<p align="center">
+  <a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
+  <a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
+  <a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
+</p>
 
 **言語:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [日本語](README.md)
 
 ---
 
-## AI 駆動の暗号通貨取引プラットフォーム
-
-**NOFX** は、複数の AI モデルを使用して暗号通貨先物を自動取引できるオープンソースの AI 取引システムです。Web インターフェースで戦略を設定し、リアルタイムでパフォーマンスを監視し、AI エージェントを競わせて最適な取引アプローチを見つけます。
-
 ### 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
 - **リアルタイムダッシュボード**: ライブポジション、損益追跡、思考連鎖付き AI 決定ログ
 
+### 公式リンク
+
+- **公式サイト**: [https://nofxai.com](https://nofxai.com)
+- **データダッシュボード**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **API ドキュメント**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **リスク警告**: このシステムは実験的です。AI 自動取引には重大なリスクがあります。学習/研究目的または少額でのテストのみを強くお勧めします！
 
 ## 開発者コミュニティ
@@ -30,6 +44,52 @@ Telegram 開発者コミュニティに参加: **[NOFX 開発者コミュニテ
 
 ---
 
+## 始める前に
+
+NOFXを使用するには以下が必要です:
+
+1. **取引所アカウント** - サポートされている取引所に登録し、取引権限付きのAPI認証情報を作成
+2. **AI モデル API キー** - サポートされているプロバイダーから取得（コスト効率の良いDeepSeekを推奨）
+
+---
+
+## サポート取引所
+
+### CEX (中央集権型取引所)
+
+| 取引所 | ステータス | 登録 (手数料割引) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ サポート | [登録](https://www.binance.com/join?ref=NOFXENG) |
+| **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)
+
+| 取引所 | ステータス | 登録 (手数料割引) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ サポート | [登録](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ サポート | [登録](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ サポート | [登録](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## サポート AI モデル
+
+| AI モデル | ステータス | API キー取得 |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ サポート | [API キー取得](https://platform.deepseek.com) |
+| **Qwen** | ✅ サポート | [API キー取得](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ サポート | [API キー取得](https://platform.openai.com) |
+| **Claude** | ✅ サポート | [API キー取得](https://console.anthropic.com) |
+| **Gemini** | ✅ サポート | [API キー取得](https://aistudio.google.com) |
+| **Grok** | ✅ サポート | [API キー取得](https://console.x.ai) |
+| **Kimi** | ✅ サポート | [API キー取得](https://platform.moonshot.cn) |
+
+---
+
 ## クイックスタート
 
 ### オプション 1: Docker デプロイ（推奨）

docs/i18n/ko/README.md

@@ -1,27 +1,41 @@
-# NOFX - AI 트레이딩 시스템
+<h1 align="center">NOFX — 오픈소스 AI 트레이딩 OS</h1>
 
-[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+<p align="center">
+  <strong>AI 기반 금융 거래를 위한 인프라 레이어</strong>
+</p>
+
+<p align="center">
+  <a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
+  <a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
+</p>
+
+<p align="center">
+  <a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
+  <a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
+  <a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
+</p>
 
 **언어:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [한국어](README.md)
 
 ---
 
-## AI 기반 암호화폐 거래 플랫폼
-
-**NOFX**는 여러 AI 모델을 실행하여 암호화폐 선물을 자동으로 거래할 수 있는 오픈소스 AI 거래 시스템입니다. 웹 인터페이스를 통해 전략을 구성하고, 실시간으로 성과를 모니터링하며, AI 에이전트들이 최적의 거래 방식을 찾도록 경쟁시킵니다.
-
 ### 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
 - **실시간 대시보드**: 실시간 포지션, 손익 추적, 사고의 연쇄가 포함된 AI 결정 로그
 
+### 공식 링크
+
+- **공식 웹사이트**: [https://nofxai.com](https://nofxai.com)
+- **데이터 대시보드**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **API 문서**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **위험 경고**: 이 시스템은 실험적입니다. AI 자동 거래에는 상당한 위험이 있습니다. 학습/연구 목적 또는 소액 테스트만 강력히 권장합니다!
 
 ## 개발자 커뮤니티
@@ -30,6 +44,52 @@ Telegram 개발자 커뮤니티 참여: **[NOFX 개발자 커뮤니티](https://
 
 ---
 
+## 시작하기 전에
+
+NOFX를 사용하려면 다음이 필요합니다:
+
+1. **거래소 계정** - 지원되는 거래소에 등록하고 거래 권한이 있는 API 자격 증명 생성
+2. **AI 모델 API 키** - 지원되는 제공업체에서 획득 (비용 효율성을 위해 DeepSeek 권장)
+
+---
+
+## 지원 거래소
+
+### CEX (중앙화 거래소)
+
+| 거래소 | 상태 | 등록 (수수료 할인) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ 지원 | [등록](https://www.binance.com/join?ref=NOFXENG) |
+| **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)
+
+| 거래소 | 상태 | 등록 (수수료 할인) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ 지원 | [등록](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ 지원 | [등록](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ 지원 | [등록](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## 지원 AI 모델
+
+| AI 모델 | 상태 | API 키 받기 |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ 지원 | [API 키 받기](https://platform.deepseek.com) |
+| **Qwen** | ✅ 지원 | [API 키 받기](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ 지원 | [API 키 받기](https://platform.openai.com) |
+| **Claude** | ✅ 지원 | [API 키 받기](https://console.anthropic.com) |
+| **Gemini** | ✅ 지원 | [API 키 받기](https://aistudio.google.com) |
+| **Grok** | ✅ 지원 | [API 키 받기](https://console.x.ai) |
+| **Kimi** | ✅ 지원 | [API 키 받기](https://platform.moonshot.cn) |
+
+---
+
 ## 빠른 시작
 
 ### 옵션 1: Docker 배포 (권장)

docs/i18n/ru/README.md

@@ -1,27 +1,41 @@
-# NOFX - AI Торговая Система
+<h1 align="center">NOFX — Open Source AI Торговая ОС</h1>
 
-[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+<p align="center">
+  <strong>Инфраструктурный слой для AI-powered финансовой торговли</strong>
+</p>
+
+<p align="center">
+  <a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
+  <a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
+</p>
+
+<p align="center">
+  <a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
+  <a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
+  <a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
+</p>
 
 **Языки:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [Русский](README.md)
 
 ---
 
-## Криптовалютная торговая платформа на базе ИИ
-
-**NOFX** — это open-source AI торговая система, позволяющая запускать несколько AI моделей для автоматической торговли криптовалютными фьючерсами. Настраивайте стратегии через веб-интерфейс, отслеживайте эффективность в реальном времени и позвольте AI агентам конкурировать за лучший торговый подход.
-
 ### 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
 - **Панель реального времени**: Живые позиции, отслеживание P/L, логи решений AI с цепочкой рассуждений
 
+### Официальные ссылки
+
+- **Официальный сайт**: [https://nofxai.com](https://nofxai.com)
+- **Панель данных**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **Документация API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **Предупреждение о рисках**: Эта система экспериментальная. AI автоторговля несёт значительные риски. Настоятельно рекомендуется использовать только для обучения/исследований или тестирования с небольшими суммами!
 
 ## Сообщество разработчиков
@@ -30,6 +44,52 @@
 
 ---
 
+## Перед началом
+
+Для использования NOFX вам понадобится:
+
+1. **Аккаунт биржи** - Зарегистрируйтесь на поддерживаемой бирже и создайте API ключи с правами торговли
+2. **API ключ AI модели** - Получите от любого поддерживаемого провайдера (рекомендуется DeepSeek для экономии)
+
+---
+
+## Поддерживаемые биржи
+
+### CEX (Централизованные биржи)
+
+| Биржа | Статус | Регистрация (скидка) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ Поддерживается | [Регистрация](https://www.binance.com/join?ref=NOFXENG) |
+| **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)
+
+| Биржа | Статус | Регистрация (скидка) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ Поддерживается | [Регистрация](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ Поддерживается | [Регистрация](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ Поддерживается | [Регистрация](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## Поддерживаемые AI модели
+
+| AI Модель | Статус | Получить API ключ |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ Поддерживается | [Получить](https://platform.deepseek.com) |
+| **Qwen** | ✅ Поддерживается | [Получить](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ Поддерживается | [Получить](https://platform.openai.com) |
+| **Claude** | ✅ Поддерживается | [Получить](https://console.anthropic.com) |
+| **Gemini** | ✅ Поддерживается | [Получить](https://aistudio.google.com) |
+| **Grok** | ✅ Поддерживается | [Получить](https://console.x.ai) |
+| **Kimi** | ✅ Поддерживается | [Получить](https://platform.moonshot.cn) |
+
+---
+
 ## Быстрый старт
 
 ### Вариант 1: Docker развёртывание (рекомендуется)

docs/i18n/uk/README.md

@@ -1,27 +1,41 @@
-# NOFX - AI Торгова Система
+<h1 align="center">NOFX — Open Source AI Торгова ОС</h1>
 
-[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+<p align="center">
+  <strong>Інфраструктурний рівень для AI-powered фінансової торгівлі</strong>
+</p>
+
+<p align="center">
+  <a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
+  <a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
+</p>
+
+<p align="center">
+  <a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
+  <a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
+  <a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
+</p>
 
 **Мови:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [Українська](README.md)
 
 ---
 
-## Криптовалютна торгова платформа на базі ШІ
-
-**NOFX** — це open-source AI торгова система, що дозволяє запускати кілька AI моделей для автоматичної торгівлі криптовалютними ф'ючерсами. Налаштовуйте стратегії через веб-інтерфейс, відстежуйте ефективність у реальному часі та дозвольте AI агентам конкурувати за найкращий торговий підхід.
-
 ### 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
 - **Панель реального часу**: Живі позиції, відстеження P/L, логи рішень AI з ланцюжком міркувань
 
+### Офіційні посилання
+
+- **Офіційний сайт**: [https://nofxai.com](https://nofxai.com)
+- **Панель даних**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **Документація API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **Попередження про ризики**: Ця система експериментальна. AI автоторгівля несе значні ризики. Наполегливо рекомендується використовувати лише для навчання/досліджень або тестування з невеликими сумами!
 
 ## Спільнота розробників
@@ -30,6 +44,52 @@
 
 ---
 
+## Перед початком
+
+Для використання NOFX вам знадобиться:
+
+1. **Акаунт біржі** - Зареєструйтесь на підтримуваній біржі та створіть API ключі з правами торгівлі
+2. **API ключ AI моделі** - Отримайте від будь-якого підтримуваного провайдера (рекомендується DeepSeek для економії)
+
+---
+
+## Підтримувані біржі
+
+### CEX (Централізовані біржі)
+
+| Біржа | Статус | Реєстрація (знижка) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ Підтримується | [Реєстрація](https://www.binance.com/join?ref=NOFXENG) |
+| **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)
+
+| Біржа | Статус | Реєстрація (знижка) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ Підтримується | [Реєстрація](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ Підтримується | [Реєстрація](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ Підтримується | [Реєстрація](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## Підтримувані AI моделі
+
+| AI Модель | Статус | Отримати API ключ |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ Підтримується | [Отримати](https://platform.deepseek.com) |
+| **Qwen** | ✅ Підтримується | [Отримати](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ Підтримується | [Отримати](https://platform.openai.com) |
+| **Claude** | ✅ Підтримується | [Отримати](https://console.anthropic.com) |
+| **Gemini** | ✅ Підтримується | [Отримати](https://aistudio.google.com) |
+| **Grok** | ✅ Підтримується | [Отримати](https://console.x.ai) |
+| **Kimi** | ✅ Підтримується | [Отримати](https://platform.moonshot.cn) |
+
+---
+
 ## Швидкий старт
 
 ### Варіант 1: Docker розгортання (рекомендовано)

docs/i18n/vi/README.md

@@ -1,27 +1,41 @@
-# NOFX - Hệ Thống Giao Dịch AI
+<h1 align="center">NOFX — Hệ Điều Hành Giao Dịch AI Mã Nguồn Mở</h1>
 
-[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+<p align="center">
+  <strong>Lớp cơ sở hạ tầng cho giao dịch tài chính AI-powered</strong>
+</p>
+
+<p align="center">
+  <a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
+  <a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
+</p>
+
+<p align="center">
+  <a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
+  <a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
+  <a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
+</p>
 
 **Ngôn ngữ:** [English](../../../README.md) | [中文](../zh-CN/README.md) | [Tiếng Việt](README.md)
 
 ---
 
-## Nền Tảng Giao Dịch Crypto Sử Dụng AI
-
-**NOFX** là hệ thống giao dịch AI mã nguồn mở cho phép bạn chạy nhiều mô hình AI để tự động giao dịch hợp đồng tương lai crypto. Cấu hình chiến lược qua giao diện web, theo dõi hiệu suất theo thời gian thực, và để các AI agent cạnh tranh tìm ra phương pháp giao dịch tốt nhất.
-
 ### 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
 - **Dashboard Thời Gian Thực**: Vị thế trực tiếp, theo dõi P/L, nhật ký quyết định AI với chuỗi suy luận
 
+### Liên Kết Chính Thức
+
+- **Website Chính Thức**: [https://nofxai.com](https://nofxai.com)
+- **Bảng Điều Khiển Dữ Liệu**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **Tài Liệu API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **Cảnh Báo Rủi Ro**: Hệ thống này mang tính thử nghiệm. Giao dịch tự động AI có rủi ro đáng kể. Chỉ nên sử dụng cho mục đích học tập/nghiên cứu hoặc kiểm tra với số tiền nhỏ!
 
 ## Cộng Đồng Nhà Phát Triển
@@ -30,6 +44,52 @@ Tham gia cộng đồng Telegram: **[NOFX Developer Community](https://t.me/nofx
 
 ---
 
+## Trước Khi Bắt Đầu
+
+Để sử dụng NOFX, bạn cần:
+
+1. **Tài khoản sàn giao dịch** - Đăng ký trên sàn được hỗ trợ và tạo API key với quyền giao dịch
+2. **API Key mô hình AI** - Lấy từ nhà cung cấp được hỗ trợ (khuyến nghị DeepSeek để tiết kiệm chi phí)
+
+---
+
+## Sàn Giao Dịch Được Hỗ Trợ
+
+### CEX (Sàn Tập Trung)
+
+| Sàn | Trạng thái | Đăng ký (Giảm phí) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ Hỗ trợ | [Đăng ký](https://www.binance.com/join?ref=NOFXENG) |
+| **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)
+
+| Sàn | Trạng thái | Đăng ký (Giảm phí) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ Hỗ trợ | [Đăng ký](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ Hỗ trợ | [Đăng ký](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ Hỗ trợ | [Đăng ký](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## Mô Hình AI Được Hỗ Trợ
+
+| Mô hình AI | Trạng thái | Lấy API Key |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ Hỗ trợ | [Lấy API Key](https://platform.deepseek.com) |
+| **Qwen** | ✅ Hỗ trợ | [Lấy API Key](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ Hỗ trợ | [Lấy API Key](https://platform.openai.com) |
+| **Claude** | ✅ Hỗ trợ | [Lấy API Key](https://console.anthropic.com) |
+| **Gemini** | ✅ Hỗ trợ | [Lấy API Key](https://aistudio.google.com) |
+| **Grok** | ✅ Hỗ trợ | [Lấy API Key](https://console.x.ai) |
+| **Kimi** | ✅ Hỗ trợ | [Lấy API Key](https://platform.moonshot.cn) |
+
+---
+
 ## Bắt Đầu Nhanh
 
 ### Tùy chọn 1: Triển khai Docker (Khuyến nghị)

docs/i18n/zh-CN/README.md

@@ -1,9 +1,21 @@
-# NOFX - AI 交易系统
+<h1 align="center">NOFX — 开源 AI 交易操作系统</h1>
 
-[![Go Version](https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go)](https://golang.org/)
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+<p align="center">
+  <strong>AI 驱动金融交易的基础设施层</strong>
+</p>
+
+<p align="center">
+  <a href="https://github.com/NoFxAiOS/nofx/stargazers"><img src="https://img.shields.io/github/stars/NoFxAiOS/nofx?style=for-the-badge" alt="Stars"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/releases"><img src="https://img.shields.io/github/v/release/NoFxAiOS/nofx?style=for-the-badge" alt="Release"></a>
+  <a href="https://github.com/NoFxAiOS/nofx/blob/main/LICENSE"><img src="https://img.shields.io/badge/License-AGPL--3.0-blue.svg?style=for-the-badge" alt="License"></a>
+  <a href="https://t.me/nofx_dev_community"><img src="https://img.shields.io/badge/Telegram-Community-blue?style=for-the-badge&logo=telegram" alt="Telegram"></a>
+</p>
+
+<p align="center">
+  <a href="https://golang.org/"><img src="https://img.shields.io/badge/Go-1.21+-00ADD8?style=flat&logo=go" alt="Go"></a>
+  <a href="https://reactjs.org/"><img src="https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react" alt="React"></a>
+  <a href="https://www.typescriptlang.org/"><img src="https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript" alt="TypeScript"></a>
+</p>
 
 > **语言声明：** 本中文版本文档仅为方便海外华人社区阅读而提供，不代表本软件面向中国大陆、香港、澳门或台湾地区用户开放。如您位于上述地区，请勿使用本软件。
 
@@ -16,14 +28,10 @@
 
 ---
 
-## AI 驱动的加密货币交易平台
-
-**NOFX** 是一个开源的 AI 交易系统，让你可以运行多个 AI 模型自动交易加密货币期货。通过 Web 界面配置策略，实时监控表现，让多个 AI 代理竞争找出最佳交易方案。
-
 ### 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
@@ -34,6 +42,12 @@
 - **Tinkle** - [@Web3Tinkle](https://x.com/Web3Tinkle)
 - **官方 Twitter** - [@nofx_official](https://x.com/nofx_official)
 
+### 官方链接
+
+- **官网**: [https://nofxai.com](https://nofxai.com)
+- **数据站点**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **API 文档**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **风险提示**: 本系统为实验性质。AI 自动交易存在重大风险。强烈建议仅用于学习/研究目的或小额测试！
 
 ## 开发者社区
@@ -42,19 +56,12 @@
 
 ---
 
-## 截图
+## 开始之前
 
-### 竞赛模式 - 实时 AI 对战
-![竞赛页面](../../../screenshots/competition-page.png)
-*多 AI 排行榜，实时性能对比*
+使用 NOFX 你需要准备:
 
-### 仪表板 - 市场图表视图
-![仪表板市场图表](../../../screenshots/dashboard-market-chart.png)
-*专业交易仪表板，TradingView 风格图表*
-
-### 策略工作室
-![策略工作室](../../../screenshots/strategy-studio.png)
-*多数据源策略配置与 AI 测试*
+1. **交易所账户** - 在任意支持的交易所注册并创建具有交易权限的 API 凭证
+2. **AI 模型 API Key** - 从任意支持的提供商获取（推荐 DeepSeek，性价比最高）
 
 ---
 
@@ -67,6 +74,9 @@
 | **Binance** | ✅ 已支持 | [注册](https://www.binance.com/join?ref=NOFXENG) |
 | **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)
 
@@ -92,9 +102,25 @@
 
 ---
 
+## 截图
+
+### 竞赛模式 - 实时 AI 对战
+![竞赛页面](../../../screenshots/competition-page.png)
+*多 AI 排行榜，实时性能对比*
+
+### 仪表板 - 市场图表视图
+![仪表板市场图表](../../../screenshots/dashboard-market-chart.png)
+*专业交易仪表板，TradingView 风格图表*
+
+### 策略工作室
+![策略工作室](../../../screenshots/strategy-studio.png)
+*多数据源策略配置与 AI 测试*
+
+---
+
 ## 快速开始
 
-### 一键安装 (推荐)
+### 一键安装 (本地/服务器)
 
 **Linux / macOS:**
 ```bash
@@ -103,6 +129,14 @@ curl -fsSL https://raw.githubusercontent.com/NoFxAiOS/nofx/main/install.sh | bas
 
 完成！打开浏览器访问 **http://127.0.0.1:3000**
 
+### 一键云部署 (Railway)
+
+一键部署到 Railway - 无需自己搭建服务器：
+
+[![Deploy on Railway](https://railway.com/button.svg)](https://railway.com/deploy/nofx?referralCode=nofx)
+
+部署后，Railway 会提供一个公网 URL 访问你的 NOFX 实例。
+
 ### Docker Compose (手动)
 
 ```bash

docs/market-regime-classification-en.md

@@ -0,0 +1,281 @@
+# Market Regime Classification Framework
+
+> A comprehensive market state identification system for quantitative trading strategy matching
+
+---
+
+## 1. Classification Dimensions Overview
+
+Market state identification requires analysis across multiple dimensions:
+
+| Dimension | Sub-dimensions | Description |
+|-----------|---------------|-------------|
+| **Trend** | Direction, Strength | Determine market movement direction and momentum |
+| **Volatility** | Amplitude, Frequency | Measure price fluctuation characteristics |
+| **Structure** | Pattern, Phase | Identify market structure and cycle position |
+
+---
+
+## 2. Primary Classification (5 Categories)
+
+### 2.1 Classification Overview
+
+| Code | Name | Key Characteristics | Suitable Strategies |
+|------|------|---------------------|---------------------|
+| `TREND_UP` | Uptrend | Higher highs & higher lows | Trend following, Breakout |
+| `TREND_DOWN` | Downtrend | Lower highs & lower lows | Trend following, Short selling |
+| `RANGE` | Range-bound | Price oscillates within bounds | Grid trading, Mean reversion |
+| `TRANSITION` | Transition | Uncertain directional period | Wait & watch, Small positions |
+| `BREAKOUT` | Breakout | Price breaks key levels | Breakout trading |
+
+### 2.2 Identification Indicators
+
+- **ADX (Average Directional Index)**: Measures trend strength
+  - ADX > 25: Clear trend exists
+  - ADX < 20: Range-bound market
+- **EMA Alignment**: Determines trend direction
+  - EMA20 > EMA50 > EMA200: Bullish alignment
+  - EMA20 < EMA50 < EMA200: Bearish alignment
+
+---
+
+## 3. Secondary Classification (18 Sub-categories)
+
+### 3.1 Uptrend Sub-categories (5 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `TU_STRONG_LOW_VOL` | Strong Uptrend · Low Vol | Steady rise, shallow pullbacks | ADX>40, ATR%<2%, Pullback<38.2% |
+| `TU_STRONG_HIGH_VOL` | Strong Uptrend · High Vol | Rapid surge, high volatility | ADX>40, ATR%>4%, MACD histogram expanding |
+| `TU_WEAK_CHOPPY` | Weak Uptrend · Choppy | Two steps forward, one back | ADX 20-30, RSI oscillating 50-70 |
+| `TU_PARABOLIC` | Parabolic Acceleration | Exponential price increase | Price far from MA, RSI>80, Volume surge |
+| `TU_EXHAUSTION` | Uptrend Exhaustion | New highs but weakening momentum | Price new high + MACD/RSI divergence |
+
+**Strategy Matching:**
+- Strong Low Vol: Heavy trend following, pyramid adding
+- Strong High Vol: Medium position, trailing stops
+- Weak Choppy: Light swing trading
+- Parabolic: Cautious, prepare to exit
+- Exhaustion: Reduce positions, prepare for reversal
+
+### 3.2 Downtrend Sub-categories (5 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `TD_STRONG_LOW_VOL` | Strong Downtrend · Low Vol | Steady decline, weak bounces | ADX>40, ATR%<2%, Bounce<38.2% |
+| `TD_STRONG_HIGH_VOL` | Strong Downtrend · High Vol | Panic selling, wild swings | ADX>40, ATR%>5%, VIX spike |
+| `TD_WEAK_CHOPPY` | Weak Downtrend · Choppy | Grinding lower with bounces | ADX 20-30, RSI oscillating 30-50 |
+| `TD_CAPITULATION` | Capitulation | High volume crash, extreme fear | RSI<20, Volume>3x average |
+| `TD_EXHAUSTION` | Downtrend Exhaustion | New lows but selling pressure fading | Price new low + MACD/RSI divergence |
+
+**Strategy Matching:**
+- Strong Low Vol: Short trend following
+- Strong High Vol: Stay flat or light hedge
+- Weak Choppy: Wait for stabilization
+- Capitulation: Light bottom fishing possible
+- Exhaustion: Gradually build long positions
+
+### 3.3 Range Sub-categories (4 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `RG_TIGHT_LOW_VOL` | Tight Range · Low Vol | Extreme contraction, coiling | BB Width<2%, ATR at new lows |
+| `RG_TIGHT_HIGH_VOL` | Tight Range · High Vol | Violent swings within range | BB Width<3%, ATR%>3% |
+| `RG_WIDE_LOW_VOL` | Wide Range · Low Vol | Large range, slow movement | BB Width>5%, ATR%<2% |
+| `RG_WIDE_HIGH_VOL` | Wide Range · High Vol | Large range, fast movement | BB Width>5%, ATR%>3% |
+
+**Strategy Matching:**
+- Tight Low Vol: Dense grid, wait for breakout
+- Tight High Vol: Fast grid, small frequent profits
+- Wide Low Vol: Sparse grid, patient holding
+- Wide High Vol: Swing trading, high profit targets
+
+### 3.4 Transition (2 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `TR_BOTTOM_FORMING` | Bottom Forming | Decline slowing, testing support | Price stabilizing + Volume drying up + RSI divergence |
+| `TR_TOP_FORMING` | Top Forming | Rally slowing, testing resistance | Price stalling + Volume drying up + RSI divergence |
+
+### 3.5 Breakout (2 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `BK_UPWARD` | Upward Breakout | Breaking resistance with volume | Price>Previous high, Volume>2x, BB breakout |
+| `BK_DOWNWARD` | Downward Breakout | Breaking support with volume | Price<Previous low, Volume>2x, BB breakdown |
+
+---
+
+## 4. Tertiary Classification (36 Ultra-fine Categories)
+
+### 4.1 Trend Phase Classification
+
+Uptrend lifecycle consists of 5 phases:
+
+| Phase Code | Name | Description | Quantitative Criteria |
+|------------|------|-------------|----------------------|
+| `TU_S1_INITIATION` | Uptrend Initiation | First break above MA or previous high | MACD bullish cross, Price>EMA20 |
+| `TU_S2_ACCELERATION` | Uptrend Acceleration | Momentum increasing, slope steepening | MACD histogram expanding, ADX rising |
+| `TU_S3_MAIN_WAVE` | Main Wave | Sustained rise, shallow pullbacks | RSI 60-80, Pullbacks hold EMA20 |
+| `TU_S4_EXHAUSTION` | Uptrend Exhaustion | Slowing momentum, divergences appearing | RSI divergence, MACD divergence |
+| `TU_S5_REVERSAL` | Trend Reversal | Breakdown, trend ending | Break below EMA50, MACD bearish cross |
+
+Downtrend phases follow same pattern: `TD_S1` through `TD_S5`
+
+### 4.2 Range Position Classification
+
+| Position Code | Name | Description | Strategy Suggestion |
+|---------------|------|-------------|---------------------|
+| `RG_UPPER` | Upper Range | Price near resistance | Bias toward short |
+| `RG_MIDDLE` | Mid Range | Price near middle band | Neutral grid trading |
+| `RG_LOWER` | Lower Range | Price near support | Bias toward long |
+| `RG_SQUEEZE` | Squeeze Pattern | Highs and lows converging | Wait for direction |
+| `RG_EXPAND` | Expanding Pattern | Highs and lows diverging | Boundary reversal |
+
+### 4.3 Volatility Grades
+
+| Code | Name | ATR% | BB Width | Strategy Suggestion |
+|------|------|------|----------|---------------------|
+| `VOL_EXTREME_LOW` | Extreme Low Vol | <1% | <1.5% | Option selling |
+| `VOL_LOW` | Low Volatility | 1-2% | 1.5-2.5% | Grid / Mean reversion |
+| `VOL_NORMAL` | Normal Volatility | 2-3% | 2.5-4% | Trend following |
+| `VOL_HIGH` | High Volatility | 3-5% | 4-6% | Momentum / Breakout |
+| `VOL_EXTREME_HIGH` | Extreme High Vol | >5% | >6% | Reduce exposure / Hedge |
+
+---
+
+## 5. Complete State Encoding Rules
+
+### 5.1 Encoding Format
+
+```
+{Primary}_{Volatility}_{Phase}_{Position}
+```
+
+### 5.2 Encoding Examples
+
+| Full Code | Interpretation |
+|-----------|----------------|
+| `TU_LV_S3_M` | Uptrend_LowVol_MainWave_Middle |
+| `TD_HV_S2_L` | Downtrend_HighVol_Acceleration_Lower |
+| `RG_NV_SQ_U` | Range_NormalVol_Squeeze_Upper |
+| `BK_HV_UP_M` | Breakout_HighVol_Upward_Middle |
+
+---
+
+## 6. Core Identification Indicators
+
+### 6.1 Trend Indicators
+
+| Indicator | Calculation | Criteria |
+|-----------|-------------|----------|
+| ADX | 14-period Average Directional Index | >40 Strong, 25-40 Medium, <25 Weak/Range |
+| Trend Score | Composite EMA/MACD/Price structure | -100 to +100, Positive=Bullish, Negative=Bearish |
+| EMA Alignment | Relative position of EMA20/50/200 | Bullish/Bearish/Mixed alignment |
+
+### 6.2 Volatility Indicators
+
+| Indicator | Calculation | Purpose |
+|-----------|-------------|---------|
+| ATR Percent | ATR(14) / Current Price × 100% | Measure relative volatility |
+| BB Width | (Upper - Lower) / Middle × 100% | Measure price range |
+| Volatility Rank | Current vol percentile in history | Determine vol level |
+
+### 6.3 Momentum Indicators
+
+| Indicator | Calculation | Criteria |
+|-----------|-------------|----------|
+| RSI | 14-period Relative Strength Index | >70 Overbought, <30 Oversold, 50 Neutral |
+| MACD Histogram | MACD - Signal | Positive=Bullish momentum, Negative=Bearish |
+| Momentum Score | Composite RSI/MACD/Volume | Measure current momentum |
+
+### 6.4 Structure Indicators
+
+| Indicator | Description | Purpose |
+|-----------|-------------|---------|
+| Swing Structure | HH/HL/LH/LL sequence | Determine trend structure |
+| Support/Resistance | Key price levels | Define trading range |
+| Volume Profile | Volume-price relationship | Validate price action |
+
+---
+
+## 7. Strategy Matching Matrix
+
+### 7.1 Regime-Strategy Mapping
+
+| Regime Type | Recommended Strategy | Position Size | Stop Loss |
+|-------------|---------------------|---------------|-----------|
+| Strong Uptrend · Low Vol | Trend following + Pyramid | 60-80% | ATR×2 |
+| Strong Uptrend · High Vol | Momentum + Quick profit | 40-60% | ATR×1.5 |
+| Uptrend Exhaustion | Reduce + Reversal short | 20-30% | Previous high |
+| Panic Decline | Wait or light bottom fish | 10-20% | Wide stop |
+| Low Vol Range | Grid trading | 50-70% | Range boundary |
+| High Vol Range | Swing trading | 30-50% | ATR×2 |
+| Squeeze Pattern | Wait for breakout | 10-20% | - |
+| Upward Breakout | Chase + Add on pullback | 50-70% | Breakout level |
+| Bottom Formation | Scale in gradually | 20-40% | New low |
+
+### 7.2 Grid Strategy Parameter Matching
+
+| Range Type | Grid Levels | Grid Spacing | Other Parameters |
+|------------|-------------|--------------|------------------|
+| Tight Low Vol | 30-50 levels | Small spacing | Enable Maker Only |
+| Tight High Vol | 15-25 levels | Small spacing | Fast execution mode |
+| Wide Low Vol | 10-20 levels | Large spacing | Patient execution |
+| Wide High Vol | 15-25 levels | Large spacing | High profit targets |
+| Squeeze Pattern | Pause grid | - | Wait for breakout signal |
+| Upper Range | Short bias | Medium | Increase sell weight |
+| Lower Range | Long bias | Medium | Increase buy weight |
+
+---
+
+## 8. Real-time Monitoring Guidelines
+
+### 8.1 State Transition Triggers
+
+| Current State | Trigger Condition | Transitions To |
+|---------------|-------------------|----------------|
+| Range | Price breakout + Volume + ADX rising | Breakout |
+| Uptrend | RSI divergence + Volume decline | Exhaustion |
+| Downtrend | RSI divergence + Volume decline | Exhaustion |
+| Breakout | Failed breakout, price returns | Range |
+| Exhaustion | Confirmed reversal breakout | Opposite trend |
+
+### 8.2 Risk Control Rules
+
+| Regime State | Max Position | Risk Per Trade | Special Rules |
+|--------------|--------------|----------------|---------------|
+| Strong Trend | 80% | 2% | Adding allowed |
+| Weak Trend | 50% | 1.5% | No adding |
+| Range | 60% | 1% | Diversified holding |
+| Transition | 30% | 1% | Reduce activity |
+| High Volatility | 40% | 0.5% | Wide stops |
+
+---
+
+## 9. Appendix
+
+### 9.1 Abbreviation Reference
+
+| Abbrev | Full Form | Description |
+|--------|-----------|-------------|
+| TU | Trend Up | Upward trend |
+| TD | Trend Down | Downward trend |
+| RG | Range | Range-bound market |
+| TR | Transition | Trend transition |
+| BK | Breakout | Breakout pattern |
+| LV | Low Volatility | Low volatility regime |
+| HV | High Volatility | High volatility regime |
+| NV | Normal Volatility | Normal volatility regime |
+| XLV | Extreme Low Vol | Extremely low volatility |
+| XHV | Extreme High Vol | Extremely high volatility |
+
+### 9.2 Document Information
+
+- Version: v1.0
+- Created: January 2026
+- Applicable: Cryptocurrency, Forex, Stocks, and other financial markets
+
+---
+
+*This document is designed for market state identification and strategy matching in quantitative trading systems*

docs/market-regime-classification-zh.md

@@ -0,0 +1,281 @@
+# 市场行情精细分类体系
+
+> 用于量化交易策略匹配的市场状态识别框架
+
+---
+
+## 一、分类维度概览
+
+市场状态识别需要从多个维度进行分析：
+
+| 维度 | 子维度 | 说明 |
+|------|--------|------|
+| **趋势维度** | 方向、强度 | 判断市场运动方向和力度 |
+| **波动维度** | 幅度、频率 | 衡量价格波动特征 |
+| **结构维度** | 形态、阶段 | 识别市场结构和所处周期 |
+
+---
+
+## 二、一级分类（5大类）
+
+### 2.1 分类总览
+
+| 代码 | 名称 | 核心特征 | 适合策略 |
+|------|------|----------|----------|
+| `TREND_UP` | 上涨趋势 | 高点/低点持续抬升 | 趋势跟踪、突破追涨 |
+| `TREND_DOWN` | 下跌趋势 | 高点/低点持续降低 | 趋势跟踪、做空策略 |
+| `RANGE` | 震荡区间 | 价格在区间内波动 | 网格交易、均值回归 |
+| `TRANSITION` | 趋势转换 | 方向不明确的过渡期 | 观望、小仓位试探 |
+| `BREAKOUT` | 突破行情 | 价格突破关键位置 | 突破追踪策略 |
+
+### 2.2 识别指标
+
+- **ADX（平均方向指数）**：衡量趋势强度
+  - ADX > 25：存在明确趋势
+  - ADX < 20：震荡市场
+- **EMA排列**：判断趋势方向
+  - EMA20 > EMA50 > EMA200：多头排列
+  - EMA20 < EMA50 < EMA200：空头排列
+
+---
+
+## 三、二级分类（18细分类）
+
+### 3.1 上涨趋势细分（5种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `TU_STRONG_LOW_VOL` | 强势上涨·低波动 | 稳步上涨，回调幅度小 | ADX>40, ATR%<2%, 回调<38.2% |
+| `TU_STRONG_HIGH_VOL` | 强势上涨·高波动 | 快速拉升，波动剧烈 | ADX>40, ATR%>4%, MACD柱放大 |
+| `TU_WEAK_CHOPPY` | 弱势上涨·震荡 | 涨三退二，反复磨蹭 | ADX 20-30, RSI在50-70震荡 |
+| `TU_PARABOLIC` | 抛物线加速 | 指数级加速上涨 | 价格远离均线, RSI>80, 成交量放大 |
+| `TU_EXHAUSTION` | 上涨衰竭 | 创新高但动能减弱 | 价格新高 + MACD/RSI顶背离 |
+
+**策略匹配：**
+- 强势低波动：重仓趋势跟踪，金字塔加仓
+- 强势高波动：中等仓位，设置移动止盈
+- 弱势震荡：轻仓波段，高抛低吸
+- 抛物线加速：谨慎追涨，准备离场
+- 上涨衰竭：减仓观望，准备反转做空
+
+### 3.2 下跌趋势细分（5种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `TD_STRONG_LOW_VOL` | 强势下跌·低波动 | 稳步下跌，反弹无力 | ADX>40, ATR%<2%, 反弹<38.2% |
+| `TD_STRONG_HIGH_VOL` | 强势下跌·高波动 | 恐慌抛售，波动剧烈 | ADX>40, ATR%>5%, 恐慌指数飙升 |
+| `TD_WEAK_CHOPPY` | 弱势下跌·震荡 | 跌跌涨涨，磨底过程 | ADX 20-30, RSI在30-50震荡 |
+| `TD_CAPITULATION` | 恐慌投降 | 放量暴跌，情绪极端 | RSI<20, 成交量>3倍均量 |
+| `TD_EXHAUSTION` | 下跌衰竭 | 创新低但卖压减弱 | 价格新低 + MACD/RSI底背离 |
+
+**策略匹配：**
+- 强势低波动：空头趋势跟踪
+- 强势高波动：观望或轻仓对冲
+- 弱势震荡：等待企稳信号
+- 恐慌投降：极端情况可轻仓抄底
+- 下跌衰竭：逐步建立多头仓位
+
+### 3.3 震荡区间细分（4种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `RG_TIGHT_LOW_VOL` | 窄幅震荡·低波动 | 极度收敛，蓄势待发 | 布林带宽度<2%, ATR创新低 |
+| `RG_TIGHT_HIGH_VOL` | 窄幅震荡·高波动 | 区间内剧烈波动 | 布林带宽度<3%, ATR%>3% |
+| `RG_WIDE_LOW_VOL` | 宽幅震荡·低波动 | 大区间慢速波动 | 布林带宽度>5%, ATR%<2% |
+| `RG_WIDE_HIGH_VOL` | 宽幅震荡·高波动 | 大区间快速波动 | 布林带宽度>5%, ATR%>3% |
+
+**策略匹配：**
+- 窄幅低波动：密集网格，等待突破
+- 窄幅高波动：快速网格，小利润多次
+- 宽幅低波动：稀疏网格，耐心持有
+- 宽幅高波动：波段交易，高利润目标
+
+### 3.4 转换过渡（2种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `TR_BOTTOM_FORMING` | 底部形成中 | 下跌放缓，试探支撑 | 价格止跌 + 成交量萎缩 + RSI底背离 |
+| `TR_TOP_FORMING` | 顶部形成中 | 上涨放缓，试探压力 | 价格滞涨 + 成交量萎缩 + RSI顶背离 |
+
+### 3.5 突破行情（2种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `BK_UPWARD` | 向上突破 | 突破阻力位并放量 | 价格>前高, 成交量>2倍, 布林带突破 |
+| `BK_DOWNWARD` | 向下突破 | 跌破支撑位并放量 | 价格<前低, 成交量>2倍, 布林带跌破 |
+
+---
+
+## 四、三级分类（36超细分类）
+
+### 4.1 趋势阶段细分
+
+上涨趋势生命周期分为5个阶段：
+
+| 阶段代码 | 名称 | 特征描述 | 量化判断标准 |
+|----------|------|----------|--------------|
+| `TU_S1_INITIATION` | 上涨启动期 | 首次突破均线或前高 | MACD金叉, 价格突破EMA20 |
+| `TU_S2_ACCELERATION` | 上涨加速期 | 动能增强，斜率加大 | MACD柱持续增大, ADX上升 |
+| `TU_S3_MAIN_WAVE` | 主升浪阶段 | 持续上涨，回调幅度浅 | RSI维持60-80, 回调不破EMA20 |
+| `TU_S4_EXHAUSTION` | 上涨衰竭期 | 涨速放缓，出现背离 | RSI顶背离, MACD顶背离 |
+| `TU_S5_REVERSAL` | 趋势反转期 | 破位下跌，趋势结束 | 跌破EMA50, MACD死叉 |
+
+下跌趋势同理，代码为 `TD_S1` 至 `TD_S5`
+
+### 4.2 震荡位置细分
+
+| 位置代码 | 名称 | 特征描述 | 策略建议 |
+|----------|------|----------|----------|
+| `RG_UPPER` | 区间上沿震荡 | 价格接近阻力位 | 偏空操作为主 |
+| `RG_MIDDLE` | 区间中部震荡 | 价格在中轨附近 | 双向网格交易 |
+| `RG_LOWER` | 区间下沿震荡 | 价格接近支撑位 | 偏多操作为主 |
+| `RG_SQUEEZE` | 收敛三角震荡 | 高低点逐渐收窄 | 等待方向选择 |
+| `RG_EXPAND` | 扩散三角震荡 | 高低点逐渐扩张 | 边界反转操作 |
+
+### 4.3 波动率等级
+
+| 代码 | 名称 | ATR百分比 | 布林带宽度 | 策略建议 |
+|------|------|-----------|------------|----------|
+| `VOL_EXTREME_LOW` | 极低波动 | <1% | <1.5% | 期权卖方策略 |
+| `VOL_LOW` | 低波动 | 1-2% | 1.5-2.5% | 网格/均值回归 |
+| `VOL_NORMAL` | 正常波动 | 2-3% | 2.5-4% | 趋势跟踪 |
+| `VOL_HIGH` | 高波动 | 3-5% | 4-6% | 动量/突破 |
+| `VOL_EXTREME_HIGH` | 极高波动 | >5% | >6% | 减仓/对冲 |
+
+---
+
+## 五、完整状态编码规则
+
+### 5.1 编码格式
+
+```
+{一级分类}_{波动等级}_{阶段}_{位置}
+```
+
+### 5.2 编码示例
+
+| 完整代码 | 含义解释 |
+|----------|----------|
+| `TU_LV_S3_M` | 上涨趋势_低波动_主升浪_中部位置 |
+| `TD_HV_S2_L` | 下跌趋势_高波动_加速期_下部位置 |
+| `RG_NV_SQ_U` | 震荡区间_正常波动_收敛形态_上沿位置 |
+| `BK_HV_UP_M` | 突破行情_高波动_向上突破_中部位置 |
+
+---
+
+## 六、核心识别指标
+
+### 6.1 趋势指标
+
+| 指标 | 计算方法 | 判断标准 |
+|------|----------|----------|
+| ADX | 14周期平均方向指数 | >40强趋势, 25-40中等, <25弱/震荡 |
+| 趋势评分 | 综合EMA/MACD/价格结构 | -100到+100, 正数多头，负数空头 |
+| EMA排列 | EMA20/50/200相对位置 | 多头排列/空头排列/混乱 |
+
+### 6.2 波动指标
+
+| 指标 | 计算方法 | 用途 |
+|------|----------|------|
+| ATR百分比 | ATR(14) / 当前价格 × 100% | 衡量相对波动幅度 |
+| 布林带宽度 | (上轨-下轨) / 中轨 × 100% | 衡量价格波动区间 |
+| 波动率排名 | 当前波动在历史中的分位 | 判断波动率高低 |
+
+### 6.3 动量指标
+
+| 指标 | 计算方法 | 判断标准 |
+|------|----------|----------|
+| RSI | 14周期相对强弱指数 | >70超买, <30超卖, 50中性 |
+| MACD柱 | MACD - Signal | 正数多头动能，负数空头动能 |
+| 动量评分 | 综合RSI/MACD/成交量 | 衡量当前动能强弱 |
+
+### 6.4 结构指标
+
+| 指标 | 说明 | 用途 |
+|------|------|------|
+| 高低点结构 | HH/HL/LH/LL序列 | 判断趋势结构 |
+| 支撑阻力位 | 关键价格水平 | 确定交易区间 |
+| 成交量形态 | 量价配合关系 | 验证价格走势 |
+
+---
+
+## 七、策略匹配矩阵
+
+### 7.1 行情类型与策略对应
+
+| 行情类型 | 推荐策略 | 建议仓位 | 止损设置 |
+|----------|----------|----------|----------|
+| 强势上涨·低波动 | 趋势跟踪+金字塔加仓 | 60-80% | ATR×2 |
+| 强势上涨·高波动 | 动量突破+快速止盈 | 40-60% | ATR×1.5 |
+| 上涨衰竭期 | 减仓+反转信号做空 | 20-30% | 前高 |
+| 恐慌下跌 | 观望或轻仓抄底 | 10-20% | 宽止损 |
+| 低波动震荡 | 网格交易 | 50-70% | 区间边界 |
+| 高波动震荡 | 波段高抛低吸 | 30-50% | ATR×2 |
+| 收敛等待 | 蓄势等突破 | 10-20% | - |
+| 向上突破 | 追涨+回踩加仓 | 50-70% | 突破位 |
+| 底部形成 | 分批建仓 | 20-40% | 新低 |
+
+### 7.2 网格策略参数匹配
+
+| 震荡类型 | 网格层数 | 网格间距 | 其他参数 |
+|----------|----------|----------|----------|
+| 窄幅低波动 | 30-50层 | 小间距 | 启用Maker Only |
+| 窄幅高波动 | 15-25层 | 小间距 | 快速成交模式 |
+| 宽幅低波动 | 10-20层 | 大间距 | 耐心等待成交 |
+| 宽幅高波动 | 15-25层 | 大间距 | 高利润目标 |
+| 收敛形态 | 暂停网格 | - | 等待突破信号 |
+| 区间上沿 | 偏空配置 | 中等 | 卖单权重增加 |
+| 区间下沿 | 偏多配置 | 中等 | 买单权重增加 |
+
+---
+
+## 八、实时监控建议
+
+### 8.1 状态转换触发条件
+
+| 当前状态 | 触发条件 | 转换到 |
+|----------|----------|--------|
+| 震荡区间 | 价格突破+放量+ADX上升 | 突破行情 |
+| 上涨趋势 | RSI顶背离+成交量萎缩 | 上涨衰竭 |
+| 下跌趋势 | RSI底背离+成交量萎缩 | 下跌衰竭 |
+| 突破行情 | 突破失败回落 | 震荡区间 |
+| 趋势衰竭 | 反向突破确认 | 反向趋势 |
+
+### 8.2 风险控制规则
+
+| 行情状态 | 最大仓位 | 单笔风险 | 特殊规则 |
+|----------|----------|----------|----------|
+| 强趋势 | 80% | 2% | 可加仓 |
+| 弱趋势 | 50% | 1.5% | 不加仓 |
+| 震荡 | 60% | 1% | 分散持仓 |
+| 转换期 | 30% | 1% | 减少操作 |
+| 高波动 | 40% | 0.5% | 宽止损 |
+
+---
+
+## 九、附录
+
+### 9.1 缩写对照表
+
+| 缩写 | 英文全称 | 中文含义 |
+|------|----------|----------|
+| TU | Trend Up | 上涨趋势 |
+| TD | Trend Down | 下跌趋势 |
+| RG | Range | 震荡区间 |
+| TR | Transition | 趋势转换 |
+| BK | Breakout | 突破行情 |
+| LV | Low Volatility | 低波动 |
+| HV | High Volatility | 高波动 |
+| NV | Normal Volatility | 正常波动 |
+| XLV | Extreme Low Vol | 极低波动 |
+| XHV | Extreme High Vol | 极高波动 |
+
+### 9.2 版本信息
+
+- 文档版本：v1.0
+- 创建日期：2026年1月
+- 适用范围：加密货币、外汇、股票等金融市场
+
+---
+
+*本文档用于量化交易系统的市场状态识别和策略匹配*

docs/plans/2026-01-17-grid-market-regime-design.md

@@ -0,0 +1,151 @@
+# 网格策略市场状态识别与风控设计
+
+## 概述
+
+增强网格策略的市场状态识别能力，实现震荡/趋势的精准判断，并根据不同震荡级别自动调整网格参数和风控策略。
+
+---
+
+## 一、市场状态识别
+
+### 1.1 识别维度（3个）
+
+| 维度 | 指标 | 作用 |
+|------|------|------|
+| 价格波动 | ATR14 + Bollinger带宽 | 判断震荡幅度 |
+| 趋势强度 | EMA20/50距离 + MACD | 判断是否有趋势 |
+| 动量 | RSI14 + 1h/4h涨跌幅 | 判断超买超卖 |
+
+### 1.2 箱体指标（新增）
+
+基于1小时K线的多周期Donchian通道：
+
+| 箱体级别 | 周期 | 覆盖时间 | 用途 |
+|----------|------|----------|------|
+| 短期箱体 | 72根1小时 | 3天 | 日内波动边界 |
+| 中期箱体 | 240根1小时 | 10天 | 周级别震荡区间 |
+| 长期箱体 | 500根1小时 | ~21天 | 大级别趋势边界 |
+
+### 1.3 判断方式
+
+由AI综合分析以上指标 + 原始K线序列 + 箱体位置，输出市场状态判断。
+
+---
+
+## 二、震荡分级与网格策略
+
+### 2.1 四级震荡分类
+
+| 级别 | 特征 | 判断依据 |
+|------|------|----------|
+| 窄幅震荡 | 价格在短期箱体内小幅波动 | Bollinger带宽 < 2%，ATR低 |
+| 标准震荡 | 价格在中期箱体内正常波动 | Bollinger带宽 2-3%，ATR正常 |
+| 宽幅震荡 | 价格接近中期箱体边缘 | Bollinger带宽 3-4%，ATR较高 |
+| 剧烈震荡 | 价格接近长期箱体边缘 | Bollinger带宽 > 4%，ATR高 |
+
+### 2.2 各级别对应的网格策略
+
+| 级别 | 网格密度 | 网格范围 | 单格仓位 | 总仓位上限 | 有效杠杆上限 |
+|------|----------|----------|----------|------------|--------------|
+| 窄幅震荡 | 密集 | 窄 | 小 | 30-40% | 2x |
+| 标准震荡 | 正常 | 中等 | 正常 | 60-70% | 3-4x |
+| 宽幅震荡 | 稀疏 | 宽 | 正常 | 50-60% | 3x |
+| 剧烈震荡 | 最稀疏 | 最宽 | 小 | 30-40% | 2x |
+
+**核心原则：**
+- 窄幅震荡：单格仓位小 + 总仓位上限低（防击穿风险）
+- 剧烈震荡：同样保守（随时可能变趋势）
+- 标准震荡：才是放量的最佳时机
+
+---
+
+## 三、突破处理与恢复机制
+
+### 3.1 突破判断与处理
+
+**确认方式：** 收盘价突破箱体后，持续3根1小时K线不回箱体
+
+| 箱体级别 | 突破处理 |
+|----------|----------|
+| 短期箱体突破 | 降低仓位到 50% |
+| 中期箱体突破 | 暂停网格 + 取消挂单 |
+| 长期箱体突破 | 暂停网格 + 取消挂单 + 平掉所有持仓 |
+
+### 3.2 假突破恢复
+
+**价格回到箱体内 → 以50%仓位恢复网格**
+
+---
+
+## 四、前端风控面板
+
+### 4.1 需要展示的信息
+
+| 类别 | 显示内容 |
+|------|----------|
+| 杠杆信息 | 当前杠杆、有效杠杆、系统推荐杠杆 |
+| 仓位信息 | 当前仓位、最大仓位、仓位占比 |
+| 爆仓信息 | 爆仓价格、爆仓距离(%) |
+| 市场状态 | 当前震荡级别(窄幅/标准/宽幅/剧烈) |
+| 箱体状态 | 短期/中期/长期箱体上下沿、当前价格位置 |
+
+---
+
+## 五、实现要点
+
+### 5.1 后端新增
+
+1. **箱体指标计算** (`market/data.go`)
+   - 新增 `calculateDonchian(klines, period)` 函数
+   - 返回 upper(最高价), lower(最低价)
+   - 支持72/240/500三个周期
+
+2. **市场状态评估** (`kernel/grid_engine.go`)
+   - 更新AI prompt，加入箱体指标和K线序列
+   - AI输出震荡级别判断
+
+3. **网格参数动态调整** (`trader/auto_trader_grid.go`)
+   - 根据震荡级别自动调整：网格密度、范围、仓位、杠杆
+   - 实现有效杠杆上限控制
+
+4. **突破处理逻辑** (`trader/auto_trader_grid.go`)
+   - 实现三级箱体突破检测
+   - 实现3根K线确认逻辑
+   - 实现降级恢复机制
+
+### 5.2 前端新增
+
+1. **风控面板组件**
+   - 杠杆信息展示
+   - 仓位信息展示
+   - 爆仓信息展示
+   - 市场状态展示
+   - 箱体状态可视化
+
+### 5.3 数据模型更新
+
+1. **GridConfigModel** 新增字段：
+   - `EffectiveLeverageLimit` - 有效杠杆上限
+   - `ShortBoxPeriod` - 短期箱体周期 (默认72)
+   - `MidBoxPeriod` - 中期箱体周期 (默认240)
+   - `LongBoxPeriod` - 长期箱体周期 (默认500)
+
+2. **GridInstanceModel** 新增字段：
+   - `CurrentRegimeLevel` - 当前震荡级别 (narrow/standard/wide/volatile)
+   - `ShortBoxUpper/Lower` - 短期箱体上下沿
+   - `MidBoxUpper/Lower` - 中期箱体上下沿
+   - `LongBoxUpper/Lower` - 长期箱体上下沿
+   - `BreakoutStatus` - 突破状态 (none/short/mid/long)
+   - `BreakoutConfirmCount` - 突破确认K线计数
+
+---
+
+## 六、风险控制总结
+
+| 控制点 | 机制 |
+|--------|------|
+| 仓位控制 | 根据震荡级别限制总仓位上限 (30-70%) |
+| 杠杆控制 | 根据震荡级别限制有效杠杆 (2-4x) |
+| 突破保护 | 三级箱体突破分级处理 |
+| 假突破恢复 | 50%仓位降级恢复 |
+| 爆仓预防 | 前端展示爆仓距离，系统自动限制杠杆 |

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=

install-stable.sh

@@ -0,0 +1,106 @@
+#!/bin/bash
+#
+# NOFX Stable Release Installation Script
+#
+# Usage:
+#   curl -fsSL https://raw.githubusercontent.com/NoFxAiOS/nofx/release/stable/install-stable.sh | bash
+#
+
+set -e
+
+RED='\033[0;31m'
+GREEN='\033[0;32m'
+YELLOW='\033[1;33m'
+BLUE='\033[0;34m'
+NC='\033[0m'
+
+INSTALL_DIR="${1:-$HOME/nofx}"
+COMPOSE_FILE="docker-compose.stable.yml"
+GITHUB_RAW="https://raw.githubusercontent.com/NoFxAiOS/nofx/release/stable"
+
+echo -e "${BLUE}"
+echo "╔════════════════════════════════════════════════════════════╗"
+echo "║                 NOFX Stable Release                        ║"
+echo "╚════════════════════════════════════════════════════════════╝"
+echo -e "${NC}"
+
+check_docker() {
+    if ! command -v docker &> /dev/null; then
+        echo -e "${RED}Error: Docker is not installed.${NC}"
+        exit 1
+    fi
+    if ! docker info &> /dev/null; then
+        echo -e "${RED}Error: Docker daemon is not running.${NC}"
+        exit 1
+    fi
+    if docker compose version &> /dev/null; then
+        COMPOSE_CMD="docker compose"
+    elif command -v docker-compose &> /dev/null; then
+        COMPOSE_CMD="docker-compose"
+    else
+        echo -e "${RED}Error: Docker Compose is not available.${NC}"
+        exit 1
+    fi
+    echo -e "${GREEN}✓ Docker ready${NC}"
+}
+
+setup_directory() {
+    mkdir -p "$INSTALL_DIR"
+    cd "$INSTALL_DIR"
+    echo -e "${GREEN}✓ Directory: $INSTALL_DIR${NC}"
+}
+
+download_files() {
+    curl -fsSL "$GITHUB_RAW/$COMPOSE_FILE" -o docker-compose.yml
+    echo -e "${GREEN}✓ Config downloaded${NC}"
+}
+
+generate_env() {
+    if [ -f ".env" ]; then
+        echo -e "${GREEN}✓ .env exists${NC}"
+        return
+    fi
+    JWT_SECRET=$(openssl rand -base64 32)
+    DATA_ENCRYPTION_KEY=$(openssl rand -base64 32)
+    RSA_PRIVATE_KEY=$(openssl genrsa 2048 2>/dev/null | tr '\n' '\\' | sed 's/\\/\\n/g' | sed 's/\\n$//')
+    cat > .env << EOF
+NOFX_BACKEND_PORT=8080
+NOFX_FRONTEND_PORT=3000
+TZ=Asia/Shanghai
+JWT_SECRET=${JWT_SECRET}
+DATA_ENCRYPTION_KEY=${DATA_ENCRYPTION_KEY}
+RSA_PRIVATE_KEY=${RSA_PRIVATE_KEY}
+EOF
+    echo -e "${GREEN}✓ Keys generated${NC}"
+}
+
+start_services() {
+    $COMPOSE_CMD pull
+    $COMPOSE_CMD up -d
+    echo -e "${GREEN}✓ Services started${NC}"
+}
+
+get_server_ip() {
+    local ip=$(curl -s --max-time 3 ifconfig.me 2>/dev/null || echo "")
+    echo "${ip:-127.0.0.1}"
+}
+
+print_success() {
+    local IP=$(get_server_ip)
+    echo ""
+    echo -e "${GREEN}Installation Complete!${NC}"
+    echo -e "  Web: http://${IP}:3000"
+    echo -e "  API: http://${IP}:8080"
+    echo ""
+}
+
+main() {
+    check_docker
+    setup_directory
+    download_files
+    generate_env
+    start_services
+    print_success
+}
+
+main

kernel/engine.go

@@ -1,4 +1,4 @@
-package decision
+package kernel
 
 import (
 	"encoding/json"
@@ -8,7 +8,7 @@ import (
 	"nofx/logger"
 	"nofx/market"
 	"nofx/mcp"
-	"nofx/provider"
+	"nofx/provider/nofxos"
 	"nofx/security"
 	"nofx/store"
 	"regexp"
@@ -119,8 +119,10 @@ type Context struct {
 	MultiTFMarket   map[string]map[string]*market.Data `json:"-"`
 	OITopDataMap    map[string]*OITopData              `json:"-"`
 	QuantDataMap    map[string]*QuantData              `json:"-"`
-	OIRankingData   *provider.OIRankingData                `json:"-"` // Market-wide OI ranking data
-	BTCETHLeverage  int                                `json:"-"`
+	OIRankingData      *nofxos.OIRankingData      `json:"-"` // Market-wide OI ranking data
+	NetFlowRankingData *nofxos.NetFlowRankingData `json:"-"` // Market-wide fund flow ranking data
+	PriceRankingData   *nofxos.PriceRankingData   `json:"-"` // Market-wide price gainers/losers
+	BTCETHLeverage     int                          `json:"-"`
 	AltcoinLeverage int                                `json:"-"`
 	Timeframes      []string                           `json:"-"`
 }
@@ -128,7 +130,8 @@ type Context struct {
 // Decision AI trading decision
 type Decision struct {
 	Symbol string `json:"symbol"`
-	Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short", "hold", "wait"
+	Action string `json:"action"` // Standard: "open_long", "open_short", "close_long", "close_short", "hold", "wait"
+	// Grid actions: "place_buy_limit", "place_sell_limit", "cancel_order", "cancel_all_orders", "pause_grid", "resume_grid", "adjust_grid"
 
 	// Opening position parameters
 	Leverage        int     `json:"leverage,omitempty"`
@@ -136,6 +139,12 @@ type Decision struct {
 	StopLoss        float64 `json:"stop_loss,omitempty"`
 	TakeProfit      float64 `json:"take_profit,omitempty"`
 
+	// Grid trading parameters
+	Price      float64 `json:"price,omitempty"`       // Limit order price (for grid)
+	Quantity   float64 `json:"quantity,omitempty"`    // Order quantity (for grid)
+	LevelIndex int     `json:"level_index,omitempty"` // Grid level index
+	OrderID    string  `json:"order_id,omitempty"`    // Order ID (for cancel)
+
 	// Common parameters
 	Confidence int     `json:"confidence,omitempty"` // Confidence level (0-100)
 	RiskUSD    float64 `json:"risk_usd,omitempty"`   // Maximum USD risk
@@ -189,12 +198,23 @@ type OIDeltaData struct {
 
 // StrategyEngine strategy execution engine
 type StrategyEngine struct {
-	config *store.StrategyConfig
+	config       *store.StrategyConfig
+	nofxosClient *nofxos.Client
 }
 
 // NewStrategyEngine creates strategy execution engine
 func NewStrategyEngine(config *store.StrategyConfig) *StrategyEngine {
-	return &StrategyEngine{config: config}
+	// Create NofxOS client with API key from config
+	apiKey := config.Indicators.NofxOSAPIKey
+	if apiKey == "" {
+		apiKey = nofxos.DefaultAuthKey
+	}
+	client := nofxos.NewClient(nofxos.DefaultBaseURL, apiKey)
+
+	return &StrategyEngine{
+		config:       config,
+		nofxosClient: client,
+	}
 }
 
 // GetRiskControlConfig gets risk control configuration
@@ -202,6 +222,19 @@ func (e *StrategyEngine) GetRiskControlConfig() store.RiskControlConfig {
 	return e.config.RiskControl
 }
 
+// GetLanguage returns the language from config or falls back to auto-detection
+func (e *StrategyEngine) GetLanguage() Language {
+	switch e.config.Language {
+	case "zh":
+		return LangChinese
+	case "en":
+		return LangEnglish
+	default:
+		// Fall back to auto-detection from prompt content for backward compatibility
+		return detectLanguage(e.config.PromptSections.RoleDefinition)
+	}
+}
+
 // GetConfig gets complete strategy configuration
 func (e *StrategyEngine) GetConfig() *store.StrategyConfig {
 	return e.config
@@ -239,7 +272,7 @@ func GetFullDecisionWithStrategy(ctx *Context, mcpClient mcp.AIClient, engine *S
 	// Ensure OITopDataMap is initialized
 	if ctx.OITopDataMap == nil {
 		ctx.OITopDataMap = make(map[string]*OITopData)
-		oiPositions, err := provider.GetOITopPositions()
+		oiPositions, err := engine.nofxosClient.GetOITopPositions()
 		if err == nil {
 			for _, pos := range oiPositions {
 				ctx.OITopDataMap[pos.Symbol] = &OITopData{
@@ -385,13 +418,6 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
 
 	coinSource := e.config.CoinSource
 
-	if coinSource.CoinPoolAPIURL != "" {
-		provider.SetCoinPoolAPI(coinSource.CoinPoolAPIURL)
-	}
-	if coinSource.OITopAPIURL != "" {
-		provider.SetOITopAPI(coinSource.OITopAPIURL)
-	}
-
 	switch coinSource.SourceType {
 	case "static":
 		for _, symbol := range coinSource.StaticCoins {
@@ -401,12 +427,13 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
 				Sources: []string{"static"},
 			})
 		}
-		return candidates, nil
 
-	case "coinpool":
-		// 检查 use_coin_pool 标志，如果为 false 则回退到静态币种
-		if !coinSource.UseCoinPool {
-			logger.Infof("⚠️  source_type is 'coinpool' but use_coin_pool is false, falling back to static coins")
+		return e.filterExcludedCoins(candidates), nil
+
+	case "ai500":
+		// 检查 use_ai500 标志，如果为 false 则回退到静态币种
+		if !coinSource.UseAI500 {
+			logger.Infof("⚠️  source_type is 'ai500' but use_ai500 is false, falling back to static coins")
 			for _, symbol := range coinSource.StaticCoins {
 				symbol = market.Normalize(symbol)
 				candidates = append(candidates, CandidateCoin{
@@ -414,9 +441,14 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
 					Sources: []string{"static"},
 				})
 			}
-			return candidates, nil
+			return e.filterExcludedCoins(candidates), nil
 		}
-		return e.getCoinPoolCoins(coinSource.CoinPoolLimit)
+		coins, err := e.getAI500Coins(coinSource.AI500Limit)
+		if err != nil {
+			return nil, err
+		}
+		// 空列表是正常情况，直接返回
+		return e.filterExcludedCoins(coins), nil
 
 	case "oi_top":
 		// 检查 use_oi_top 标志，如果为 false 则回退到静态币种
@@ -429,15 +461,40 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
 					Sources: []string{"static"},
 				})
 			}
-			return candidates, nil
+			return e.filterExcludedCoins(candidates), nil
 		}
-		return e.getOITopCoins(coinSource.OITopLimit)
+		coins, err := e.getOITopCoins(coinSource.OITopLimit)
+		if err != nil {
+			return nil, err
+		}
+		// 空列表是正常情况，直接返回
+		return e.filterExcludedCoins(coins), nil
+
+	case "oi_low":
+		// 持仓减少榜，适合做空
+		if !coinSource.UseOILow {
+			logger.Infof("⚠️  source_type is 'oi_low' but use_oi_low is false, falling back to static coins")
+			for _, symbol := range coinSource.StaticCoins {
+				symbol = market.Normalize(symbol)
+				candidates = append(candidates, CandidateCoin{
+					Symbol:  symbol,
+					Sources: []string{"static"},
+				})
+			}
+			return e.filterExcludedCoins(candidates), nil
+		}
+		coins, err := e.getOILowCoins(coinSource.OILowLimit)
+		if err != nil {
+			return nil, err
+		}
+		// 空列表是正常情况，直接返回
+		return e.filterExcludedCoins(coins), nil
 
 	case "mixed":
-		if coinSource.UseCoinPool {
-			poolCoins, err := e.getCoinPoolCoins(coinSource.CoinPoolLimit)
+		if coinSource.UseAI500 {
+			poolCoins, err := e.getAI500Coins(coinSource.AI500Limit)
 			if err != nil {
-				logger.Infof("⚠️  Failed to get AI500 coin pool: %v", err)
+				logger.Infof("⚠️  Failed to get AI500 coins: %v", err)
 			} else {
 				for _, coin := range poolCoins {
 					symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "ai500")
@@ -456,6 +513,17 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
 			}
 		}
 
+		if coinSource.UseOILow {
+			oiLowCoins, err := e.getOILowCoins(coinSource.OILowLimit)
+			if err != nil {
+				logger.Infof("⚠️  Failed to get OI Low: %v", err)
+			} else {
+				for _, coin := range oiLowCoins {
+					symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "oi_low")
+				}
+			}
+		}
+
 		for _, symbol := range coinSource.StaticCoins {
 			symbol = market.Normalize(symbol)
 			if _, exists := symbolSources[symbol]; !exists {
@@ -471,19 +539,45 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
 				Sources: sources,
 			})
 		}
-		return candidates, nil
+		return e.filterExcludedCoins(candidates), nil
 
 	default:
 		return nil, fmt.Errorf("unknown coin source type: %s", coinSource.SourceType)
 	}
 }
 
-func (e *StrategyEngine) getCoinPoolCoins(limit int) ([]CandidateCoin, error) {
+// filterExcludedCoins removes excluded coins from the candidates list
+func (e *StrategyEngine) filterExcludedCoins(candidates []CandidateCoin) []CandidateCoin {
+	if len(e.config.CoinSource.ExcludedCoins) == 0 {
+		return candidates
+	}
+
+	// Build excluded set for O(1) lookup
+	excluded := make(map[string]bool)
+	for _, coin := range e.config.CoinSource.ExcludedCoins {
+		normalized := market.Normalize(coin)
+		excluded[normalized] = true
+	}
+
+	// Filter out excluded coins
+	filtered := make([]CandidateCoin, 0, len(candidates))
+	for _, c := range candidates {
+		if !excluded[c.Symbol] {
+			filtered = append(filtered, c)
+		} else {
+			logger.Infof("🚫 Excluded coin: %s", c.Symbol)
+		}
+	}
+
+	return filtered
+}
+
+func (e *StrategyEngine) getAI500Coins(limit int) ([]CandidateCoin, error) {
 	if limit <= 0 {
 		limit = 30
 	}
 
-	symbols, err := provider.GetTopRatedCoins(limit)
+	symbols, err := e.nofxosClient.GetTopRatedCoins(limit)
 	if err != nil {
 		return nil, err
 	}
@@ -500,10 +594,10 @@ func (e *StrategyEngine) getCoinPoolCoins(limit int) ([]CandidateCoin, error) {
 
 func (e *StrategyEngine) getOITopCoins(limit int) ([]CandidateCoin, error) {
 	if limit <= 0 {
-		limit = 20
+		limit = 10
 	}
 
-	positions, err := provider.GetOITopPositions()
+	positions, err := e.nofxosClient.GetOITopPositions()
 	if err != nil {
 		return nil, err
 	}
@@ -522,6 +616,30 @@ func (e *StrategyEngine) getOITopCoins(limit int) ([]CandidateCoin, error) {
 	return candidates, nil
 }
 
+func (e *StrategyEngine) getOILowCoins(limit int) ([]CandidateCoin, error) {
+	if limit <= 0 {
+		limit = 10
+	}
+
+	positions, err := e.nofxosClient.GetOILowPositions()
+	if err != nil {
+		return nil, err
+	}
+
+	var candidates []CandidateCoin
+	for i, pos := range positions {
+		if i >= limit {
+			break
+		}
+		symbol := market.Normalize(pos.Symbol)
+		candidates = append(candidates, CandidateCoin{
+			Symbol:  symbol,
+			Sources: []string{"oi_low"},
+		})
+	}
+	return candidates, nil
+}
+
 // ============================================================================
 // External & Quant Data
 // ============================================================================
@@ -610,50 +728,82 @@ func extractJSONPath(data interface{}, path string) interface{} {
 
 // FetchQuantData fetches quantitative data for a single coin
 func (e *StrategyEngine) FetchQuantData(symbol string) (*QuantData, error) {
-	if !e.config.Indicators.EnableQuantData || e.config.Indicators.QuantDataAPIURL == "" {
+	if !e.config.Indicators.EnableQuantData {
 		return nil, nil
 	}
 
-	apiURL := e.config.Indicators.QuantDataAPIURL
-	url := strings.Replace(apiURL, "{symbol}", symbol, -1)
+	// Use nofxos client with unified API key
+	include := "oi,price"
+	if e.config.Indicators.EnableQuantNetflow {
+		include = "netflow,oi,price"
+	}
 
-	// SSRF Protection: Validate URL before making request
-	resp, err := security.SafeGet(url, 10*time.Second)
+	nofxosData, err := e.nofxosClient.GetCoinData(symbol, include)
 	if err != nil {
-		return nil, fmt.Errorf("request failed: %w", err)
-	}
-	defer resp.Body.Close()
-
-	if resp.StatusCode != http.StatusOK {
-		return nil, fmt.Errorf("HTTP status code: %d", resp.StatusCode)
+		return nil, fmt.Errorf("failed to fetch quant data: %w", err)
 	}
 
-	body, err := io.ReadAll(resp.Body)
-	if err != nil {
-		return nil, fmt.Errorf("failed to read response: %w", err)
+	if nofxosData == nil {
+		return nil, nil
 	}
 
-	var apiResp struct {
-		Code int        `json:"code"`
-		Data *QuantData `json:"data"`
+	// Convert nofxos.QuantData to kernel.QuantData
+	quantData := &QuantData{
+		Symbol:      nofxosData.Symbol,
+		Price:       nofxosData.Price,
+		PriceChange: nofxosData.PriceChange,
 	}
 
-	if err := json.Unmarshal(body, &apiResp); err != nil {
-		return nil, fmt.Errorf("failed to parse JSON: %w", err)
+	// Convert OI data
+	if nofxosData.OI != nil {
+		quantData.OI = make(map[string]*OIData)
+		for exchange, oiData := range nofxosData.OI {
+			if oiData != nil {
+				kData := &OIData{
+					CurrentOI: oiData.CurrentOI,
+				}
+				if oiData.Delta != nil {
+					kData.Delta = make(map[string]*OIDeltaData)
+					for dur, delta := range oiData.Delta {
+						if delta != nil {
+							kData.Delta[dur] = &OIDeltaData{
+								OIDelta:        delta.OIDelta,
+								OIDeltaValue:   delta.OIDeltaValue,
+								OIDeltaPercent: delta.OIDeltaPercent,
+							}
+						}
+					}
+				}
+				quantData.OI[exchange] = kData
+			}
+		}
 	}
 
-	if apiResp.Code != 0 {
-		return nil, fmt.Errorf("API returned error code: %d", apiResp.Code)
+	// Convert Netflow data
+	if nofxosData.Netflow != nil {
+		quantData.Netflow = &NetflowData{}
+		if nofxosData.Netflow.Institution != nil {
+			quantData.Netflow.Institution = &FlowTypeData{
+				Future: nofxosData.Netflow.Institution.Future,
+				Spot:   nofxosData.Netflow.Institution.Spot,
+			}
+		}
+		if nofxosData.Netflow.Personal != nil {
+			quantData.Netflow.Personal = &FlowTypeData{
+				Future: nofxosData.Netflow.Personal.Future,
+				Spot:   nofxosData.Netflow.Personal.Spot,
+			}
+		}
 	}
 
-	return apiResp.Data, nil
+	return quantData, nil
 }
 
 // FetchQuantDataBatch batch fetches quantitative data
 func (e *StrategyEngine) FetchQuantDataBatch(symbols []string) map[string]*QuantData {
 	result := make(map[string]*QuantData)
 
-	if !e.config.Indicators.EnableQuantData || e.config.Indicators.QuantDataAPIURL == "" {
+	if !e.config.Indicators.EnableQuantData {
 		return result
 	}
 
@@ -672,28 +822,12 @@ func (e *StrategyEngine) FetchQuantDataBatch(symbols []string) map[string]*Quant
 }
 
 // FetchOIRankingData fetches market-wide OI ranking data
-func (e *StrategyEngine) FetchOIRankingData() *provider.OIRankingData {
+func (e *StrategyEngine) FetchOIRankingData() *nofxos.OIRankingData {
 	indicators := e.config.Indicators
 	if !indicators.EnableOIRanking {
 		return nil
 	}
 
-	baseURL := indicators.OIRankingAPIURL
-	if baseURL == "" {
-		baseURL = "http://nofxaios.com:30006"
-	}
-
-	// Get auth key from existing API URL or use default
-	authKey := "cm_568c67eae410d912c54c"
-	if indicators.QuantDataAPIURL != "" {
-		if idx := strings.Index(indicators.QuantDataAPIURL, "auth="); idx != -1 {
-			authKey = indicators.QuantDataAPIURL[idx+5:]
-			if ampIdx := strings.Index(authKey, "&"); ampIdx != -1 {
-				authKey = authKey[:ampIdx]
-			}
-		}
-	}
-
 	duration := indicators.OIRankingDuration
 	if duration == "" {
 		duration = "1h"
@@ -706,7 +840,7 @@ func (e *StrategyEngine) FetchOIRankingData() *provider.OIRankingData {
 
 	logger.Infof("📊 Fetching OI ranking data (duration: %s, limit: %d)", duration, limit)
 
-	data, err := provider.GetOIRankingData(baseURL, authKey, duration, limit)
+	data, err := e.nofxosClient.GetOIRanking(duration, limit)
 	if err != nil {
 		logger.Warnf("⚠️  Failed to fetch OI ranking data: %v", err)
 		return nil
@@ -718,6 +852,68 @@ func (e *StrategyEngine) FetchOIRankingData() *provider.OIRankingData {
 	return data
 }
 
+// FetchNetFlowRankingData fetches market-wide NetFlow ranking data
+func (e *StrategyEngine) FetchNetFlowRankingData() *nofxos.NetFlowRankingData {
+	indicators := e.config.Indicators
+	if !indicators.EnableNetFlowRanking {
+		return nil
+	}
+
+	duration := indicators.NetFlowRankingDuration
+	if duration == "" {
+		duration = "1h"
+	}
+
+	limit := indicators.NetFlowRankingLimit
+	if limit <= 0 {
+		limit = 10
+	}
+
+	logger.Infof("💰 Fetching NetFlow ranking data (duration: %s, limit: %d)", duration, limit)
+
+	data, err := e.nofxosClient.GetNetFlowRanking(duration, limit)
+	if err != nil {
+		logger.Warnf("⚠️  Failed to fetch NetFlow ranking data: %v", err)
+		return nil
+	}
+
+	logger.Infof("✓ NetFlow ranking data ready: inst_in=%d, inst_out=%d, retail_in=%d, retail_out=%d",
+		len(data.InstitutionFutureTop), len(data.InstitutionFutureLow),
+		len(data.PersonalFutureTop), len(data.PersonalFutureLow))
+
+	return data
+}
+
+// FetchPriceRankingData fetches market-wide price ranking data (gainers/losers)
+func (e *StrategyEngine) FetchPriceRankingData() *nofxos.PriceRankingData {
+	indicators := e.config.Indicators
+	if !indicators.EnablePriceRanking {
+		return nil
+	}
+
+	durations := indicators.PriceRankingDuration
+	if durations == "" {
+		durations = "1h"
+	}
+
+	limit := indicators.PriceRankingLimit
+	if limit <= 0 {
+		limit = 10
+	}
+
+	logger.Infof("📈 Fetching Price ranking data (durations: %s, limit: %d)", durations, limit)
+
+	data, err := e.nofxosClient.GetPriceRanking(durations, limit)
+	if err != nil {
+		logger.Warnf("⚠️  Failed to fetch Price ranking data: %v", err)
+		return nil
+	}
+
+	logger.Infof("✓ Price ranking data ready for %d durations", len(data.Durations))
+
+	return data
+}
+
 // ============================================================================
 // Prompt Building - System Prompt
 // ============================================================================
@@ -729,7 +925,7 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
 	promptSections := e.config.PromptSections
 
 	// 0. Data Dictionary & Schema (ensure AI understands all fields)
-	lang := detectLanguage(promptSections.RoleDefinition)
+	lang := e.GetLanguage()
 	schemaPrompt := GetSchemaPrompt(lang)
 	sb.WriteString(schemaPrompt)
 	sb.WriteString("\n\n")
@@ -920,7 +1116,7 @@ func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder) {
 		sb.WriteString("- Funding rate\n")
 	}
 
-	if len(e.config.CoinSource.StaticCoins) > 0 || e.config.CoinSource.UseCoinPool || e.config.CoinSource.UseOITop {
+	if len(e.config.CoinSource.StaticCoins) > 0 || e.config.CoinSource.UseAI500 || e.config.CoinSource.UseOITop {
 		sb.WriteString("- AI500 / OI_Top filter tags (if available)\n")
 	}
 
@@ -976,8 +1172,8 @@ func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
 
 	// Historical trading statistics (helps AI understand past performance)
 	if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
-		// Detect language from strategy config
-		lang := detectLanguage(e.config.PromptSections.RoleDefinition)
+		// Get language from strategy config
+		lang := e.GetLanguage()
 
 		// Win/Loss ratio
 		var winLossRatio float64
@@ -1081,9 +1277,25 @@ func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
 	}
 	sb.WriteString("\n")
 
+	// Get language for market data formatting
+	nofxosLang := nofxos.LangEnglish
+	if e.GetLanguage() == LangChinese {
+		nofxosLang = nofxos.LangChinese
+	}
+
 	// OI Ranking data (market-wide open interest changes)
 	if ctx.OIRankingData != nil {
-		sb.WriteString(provider.FormatOIRankingForAI(ctx.OIRankingData))
+		sb.WriteString(nofxos.FormatOIRankingForAI(ctx.OIRankingData, nofxosLang))
+	}
+
+	// NetFlow Ranking data (market-wide fund flow)
+	if ctx.NetFlowRankingData != nil {
+		sb.WriteString(nofxos.FormatNetFlowRankingForAI(ctx.NetFlowRankingData, nofxosLang))
+	}
+
+	// Price Ranking data (market-wide gainers/losers)
+	if ctx.PriceRankingData != nil {
+		sb.WriteString(nofxos.FormatPriceRankingForAI(ctx.PriceRankingData, nofxosLang))
 	}
 
 	sb.WriteString("---\n\n")
@@ -1134,13 +1346,38 @@ func (e *StrategyEngine) formatPositionInfo(index int, pos PositionInfo, ctx *Co
 
 func (e *StrategyEngine) formatCoinSourceTag(sources []string) string {
 	if len(sources) > 1 {
-		return " (AI500+OI_Top dual signal)"
+		// 多信号源组合
+		hasAI500 := false
+		hasOITop := false
+		hasOILow := false
+		for _, s := range sources {
+			switch s {
+			case "ai500":
+				hasAI500 = true
+			case "oi_top":
+				hasOITop = true
+			case "oi_low":
+				hasOILow = true
+			}
+		}
+		if hasAI500 && hasOITop {
+			return " (AI500+OI_Top dual signal)"
+		}
+		if hasAI500 && hasOILow {
+			return " (AI500+OI_Low dual signal)"
+		}
+		if hasOITop && hasOILow {
+			return " (OI_Top+OI_Low)"
+		}
+		return " (Multiple sources)"
 	} else if len(sources) == 1 {
 		switch sources[0] {
 		case "ai500":
 			return " (AI500)"
 		case "oi_top":
-			return " (OI_Top position growth)"
+			return " (OI_Top 持仓增加)"
+		case "oi_low":
+			return " (OI_Low 持仓减少)"
 		case "static":
 			return " (Manual selection)"
 		}
@@ -1612,8 +1849,8 @@ func compactArrayOpen(s string) string {
 // ============================================================================
 
 func validateDecisions(decisions []Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
-	for i, decision := range decisions {
-		if err := validateDecision(&decision, accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
+	for i := range decisions {
+		if err := validateDecision(&decisions[i], accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
 			return fmt.Errorf("decision #%d validation failed: %w", i+1, err)
 		}
 	}

kernel/formatter.go

@@ -1,8 +1,9 @@
-package decision
+package kernel
 
 import (
 	"fmt"
 	"nofx/market"
+	"nofx/provider/nofxos"
 	"sort"
 	"strings"
 	"time"
@@ -89,11 +90,11 @@ func formatContextData(ctx *Context, lang Language) string {
 
 	// 7. OI排名数据（如果有）
 	if ctx.OIRankingData != nil {
+		nofxosLang := nofxos.LangEnglish
 		if lang == LangChinese {
-			sb.WriteString(formatOIRankingZH(ctx.OIRankingData))
-		} else {
-			sb.WriteString(formatOIRankingEN(ctx.OIRankingData))
+			nofxosLang = nofxos.LangChinese
 		}
+		sb.WriteString(nofxos.FormatOIRankingForAI(ctx.OIRankingData, nofxosLang))
 	}
 
 	return sb.String()
@@ -354,11 +355,6 @@ func formatKlineDataZH(symbol string, tfData map[string]*market.TimeframeSeriesD
 	return sb.String()
 }
 
-// formatOIRankingZH 格式化OI排名数据（中文）
-func formatOIRankingZH(oiData interface{}) string {
-	// TODO: 根据实际OIRankingData结构实现
-	return "## 市场持仓量排名\n\n(数据加载中...)\n\n"
-}
 
 // getOIInterpretationZH 获取OI变化解读（中文）
 func getOIInterpretationZH(oiChange, priceChange string) string {
@@ -624,10 +620,6 @@ func formatKlineDataEN(symbol string, tfData map[string]*market.TimeframeSeriesD
 	return sb.String()
 }
 
-// formatOIRankingEN 格式化OI排名数据（英文）
-func formatOIRankingEN(oiData interface{}) string {
-	return "## Market-wide OI Ranking\n\n(Loading data...)\n\n"
-}
 
 // getOIInterpretationEN 获取OI变化解读（英文）
 func getOIInterpretationEN(oiChange, priceChange string) string {

kernel/grid_engine.go

@@ -0,0 +1,618 @@
+package kernel
+
+import (
+	"encoding/json"
+	"fmt"
+	"nofx/logger"
+	"nofx/market"
+	"nofx/mcp"
+	"nofx/store"
+	"strings"
+	"time"
+)
+
+// ============================================================================
+// Grid Trading Context and Types
+// ============================================================================
+
+// GridLevelInfo represents a single grid level's current state
+type GridLevelInfo struct {
+	Index          int     `json:"index"`            // Level index (0 = lowest)
+	Price          float64 `json:"price"`            // Target price for this level
+	State          string  `json:"state"`            // "empty", "pending", "filled"
+	Side           string  `json:"side"`             // "buy" or "sell"
+	OrderID        string  `json:"order_id"`         // Current order ID (if pending)
+	OrderQuantity  float64 `json:"order_quantity"`   // Order quantity
+	PositionSize   float64 `json:"position_size"`    // Position size (if filled)
+	PositionEntry  float64 `json:"position_entry"`   // Entry price (if filled)
+	AllocatedUSD   float64 `json:"allocated_usd"`    // USD allocated to this level
+	UnrealizedPnL  float64 `json:"unrealized_pnl"`   // Unrealized P&L (if filled)
+}
+
+// GridContext contains all information needed for AI grid decision making
+type GridContext struct {
+	// Basic info
+	Symbol       string    `json:"symbol"`
+	CurrentTime  string    `json:"current_time"`
+	CurrentPrice float64   `json:"current_price"`
+
+	// Grid configuration
+	GridCount       int     `json:"grid_count"`
+	TotalInvestment float64 `json:"total_investment"`
+	Leverage        int     `json:"leverage"`
+	UpperPrice      float64 `json:"upper_price"`
+	LowerPrice      float64 `json:"lower_price"`
+	GridSpacing     float64 `json:"grid_spacing"`
+	Distribution    string  `json:"distribution"`
+
+	// Grid state
+	Levels           []GridLevelInfo `json:"levels"`
+	ActiveOrderCount int             `json:"active_order_count"`
+	FilledLevelCount int             `json:"filled_level_count"`
+	IsPaused         bool            `json:"is_paused"`
+
+	// Market data
+	ATR14          float64 `json:"atr14"`
+	BollingerUpper float64 `json:"bollinger_upper"`
+	BollingerMiddle float64 `json:"bollinger_middle"`
+	BollingerLower float64 `json:"bollinger_lower"`
+	BollingerWidth float64 `json:"bollinger_width"` // Percentage
+	EMA20          float64 `json:"ema20"`
+	EMA50          float64 `json:"ema50"`
+	EMADistance    float64 `json:"ema_distance"` // Percentage
+	RSI14          float64 `json:"rsi14"`
+	MACD           float64 `json:"macd"`
+	MACDSignal     float64 `json:"macd_signal"`
+	MACDHistogram  float64 `json:"macd_histogram"`
+	FundingRate    float64 `json:"funding_rate"`
+	Volume24h      float64 `json:"volume_24h"`
+	PriceChange1h  float64 `json:"price_change_1h"`
+	PriceChange4h  float64 `json:"price_change_4h"`
+
+	// Account info
+	TotalEquity      float64 `json:"total_equity"`
+	AvailableBalance float64 `json:"available_balance"`
+	CurrentPosition  float64 `json:"current_position"` // Net position size
+	UnrealizedPnL    float64 `json:"unrealized_pnl"`
+
+	// Performance
+	TotalProfit   float64 `json:"total_profit"`
+	TotalTrades   int     `json:"total_trades"`
+	WinningTrades int     `json:"winning_trades"`
+	MaxDrawdown   float64 `json:"max_drawdown"`
+	DailyPnL      float64 `json:"daily_pnl"`
+
+	// 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"`
+}
+
+// ============================================================================
+// Grid Prompt Building
+// ============================================================================
+
+// BuildGridSystemPrompt builds the system prompt for grid trading AI
+func BuildGridSystemPrompt(config *store.GridStrategyConfig, lang string) string {
+	if lang == "zh" {
+		return buildGridSystemPromptZh(config)
+	}
+	return buildGridSystemPromptEn(config)
+}
+
+func buildGridSystemPromptZh(config *store.GridStrategyConfig) string {
+	return fmt.Sprintf(`# 你是一个专业的网格交易AI
+
+## 角色定义
+你是一个经验丰富的网格交易专家，负责管理 %s 的网格交易策略。你的任务是：
+1. 判断当前市场状态（震荡/趋势/高波动）
+2. 决定是否需要调整网格或暂停交易
+3. 管理每个网格层级的订单
+
+## 网格配置
+- 交易对: %s
+- 网格层数: %d
+- 总投资: %.2f USDT
+- 杠杆: %dx
+- 价格分布: %s
+
+## 决策规则
+
+### 市场状态判断
+- **震荡市场** (适合网格): 布林带宽度 < 3%%, EMA20/50 距离 < 1%%, 价格在布林带中轨附近
+- **趋势市场** (暂停网格): 布林带宽度 > 4%%, EMA20/50 距离 > 2%%, 价格持续突破布林带
+- **高波动市场** (谨慎): ATR异常放大, 价格剧烈波动
+
+### 可执行的操作
+- place_buy_limit: 在指定价格下买入限价单
+- place_sell_limit: 在指定价格下卖出限价单
+- cancel_order: 取消指定订单
+- cancel_all_orders: 取消所有订单
+- pause_grid: 暂停网格交易（趋势市场时）
+- resume_grid: 恢复网格交易（震荡市场时）
+- adjust_grid: 调整网格边界
+- hold: 保持当前状态不操作
+
+## 输出格式
+输出JSON数组，每个决策包含:
+- symbol: 交易对
+- action: 操作类型
+- price: 价格（限价单用）
+- quantity: 数量
+- level_index: 网格层级索引
+- order_id: 订单ID（取消订单用）
+- confidence: 置信度 0-100
+- reasoning: 决策理由
+
+示例:
+[
+  {"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "第2层价格接近，下买单"},
+  {"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "市场震荡，保持当前网格"}
+]
+`, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
+}
+
+func buildGridSystemPromptEn(config *store.GridStrategyConfig) string {
+	return fmt.Sprintf(`# You are a Professional Grid Trading AI
+
+## Role Definition
+You are an experienced grid trading expert managing a grid strategy for %s. Your tasks are:
+1. Assess current market regime (ranging/trending/volatile)
+2. Decide whether to adjust grid or pause trading
+3. Manage orders at each grid level
+
+## Grid Configuration
+- Symbol: %s
+- Grid Levels: %d
+- Total Investment: %.2f USDT
+- Leverage: %dx
+- Distribution: %s
+
+## Decision Rules
+
+### Market Regime Assessment
+- **Ranging Market** (ideal for grid): Bollinger width < 3%%, EMA20/50 distance < 1%%, price near middle band
+- **Trending Market** (pause grid): Bollinger width > 4%%, EMA20/50 distance > 2%%, price breaking bands
+- **High Volatility** (caution): ATR spike, erratic price movement
+
+### Available Actions
+- place_buy_limit: Place buy limit order at specified price
+- place_sell_limit: Place sell limit order at specified price
+- cancel_order: Cancel specific order
+- cancel_all_orders: Cancel all orders
+- pause_grid: Pause grid trading (in trending market)
+- resume_grid: Resume grid trading (in ranging market)
+- adjust_grid: Adjust grid boundaries
+- hold: Maintain current state
+
+## Output Format
+Output JSON array, each decision contains:
+- symbol: Trading pair
+- action: Action type
+- price: Price (for limit orders)
+- quantity: Quantity
+- level_index: Grid level index
+- order_id: Order ID (for cancel)
+- confidence: Confidence 0-100
+- reasoning: Decision reason
+
+Example:
+[
+  {"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "Level 2 price approaching, place buy order"},
+  {"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "Market ranging, maintain current grid"}
+]
+`, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
+}
+
+// BuildGridUserPrompt builds the user prompt with current grid context
+func BuildGridUserPrompt(ctx *GridContext, lang string) string {
+	if lang == "zh" {
+		return buildGridUserPromptZh(ctx)
+	}
+	return buildGridUserPromptEn(ctx)
+}
+
+func buildGridUserPromptZh(ctx *GridContext) string {
+	var sb strings.Builder
+
+	sb.WriteString(fmt.Sprintf("## 当前时间: %s\n\n", ctx.CurrentTime))
+
+	// Market data section
+	sb.WriteString("## 市场数据\n")
+	sb.WriteString(fmt.Sprintf("- 当前价格: $%.2f\n", ctx.CurrentPrice))
+	sb.WriteString(fmt.Sprintf("- 1小时涨跌: %.2f%%\n", ctx.PriceChange1h))
+	sb.WriteString(fmt.Sprintf("- 4小时涨跌: %.2f%%\n", ctx.PriceChange4h))
+	sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
+	sb.WriteString(fmt.Sprintf("- 布林带: 上轨 $%.2f, 中轨 $%.2f, 下轨 $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
+	sb.WriteString(fmt.Sprintf("- 布林带宽度: %.2f%%\n", ctx.BollingerWidth))
+	sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, 距离: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
+	sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
+	sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
+	sb.WriteString(fmt.Sprintf("- 资金费率: %.4f%%\n", ctx.FundingRate*100))
+	sb.WriteString("\n")
+
+	// Box Indicator Section
+	if ctx.BoxData != nil {
+		sb.WriteString("## 箱体指标 (唐奇安通道)\n\n")
+		sb.WriteString("| 箱体级别 | 上轨 | 下轨 | 宽度 |\n")
+		sb.WriteString("|----------|------|------|------|\n")
+
+		shortWidth := 0.0
+		midWidth := 0.0
+		longWidth := 0.0
+
+		if ctx.BoxData.CurrentPrice > 0 {
+			shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100
+			midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100
+			longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
+		}
+
+		sb.WriteString(fmt.Sprintf("| 短期 (3天) | %.2f | %.2f | %.2f%% |\n",
+			ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
+		sb.WriteString(fmt.Sprintf("| 中期 (10天) | %.2f | %.2f | %.2f%% |\n",
+			ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
+		sb.WriteString(fmt.Sprintf("| 长期 (21天) | %.2f | %.2f | %.2f%% |\n",
+			ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth))
+
+		sb.WriteString(fmt.Sprintf("\n当前价格: %.2f\n", ctx.BoxData.CurrentPrice))
+
+		// Check position relative to boxes
+		price := ctx.BoxData.CurrentPrice
+		if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower {
+			sb.WriteString("⚠️ 突破: 价格突破长期箱体!\n")
+		} else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower {
+			sb.WriteString("⚠️ 警告: 价格接近长期箱体边界\n")
+		}
+		sb.WriteString("\n")
+	}
+
+	// Account section
+	sb.WriteString("## 账户状态\n")
+	sb.WriteString(fmt.Sprintf("- 总权益: $%.2f\n", ctx.TotalEquity))
+	sb.WriteString(fmt.Sprintf("- 可用余额: $%.2f\n", ctx.AvailableBalance))
+	sb.WriteString(fmt.Sprintf("- 当前持仓: %.4f (净头寸)\n", ctx.CurrentPosition))
+	sb.WriteString(fmt.Sprintf("- 未实现盈亏: $%.2f\n", ctx.UnrealizedPnL))
+	sb.WriteString("\n")
+
+	// Grid state section
+	sb.WriteString("## 网格状态\n")
+	sb.WriteString(fmt.Sprintf("- 网格范围: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
+	sb.WriteString(fmt.Sprintf("- 网格间距: $%.2f\n", ctx.GridSpacing))
+	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
+	sb.WriteString("## 网格层级详情\n")
+	sb.WriteString("| 层级 | 价格 | 状态 | 方向 | 订单数量 | 持仓数量 | 未实现盈亏 |\n")
+	sb.WriteString("|------|------|------|------|----------|----------|------------|\n")
+	for _, level := range ctx.Levels {
+		sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
+			level.Index, level.Price, level.State, level.Side,
+			level.OrderQuantity, level.PositionSize, level.UnrealizedPnL))
+	}
+	sb.WriteString("\n")
+
+	// Performance section
+	sb.WriteString("## 绩效统计\n")
+	sb.WriteString(fmt.Sprintf("- 总利润: $%.2f\n", ctx.TotalProfit))
+	sb.WriteString(fmt.Sprintf("- 总交易次数: %d\n", ctx.TotalTrades))
+	sb.WriteString(fmt.Sprintf("- 胜率: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
+	sb.WriteString(fmt.Sprintf("- 最大回撤: %.2f%%\n", ctx.MaxDrawdown))
+	sb.WriteString(fmt.Sprintf("- 今日盈亏: $%.2f\n", ctx.DailyPnL))
+	sb.WriteString("\n")
+
+	sb.WriteString("## 请分析以上数据，做出网格交易决策\n")
+	sb.WriteString("输出JSON数组格式的决策列表。\n")
+
+	return sb.String()
+}
+
+func buildGridUserPromptEn(ctx *GridContext) string {
+	var sb strings.Builder
+
+	sb.WriteString(fmt.Sprintf("## Current Time: %s\n\n", ctx.CurrentTime))
+
+	// Market data section
+	sb.WriteString("## Market Data\n")
+	sb.WriteString(fmt.Sprintf("- Current Price: $%.2f\n", ctx.CurrentPrice))
+	sb.WriteString(fmt.Sprintf("- 1h Change: %.2f%%\n", ctx.PriceChange1h))
+	sb.WriteString(fmt.Sprintf("- 4h Change: %.2f%%\n", ctx.PriceChange4h))
+	sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
+	sb.WriteString(fmt.Sprintf("- Bollinger Bands: Upper $%.2f, Middle $%.2f, Lower $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
+	sb.WriteString(fmt.Sprintf("- Bollinger Width: %.2f%%\n", ctx.BollingerWidth))
+	sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, Distance: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
+	sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
+	sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
+	sb.WriteString(fmt.Sprintf("- Funding Rate: %.4f%%\n", ctx.FundingRate*100))
+	sb.WriteString("\n")
+
+	// Box Indicator Section
+	if ctx.BoxData != nil {
+		sb.WriteString("## Box Indicators (Donchian Channels)\n\n")
+		sb.WriteString("| Box Level | Upper | Lower | Width |\n")
+		sb.WriteString("|-----------|-------|-------|-------|\n")
+
+		shortWidth := 0.0
+		midWidth := 0.0
+		longWidth := 0.0
+
+		if ctx.BoxData.CurrentPrice > 0 {
+			shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100
+			midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100
+			longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
+		}
+
+		sb.WriteString(fmt.Sprintf("| Short (3d) | %.2f | %.2f | %.2f%% |\n",
+			ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
+		sb.WriteString(fmt.Sprintf("| Mid (10d) | %.2f | %.2f | %.2f%% |\n",
+			ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
+		sb.WriteString(fmt.Sprintf("| Long (21d) | %.2f | %.2f | %.2f%% |\n",
+			ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth))
+
+		sb.WriteString(fmt.Sprintf("\nCurrent Price: %.2f\n", ctx.BoxData.CurrentPrice))
+
+		// Check position relative to boxes
+		price := ctx.BoxData.CurrentPrice
+		if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower {
+			sb.WriteString("⚠️ BREAKOUT: Price outside long-term box!\n")
+		} else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower {
+			sb.WriteString("⚠️ WARNING: Price approaching long-term box boundary\n")
+		}
+		sb.WriteString("\n")
+	}
+
+	// Account section
+	sb.WriteString("## Account Status\n")
+	sb.WriteString(fmt.Sprintf("- Total Equity: $%.2f\n", ctx.TotalEquity))
+	sb.WriteString(fmt.Sprintf("- Available Balance: $%.2f\n", ctx.AvailableBalance))
+	sb.WriteString(fmt.Sprintf("- Current Position: %.4f (net)\n", ctx.CurrentPosition))
+	sb.WriteString(fmt.Sprintf("- Unrealized PnL: $%.2f\n", ctx.UnrealizedPnL))
+	sb.WriteString("\n")
+
+	// Grid state section
+	sb.WriteString("## Grid Status\n")
+	sb.WriteString(fmt.Sprintf("- Grid Range: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
+	sb.WriteString(fmt.Sprintf("- Grid Spacing: $%.2f\n", ctx.GridSpacing))
+	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
+	sb.WriteString("## Grid Levels Detail\n")
+	sb.WriteString("| Level | Price | State | Side | Order Qty | Position | Unrealized PnL |\n")
+	sb.WriteString("|-------|-------|-------|------|-----------|----------|----------------|\n")
+	for _, level := range ctx.Levels {
+		sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
+			level.Index, level.Price, level.State, level.Side,
+			level.OrderQuantity, level.PositionSize, level.UnrealizedPnL))
+	}
+	sb.WriteString("\n")
+
+	// Performance section
+	sb.WriteString("## Performance Stats\n")
+	sb.WriteString(fmt.Sprintf("- Total Profit: $%.2f\n", ctx.TotalProfit))
+	sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", ctx.TotalTrades))
+	sb.WriteString(fmt.Sprintf("- Win Rate: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
+	sb.WriteString(fmt.Sprintf("- Max Drawdown: %.2f%%\n", ctx.MaxDrawdown))
+	sb.WriteString(fmt.Sprintf("- Daily PnL: $%.2f\n", ctx.DailyPnL))
+	sb.WriteString("\n")
+
+	sb.WriteString("## Please analyze the data above and make grid trading decisions\n")
+	sb.WriteString("Output a JSON array of decisions.\n")
+
+	return sb.String()
+}
+
+// ============================================================================
+// Grid Decision Functions
+// ============================================================================
+
+// GetGridDecisions gets AI decisions for grid trading
+func GetGridDecisions(ctx *GridContext, mcpClient mcp.AIClient, config *store.GridStrategyConfig, lang string) (*FullDecision, error) {
+	startTime := time.Now()
+
+	// Build prompts
+	systemPrompt := BuildGridSystemPrompt(config, lang)
+	userPrompt := BuildGridUserPrompt(ctx, lang)
+
+	logger.Infof("🤖 [Grid] Calling AI for grid decisions...")
+
+	// Call AI
+	response, err := mcpClient.CallWithMessages(systemPrompt, userPrompt)
+	if err != nil {
+		return nil, fmt.Errorf("AI call failed: %w", err)
+	}
+
+	// Parse decisions from response
+	decisions, err := parseGridDecisions(response, ctx.Symbol)
+	if err != nil {
+		logger.Warnf("Failed to parse grid decisions: %v", err)
+		// Return hold decision as fallback
+		decisions = []Decision{{
+			Symbol:     ctx.Symbol,
+			Action:     "hold",
+			Confidence: 50,
+			Reasoning:  "Failed to parse AI response, holding current state",
+		}}
+	}
+
+	duration := time.Since(startTime).Milliseconds()
+	logger.Infof("⏱️ [Grid] AI call duration: %d ms, decisions: %d", duration, len(decisions))
+
+	// Extract chain of thought from response
+	cotTrace := extractCoTTrace(response)
+
+	return &FullDecision{
+		SystemPrompt:        systemPrompt,
+		UserPrompt:          userPrompt,
+		CoTTrace:            cotTrace,
+		Decisions:           decisions,
+		RawResponse:         response,
+		AIRequestDurationMs: duration,
+		Timestamp:           time.Now(),
+	}, nil
+}
+
+// parseGridDecisions parses AI response into grid decisions
+func parseGridDecisions(response string, symbol string) ([]Decision, error) {
+	// Try to find JSON array in response
+	jsonStr := extractJSONArray(response)
+	if jsonStr == "" {
+		return nil, fmt.Errorf("no JSON array found in response")
+	}
+
+	var decisions []Decision
+	if err := json.Unmarshal([]byte(jsonStr), &decisions); err != nil {
+		return nil, fmt.Errorf("failed to parse JSON: %w", err)
+	}
+
+	// Validate and set default symbol
+	for i := range decisions {
+		if decisions[i].Symbol == "" {
+			decisions[i].Symbol = symbol
+		}
+		// Validate action
+		if !isValidGridAction(decisions[i].Action) {
+			logger.Warnf("Invalid grid action: %s", decisions[i].Action)
+		}
+	}
+
+	return decisions, nil
+}
+
+// extractJSONArray extracts JSON array from AI response
+func extractJSONArray(response string) string {
+	// Try to find ```json code block first
+	matches := reJSONFence.FindStringSubmatch(response)
+	if len(matches) > 1 {
+		return matches[1]
+	}
+
+	// Try to find raw JSON array
+	matches = reJSONArray.FindStringSubmatch(response)
+	if len(matches) > 0 {
+		return matches[0]
+	}
+
+	return ""
+}
+
+// isValidGridAction checks if action is a valid grid action
+func isValidGridAction(action string) bool {
+	validActions := map[string]bool{
+		"place_buy_limit":   true,
+		"place_sell_limit":  true,
+		"cancel_order":      true,
+		"cancel_all_orders": true,
+		"pause_grid":        true,
+		"resume_grid":       true,
+		"adjust_grid":       true,
+		"hold":              true,
+		// Also support standard actions for compatibility
+		"open_long":  true,
+		"open_short": true,
+		"close_long": true,
+		"close_short": true,
+	}
+	return validActions[action]
+}
+
+// ============================================================================
+// Grid Context Builder Helpers
+// ============================================================================
+
+// BuildGridContextFromMarketData builds grid context from market data
+func BuildGridContextFromMarketData(mktData *market.Data, config *store.GridStrategyConfig) *GridContext {
+	ctx := &GridContext{
+		Symbol:       config.Symbol,
+		CurrentTime:  time.Now().Format("2006-01-02 15:04:05"),
+		CurrentPrice: mktData.CurrentPrice,
+
+		// Grid config
+		GridCount:       config.GridCount,
+		TotalInvestment: config.TotalInvestment,
+		Leverage:        config.Leverage,
+		Distribution:    config.Distribution,
+
+		// Market data
+		PriceChange1h: mktData.PriceChange1h,
+		PriceChange4h: mktData.PriceChange4h,
+		FundingRate:   mktData.FundingRate,
+	}
+
+	// Extract indicators from timeframe data
+	if mktData.TimeframeData != nil {
+		if tf5m, ok := mktData.TimeframeData["5m"]; ok {
+			if len(tf5m.BOLLUpper) > 0 {
+				ctx.BollingerUpper = tf5m.BOLLUpper[len(tf5m.BOLLUpper)-1]
+				ctx.BollingerMiddle = tf5m.BOLLMiddle[len(tf5m.BOLLMiddle)-1]
+				ctx.BollingerLower = tf5m.BOLLLower[len(tf5m.BOLLLower)-1]
+				if ctx.BollingerMiddle > 0 {
+					ctx.BollingerWidth = (ctx.BollingerUpper - ctx.BollingerLower) / ctx.BollingerMiddle * 100
+				}
+			}
+			ctx.ATR14 = tf5m.ATR14
+			if len(tf5m.RSI14Values) > 0 {
+				ctx.RSI14 = tf5m.RSI14Values[len(tf5m.RSI14Values)-1]
+			}
+		}
+	}
+
+	// Extract longer term context
+	if mktData.LongerTermContext != nil {
+		if ctx.ATR14 == 0 {
+			ctx.ATR14 = mktData.LongerTermContext.ATR14
+		}
+		ctx.EMA50 = mktData.LongerTermContext.EMA50
+	}
+
+	ctx.EMA20 = mktData.CurrentEMA20
+	ctx.MACD = mktData.CurrentMACD
+
+	// Calculate EMA distance
+	if ctx.EMA50 > 0 {
+		ctx.EMADistance = (ctx.EMA20 - ctx.EMA50) / ctx.EMA50 * 100
+	}
+
+	return ctx
+}
+
+// Helper function for max
+func max(a, b int) int {
+	if a > b {
+		return a
+	}
+	return b
+}

kernel/prompt_builder.go

@@ -1,4 +1,4 @@
-package decision
+package kernel
 
 import (
 	"encoding/json"

kernel/prompt_builder_test.go

@@ -1,4 +1,4 @@
-package decision
+package kernel
 
 import (
 	"strings"

kernel/schema.go

@@ -1,6 +1,4 @@
-package decision
-
-import "fmt"
+package kernel
 
 // ============================================================================
 // Trading Data Schema - 交易数据字典
@@ -481,18 +479,6 @@ func getSchemaPromptZH() string {
 		prompt += formatFieldDefZH(key, field)
 	}
 
-	// 交易规则
-	prompt += "\n## ⚖️ 交易规则\n\n"
-	prompt += "### 风险管理\n"
-	for name, rule := range TradingRules.RiskManagement {
-		prompt += "- **" + name + "**: " + rule.DescZH + "\n  理由：" + rule.ReasonZH + "\n"
-	}
-
-	prompt += "\n### 出场信号\n"
-	for name, rule := range TradingRules.ExitSignals {
-		prompt += "- **" + name + "**: " + rule.DescZH + "\n  理由：" + rule.ReasonZH + "\n"
-	}
-
 	// OI解读
 	prompt += "\n## 💹 持仓量(OI)变化解读\n\n"
 	prompt += "- **OI增加 + 价格上涨**: " + OIInterpretation.OIUp_PriceUp.ZH + "\n"
@@ -500,14 +486,6 @@ func getSchemaPromptZH() string {
 	prompt += "- **OI减少 + 价格上涨**: " + OIInterpretation.OIDown_PriceUp.ZH + "\n"
 	prompt += "- **OI减少 + 价格下跌**: " + OIInterpretation.OIDown_PriceDown.ZH + "\n"
 
-	// 常见错误
-	prompt += "\n## ⚠️ 常见错误（请避免）\n\n"
-	for i, mistake := range CommonMistakes {
-		prompt += fmt.Sprintf("**错误%d**: %s\n", i+1, mistake.ErrorZH)
-		prompt += "- 错误示例：" + mistake.ExampleZH + "\n"
-		prompt += "- 正确做法：" + mistake.CorrectZH + "\n\n"
-	}
-
 	return prompt
 }
 
@@ -540,18 +518,6 @@ func getSchemaPromptEN() string {
 		prompt += formatFieldDefEN(key, field)
 	}
 
-	// Trading Rules
-	prompt += "\n## ⚖️ Trading Rules\n\n"
-	prompt += "### Risk Management\n"
-	for name, rule := range TradingRules.RiskManagement {
-		prompt += "- **" + name + "**: " + rule.DescEN + "\n  Reason: " + rule.ReasonEN + "\n"
-	}
-
-	prompt += "\n### Exit Signals\n"
-	for name, rule := range TradingRules.ExitSignals {
-		prompt += "- **" + name + "**: " + rule.DescEN + "\n  Reason: " + rule.ReasonEN + "\n"
-	}
-
 	// OI Interpretation
 	prompt += "\n## 💹 Open Interest (OI) Change Interpretation\n\n"
 	prompt += "- **OI Up + Price Up**: " + OIInterpretation.OIUp_PriceUp.EN + "\n"
@@ -559,14 +525,6 @@ func getSchemaPromptEN() string {
 	prompt += "- **OI Down + Price Up**: " + OIInterpretation.OIDown_PriceUp.EN + "\n"
 	prompt += "- **OI Down + Price Down**: " + OIInterpretation.OIDown_PriceDown.EN + "\n"
 
-	// Common Mistakes
-	prompt += "\n## ⚠️ Common Mistakes to Avoid\n\n"
-	for i, mistake := range CommonMistakes {
-		prompt += fmt.Sprintf("**Mistake %d**: %s\n", i+1, mistake.ErrorEN)
-		prompt += "- Bad Example: " + mistake.ExampleEN + "\n"
-		prompt += "- Correct Approach: " + mistake.CorrectEN + "\n\n"
-	}
-
 	return prompt
 }
 

kernel/schema_test.go

@@ -1,4 +1,4 @@
-package decision
+package kernel
 
 import (
 	"strings"
@@ -147,10 +147,7 @@ func TestGetSchemaPrompt(t *testing.T) {
 			"交易指标",
 			"持仓指标",
 			"市场数据",
-			"交易规则",
-			"风险管理",
 			"持仓量(OI)变化解读",
-			"常见错误",
 		}
 
 		for _, keyword := range mustContain {
@@ -174,10 +171,7 @@ func TestGetSchemaPrompt(t *testing.T) {
 			"Trade Metrics",
 			"Position Metrics",
 			"Market Data",
-			"Trading Rules",
-			"Risk Management",
 			"Open Interest",
-			"Common Mistakes",
 		}
 
 		for _, keyword := range mustContain {

kernel/validate_test.go

@@ -1,4 +1,4 @@
-package decision
+package kernel
 
 import (
 	"testing"

main.go

@@ -78,7 +78,7 @@ func main() {
 		logger.Fatalf("❌ Failed to initialize database: %v", err)
 	}
 	defer st.Close()
-	backtest.UseDatabase(st.DB())
+	backtest.UseDatabaseWithType(st.DB(), st.DBType() == store.DBTypePostgres)
 
 	// Initialize installation ID for experience improvement (anonymous statistics)
 	initInstallationID(st)

manager/trader_manager.go

@@ -4,7 +4,7 @@ import (
 	"context"
 	"fmt"
 	"nofx/debate"
-	"nofx/decision"
+	"nofx/kernel"
 	"nofx/logger"
 	"nofx/store"
 	"nofx/trader"
@@ -19,7 +19,7 @@ type TraderExecutorAdapter struct {
 }
 
 // ExecuteDecision executes a trading decision
-func (a *TraderExecutorAdapter) ExecuteDecision(d *decision.Decision) error {
+func (a *TraderExecutorAdapter) ExecuteDecision(d *kernel.Decision) error {
 	return a.autoTrader.ExecuteDecision(d)
 }
 
@@ -292,8 +292,8 @@ func (tm *TraderManager) getConcurrentTraderData(traders []*trader.AutoTrader) [
 	// Concurrently fetch data for each trader
 	for i, t := range traders {
 		go func(index int, trader *trader.AutoTrader) {
-			// Set timeout to 3 seconds for single trader
-			ctx, cancel := context.WithTimeout(context.Background(), 3*time.Second)
+			// Set timeout to 10 seconds for single trader (increased from 3s for DEX reliability)
+			ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
 			defer cancel()
 
 			// Use channel for timeout control
@@ -330,7 +330,7 @@ func (tm *TraderManager) getConcurrentTraderData(traders []*trader.AutoTrader) [
 				}
 			case err := <-errorChan:
 				// Failed to get account info
-				logger.Infof("⚠️ Failed to get account info for trader %s: %v", trader.GetID(), err)
+				logger.Infof("⚠️ Failed to get account info for trader %s (%s/%s): %v", trader.GetName(), trader.GetID(), trader.GetExchange(), err)
 				traderData = map[string]interface{}{
 					"trader_id":              trader.GetID(),
 					"trader_name":            trader.GetName(),
@@ -347,7 +347,7 @@ func (tm *TraderManager) getConcurrentTraderData(traders []*trader.AutoTrader) [
 				}
 			case <-ctx.Done():
 				// Timeout
-				logger.Infof("⏰ Timeout getting account info for trader %s", trader.GetID())
+				logger.Infof("⏰ Timeout (10s) getting account info for trader %s (%s/%s)", trader.GetName(), trader.GetID(), trader.GetExchange())
 				traderData = map[string]interface{}{
 					"trader_id":              trader.GetID(),
 					"trader_name":            trader.GetName(),
@@ -410,11 +410,18 @@ func (tm *TraderManager) GetTopTradersData() (map[string]interface{}, error) {
 
 // RemoveTrader removes a trader from memory (does not affect database)
 // Used to force reload when updating trader configuration
+// If the trader is running, it will be stopped first
 func (tm *TraderManager) RemoveTrader(traderID string) {
 	tm.mu.Lock()
 	defer tm.mu.Unlock()
 
-	if _, exists := tm.traders[traderID]; exists {
+	if t, exists := tm.traders[traderID]; exists {
+		// Stop the trader if it's running (this ensures the goroutine exits)
+		status := t.GetStatus()
+		if isRunning, ok := status["is_running"].(bool); ok && isRunning {
+			logger.Infof("⏹ Stopping trader %s before removing from memory...", traderID)
+			t.Stop()
+		}
 		delete(tm.traders, traderID)
 		logger.Infof("✓ Trader %s removed from memory", traderID)
 	}
@@ -606,7 +613,7 @@ func (tm *TraderManager) LoadTradersFromStore(st *store.Store) error {
 			continue
 		}
 
-		// Add to TraderManager (coinPoolURL/oiTopURL already obtained from strategy config)
+		// Add to TraderManager (ai500APIURL/oiTopAPIURL already obtained from strategy config)
 		err = tm.addTraderFromStore(traderCfg, aiModelCfg, exchangeCfg, st)
 		if err != nil {
 			logger.Infof("❌ Failed to add trader %s: %v", traderCfg.Name, err)
@@ -641,7 +648,7 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
 		return fmt.Errorf("trader %s has no strategy configured", traderCfg.Name)
 	}
 
-	// Build AutoTraderConfig (coinPoolURL/oiTopURL obtained from strategy config, used in StrategyEngine)
+	// Build AutoTraderConfig (ai500APIURL/oiTopAPIURL obtained from strategy config, used in StrategyEngine)
 	traderConfig := trader.AutoTraderConfig{
 		ID:                    traderCfg.ID,
 		Name:                  traderCfg.Name,
@@ -664,6 +671,9 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
 		StrategyConfig:       strategyConfig,
 	}
 
+	logger.Infof("📊 Loading trader %s: ScanIntervalMinutes=%d (from DB), ScanInterval=%v",
+		traderCfg.Name, traderCfg.ScanIntervalMinutes, traderConfig.ScanInterval)
+
 	// Set API keys based on exchange type (convert EncryptedString to string)
 	switch exchangeCfg.ExchangeType {
 	case "binance":
@@ -680,6 +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
@@ -1210,3 +1254,91 @@ func ExportCalculateATR(klines []Kline, period int) float64 {
 func ExportCalculateBOLL(klines []Kline, period int, multiplier float64) (upper, middle, lower float64) {
 	return calculateBOLL(klines, period, multiplier)
 }
+
+// calculateDonchian calculates Donchian channel (highest high, lowest low) for given period
+func calculateDonchian(klines []Kline, period int) (upper, lower float64) {
+	if len(klines) == 0 || period <= 0 {
+		return 0, 0
+	}
+
+	// Use all available klines if period > len(klines)
+	start := len(klines) - period
+	if start < 0 {
+		start = 0
+	}
+
+	upper = klines[start].High
+	lower = klines[start].Low
+
+	for i := start + 1; i < len(klines); i++ {
+		if klines[i].High > upper {
+			upper = klines[i].High
+		}
+		if klines[i].Low < lower {
+			lower = klines[i].Low
+		}
+	}
+
+	return upper, lower
+}
+
+// ExportCalculateDonchian exports calculateDonchian for testing
+func ExportCalculateDonchian(klines []Kline, period int) (float64, float64) {
+	return calculateDonchian(klines, period)
+}
+
+// Box period constants (in 1h candles)
+const (
+	ShortBoxPeriod = 72  // 3 days of 1h candles
+	MidBoxPeriod   = 240 // 10 days of 1h candles
+	LongBoxPeriod  = 500 // ~21 days of 1h candles
+)
+
+// calculateBoxData calculates multi-period box data from klines
+func calculateBoxData(klines []Kline, currentPrice float64) *BoxData {
+	box := &BoxData{
+		CurrentPrice: currentPrice,
+	}
+
+	if len(klines) == 0 {
+		return box
+	}
+
+	box.ShortUpper, box.ShortLower = calculateDonchian(klines, ShortBoxPeriod)
+	box.MidUpper, box.MidLower = calculateDonchian(klines, MidBoxPeriod)
+	box.LongUpper, box.LongLower = calculateDonchian(klines, LongBoxPeriod)
+
+	return box
+}
+
+// ExportCalculateBoxData exports calculateBoxData for testing
+func ExportCalculateBoxData(klines []Kline, currentPrice float64) *BoxData {
+	return calculateBoxData(klines, currentPrice)
+}
+
+// GetBoxData fetches 1h klines and calculates box data for a symbol
+func GetBoxData(symbol string) (*BoxData, error) {
+	symbol = Normalize(symbol)
+
+	// Fetch 500 1h klines
+	var klines []Kline
+	var err error
+
+	if IsXyzDexAsset(symbol) {
+		klines, err = getKlinesFromHyperliquid(symbol, "1h", LongBoxPeriod)
+	} else {
+		klines, err = getKlinesFromCoinAnk(symbol, "1h", "binance", LongBoxPeriod)
+	}
+
+	if err != nil {
+		return nil, fmt.Errorf("failed to get 1h klines: %w", err)
+	}
+
+	if len(klines) == 0 {
+		return nil, fmt.Errorf("no kline data available")
+	}
+
+	currentPrice := klines[len(klines)-1].Close
+
+	return calculateBoxData(klines, currentPrice), nil
+}

market/data_test.go

@@ -500,3 +500,86 @@ func TestIsStaleData_EmptyKlines(t *testing.T) {
 		t.Error("Expected false for empty klines, got true")
 	}
 }
+
+func TestCalculateDonchian(t *testing.T) {
+	// Create test klines with known high/low values
+	klines := []Kline{
+		{High: 100, Low: 90},
+		{High: 105, Low: 88},
+		{High: 102, Low: 92},
+		{High: 108, Low: 85},
+		{High: 103, Low: 91},
+	}
+
+	upper, lower := ExportCalculateDonchian(klines, 5)
+
+	if upper != 108 {
+		t.Errorf("Expected upper = 108, got %v", upper)
+	}
+	if lower != 85 {
+		t.Errorf("Expected lower = 85, got %v", lower)
+	}
+}
+
+func TestCalculateDonchian_PartialPeriod(t *testing.T) {
+	klines := []Kline{
+		{High: 100, Low: 90},
+		{High: 105, Low: 88},
+	}
+
+	upper, lower := ExportCalculateDonchian(klines, 10)
+
+	// Should use all available klines when period > len(klines)
+	if upper != 105 {
+		t.Errorf("Expected upper = 105, got %v", upper)
+	}
+	if lower != 88 {
+		t.Errorf("Expected lower = 88, got %v", lower)
+	}
+}
+
+func TestCalculateDonchian_InvalidPeriod(t *testing.T) {
+	klines := []Kline{
+		{High: 100, Low: 90},
+	}
+
+	// Zero period should return (0, 0)
+	upper, lower := ExportCalculateDonchian(klines, 0)
+	if upper != 0 || lower != 0 {
+		t.Errorf("Expected (0, 0) for zero period, got (%v, %v)", upper, lower)
+	}
+
+	// Negative period should return (0, 0)
+	upper, lower = ExportCalculateDonchian(klines, -1)
+	if upper != 0 || lower != 0 {
+		t.Errorf("Expected (0, 0) for negative period, got (%v, %v)", upper, lower)
+	}
+}
+
+func TestCalculateBoxData(t *testing.T) {
+	// Create synthetic kline data
+	klines := make([]Kline, 500)
+	for i := 0; i < 500; i++ {
+		basePrice := 100.0
+		klines[i] = Kline{
+			High:  basePrice + float64(i%10),
+			Low:   basePrice - float64(i%10),
+			Close: basePrice,
+		}
+	}
+
+	box := ExportCalculateBoxData(klines, 100.0)
+
+	if box.ShortUpper == 0 || box.ShortLower == 0 {
+		t.Error("Short box should not be zero")
+	}
+	if box.MidUpper == 0 || box.MidLower == 0 {
+		t.Error("Mid box should not be zero")
+	}
+	if box.LongUpper == 0 || box.LongLower == 0 {
+		t.Error("Long box should not be zero")
+	}
+	if box.CurrentPrice != 100.0 {
+		t.Errorf("Expected CurrentPrice = 100.0, got %v", box.CurrentPrice)
+	}
+}

market/types.go

@@ -187,3 +187,76 @@ var config = Config{
 	},
 	UpdateInterval: 60, // 1 minute
 }
+
+// BoxData represents multi-period Donchian channel (box) data
+type BoxData struct {
+	// Short-term box (72 1h candles = 3 days)
+	ShortUpper float64 `json:"short_upper"`
+	ShortLower float64 `json:"short_lower"`
+
+	// Mid-term box (240 1h candles = 10 days)
+	MidUpper float64 `json:"mid_upper"`
+	MidLower float64 `json:"mid_lower"`
+
+	// Long-term box (500 1h candles = ~21 days)
+	LongUpper float64 `json:"long_upper"`
+	LongLower float64 `json:"long_lower"`
+
+	// Current price position relative to boxes
+	CurrentPrice float64 `json:"current_price"`
+}
+
+// RegimeLevel represents the ranging classification level
+type RegimeLevel string
+
+const (
+	RegimeLevelNarrow   RegimeLevel = "narrow"   // 窄幅震荡
+	RegimeLevelStandard RegimeLevel = "standard" // 标准震荡
+	RegimeLevelWide     RegimeLevel = "wide"     // 宽幅震荡
+	RegimeLevelVolatile RegimeLevel = "volatile" // 剧烈震荡
+	RegimeLevelTrending RegimeLevel = "trending" // 趋势
+)
+
+// BreakoutLevel represents which box level has been broken
+type BreakoutLevel string
+
+const (
+	BreakoutNone  BreakoutLevel = "none"
+	BreakoutShort BreakoutLevel = "short"
+	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
+	}
+}

provider/coinank/coinank_api/depth_ws.go

@@ -0,0 +1,108 @@
+package coinank_api
+
+import (
+	"context"
+	"encoding/json"
+	"nofx/provider/coinank/coinank_enum"
+
+	"golang.org/x/net/websocket"
+)
+
+const MainDepthWsUrl = "wss://ws.coinank.com/wsDepth/wsKline"
+
+type DepthWs struct {
+	conn      *websocket.Conn
+	DepthV3Ch <-chan *WsResult[DepthV3]
+}
+
+// DepthWsConn connect ws , read data from DepthV3Ch
+func DepthWsConn(ctx context.Context) (*DepthWs, error) {
+	conn, ch, err := depth_ws(ctx)
+	if err != nil {
+		return nil, err
+	}
+	ws := &DepthWs{
+		conn:      conn,
+		DepthV3Ch: ch,
+	}
+	return ws, nil
+}
+
+// Subscribe subscribe depth
+func (ws *DepthWs) Subscribe(symbol string, exchange coinank_enum.Exchange, step string) error {
+	var args = "depthV3@" + symbol + "@" + string(exchange) + "@SWAP@" + step
+	info := SubscribeInfo{
+		Op:   "subscribe",
+		Args: args,
+	}
+	json, err := json.Marshal(info)
+	if err != nil {
+		return err
+	}
+	err = websocket.Message.Send(ws.conn, json)
+	if err != nil {
+		return err
+	}
+	return nil
+}
+
+// UnSubscribe unsubscribe depth
+func (ws *DepthWs) UnSubscribe(symbol string, exchange coinank_enum.Exchange, step string) error {
+	var args = "depthV3@" + symbol + "@" + string(exchange) + "@SWAP@" + step
+	info := SubscribeInfo{
+		Op:   "unsubscribe",
+		Args: args,
+	}
+	json, err := json.Marshal(info)
+	if err != nil {
+		return err
+	}
+	err = websocket.Message.Send(ws.conn, json)
+	if err != nil {
+		return err
+	}
+	return nil
+}
+
+// Close websocket
+func (ws *DepthWs) Close() error {
+	return ws.conn.Close()
+}
+
+func depth_ws(ctx context.Context) (*websocket.Conn, <-chan *WsResult[DepthV3], error) {
+	config, err := websocket.NewConfig(MainDepthWsUrl, "http://localhost")
+	if err != nil {
+		return nil, nil, err
+	}
+	conn, err := config.DialContext(ctx)
+	if err != nil {
+		return nil, nil, err
+	}
+	ch := make(chan *WsResult[DepthV3], 1024)
+	go depth_read(conn, ch)
+	return conn, ch, nil
+}
+
+func depth_read(conn *websocket.Conn, ch chan *WsResult[DepthV3]) {
+	defer conn.Close()
+	defer close(ch)
+	var msg string
+	for {
+		err := websocket.Message.Receive(conn, &msg)
+		if err != nil {
+			return
+		}
+		var depth WsResult[DepthV3]
+		err = json.Unmarshal([]byte(msg), &depth)
+		if err == nil {
+			ch <- &depth
+		}
+	}
+}
+
+type DepthV3 struct {
+	Type string     `json:"type"`
+	Ts   uint64     `json:"ts"`
+	Asks [][]string `json:"asks"`
+	Bids [][]string `json:"bids"`
+}

provider/coinank/coinank_api/depth_ws_test.go

@@ -0,0 +1,42 @@
+package coinank_api
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"nofx/provider/coinank/coinank_enum"
+	"testing"
+	"time"
+)
+
+func TestDepthWs(t *testing.T) {
+	ctx := context.TODO()
+	ws, err := DepthWsConn(ctx)
+	if err != nil {
+		t.Fatal(err)
+	}
+	go func() {
+		for tickers := range ws.DepthV3Ch {
+			msg, err := json.Marshal(tickers)
+			if err != nil {
+				fmt.Println("json err:", err)
+			}
+			fmt.Println(string(msg))
+		}
+		fmt.Println("DepthV3Ch closed")
+	}()
+	err = ws.Subscribe("BTCUSDT", coinank_enum.Binance, "0.1")
+	if err != nil {
+		t.Fatal(err)
+	}
+	fmt.Println("sub success")
+	time.Sleep(10 * time.Second)
+	err = ws.UnSubscribe("BTCUSDT", coinank_enum.Binance, "0.1")
+	if err != nil {
+		t.Fatal(err)
+	}
+	fmt.Println("unsub success")
+	time.Sleep(10 * time.Second)
+	ws.Close()
+	fmt.Println("cancel success")
+}

provider/data_provider.go

@@ -1,593 +0,0 @@
-package provider
-
-import (
-	"encoding/json"
-	"fmt"
-	"io/ioutil"
-	"log"
-	"net/http"
-	"nofx/security"
-	"strings"
-	"time"
-)
-
-// AI500Config AI500 data provider configuration
-type AI500Config struct {
-	APIURL  string
-	Timeout time.Duration
-}
-
-var ai500Config = AI500Config{
-	APIURL:  "",
-	Timeout: 30 * time.Second,
-}
-
-// CoinData coin information
-type CoinData struct {
-	Pair            string  `json:"pair"`             // Trading pair symbol (e.g.: BTCUSDT)
-	Score           float64 `json:"score"`            // Current score
-	StartTime       int64   `json:"start_time"`       // Start time (Unix timestamp)
-	StartPrice      float64 `json:"start_price"`      // Start price
-	LastScore       float64 `json:"last_score"`       // Latest score
-	MaxScore        float64 `json:"max_score"`        // Highest score
-	MaxPrice        float64 `json:"max_price"`        // Highest price
-	IncreasePercent float64 `json:"increase_percent"` // Increase percentage
-	IsAvailable     bool    `json:"-"`                // Whether tradable (internal use)
-}
-
-// AI500APIResponse raw data structure returned by AI500 API
-type AI500APIResponse struct {
-	Success bool `json:"success"`
-	Data    struct {
-		Coins []CoinData `json:"coins"`
-		Count int        `json:"count"`
-	} `json:"data"`
-}
-
-// SetAI500API sets AI500 data provider API
-func SetAI500API(apiURL string) {
-	ai500Config.APIURL = apiURL
-}
-
-// SetOITopAPI sets OI Top API
-func SetOITopAPI(apiURL string) {
-	oiTopConfig.APIURL = apiURL
-}
-
-
-// GetAI500Data retrieves AI500 coin list (with retry mechanism)
-func GetAI500Data() ([]CoinData, error) {
-	// Check if API URL is configured
-	if strings.TrimSpace(ai500Config.APIURL) == "" {
-		return nil, fmt.Errorf("AI500 API URL not configured")
-	}
-
-	maxRetries := 3
-	var lastErr error
-
-	// Try to fetch from API
-	for attempt := 1; attempt <= maxRetries; attempt++ {
-		if attempt > 1 {
-			log.Printf("⚠️  Retry attempt %d of %d to fetch AI500 data...", attempt, maxRetries)
-			time.Sleep(2 * time.Second)
-		}
-
-		coins, err := fetchAI500()
-		if err == nil {
-			if attempt > 1 {
-				log.Printf("✓ Retry attempt %d succeeded", attempt)
-			}
-			return coins, nil
-		}
-
-		lastErr = err
-		log.Printf("❌ Request attempt %d failed: %v", attempt, err)
-	}
-
-	return nil, fmt.Errorf("all API requests failed: %w", lastErr)
-}
-
-// fetchAI500 actually executes AI500 request
-func fetchAI500() ([]CoinData, error) {
-	log.Printf("🔄 Requesting AI500 data...")
-
-	// SSRF Protection: Validate URL before making request
-	resp, err := security.SafeGet(ai500Config.APIURL, ai500Config.Timeout)
-	if err != nil {
-		return nil, fmt.Errorf("failed to request AI500 API: %w", err)
-	}
-	defer resp.Body.Close()
-
-	body, err := ioutil.ReadAll(resp.Body)
-	if err != nil {
-		return nil, fmt.Errorf("failed to read response: %w", err)
-	}
-
-	if resp.StatusCode != http.StatusOK {
-		return nil, fmt.Errorf("API returned error (status %d): %s", resp.StatusCode, string(body))
-	}
-
-	// Parse API response
-	var response AI500APIResponse
-	if err := json.Unmarshal(body, &response); err != nil {
-		return nil, fmt.Errorf("JSON parsing failed: %w", err)
-	}
-
-	if !response.Success {
-		return nil, fmt.Errorf("API returned failure status")
-	}
-
-	if len(response.Data.Coins) == 0 {
-		return nil, fmt.Errorf("coin list is empty")
-	}
-
-	// Set IsAvailable flag
-	coins := response.Data.Coins
-	for i := range coins {
-		coins[i].IsAvailable = true
-	}
-
-	log.Printf("✓ Successfully fetched %d coins", len(coins))
-	return coins, nil
-}
-
-// GetAvailableCoins retrieves available coin list (filters out unavailable ones)
-func GetAvailableCoins() ([]string, error) {
-	coins, err := GetAI500Data()
-	if err != nil {
-		return nil, err
-	}
-
-	var symbols []string
-	for _, coin := range coins {
-		if coin.IsAvailable {
-			symbol := normalizeSymbol(coin.Pair)
-			symbols = append(symbols, symbol)
-		}
-	}
-
-	if len(symbols) == 0 {
-		return nil, fmt.Errorf("no available coins")
-	}
-
-	return symbols, nil
-}
-
-// GetTopRatedCoins retrieves top N coins by score (sorted by score descending)
-func GetTopRatedCoins(limit int) ([]string, error) {
-	coins, err := GetAI500Data()
-	if err != nil {
-		return nil, err
-	}
-
-	// Filter available coins
-	var availableCoins []CoinData
-	for _, coin := range coins {
-		if coin.IsAvailable {
-			availableCoins = append(availableCoins, coin)
-		}
-	}
-
-	if len(availableCoins) == 0 {
-		return nil, fmt.Errorf("no available coins")
-	}
-
-	// Sort by Score descending (bubble sort)
-	for i := 0; i < len(availableCoins); i++ {
-		for j := i + 1; j < len(availableCoins); j++ {
-			if availableCoins[i].Score < availableCoins[j].Score {
-				availableCoins[i], availableCoins[j] = availableCoins[j], availableCoins[i]
-			}
-		}
-	}
-
-	// Take top N
-	maxCount := limit
-	if len(availableCoins) < maxCount {
-		maxCount = len(availableCoins)
-	}
-
-	var symbols []string
-	for i := 0; i < maxCount; i++ {
-		symbol := normalizeSymbol(availableCoins[i].Pair)
-		symbols = append(symbols, symbol)
-	}
-
-	return symbols, nil
-}
-
-// normalizeSymbol normalizes coin symbol
-func normalizeSymbol(symbol string) string {
-	symbol = trimSpaces(symbol)
-	symbol = toUpper(symbol)
-	if !endsWith(symbol, "USDT") {
-		symbol = symbol + "USDT"
-	}
-	return symbol
-}
-
-// Helper functions
-func trimSpaces(s string) string {
-	result := ""
-	for i := 0; i < len(s); i++ {
-		if s[i] != ' ' {
-			result += string(s[i])
-		}
-	}
-	return result
-}
-
-func toUpper(s string) string {
-	result := ""
-	for i := 0; i < len(s); i++ {
-		c := s[i]
-		if c >= 'a' && c <= 'z' {
-			c = c - 'a' + 'A'
-		}
-		result += string(c)
-	}
-	return result
-}
-
-func endsWith(s, suffix string) bool {
-	if len(s) < len(suffix) {
-		return false
-	}
-	return s[len(s)-len(suffix):] == suffix
-}
-
-
-// ========== OI Top (Open Interest Growth Top 20) Data ==========
-
-// OIPosition open interest data
-type OIPosition struct {
-	Symbol            string  `json:"symbol"`
-	Rank              int     `json:"rank"`
-	CurrentOI         float64 `json:"current_oi"`
-	OIDelta           float64 `json:"oi_delta"`
-	OIDeltaPercent    float64 `json:"oi_delta_percent"`
-	OIDeltaValue      float64 `json:"oi_delta_value"`
-	PriceDeltaPercent float64 `json:"price_delta_percent"`
-	NetLong           float64 `json:"net_long"`
-	NetShort          float64 `json:"net_short"`
-}
-
-// OITopAPIResponse data structure returned by OI Top API
-type OITopAPIResponse struct {
-	Code int `json:"code"`
-	Data struct {
-		Positions      []OIPosition `json:"positions"`
-		Count          int          `json:"count"`
-		Exchange       string       `json:"exchange"`
-		TimeRange      string       `json:"time_range"`
-		TimeRangeParam string       `json:"time_range_param"`
-		RankType       string       `json:"rank_type"`
-		Limit          int          `json:"limit"`
-	} `json:"data"`
-}
-
-var oiTopConfig = struct {
-	APIURL  string
-	Timeout time.Duration
-}{
-	APIURL:  "",
-	Timeout: 30 * time.Second,
-}
-
-// GetOITopPositions retrieves OI Top 20 data (with retry)
-func GetOITopPositions() ([]OIPosition, error) {
-	if strings.TrimSpace(oiTopConfig.APIURL) == "" {
-		log.Printf("⚠️  OI Top API URL not configured, skipping OI Top data fetch")
-		return []OIPosition{}, nil
-	}
-
-	maxRetries := 3
-	var lastErr error
-
-	for attempt := 1; attempt <= maxRetries; attempt++ {
-		if attempt > 1 {
-			log.Printf("⚠️  Retry attempt %d of %d to fetch OI Top data...", attempt, maxRetries)
-			time.Sleep(2 * time.Second)
-		}
-
-		positions, err := fetchOITop()
-		if err == nil {
-			if attempt > 1 {
-				log.Printf("✓ Retry attempt %d succeeded", attempt)
-			}
-			return positions, nil
-		}
-
-		lastErr = err
-		log.Printf("❌ OI Top request attempt %d failed: %v", attempt, err)
-	}
-
-	log.Printf("⚠️  All OI Top API requests failed (last error: %v), skipping OI Top data", lastErr)
-	return []OIPosition{}, nil
-}
-
-// fetchOITop actually executes OI Top request
-func fetchOITop() ([]OIPosition, error) {
-	log.Printf("🔄 Requesting OI Top data...")
-
-	// SSRF Protection: Validate URL before making request
-	resp, err := security.SafeGet(oiTopConfig.APIURL, oiTopConfig.Timeout)
-	if err != nil {
-		return nil, fmt.Errorf("failed to request OI Top API: %w", err)
-	}
-	defer resp.Body.Close()
-
-	body, err := ioutil.ReadAll(resp.Body)
-	if err != nil {
-		return nil, fmt.Errorf("failed to read OI Top response: %w", err)
-	}
-
-	if resp.StatusCode != http.StatusOK {
-		return nil, fmt.Errorf("OI Top API returned error (status %d): %s", resp.StatusCode, string(body))
-	}
-
-	var response OITopAPIResponse
-	if err := json.Unmarshal(body, &response); err != nil {
-		return nil, fmt.Errorf("OI Top JSON parsing failed: %w", err)
-	}
-
-	if response.Code != 0 {
-		return nil, fmt.Errorf("OI Top API returned error code: %d", response.Code)
-	}
-
-	if len(response.Data.Positions) == 0 {
-		return nil, fmt.Errorf("OI Top position list is empty")
-	}
-
-	log.Printf("✓ Successfully fetched %d OI Top coins (time range: %s, type: %s)",
-		len(response.Data.Positions), response.Data.TimeRange, response.Data.RankType)
-	return response.Data.Positions, nil
-}
-
-// GetOITopSymbols retrieves OI Top coin symbol list
-func GetOITopSymbols() ([]string, error) {
-	positions, err := GetOITopPositions()
-	if err != nil {
-		return nil, err
-	}
-
-	var symbols []string
-	for _, pos := range positions {
-		symbol := normalizeSymbol(pos.Symbol)
-		symbols = append(symbols, symbol)
-	}
-
-	return symbols, nil
-}
-
-// MergedData merged data (AI500 + OI Top)
-type MergedData struct {
-	AI500Coins    []CoinData
-	OITopCoins    []OIPosition
-	AllSymbols    []string
-	SymbolSources map[string][]string
-}
-
-// OIRankingData OI ranking data for debate (includes both top and low)
-type OIRankingData struct {
-	TimeRange    string       `json:"time_range"`
-	Duration     string       `json:"duration"`
-	TopPositions []OIPosition `json:"top_positions"`
-	LowPositions []OIPosition `json:"low_positions"`
-	FetchedAt    time.Time    `json:"fetched_at"`
-}
-
-// GetOIRankingData retrieves OI ranking data (both top increase and low decrease)
-func GetOIRankingData(baseURL, authKey string, duration string, limit int) (*OIRankingData, error) {
-	if baseURL == "" || authKey == "" {
-		return nil, fmt.Errorf("OI API URL or auth key not configured")
-	}
-
-	if duration == "" {
-		duration = "1h"
-	}
-	if limit <= 0 {
-		limit = 20
-	}
-
-	result := &OIRankingData{
-		Duration:  duration,
-		FetchedAt: time.Now(),
-	}
-
-	// Fetch top ranking
-	topURL := fmt.Sprintf("%s/api/oi/top-ranking?limit=%d&duration=%s&auth=%s", baseURL, limit, duration, authKey)
-	topPositions, timeRange, err := fetchOIRanking(topURL)
-	if err != nil {
-		log.Printf("⚠️  Failed to fetch OI top ranking: %v", err)
-	} else {
-		result.TopPositions = topPositions
-		result.TimeRange = timeRange
-	}
-
-	// Fetch low ranking
-	lowURL := fmt.Sprintf("%s/api/oi/low-ranking?limit=%d&duration=%s&auth=%s", baseURL, limit, duration, authKey)
-	lowPositions, _, err := fetchOIRanking(lowURL)
-	if err != nil {
-		log.Printf("⚠️  Failed to fetch OI low ranking: %v", err)
-	} else {
-		result.LowPositions = lowPositions
-	}
-
-	log.Printf("✓ Fetched OI ranking data: %d top, %d low (duration: %s)",
-		len(result.TopPositions), len(result.LowPositions), duration)
-
-	return result, nil
-}
-
-// fetchOIRanking fetches OI ranking from a single endpoint
-func fetchOIRanking(url string) ([]OIPosition, string, error) {
-	// SSRF Protection: Validate URL before making request
-	resp, err := security.SafeGet(url, 30*time.Second)
-	if err != nil {
-		return nil, "", fmt.Errorf("request failed: %w", err)
-	}
-	defer resp.Body.Close()
-
-	body, err := ioutil.ReadAll(resp.Body)
-	if err != nil {
-		return nil, "", fmt.Errorf("failed to read response: %w", err)
-	}
-
-	if resp.StatusCode != http.StatusOK {
-		return nil, "", fmt.Errorf("API returned error (status %d): %s", resp.StatusCode, string(body))
-	}
-
-	var response OITopAPIResponse
-	if err := json.Unmarshal(body, &response); err != nil {
-		return nil, "", fmt.Errorf("JSON parsing failed: %w", err)
-	}
-
-	if response.Code != 0 {
-		return nil, "", fmt.Errorf("API returned error code: %d", response.Code)
-	}
-
-	return response.Data.Positions, response.Data.TimeRange, nil
-}
-
-// FormatOIRankingForAI formats OI ranking data for AI consumption
-func FormatOIRankingForAI(data *OIRankingData) string {
-	if data == nil {
-		return ""
-	}
-
-	var sb strings.Builder
-
-	sb.WriteString(fmt.Sprintf("## 📊 市场持仓量变化数据 (Open Interest Changes in %s / %s)\n\n", data.TimeRange, data.Duration))
-
-	if len(data.TopPositions) > 0 {
-		sb.WriteString("### 🔺 持仓量增加排行 (OI Increase Ranking)\n")
-		sb.WriteString("市场资金正在流入以下币种，可能表示趋势延续或新仓位建立:\n\n")
-		sb.WriteString("| 排名 | 币种 | 持仓变化值(USDT) | 变化幅度 | 价格变化 |\n")
-		sb.WriteString("|------|------|------------------|----------|----------|\n")
-		for _, pos := range data.TopPositions {
-			sb.WriteString(fmt.Sprintf("| #%d | %s | %s | %+.2f%% | %+.2f%% |\n",
-				pos.Rank,
-				pos.Symbol,
-				formatOIValue(pos.OIDeltaValue),
-				pos.OIDeltaPercent,
-				pos.PriceDeltaPercent,
-			))
-		}
-		sb.WriteString("\n")
-		sb.WriteString("**解读**: 持仓增加 + 价格上涨 = 多头主导; 持仓增加 + 价格下跌 = 空头主导\n\n")
-	}
-
-	if len(data.LowPositions) > 0 {
-		sb.WriteString("### 🔻 持仓量减少排行 (OI Decrease Ranking)\n")
-		sb.WriteString("市场资金正在流出以下币种，可能表示趋势反转或仓位平仓:\n\n")
-		sb.WriteString("| 排名 | 币种 | 持仓变化值(USDT) | 变化幅度 | 价格变化 |\n")
-		sb.WriteString("|------|------|------------------|----------|----------|\n")
-		for _, pos := range data.LowPositions {
-			sb.WriteString(fmt.Sprintf("| #%d | %s | %s | %+.2f%% | %+.2f%% |\n",
-				pos.Rank,
-				pos.Symbol,
-				formatOIValue(pos.OIDeltaValue),
-				pos.OIDeltaPercent,
-				pos.PriceDeltaPercent,
-			))
-		}
-		sb.WriteString("\n")
-		sb.WriteString("**解读**: 持仓减少 + 价格上涨 = 空头平仓(反弹); 持仓减少 + 价格下跌 = 多头平仓(回调)\n\n")
-	}
-
-	return sb.String()
-}
-
-// formatOIValue formats OI value for display
-func formatOIValue(v float64) string {
-	sign := ""
-	if v >= 0 {
-		sign = "+"
-	}
-	absV := v
-	if absV < 0 {
-		absV = -absV
-	}
-	if absV >= 1e9 {
-		return fmt.Sprintf("%s%.2fB", sign, v/1e9)
-	} else if absV >= 1e6 {
-		return fmt.Sprintf("%s%.2fM", sign, v/1e6)
-	} else if absV >= 1e3 {
-		return fmt.Sprintf("%s%.2fK", sign, v/1e3)
-	}
-	return fmt.Sprintf("%s%.2f", sign, v)
-}
-
-// GetMergedData retrieves merged data (AI500 + OI Top, deduplicated)
-func GetMergedData(ai500Limit int) (*MergedData, error) {
-	ai500TopSymbols, err := GetTopRatedCoins(ai500Limit)
-	if err != nil {
-		log.Printf("⚠️  Failed to get AI500 data: %v", err)
-		ai500TopSymbols = []string{}
-	}
-
-	oiTopSymbols, err := GetOITopSymbols()
-	if err != nil {
-		log.Printf("⚠️  Failed to get OI Top data: %v", err)
-		oiTopSymbols = []string{}
-	}
-
-	symbolSet := make(map[string]bool)
-	symbolSources := make(map[string][]string)
-
-	for _, symbol := range ai500TopSymbols {
-		symbolSet[symbol] = true
-		symbolSources[symbol] = append(symbolSources[symbol], "ai500")
-	}
-
-	for _, symbol := range oiTopSymbols {
-		if !symbolSet[symbol] {
-			symbolSet[symbol] = true
-		}
-		symbolSources[symbol] = append(symbolSources[symbol], "oi_top")
-	}
-
-	var allSymbols []string
-	for symbol := range symbolSet {
-		allSymbols = append(allSymbols, symbol)
-	}
-
-	ai500Coins, _ := GetAI500Data()
-	oiTopPositions, _ := GetOITopPositions()
-
-	merged := &MergedData{
-		AI500Coins:    ai500Coins,
-		OITopCoins:    oiTopPositions,
-		AllSymbols:    allSymbols,
-		SymbolSources: symbolSources,
-	}
-
-	log.Printf("📊 Data merge complete: AI500=%d, OI_Top=%d, Total(deduplicated)=%d",
-		len(ai500TopSymbols), len(oiTopSymbols), len(allSymbols))
-
-	return merged, nil
-}
-
-// ========== Backward Compatibility Aliases ==========
-
-// Deprecated: Use SetAI500API instead
-func SetCoinPoolAPI(apiURL string) {
-	SetAI500API(apiURL)
-}
-
-// Deprecated: Use GetAI500Data instead
-func GetCoinPool() ([]CoinData, error) {
-	return GetAI500Data()
-}
-
-// Deprecated: Use MergedData instead
-type MergedCoinPool = MergedData
-
-// Deprecated: Use GetMergedData instead
-func GetMergedCoinPool(ai500Limit int) (*MergedData, error) {
-	return GetMergedData(ai500Limit)
-}
-
-// Deprecated: Use CoinData instead
-type CoinInfo = CoinData

provider/nofxos/ai500.go

@@ -0,0 +1,163 @@
+package nofxos
+
+import (
+	"encoding/json"
+	"fmt"
+	"log"
+	"strings"
+	"time"
+)
+
+// CoinData represents AI500 coin information
+type CoinData struct {
+	Pair            string  `json:"pair"`             // Trading pair symbol (e.g.: BTCUSDT)
+	Score           float64 `json:"score"`            // Current AI score (0-100)
+	StartTime       int64   `json:"start_time"`       // Start time (Unix timestamp)
+	StartPrice      float64 `json:"start_price"`      // Start price
+	LastScore       float64 `json:"last_score"`       // Latest score
+	MaxScore        float64 `json:"max_score"`        // Highest score
+	MaxPrice        float64 `json:"max_price"`        // Highest price
+	IncreasePercent float64 `json:"increase_percent"` // Increase percentage (already x100)
+	IsAvailable     bool    `json:"-"`                // Whether tradable (internal use)
+}
+
+// AI500Response is the API response structure
+type AI500Response struct {
+	Success bool `json:"success"`
+	Data    struct {
+		Coins []CoinData `json:"coins"`
+		Count int        `json:"count"`
+	} `json:"data"`
+}
+
+// GetAI500List retrieves AI500 coin list with retry mechanism
+func (c *Client) GetAI500List() ([]CoinData, error) {
+	maxRetries := 3
+	var lastErr error
+
+	for attempt := 1; attempt <= maxRetries; attempt++ {
+		if attempt > 1 {
+			log.Printf("⚠️  Retry attempt %d of %d to fetch AI500 data...", attempt, maxRetries)
+			time.Sleep(2 * time.Second)
+		}
+
+		coins, err := c.fetchAI500()
+		if err == nil {
+			if attempt > 1 {
+				log.Printf("✓ Retry attempt %d succeeded", attempt)
+			}
+			return coins, nil
+		}
+
+		lastErr = err
+		log.Printf("❌ AI500 request attempt %d failed: %v", attempt, err)
+	}
+
+	return nil, fmt.Errorf("all AI500 API requests failed: %w", lastErr)
+}
+
+func (c *Client) fetchAI500() ([]CoinData, error) {
+	log.Printf("🔄 Requesting AI500 data from %s...", c.GetBaseURL())
+
+	body, err := c.doRequest("/api/ai500/list")
+	if err != nil {
+		return nil, fmt.Errorf("failed to request AI500 API: %w", err)
+	}
+
+	var response AI500Response
+	if err := json.Unmarshal(body, &response); err != nil {
+		return nil, fmt.Errorf("JSON parsing failed: %w", err)
+	}
+
+	if !response.Success {
+		return nil, fmt.Errorf("API returned failure status")
+	}
+
+	// 空列表是正常情况，不是错误
+	if len(response.Data.Coins) == 0 {
+		log.Printf("ℹ️  AI500 returned empty coin list (no coins meet criteria currently)")
+		return []CoinData{}, nil
+	}
+
+	// Set IsAvailable flag
+	coins := response.Data.Coins
+	for i := range coins {
+		coins[i].IsAvailable = true
+	}
+
+	log.Printf("✓ Successfully fetched %d AI500 coins", len(coins))
+	return coins, nil
+}
+
+// GetTopRatedCoins retrieves top N coins by score (sorted descending)
+func (c *Client) GetTopRatedCoins(limit int) ([]string, error) {
+	coins, err := c.GetAI500List()
+	if err != nil {
+		return nil, err
+	}
+
+	// Filter available coins
+	var availableCoins []CoinData
+	for _, coin := range coins {
+		if coin.IsAvailable {
+			availableCoins = append(availableCoins, coin)
+		}
+	}
+
+	if len(availableCoins) == 0 {
+		// Empty list is normal - just return empty slice, not an error
+		return []string{}, nil
+	}
+
+	// Sort by Score descending (bubble sort)
+	for i := 0; i < len(availableCoins); i++ {
+		for j := i + 1; j < len(availableCoins); j++ {
+			if availableCoins[i].Score < availableCoins[j].Score {
+				availableCoins[i], availableCoins[j] = availableCoins[j], availableCoins[i]
+			}
+		}
+	}
+
+	// Take top N
+	maxCount := limit
+	if len(availableCoins) < maxCount {
+		maxCount = len(availableCoins)
+	}
+
+	var symbols []string
+	for i := 0; i < maxCount; i++ {
+		symbol := NormalizeSymbol(availableCoins[i].Pair)
+		symbols = append(symbols, symbol)
+	}
+
+	return symbols, nil
+}
+
+// GetAvailableCoins retrieves all available coin symbols
+func (c *Client) GetAvailableCoins() ([]string, error) {
+	coins, err := c.GetAI500List()
+	if err != nil {
+		return nil, err
+	}
+
+	var symbols []string
+	for _, coin := range coins {
+		if coin.IsAvailable {
+			symbol := NormalizeSymbol(coin.Pair)
+			symbols = append(symbols, symbol)
+		}
+	}
+
+	// Empty list is normal - just return empty slice, not an error
+	return symbols, nil
+}
+
+// NormalizeSymbol normalizes coin symbol to XXXUSDT format
+func NormalizeSymbol(symbol string) string {
+	symbol = strings.TrimSpace(symbol)
+	symbol = strings.ToUpper(symbol)
+	if !strings.HasSuffix(symbol, "USDT") {
+		symbol = symbol + "USDT"
+	}
+	return symbol
+}

provider/nofxos/client.go

@@ -0,0 +1,146 @@
+// Package nofxos provides data access to the NofxOS API (https://nofxos.ai)
+// for quantitative trading data including AI500 scores, OI rankings,
+// fund flow (NetFlow), price rankings, and coin details.
+package nofxos
+
+import (
+	"io/ioutil"
+	"net/http"
+	"nofx/security"
+	"strings"
+	"sync"
+	"time"
+)
+
+// Default configuration
+const (
+	DefaultBaseURL = "https://nofxos.ai"
+	DefaultTimeout = 30 * time.Second
+	DefaultAuthKey = "cm_568c67eae410d912c54c"
+)
+
+// Client is the NofxOS API client
+type Client struct {
+	BaseURL string
+	AuthKey string
+	Timeout time.Duration
+	mu      sync.RWMutex
+}
+
+var (
+	defaultClient *Client
+	clientOnce    sync.Once
+)
+
+// DefaultClient returns the singleton default client
+func DefaultClient() *Client {
+	clientOnce.Do(func() {
+		defaultClient = &Client{
+			BaseURL: DefaultBaseURL,
+			AuthKey: DefaultAuthKey,
+			Timeout: DefaultTimeout,
+		}
+	})
+	return defaultClient
+}
+
+// NewClient creates a new NofxOS API client
+func NewClient(baseURL, authKey string) *Client {
+	if baseURL == "" {
+		baseURL = DefaultBaseURL
+	}
+	if authKey == "" {
+		authKey = DefaultAuthKey
+	}
+	return &Client{
+		BaseURL: baseURL,
+		AuthKey: authKey,
+		Timeout: DefaultTimeout,
+	}
+}
+
+// SetConfig updates client configuration
+func (c *Client) SetConfig(baseURL, authKey string) {
+	c.mu.Lock()
+	defer c.mu.Unlock()
+	if baseURL != "" {
+		c.BaseURL = baseURL
+	}
+	if authKey != "" {
+		c.AuthKey = authKey
+	}
+}
+
+// GetBaseURL returns the current base URL
+func (c *Client) GetBaseURL() string {
+	c.mu.RLock()
+	defer c.mu.RUnlock()
+	return c.BaseURL
+}
+
+// GetAuthKey returns the current auth key
+func (c *Client) GetAuthKey() string {
+	c.mu.RLock()
+	defer c.mu.RUnlock()
+	return c.AuthKey
+}
+
+// doRequest performs an HTTP GET request with authentication
+func (c *Client) doRequest(endpoint string) ([]byte, error) {
+	c.mu.RLock()
+	baseURL := c.BaseURL
+	authKey := c.AuthKey
+	timeout := c.Timeout
+	c.mu.RUnlock()
+
+	url := baseURL + endpoint
+	if !strings.Contains(url, "auth=") {
+		if strings.Contains(url, "?") {
+			url += "&auth=" + authKey
+		} else {
+			url += "?auth=" + authKey
+		}
+	}
+
+	resp, err := security.SafeGet(url, timeout)
+	if err != nil {
+		return nil, err
+	}
+	defer resp.Body.Close()
+
+	body, err := ioutil.ReadAll(resp.Body)
+	if err != nil {
+		return nil, err
+	}
+
+	if resp.StatusCode != http.StatusOK {
+		return body, &APIError{
+			StatusCode: resp.StatusCode,
+			Message:    string(body),
+		}
+	}
+
+	return body, nil
+}
+
+// APIError represents an API error response
+type APIError struct {
+	StatusCode int
+	Message    string
+}
+
+func (e *APIError) Error() string {
+	return e.Message
+}
+
+// ExtractAuthKey extracts auth key from a URL string
+func ExtractAuthKey(url string) string {
+	if idx := strings.Index(url, "auth="); idx != -1 {
+		authKey := url[idx+5:]
+		if ampIdx := strings.Index(authKey, "&"); ampIdx != -1 {
+			authKey = authKey[:ampIdx]
+		}
+		return authKey
+	}
+	return ""
+}

provider/nofxos/coin.go

@@ -0,0 +1,216 @@
+package nofxos
+
+import (
+	"encoding/json"
+	"fmt"
+	"log"
+	"strings"
+)
+
+// QuantData represents quantitative data for a single coin
+type QuantData struct {
+	Symbol      string             `json:"symbol"`
+	Price       float64            `json:"price"`
+	Netflow     *NetflowData       `json:"netflow,omitempty"`
+	OI          map[string]*OIData `json:"oi,omitempty"` // keyed by exchange: "binance", "bybit"
+	PriceChange map[string]float64 `json:"price_change,omitempty"` // keyed by duration: "1h", "4h", etc.
+}
+
+// NetflowData contains fund flow data
+type NetflowData struct {
+	Institution *FlowTypeData `json:"institution,omitempty"`
+	Personal    *FlowTypeData `json:"personal,omitempty"`
+}
+
+// FlowTypeData contains flow data by trade type
+type FlowTypeData struct {
+	Future map[string]float64 `json:"future,omitempty"` // keyed by duration
+	Spot   map[string]float64 `json:"spot,omitempty"`   // keyed by duration
+}
+
+// OIData contains open interest data for an exchange
+type OIData struct {
+	CurrentOI float64                 `json:"current_oi"`
+	NetLong   float64                 `json:"net_long"`
+	NetShort  float64                 `json:"net_short"`
+	Delta     map[string]*OIDeltaData `json:"delta,omitempty"` // keyed by duration
+}
+
+// OIDeltaData contains OI change data
+type OIDeltaData struct {
+	OIDelta        float64 `json:"oi_delta"`
+	OIDeltaValue   float64 `json:"oi_delta_value"`
+	OIDeltaPercent float64 `json:"oi_delta_percent"` // Already x100
+}
+
+// CoinResponse is the API response structure for coin details
+type CoinResponse struct {
+	Success bool       `json:"success"`
+	Code    int        `json:"code"`
+	Data    *QuantData `json:"data"`
+}
+
+// GetCoinData retrieves quantitative data for a single coin
+func (c *Client) GetCoinData(symbol string, include string) (*QuantData, error) {
+	if symbol == "" {
+		return nil, fmt.Errorf("symbol is required")
+	}
+
+	if include == "" {
+		include = "netflow,oi,price"
+	}
+
+	// Normalize symbol (remove USDT suffix for API call if needed)
+	symbol = strings.TrimSuffix(strings.ToUpper(symbol), "USDT")
+
+	endpoint := fmt.Sprintf("/api/coin/%s?include=%s", symbol, include)
+
+	body, err := c.doRequest(endpoint)
+	if err != nil {
+		return nil, fmt.Errorf("request failed: %w", err)
+	}
+
+	var response CoinResponse
+	if err := json.Unmarshal(body, &response); err != nil {
+		return nil, fmt.Errorf("JSON parsing failed: %w", err)
+	}
+
+	// Check for success (support both success field and code field)
+	if !response.Success && response.Code != 0 {
+		return nil, fmt.Errorf("API returned error code: %d", response.Code)
+	}
+
+	return response.Data, nil
+}
+
+// GetCoinDataBatch retrieves quantitative data for multiple coins
+func (c *Client) GetCoinDataBatch(symbols []string, include string) map[string]*QuantData {
+	result := make(map[string]*QuantData)
+
+	for _, symbol := range symbols {
+		data, err := c.GetCoinData(symbol, include)
+		if err != nil {
+			log.Printf("⚠️  Failed to fetch coin data for %s: %v", symbol, err)
+			continue
+		}
+		if data != nil {
+			// Use normalized symbol as key
+			normalizedSymbol := NormalizeSymbol(symbol)
+			result[normalizedSymbol] = data
+		}
+	}
+
+	return result
+}
+
+// FormatQuantDataForAI formats single coin quant data for AI consumption
+func FormatQuantDataForAI(symbol string, data *QuantData, lang Language) string {
+	if data == nil {
+		return ""
+	}
+
+	if lang == LangChinese {
+		return formatQuantDataZH(symbol, data)
+	}
+	return formatQuantDataEN(symbol, data)
+}
+
+func formatQuantDataZH(symbol string, data *QuantData) string {
+	var sb strings.Builder
+
+	sb.WriteString(fmt.Sprintf("### %s 量化数据\n", symbol))
+	sb.WriteString(fmt.Sprintf("价格: $%.4f\n\n", data.Price))
+
+	if len(data.PriceChange) > 0 {
+		sb.WriteString("**价格变化**:\n")
+		durations := []string{"1h", "4h", "8h", "12h", "24h"}
+		for _, d := range durations {
+			if change, ok := data.PriceChange[d]; ok {
+				sb.WriteString(fmt.Sprintf("- %s: %+.2f%%\n", d, change*100))
+			}
+		}
+		sb.WriteString("\n")
+	}
+
+	if len(data.OI) > 0 {
+		for exchange, oiData := range data.OI {
+			if oiData != nil {
+				sb.WriteString(fmt.Sprintf("**%s持仓**:\n", strings.ToUpper(exchange)))
+				sb.WriteString(fmt.Sprintf("- OI: %.2f\n", oiData.CurrentOI))
+				if oiData.NetLong > 0 || oiData.NetShort > 0 {
+					sb.WriteString(fmt.Sprintf("- 多头: %.2f, 空头: %.2f\n", oiData.NetLong, oiData.NetShort))
+				}
+				if oiData.Delta != nil {
+					if delta, ok := oiData.Delta["1h"]; ok && delta != nil {
+						sb.WriteString(fmt.Sprintf("- 1h变化: %s (%.2f%%)\n",
+							formatValue(delta.OIDeltaValue), delta.OIDeltaPercent))
+					}
+				}
+				sb.WriteString("\n")
+			}
+		}
+	}
+
+	if data.Netflow != nil && data.Netflow.Institution != nil && data.Netflow.Institution.Future != nil {
+		sb.WriteString("**机构资金流**:\n")
+		durations := []string{"1h", "4h", "24h"}
+		for _, d := range durations {
+			if flow, ok := data.Netflow.Institution.Future[d]; ok {
+				sb.WriteString(fmt.Sprintf("- %s: %s\n", d, formatValue(flow)))
+			}
+		}
+		sb.WriteString("\n")
+	}
+
+	return sb.String()
+}
+
+func formatQuantDataEN(symbol string, data *QuantData) string {
+	var sb strings.Builder
+
+	sb.WriteString(fmt.Sprintf("### %s Quant Data\n", symbol))
+	sb.WriteString(fmt.Sprintf("Price: $%.4f\n\n", data.Price))
+
+	if len(data.PriceChange) > 0 {
+		sb.WriteString("**Price Change**:\n")
+		durations := []string{"1h", "4h", "8h", "12h", "24h"}
+		for _, d := range durations {
+			if change, ok := data.PriceChange[d]; ok {
+				sb.WriteString(fmt.Sprintf("- %s: %+.2f%%\n", d, change*100))
+			}
+		}
+		sb.WriteString("\n")
+	}
+
+	if len(data.OI) > 0 {
+		for exchange, oiData := range data.OI {
+			if oiData != nil {
+				sb.WriteString(fmt.Sprintf("**%s OI**:\n", strings.ToUpper(exchange)))
+				sb.WriteString(fmt.Sprintf("- Current OI: %.2f\n", oiData.CurrentOI))
+				if oiData.NetLong > 0 || oiData.NetShort > 0 {
+					sb.WriteString(fmt.Sprintf("- Net Long: %.2f, Net Short: %.2f\n", oiData.NetLong, oiData.NetShort))
+				}
+				if oiData.Delta != nil {
+					if delta, ok := oiData.Delta["1h"]; ok && delta != nil {
+						sb.WriteString(fmt.Sprintf("- 1h Change: %s (%.2f%%)\n",
+							formatValue(delta.OIDeltaValue), delta.OIDeltaPercent))
+					}
+				}
+				sb.WriteString("\n")
+			}
+		}
+	}
+
+	if data.Netflow != nil && data.Netflow.Institution != nil && data.Netflow.Institution.Future != nil {
+		sb.WriteString("**Institution Fund Flow**:\n")
+		durations := []string{"1h", "4h", "24h"}
+		for _, d := range durations {
+			if flow, ok := data.Netflow.Institution.Future[d]; ok {
+				sb.WriteString(fmt.Sprintf("- %s: %s\n", d, formatValue(flow)))
+			}
+		}
+		sb.WriteString("\n")
+	}
+
+	return sb.String()
+}

provider/nofxos/netflow.go

@@ -0,0 +1,263 @@
+package nofxos
+
+import (
+	"encoding/json"
+	"fmt"
+	"log"
+	"strings"
+	"time"
+)
+
+// NetFlowPosition represents fund flow data for a single coin
+type NetFlowPosition struct {
+	Rank   int     `json:"rank"`
+	Symbol string  `json:"symbol"`
+	Amount float64 `json:"amount"` // Fund flow amount in USDT (positive=inflow, negative=outflow)
+	Price  float64 `json:"price"`
+}
+
+// NetFlowResponse is the API response structure
+type NetFlowResponse struct {
+	Success bool `json:"success"`
+	Data    struct {
+		Netflows  []NetFlowPosition `json:"netflows"`
+		Count     int               `json:"count"`
+		Type      string            `json:"type"`      // institution or personal
+		Trade     string            `json:"trade"`     // 合约 or 现货
+		TimeRange string            `json:"time_range"`
+		RankType  string            `json:"rank_type"` // top or low
+		Limit     int               `json:"limit"`
+	} `json:"data"`
+}
+
+// NetFlowRankingData contains institution and personal fund flow rankings
+type NetFlowRankingData struct {
+	Duration             string            `json:"duration"`
+	TimeRange            string            `json:"time_range"`
+	InstitutionFutureTop []NetFlowPosition `json:"institution_future_top"`
+	InstitutionFutureLow []NetFlowPosition `json:"institution_future_low"`
+	PersonalFutureTop    []NetFlowPosition `json:"personal_future_top"`
+	PersonalFutureLow    []NetFlowPosition `json:"personal_future_low"`
+	FetchedAt            time.Time         `json:"fetched_at"`
+}
+
+// GetNetFlowRanking retrieves NetFlow ranking data (institution/personal, top/low)
+func (c *Client) GetNetFlowRanking(duration string, limit int) (*NetFlowRankingData, error) {
+	if duration == "" {
+		duration = "1h"
+	}
+	if limit <= 0 {
+		limit = 10
+	}
+
+	result := &NetFlowRankingData{
+		Duration:  duration,
+		FetchedAt: time.Now(),
+	}
+
+	// Fetch institution futures top (inflow)
+	positions, timeRange, err := c.fetchNetFlowRanking("top", duration, limit, "institution", "future")
+	if err != nil {
+		log.Printf("⚠️  Failed to fetch institution future inflow ranking: %v", err)
+	} else {
+		result.InstitutionFutureTop = positions
+		result.TimeRange = timeRange
+	}
+
+	// Fetch institution futures low (outflow)
+	positions, _, err = c.fetchNetFlowRanking("low", duration, limit, "institution", "future")
+	if err != nil {
+		log.Printf("⚠️  Failed to fetch institution future outflow ranking: %v", err)
+	} else {
+		result.InstitutionFutureLow = positions
+	}
+
+	// Fetch personal futures top (retail inflow)
+	positions, _, err = c.fetchNetFlowRanking("top", duration, limit, "personal", "future")
+	if err != nil {
+		log.Printf("⚠️  Failed to fetch personal future inflow ranking: %v", err)
+	} else {
+		result.PersonalFutureTop = positions
+	}
+
+	// Fetch personal futures low (retail outflow)
+	positions, _, err = c.fetchNetFlowRanking("low", duration, limit, "personal", "future")
+	if err != nil {
+		log.Printf("⚠️  Failed to fetch personal future outflow ranking: %v", err)
+	} else {
+		result.PersonalFutureLow = positions
+	}
+
+	log.Printf("✓ Fetched NetFlow ranking data: inst_in=%d, inst_out=%d, retail_in=%d, retail_out=%d (duration: %s)",
+		len(result.InstitutionFutureTop), len(result.InstitutionFutureLow),
+		len(result.PersonalFutureTop), len(result.PersonalFutureLow), duration)
+
+	return result, nil
+}
+
+func (c *Client) fetchNetFlowRanking(rankType, duration string, limit int, flowType, trade string) ([]NetFlowPosition, string, error) {
+	endpoint := fmt.Sprintf("/api/netflow/%s-ranking?limit=%d&duration=%s&type=%s&trade=%s",
+		rankType, limit, duration, flowType, trade)
+
+	body, err := c.doRequest(endpoint)
+	if err != nil {
+		return nil, "", fmt.Errorf("request failed: %w", err)
+	}
+
+	var response NetFlowResponse
+	if err := json.Unmarshal(body, &response); err != nil {
+		return nil, "", fmt.Errorf("JSON parsing failed: %w", err)
+	}
+
+	if !response.Success {
+		return nil, "", fmt.Errorf("API returned failure status")
+	}
+
+	return response.Data.Netflows, response.Data.TimeRange, nil
+}
+
+// FormatNetFlowRankingForAI formats NetFlow ranking data for AI consumption
+func FormatNetFlowRankingForAI(data *NetFlowRankingData, lang Language) string {
+	if data == nil {
+		return ""
+	}
+
+	if lang == LangChinese {
+		return formatNetFlowRankingZH(data)
+	}
+	return formatNetFlowRankingEN(data)
+}
+
+func formatNetFlowRankingZH(data *NetFlowRankingData) string {
+	var sb strings.Builder
+
+	sb.WriteString(fmt.Sprintf("## 资金流向排行 (%s)\n\n", data.Duration))
+
+	// Institution inflow
+	if len(data.InstitutionFutureTop) > 0 {
+		sb.WriteString("### 机构资金流入榜\n")
+		sb.WriteString("Smart Money买入信号:\n\n")
+		sb.WriteString("| 排名 | 币种 | 流入金额(USDT) | 价格 |\n")
+		sb.WriteString("|------|------|----------------|------|\n")
+		for _, pos := range data.InstitutionFutureTop {
+			sb.WriteString(fmt.Sprintf("| %d | %s | %s | $%.4f |\n",
+				pos.Rank, pos.Symbol, formatValue(pos.Amount), pos.Price))
+		}
+		sb.WriteString("\n")
+	}
+
+	// Institution outflow
+	if len(data.InstitutionFutureLow) > 0 {
+		sb.WriteString("### 机构资金流出榜\n")
+		sb.WriteString("Smart Money卖出信号:\n\n")
+		sb.WriteString("| 排名 | 币种 | 流出金额(USDT) | 价格 |\n")
+		sb.WriteString("|------|------|----------------|------|\n")
+		for _, pos := range data.InstitutionFutureLow {
+			sb.WriteString(fmt.Sprintf("| %d | %s | %s | $%.4f |\n",
+				pos.Rank, pos.Symbol, formatValue(pos.Amount), pos.Price))
+		}
+		sb.WriteString("\n")
+	}
+
+	// Retail flow summary
+	if len(data.PersonalFutureTop) > 0 || len(data.PersonalFutureLow) > 0 {
+		sb.WriteString("### 散户资金动向\n")
+		if len(data.PersonalFutureTop) > 0 {
+			sb.WriteString("散户买入: ")
+			for i, pos := range data.PersonalFutureTop {
+				if i >= 3 {
+					break
+				}
+				if i > 0 {
+					sb.WriteString(", ")
+				}
+				sb.WriteString(fmt.Sprintf("%s(%s)", pos.Symbol, formatValue(pos.Amount)))
+			}
+			sb.WriteString("\n")
+		}
+		if len(data.PersonalFutureLow) > 0 {
+			sb.WriteString("散户卖出: ")
+			for i, pos := range data.PersonalFutureLow {
+				if i >= 3 {
+					break
+				}
+				if i > 0 {
+					sb.WriteString(", ")
+				}
+				sb.WriteString(fmt.Sprintf("%s(%s)", pos.Symbol, formatValue(pos.Amount)))
+			}
+			sb.WriteString("\n")
+		}
+		sb.WriteString("\n")
+	}
+
+	sb.WriteString("**解读**: 机构买入+散户卖出=强烈看多 | 机构卖出+散户买入=强烈看空\n\n")
+	return sb.String()
+}
+
+func formatNetFlowRankingEN(data *NetFlowRankingData) string {
+	var sb strings.Builder
+
+	sb.WriteString(fmt.Sprintf("## Fund Flow Ranking (%s)\n\n", data.Duration))
+
+	// Institution inflow
+	if len(data.InstitutionFutureTop) > 0 {
+		sb.WriteString("### Institution Inflow\n")
+		sb.WriteString("Smart Money buying signals:\n\n")
+		sb.WriteString("| Rank | Symbol | Inflow (USDT) | Price |\n")
+		sb.WriteString("|------|--------|---------------|-------|\n")
+		for _, pos := range data.InstitutionFutureTop {
+			sb.WriteString(fmt.Sprintf("| %d | %s | %s | $%.4f |\n",
+				pos.Rank, pos.Symbol, formatValue(pos.Amount), pos.Price))
+		}
+		sb.WriteString("\n")
+	}
+
+	// Institution outflow
+	if len(data.InstitutionFutureLow) > 0 {
+		sb.WriteString("### Institution Outflow\n")
+		sb.WriteString("Smart Money selling signals:\n\n")
+		sb.WriteString("| Rank | Symbol | Outflow (USDT) | Price |\n")
+		sb.WriteString("|------|--------|----------------|-------|\n")
+		for _, pos := range data.InstitutionFutureLow {
+			sb.WriteString(fmt.Sprintf("| %d | %s | %s | $%.4f |\n",
+				pos.Rank, pos.Symbol, formatValue(pos.Amount), pos.Price))
+		}
+		sb.WriteString("\n")
+	}
+
+	// Retail flow summary
+	if len(data.PersonalFutureTop) > 0 || len(data.PersonalFutureLow) > 0 {
+		sb.WriteString("### Retail Flow\n")
+		if len(data.PersonalFutureTop) > 0 {
+			sb.WriteString("Retail buying: ")
+			for i, pos := range data.PersonalFutureTop {
+				if i >= 3 {
+					break
+				}
+				if i > 0 {
+					sb.WriteString(", ")
+				}
+				sb.WriteString(fmt.Sprintf("%s(%s)", pos.Symbol, formatValue(pos.Amount)))
+			}
+			sb.WriteString("\n")
+		}
+		if len(data.PersonalFutureLow) > 0 {
+			sb.WriteString("Retail selling: ")
+			for i, pos := range data.PersonalFutureLow {
+				if i >= 3 {
+					break
+				}
+				if i > 0 {
+					sb.WriteString(", ")
+				}
+				sb.WriteString(fmt.Sprintf("%s(%s)", pos.Symbol, formatValue(pos.Amount)))
+			}
+			sb.WriteString("\n")
+		}
+		sb.WriteString("\n")
+	}
+
+	sb.WriteString("**Key**: Institution buy + Retail sell = Strong bullish | Institution sell + Retail buy = Strong bearish\n\n")
+	return sb.String()
+}

provider/nofxos/oi.go

@@ -0,0 +1,237 @@
+package nofxos
+
+import (
+	"encoding/json"
+	"fmt"
+	"log"
+	"strings"
+	"time"
+)
+
+// OIPosition represents open interest data for a single coin
+type OIPosition struct {
+	Symbol            string  `json:"symbol"`
+	Rank              int     `json:"rank"`
+	Price             float64 `json:"price"`
+	CurrentOI         float64 `json:"current_oi"`
+	OIDelta           float64 `json:"oi_delta"`
+	OIDeltaPercent    float64 `json:"oi_delta_percent"`    // Already x100 (5.0 = 5%)
+	OIDeltaValue      float64 `json:"oi_delta_value"`      // USDT value
+	PriceDeltaPercent float64 `json:"price_delta_percent"` // Already x100 (5.0 = 5%)
+	NetLong           float64 `json:"net_long"`
+	NetShort          float64 `json:"net_short"`
+}
+
+// OIRankingResponse is the API response structure for OI ranking
+type OIRankingResponse struct {
+	Success bool `json:"success"`
+	Code    int  `json:"code"`
+	Data    struct {
+		Positions      []OIPosition `json:"positions"`
+		Count          int          `json:"count"`
+		Exchange       string       `json:"exchange"`
+		TimeRange      string       `json:"time_range"`
+		TimeRangeParam string       `json:"time_range_param"`
+		RankType       string       `json:"rank_type"`
+		Limit          int          `json:"limit"`
+	} `json:"data"`
+}
+
+// OIRankingData contains both top and low OI rankings
+type OIRankingData struct {
+	TimeRange    string       `json:"time_range"`
+	Duration     string       `json:"duration"`
+	TopPositions []OIPosition `json:"top_positions"`
+	LowPositions []OIPosition `json:"low_positions"`
+	FetchedAt    time.Time    `json:"fetched_at"`
+}
+
+// GetOIRanking retrieves OI ranking data (both top increase and low decrease)
+func (c *Client) GetOIRanking(duration string, limit int) (*OIRankingData, error) {
+	if duration == "" {
+		duration = "1h"
+	}
+	if limit <= 0 {
+		limit = 20
+	}
+
+	result := &OIRankingData{
+		Duration:  duration,
+		FetchedAt: time.Now(),
+	}
+
+	// Fetch top ranking (OI increase)
+	topPositions, timeRange, err := c.fetchOIRanking("top", duration, limit)
+	if err != nil {
+		log.Printf("⚠️  Failed to fetch OI top ranking: %v", err)
+	} else {
+		result.TopPositions = topPositions
+		result.TimeRange = timeRange
+	}
+
+	// Fetch low ranking (OI decrease)
+	lowPositions, _, err := c.fetchOIRanking("low", duration, limit)
+	if err != nil {
+		log.Printf("⚠️  Failed to fetch OI low ranking: %v", err)
+	} else {
+		result.LowPositions = lowPositions
+	}
+
+	log.Printf("✓ Fetched OI ranking data: %d top, %d low (duration: %s)",
+		len(result.TopPositions), len(result.LowPositions), duration)
+
+	return result, nil
+}
+
+func (c *Client) fetchOIRanking(rankType, duration string, limit int) ([]OIPosition, string, error) {
+	endpoint := fmt.Sprintf("/api/oi/%s-ranking?limit=%d&duration=%s", rankType, limit, duration)
+
+	body, err := c.doRequest(endpoint)
+	if err != nil {
+		return nil, "", fmt.Errorf("request failed: %w", err)
+	}
+
+	var response OIRankingResponse
+	if err := json.Unmarshal(body, &response); err != nil {
+		return nil, "", fmt.Errorf("JSON parsing failed: %w", err)
+	}
+
+	// Check for success (support both success field and code field)
+	if !response.Success && response.Code != 0 {
+		return nil, "", fmt.Errorf("API returned error code: %d", response.Code)
+	}
+
+	return response.Data.Positions, response.Data.TimeRange, nil
+}
+
+// GetOITopPositions retrieves top OI increase positions (legacy compatibility)
+func (c *Client) GetOITopPositions() ([]OIPosition, error) {
+	positions, _, err := c.fetchOIRanking("top", "1h", 20)
+	if err != nil {
+		return nil, err
+	}
+	return positions, nil
+}
+
+// GetOITopSymbols retrieves OI top coin symbol list
+func (c *Client) GetOITopSymbols() ([]string, error) {
+	positions, err := c.GetOITopPositions()
+	if err != nil {
+		return nil, err
+	}
+
+	var symbols []string
+	for _, pos := range positions {
+		symbol := NormalizeSymbol(pos.Symbol)
+		symbols = append(symbols, symbol)
+	}
+
+	return symbols, nil
+}
+
+// GetOILowPositions retrieves OI decrease positions (for short opportunities)
+func (c *Client) GetOILowPositions() ([]OIPosition, error) {
+	positions, _, err := c.fetchOIRanking("low", "1h", 20)
+	if err != nil {
+		return nil, err
+	}
+	return positions, nil
+}
+
+// GetOILowSymbols retrieves OI low coin symbol list
+func (c *Client) GetOILowSymbols() ([]string, error) {
+	positions, err := c.GetOILowPositions()
+	if err != nil {
+		return nil, err
+	}
+
+	var symbols []string
+	for _, pos := range positions {
+		symbol := NormalizeSymbol(pos.Symbol)
+		symbols = append(symbols, symbol)
+	}
+
+	return symbols, nil
+}
+
+// FormatOIRankingForAI formats OI ranking data for AI consumption
+func FormatOIRankingForAI(data *OIRankingData, lang Language) string {
+	if data == nil {
+		return ""
+	}
+
+	if lang == LangChinese {
+		return formatOIRankingZH(data)
+	}
+	return formatOIRankingEN(data)
+}
+
+func formatOIRankingZH(data *OIRankingData) string {
+	var sb strings.Builder
+
+	sb.WriteString(fmt.Sprintf("## 持仓量变化排行 (%s)\n\n", data.Duration))
+
+	if len(data.TopPositions) > 0 {
+		sb.WriteString("### 持仓增加榜\n")
+		sb.WriteString("资金流入，趋势延续或新仓建立信号:\n\n")
+		sb.WriteString("| 排名 | 币种 | 持仓变化(USDT) | OI变化% | 价格变化% |\n")
+		sb.WriteString("|------|------|----------------|---------|----------|\n")
+		for _, pos := range data.TopPositions {
+			sb.WriteString(fmt.Sprintf("| %d | %s | %s | %+.2f%% | %+.2f%% |\n",
+				pos.Rank, pos.Symbol, formatValue(pos.OIDeltaValue),
+				pos.OIDeltaPercent, pos.PriceDeltaPercent))
+		}
+		sb.WriteString("\n")
+	}
+
+	if len(data.LowPositions) > 0 {
+		sb.WriteString("### 持仓减少榜\n")
+		sb.WriteString("资金流出，趋势反转或仓位平仓信号:\n\n")
+		sb.WriteString("| 排名 | 币种 | 持仓变化(USDT) | OI变化% | 价格变化% |\n")
+		sb.WriteString("|------|------|----------------|---------|----------|\n")
+		for _, pos := range data.LowPositions {
+			sb.WriteString(fmt.Sprintf("| %d | %s | %s | %+.2f%% | %+.2f%% |\n",
+				pos.Rank, pos.Symbol, formatValue(pos.OIDeltaValue),
+				pos.OIDeltaPercent, pos.PriceDeltaPercent))
+		}
+		sb.WriteString("\n")
+	}
+
+	sb.WriteString("**解读**: OI增+价涨=多头主导 | OI增+价跌=空头主导 | OI减+价涨=空头平仓 | OI减+价跌=多头平仓\n\n")
+	return sb.String()
+}
+
+func formatOIRankingEN(data *OIRankingData) string {
+	var sb strings.Builder
+
+	sb.WriteString(fmt.Sprintf("## Open Interest Changes (%s)\n\n", data.Duration))
+
+	if len(data.TopPositions) > 0 {
+		sb.WriteString("### OI Increase Ranking\n")
+		sb.WriteString("Capital inflow signals - trend continuation or new positions:\n\n")
+		sb.WriteString("| Rank | Symbol | OI Change (USDT) | OI Change % | Price Change % |\n")
+		sb.WriteString("|------|--------|------------------|-------------|----------------|\n")
+		for _, pos := range data.TopPositions {
+			sb.WriteString(fmt.Sprintf("| %d | %s | %s | %+.2f%% | %+.2f%% |\n",
+				pos.Rank, pos.Symbol, formatValue(pos.OIDeltaValue),
+				pos.OIDeltaPercent, pos.PriceDeltaPercent))
+		}
+		sb.WriteString("\n")
+	}
+
+	if len(data.LowPositions) > 0 {
+		sb.WriteString("### OI Decrease Ranking\n")
+		sb.WriteString("Capital outflow signals - trend reversal or position closing:\n\n")
+		sb.WriteString("| Rank | Symbol | OI Change (USDT) | OI Change % | Price Change % |\n")
+		sb.WriteString("|------|--------|------------------|-------------|----------------|\n")
+		for _, pos := range data.LowPositions {
+			sb.WriteString(fmt.Sprintf("| %d | %s | %s | %+.2f%% | %+.2f%% |\n",
+				pos.Rank, pos.Symbol, formatValue(pos.OIDeltaValue),
+				pos.OIDeltaPercent, pos.PriceDeltaPercent))
+		}
+		sb.WriteString("\n")
+	}
+
+	sb.WriteString("**Key**: OI up + Price up = Bulls dominant | OI up + Price down = Bears dominant | OI down + Price up = Short covering | OI down + Price down = Long liquidation\n\n")
+	return sb.String()
+}

provider/nofxos/price.go

@@ -0,0 +1,182 @@
+package nofxos
+
+import (
+	"encoding/json"
+	"fmt"
+	"log"
+	"strings"
+	"time"
+)
+
+// PriceRankingItem represents single coin price ranking data
+type PriceRankingItem struct {
+	Pair         string  `json:"pair"`
+	Symbol       string  `json:"symbol"`
+	PriceDelta   float64 `json:"price_delta"`    // Decimal format: 0.0723 = 7.23%
+	Price        float64 `json:"price"`
+	FutureFlow   float64 `json:"future_flow"`
+	SpotFlow     float64 `json:"spot_flow"`
+	OI           float64 `json:"oi"`
+	OIDelta      float64 `json:"oi_delta"`
+	OIDeltaValue float64 `json:"oi_delta_value"`
+}
+
+// PriceRankingDuration contains top gainers and losers for a single duration
+type PriceRankingDuration struct {
+	Top []PriceRankingItem `json:"top"`
+	Low []PriceRankingItem `json:"low"`
+}
+
+// PriceRankingResponse is the API response structure
+type PriceRankingResponse struct {
+	Success bool `json:"success"`
+	Data    struct {
+		Durations []string                        `json:"durations"`
+		Limit     int                             `json:"limit"`
+		Data      map[string]PriceRankingDuration `json:"data"`
+	} `json:"data"`
+}
+
+// PriceRankingData contains price ranking data for multiple durations
+type PriceRankingData struct {
+	Durations map[string]*PriceRankingDuration `json:"durations"`
+	FetchedAt time.Time                        `json:"fetched_at"`
+}
+
+// GetPriceRanking retrieves price ranking data (gainers/losers)
+func (c *Client) GetPriceRanking(durations string, limit int) (*PriceRankingData, error) {
+	if durations == "" {
+		durations = "1h"
+	}
+	if limit <= 0 {
+		limit = 10
+	}
+
+	endpoint := fmt.Sprintf("/api/price/ranking?duration=%s&limit=%d", durations, limit)
+
+	body, err := c.doRequest(endpoint)
+	if err != nil {
+		return nil, fmt.Errorf("request failed: %w", err)
+	}
+
+	var response PriceRankingResponse
+	if err := json.Unmarshal(body, &response); err != nil {
+		return nil, fmt.Errorf("JSON parsing failed: %w", err)
+	}
+
+	if !response.Success {
+		return nil, fmt.Errorf("API returned failure status")
+	}
+
+	result := &PriceRankingData{
+		Durations: make(map[string]*PriceRankingDuration),
+		FetchedAt: time.Now(),
+	}
+
+	for duration, data := range response.Data.Data {
+		d := data // Create a copy to avoid pointer issues
+		result.Durations[duration] = &d
+	}
+
+	log.Printf("✓ Fetched Price ranking data for %d durations", len(result.Durations))
+
+	return result, nil
+}
+
+// FormatPriceRankingForAI formats Price ranking data for AI consumption
+func FormatPriceRankingForAI(data *PriceRankingData, lang Language) string {
+	if data == nil || len(data.Durations) == 0 {
+		return ""
+	}
+
+	if lang == LangChinese {
+		return formatPriceRankingZH(data)
+	}
+	return formatPriceRankingEN(data)
+}
+
+func formatPriceRankingZH(data *PriceRankingData) string {
+	var sb strings.Builder
+
+	sb.WriteString("## 涨跌幅排行\n\n")
+
+	durationOrder := []string{"1h", "4h", "24h"}
+	for _, duration := range durationOrder {
+		durationData, exists := data.Durations[duration]
+		if !exists || durationData == nil {
+			continue
+		}
+
+		sb.WriteString(fmt.Sprintf("### %s 涨跌幅\n\n", duration))
+
+		if len(durationData.Top) > 0 {
+			sb.WriteString("**涨幅榜**\n")
+			sb.WriteString("| 币种 | 涨幅 | 价格 | 资金流 | OI变化 |\n")
+			sb.WriteString("|------|------|------|--------|--------|\n")
+			for _, item := range durationData.Top {
+				sb.WriteString(fmt.Sprintf("| %s | %+.2f%% | $%.4f | %s | %s |\n",
+					item.Symbol, item.PriceDelta*100, item.Price,
+					formatValue(item.FutureFlow), formatValue(item.OIDeltaValue)))
+			}
+			sb.WriteString("\n")
+		}
+
+		if len(durationData.Low) > 0 {
+			sb.WriteString("**跌幅榜**\n")
+			sb.WriteString("| 币种 | 跌幅 | 价格 | 资金流 | OI变化 |\n")
+			sb.WriteString("|------|------|------|--------|--------|\n")
+			for _, item := range durationData.Low {
+				sb.WriteString(fmt.Sprintf("| %s | %.2f%% | $%.4f | %s | %s |\n",
+					item.Symbol, item.PriceDelta*100, item.Price,
+					formatValue(item.FutureFlow), formatValue(item.OIDeltaValue)))
+			}
+			sb.WriteString("\n")
+		}
+	}
+
+	sb.WriteString("**解读**: 涨幅大+资金流入+OI增加=强势上涨 | 跌幅大+资金流出+OI减少=弱势下跌\n\n")
+	return sb.String()
+}
+
+func formatPriceRankingEN(data *PriceRankingData) string {
+	var sb strings.Builder
+
+	sb.WriteString("## Price Gainers/Losers\n\n")
+
+	durationOrder := []string{"1h", "4h", "24h"}
+	for _, duration := range durationOrder {
+		durationData, exists := data.Durations[duration]
+		if !exists || durationData == nil {
+			continue
+		}
+
+		sb.WriteString(fmt.Sprintf("### %s Price Change\n\n", duration))
+
+		if len(durationData.Top) > 0 {
+			sb.WriteString("**Top Gainers**\n")
+			sb.WriteString("| Symbol | Change | Price | Fund Flow | OI Change |\n")
+			sb.WriteString("|--------|--------|-------|-----------|----------|\n")
+			for _, item := range durationData.Top {
+				sb.WriteString(fmt.Sprintf("| %s | %+.2f%% | $%.4f | %s | %s |\n",
+					item.Symbol, item.PriceDelta*100, item.Price,
+					formatValue(item.FutureFlow), formatValue(item.OIDeltaValue)))
+			}
+			sb.WriteString("\n")
+		}
+
+		if len(durationData.Low) > 0 {
+			sb.WriteString("**Top Losers**\n")
+			sb.WriteString("| Symbol | Change | Price | Fund Flow | OI Change |\n")
+			sb.WriteString("|--------|--------|-------|-----------|----------|\n")
+			for _, item := range durationData.Low {
+				sb.WriteString(fmt.Sprintf("| %s | %.2f%% | $%.4f | %s | %s |\n",
+					item.Symbol, item.PriceDelta*100, item.Price,
+					formatValue(item.FutureFlow), formatValue(item.OIDeltaValue)))
+			}
+			sb.WriteString("\n")
+		}
+	}
+
+	sb.WriteString("**Key**: Big gain + Fund inflow + OI increase = Strong bullish | Big loss + Fund outflow + OI decrease = Strong bearish\n\n")
+	return sb.String()
+}

provider/nofxos/util.go

@@ -0,0 +1,31 @@
+package nofxos
+
+import "fmt"
+
+// Language represents the language for formatting output
+type Language string
+
+const (
+	LangChinese Language = "zh-CN"
+	LangEnglish Language = "en-US"
+)
+
+// formatValue formats a numeric value with sign and appropriate suffix
+func formatValue(v float64) string {
+	sign := "+"
+	if v < 0 {
+		sign = ""
+	}
+	absV := v
+	if absV < 0 {
+		absV = -absV
+	}
+	if absV >= 1e9 {
+		return fmt.Sprintf("%s%.2fB", sign, v/1e9)
+	} else if absV >= 1e6 {
+		return fmt.Sprintf("%s%.2fM", sign, v/1e6)
+	} else if absV >= 1e3 {
+		return fmt.Sprintf("%s%.2fK", sign, v/1e3)
+	}
+	return fmt.Sprintf("%s%.2f", sign, v)
+}

railway.toml

@@ -0,0 +1,8 @@
+[build]
+dockerfilePath = "Dockerfile.railway"
+
+[deploy]
+healthcheckPath = "/health"
+healthcheckTimeout = 60
+restartPolicyType = "ON_FAILURE"
+restartPolicyMaxRetries = 3

railway/start.sh

@@ -0,0 +1,57 @@
+#!/bin/sh
+set -e
+
+# Railway 会设置 PORT 环境变量
+export PORT=${PORT:-8080}
+echo "🚀 Starting NOFX on port $PORT..."
+
+# 生成加密密钥（如果没有设置）
+if [ -z "$RSA_PRIVATE_KEY" ]; then
+    export RSA_PRIVATE_KEY=$(openssl genrsa 2048 2>/dev/null)
+fi
+if [ -z "$DATA_ENCRYPTION_KEY" ]; then
+    export DATA_ENCRYPTION_KEY=$(openssl rand -base64 32)
+fi
+
+# 生成 nginx 配置
+cat > /etc/nginx/http.d/default.conf << NGINX_EOF
+server {
+    listen $PORT;
+    server_name _;
+    root /usr/share/nginx/html;
+    index index.html;
+    gzip on;
+    gzip_types text/plain text/css application/json application/javascript;
+
+    location / {
+        try_files \$uri \$uri/ /index.html;
+    }
+
+    location /api/ {
+        proxy_pass http://127.0.0.1:8081/api/;
+        proxy_http_version 1.1;
+        proxy_set_header Host \$host;
+        proxy_set_header X-Real-IP \$remote_addr;
+        proxy_connect_timeout 300s;
+        proxy_send_timeout 300s;
+        proxy_read_timeout 300s;
+    }
+
+    location /health {
+        return 200 'OK';
+        add_header Content-Type text/plain;
+    }
+}
+NGINX_EOF
+
+# 启动后端（端口 8081）
+API_SERVER_PORT=8081 /app/nofx &
+sleep 2
+
+# 启动 nginx（后台）
+nginx
+
+echo "✅ NOFX started successfully"
+
+# 保持容器运行
+tail -f /dev/null

scripts/cleanup_duplicates.go

@@ -1,3 +1,5 @@
+//go:build ignore
+
 package main
 
 import (

scripts/clear_orders.go

@@ -1,3 +1,5 @@
+//go:build ignore
+
 package main
 
 import (

scripts/diagnose_orders.go

@@ -1,3 +1,5 @@
+//go:build ignore
+
 package main
 
 import (
@@ -7,6 +9,7 @@ import (
 	"nofx/store"
 	"os"
 	"path/filepath"
+	"time"
 )
 
 func main() {
@@ -83,7 +86,7 @@ func main() {
 			filledOrders++
 
 			// 检查 filled_at
-			if !order.FilledAt.IsZero() {
+			if order.FilledAt > 0 {
 				withFilledAt++
 			} else {
 				missingFilledAt++
@@ -119,8 +122,8 @@ func main() {
 		}
 
 		filledAtStr := "N/A"
-		if !order.FilledAt.IsZero() {
-			filledAtStr = order.FilledAt.Format("01-02 15:04")
+		if order.FilledAt > 0 {
+			filledAtStr = time.UnixMilli(order.FilledAt).Format("01-02 15:04")
 		}
 
 		fmt.Printf("%-15s %-10s %-10s %-15.2f %-10s %s\n",

scripts/fix_order_data.go

@@ -1,3 +1,5 @@
+//go:build ignore
+
 package main
 
 import (

scripts/migrate_encryption.go

@@ -1,3 +1,5 @@
+//go:build ignore
+
 package main
 
 import (

scripts/test_lighter_orders.go

@@ -0,0 +1,168 @@
+//go:build ignore
+
+// Test script to verify Lighter API authentication
+// Run: go run scripts/test_lighter_orders.go
+package main
+
+import (
+	"encoding/json"
+	"fmt"
+	"io"
+	"net/http"
+	"net/url"
+	"os"
+	"time"
+
+	lighterClient "github.com/elliottech/lighter-go/client"
+	lighterHTTP "github.com/elliottech/lighter-go/client/http"
+)
+
+func main() {
+	// Configuration - update these values
+	walletAddr := os.Getenv("LIGHTER_WALLET")
+	apiKeyPrivateKey := os.Getenv("LIGHTER_API_KEY")
+
+	if walletAddr == "" || apiKeyPrivateKey == "" {
+		fmt.Println("Usage: LIGHTER_WALLET=0x... LIGHTER_API_KEY=... go run scripts/test_lighter_orders.go")
+		fmt.Println("Environment variables required:")
+		fmt.Println("  LIGHTER_WALLET    - Ethereum wallet address")
+		fmt.Println("  LIGHTER_API_KEY   - API key private key (40 bytes hex)")
+		os.Exit(1)
+	}
+
+	fmt.Println("=== Lighter API Test ===")
+	fmt.Printf("Wallet: %s\n\n", walletAddr)
+
+	baseURL := "https://mainnet.zklighter.elliot.ai"
+	chainID := uint32(304)
+	client := &http.Client{Timeout: 30 * time.Second}
+
+	// Step 1: Get account info (no auth required)
+	fmt.Println("1. Getting account info...")
+	accountIndex, err := getAccountIndex(client, baseURL, walletAddr)
+	if err != nil {
+		fmt.Printf("   FAILED: %v\n", err)
+		os.Exit(1)
+	}
+	fmt.Printf("   OK: account_index = %d\n\n", accountIndex)
+
+	// Step 2: Create TxClient and generate auth token
+	fmt.Println("2. Creating TxClient and generating auth token...")
+	httpClient := lighterHTTP.NewClient(baseURL)
+	txClient, err := lighterClient.NewTxClient(httpClient, apiKeyPrivateKey, accountIndex, 0, chainID)
+	if err != nil {
+		fmt.Printf("   FAILED: %v\n", err)
+		os.Exit(1)
+	}
+
+	authToken, err := txClient.GetAuthToken(time.Now().Add(1 * time.Hour))
+	if err != nil {
+		fmt.Printf("   FAILED: %v\n", err)
+		os.Exit(1)
+	}
+	fmt.Printf("   OK: auth token generated\n\n")
+
+	// Step 3: Test GetActiveOrders with auth query parameter (NEW method)
+	fmt.Println("3. Testing GetActiveOrders with auth query parameter (FIXED)...")
+	encodedAuth := url.QueryEscape(authToken)
+	endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=0&auth=%s",
+		baseURL, accountIndex, encodedAuth)
+
+	resp, err := client.Get(endpoint)
+	if err != nil {
+		fmt.Printf("   FAILED: %v\n", err)
+		os.Exit(1)
+	}
+	defer resp.Body.Close()
+
+	body, _ := io.ReadAll(resp.Body)
+	var result map[string]interface{}
+	json.Unmarshal(body, &result)
+
+	if code, ok := result["code"].(float64); ok && code == 200 {
+		orders := result["orders"].([]interface{})
+		fmt.Printf("   OK: Retrieved %d orders\n", len(orders))
+		if len(orders) > 0 {
+			fmt.Println("   Sample orders:")
+			for i, o := range orders {
+				if i >= 3 {
+					fmt.Printf("   ... and %d more\n", len(orders)-3)
+					break
+				}
+				order := o.(map[string]interface{})
+				fmt.Printf("   - ID: %v, Price: %v, Side: %v\n",
+					order["order_id"], order["price"], order["is_ask"])
+			}
+		}
+	} else {
+		fmt.Printf("   FAILED: %s\n", string(body))
+		fmt.Println("\n   Possible causes:")
+		fmt.Println("   - API key not registered on-chain")
+		fmt.Println("   - API key private key incorrect")
+		fmt.Println("   - Account index mismatch")
+		os.Exit(1)
+	}
+
+	// Step 4: Test GetActiveOrders with Authorization header (OLD method - for comparison)
+	fmt.Println("\n4. Testing GetActiveOrders with Authorization header (OLD method)...")
+	endpoint2 := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=0",
+		baseURL, accountIndex)
+
+	req, _ := http.NewRequest("GET", endpoint2, nil)
+	req.Header.Set("Authorization", authToken)
+	req.Header.Set("Content-Type", "application/json")
+
+	resp2, err := client.Do(req)
+	if err != nil {
+		fmt.Printf("   FAILED: %v\n", err)
+	} else {
+		defer resp2.Body.Close()
+		body2, _ := io.ReadAll(resp2.Body)
+		var result2 map[string]interface{}
+		json.Unmarshal(body2, &result2)
+
+		if code, ok := result2["code"].(float64); ok && code == 200 {
+			orders := result2["orders"].([]interface{})
+			fmt.Printf("   OK: Retrieved %d orders (both methods work!)\n", len(orders))
+		} else {
+			fmt.Printf("   FAILED: %s\n", string(body2))
+			fmt.Println("   ^ This is expected - Authorization header doesn't work consistently")
+		}
+	}
+
+	fmt.Println("\n=== TEST COMPLETE ===")
+	fmt.Println("If test 3 passed, the fix is working correctly.")
+}
+
+func getAccountIndex(client *http.Client, baseURL, walletAddr string) (int64, error) {
+	endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", baseURL, walletAddr)
+	resp, err := client.Get(endpoint)
+	if err != nil {
+		return 0, err
+	}
+	defer resp.Body.Close()
+
+	body, _ := io.ReadAll(resp.Body)
+	var result struct {
+		Code     int `json:"code"`
+		Accounts []struct {
+			AccountIndex int64 `json:"account_index"`
+		} `json:"accounts"`
+		SubAccounts []struct {
+			AccountIndex int64 `json:"account_index"`
+		} `json:"sub_accounts"`
+	}
+
+	if err := json.Unmarshal(body, &result); err != nil {
+		return 0, fmt.Errorf("failed to parse: %w", err)
+	}
+
+	if len(result.Accounts) > 0 {
+		return result.Accounts[0].AccountIndex, nil
+	}
+	if len(result.SubAccounts) > 0 {
+		return result.SubAccounts[0].AccountIndex, nil
+	}
+
+	return 0, fmt.Errorf("no account found")
+}

store/ai_model.go

@@ -149,7 +149,7 @@ func (s *AIModelStore) Update(userID, id string, enabled bool, apiKey, customAPI
 			"enabled":           enabled,
 			"custom_api_url":    customAPIURL,
 			"custom_model_name": customModelName,
-			"updated_at":        time.Now(),
+			"updated_at":        time.Now().UTC(),
 		}
 		// If apiKey is not empty, update it (encryption handled by crypto.EncryptedString)
 		if apiKey != "" {
@@ -167,7 +167,7 @@ func (s *AIModelStore) Update(userID, id string, enabled bool, apiKey, customAPI
 			"enabled":           enabled,
 			"custom_api_url":    customAPIURL,
 			"custom_model_name": customModelName,
-			"updated_at":        time.Now(),
+			"updated_at":        time.Now().UTC(),
 		}
 		if apiKey != "" {
 			updates["api_key"] = crypto.EncryptedString(apiKey)

store/backtest.go

@@ -147,7 +147,7 @@ func (BacktestCheckpoint) TableName() string {
 type BacktestEquity struct {
 	ID        int64   `gorm:"primaryKey;autoIncrement"`
 	RunID     string  `gorm:"column:run_id;not null;index:idx_backtest_equity_run_ts"`
-	TS        int64   `gorm:"column:ts;not null;index:idx_backtest_equity_run_ts"`
+	TS        int64   `gorm:"column:ts;type:bigint;not null;index:idx_backtest_equity_run_ts"`
 	Equity    float64 `gorm:"column:equity;not null"`
 	Available float64 `gorm:"column:available;not null"`
 	PnL       float64 `gorm:"column:pnl;not null"`
@@ -164,7 +164,7 @@ func (BacktestEquity) TableName() string {
 type BacktestTrade struct {
 	ID            int64   `gorm:"primaryKey;autoIncrement"`
 	RunID         string  `gorm:"column:run_id;not null;index:idx_backtest_trades_run_ts"`
-	TS            int64   `gorm:"column:ts;not null;index:idx_backtest_trades_run_ts"`
+	TS            int64   `gorm:"column:ts;type:bigint;not null;index:idx_backtest_trades_run_ts"`
 	Symbol        string  `gorm:"column:symbol;not null"`
 	Action        string  `gorm:"column:action;not null"`
 	Side          string  `gorm:"column:side;default:''"`
@@ -217,7 +217,10 @@ func (s *BacktestStore) initTables() error {
 		s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'backtest_runs'`).Scan(&tableExists)
 
 		if tableExists > 0 {
-			// Tables exist - just ensure indexes exist
+			// Tables exist - fix column types and ensure indexes exist
+			// Fix ts column type from INTEGER to BIGINT (timestamps in milliseconds exceed int4 max)
+			s.db.Exec(`ALTER TABLE backtest_equity ALTER COLUMN ts TYPE BIGINT`)
+			s.db.Exec(`ALTER TABLE backtest_trades ALTER COLUMN ts TYPE BIGINT`)
 			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_equity_run_ts ON backtest_equity(run_id, ts)`)
 			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_trades_run_ts ON backtest_trades(run_id, ts)`)
 			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_decisions_run_cycle ON backtest_decisions(run_id, cycle)`)

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/exchange.go

@@ -236,7 +236,7 @@ func (s *ExchangeStore) Update(userID, id string, enabled bool, apiKey, secretKe
 		"aster_signer":            asterSigner,
 		"lighter_wallet_addr":     lighterWalletAddr,
 		"lighter_api_key_index":   lighterApiKeyIndex,
-		"updated_at":              time.Now(),
+		"updated_at":              time.Now().UTC(),
 	}
 
 	// Only update encrypted fields if not empty
@@ -275,7 +275,7 @@ func (s *ExchangeStore) UpdateAccountName(userID, id, accountName string) error
 		Where("id = ? AND user_id = ?", id, userID).
 		Updates(map[string]interface{}{
 			"account_name": accountName,
-			"updated_at":   time.Now(),
+			"updated_at":   time.Now().UTC(),
 		})
 	if result.Error != nil {
 		return result.Error

store/gorm.go

@@ -2,6 +2,7 @@ package store
 
 import (
 	"fmt"
+	"time"
 
 	"gorm.io/driver/postgres"
 	"gorm.io/driver/sqlite"
@@ -21,6 +22,10 @@ func DB() *gorm.DB {
 func InitGorm(dbPath string) (*gorm.DB, error) {
 	db, err := gorm.Open(sqlite.Open(dbPath), &gorm.Config{
 		Logger: logger.Default.LogMode(logger.Silent),
+		// Use UTC for all auto-generated timestamps (autoCreateTime, autoUpdateTime)
+		NowFunc: func() time.Time {
+			return time.Now().UTC()
+		},
 	})
 	if err != nil {
 		return nil, fmt.Errorf("failed to open SQLite database: %w", err)
@@ -53,6 +58,10 @@ func InitGormPostgres(host string, port int, user, password, dbname, sslmode str
 
 	db, err := gorm.Open(postgres.Open(dsn), &gorm.Config{
 		Logger: logger.Default.LogMode(logger.Silent),
+		// Use UTC for all auto-generated timestamps (autoCreateTime, autoUpdateTime)
+		NowFunc: func() time.Time {
+			return time.Now().UTC()
+		},
 	})
 	if err != nil {
 		return nil, fmt.Errorf("failed to open PostgreSQL database: %w", err)

store/grid.go

@@ -0,0 +1,594 @@
+package store
+
+import (
+	"fmt"
+	"time"
+
+	"gorm.io/gorm"
+)
+
+// ==================== Grid Store Models ====================
+// These models mirror the grid package types but are defined here
+// to avoid import cycles between store and grid packages.
+
+// GridConfigModel GORM model for grid_configs table
+type GridConfigModel struct {
+	ID        string    `json:"id" gorm:"primaryKey"`
+	UserID    string    `json:"user_id" gorm:"index"`
+	TraderID  string    `json:"trader_id" gorm:"index"`
+	Symbol    string    `json:"symbol" gorm:"not null"`
+	CreatedAt time.Time `json:"created_at" gorm:"autoCreateTime"`
+	UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime"`
+
+	GridCount       int     `json:"grid_count" gorm:"default:10"`
+	TotalInvestment float64 `json:"total_investment" gorm:"not null"`
+	Leverage        int     `json:"leverage" gorm:"default:5"`
+	UpperPrice      float64 `json:"upper_price"`
+	LowerPrice      float64 `json:"lower_price"`
+	UseATRBounds    bool    `json:"use_atr_bounds" gorm:"default:true"`
+	ATRMultiplier   float64 `json:"atr_multiplier" gorm:"default:2.0"`
+	Distribution    string  `json:"distribution" gorm:"default:gaussian"`
+
+	MaxDrawdownPct     float64 `json:"max_drawdown_pct" gorm:"default:15.0"`
+	StopLossPct        float64 `json:"stop_loss_pct" gorm:"default:5.0"`
+	DailyLossLimitPct  float64 `json:"daily_loss_limit_pct" gorm:"default:10"`
+	MaxPositionSizePct float64 `json:"max_position_size_pct" gorm:"default:30"`
+
+	RegimeCheckInterval  int  `json:"regime_check_interval" gorm:"default:30"`
+	AutoPauseOnTrend     bool `json:"auto_pause_on_trend" gorm:"default:true"`
+	MinRangingScore      int  `json:"min_ranging_score" gorm:"default:60"`
+	TrendResumeThreshold int  `json:"trend_resume_threshold" gorm:"default:70"`
+
+	// Box indicator periods (1h candles)
+	ShortBoxPeriod int `json:"short_box_period" gorm:"default:72"`  // 3 days
+	MidBoxPeriod   int `json:"mid_box_period" gorm:"default:240"`   // 10 days
+	LongBoxPeriod  int `json:"long_box_period" gorm:"default:500"`  // 21 days
+
+	// Effective leverage limits by regime level
+	NarrowRegimeLeverage   int `json:"narrow_regime_leverage" gorm:"default:2"`
+	StandardRegimeLeverage int `json:"standard_regime_leverage" gorm:"default:4"`
+	WideRegimeLeverage     int `json:"wide_regime_leverage" gorm:"default:3"`
+	VolatileRegimeLeverage int `json:"volatile_regime_leverage" gorm:"default:2"`
+
+	// Position limits by regime level (percentage of total investment)
+	NarrowRegimePositionPct   float64 `json:"narrow_regime_position_pct" gorm:"default:40"`
+	StandardRegimePositionPct float64 `json:"standard_regime_position_pct" gorm:"default:70"`
+	WideRegimePositionPct     float64 `json:"wide_regime_position_pct" gorm:"default:60"`
+	VolatileRegimePositionPct float64 `json:"volatile_regime_position_pct" gorm:"default:40"`
+
+	OrderRefreshSec  int     `json:"order_refresh_sec" gorm:"default:300"`
+	UseMakerOnly     bool    `json:"use_maker_only" gorm:"default:true"`
+	SlippageTolerPct float64 `json:"slippage_toler_pct" gorm:"default:0.1"`
+
+	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 {
+	return "grid_configs"
+}
+
+// GridInstanceModel GORM model for grid_instances table
+type GridInstanceModel struct {
+	ID        string     `json:"id" gorm:"primaryKey"`
+	ConfigID  string     `json:"config_id" gorm:"index;not null"`
+	Symbol    string     `json:"symbol" gorm:"not null"`
+	State     string     `json:"state" gorm:"not null"`
+	StartedAt time.Time  `json:"started_at"`
+	StoppedAt *time.Time `json:"stopped_at,omitempty"`
+	UpdatedAt time.Time  `json:"updated_at" gorm:"autoUpdateTime"`
+
+	CurrentUpperPrice   float64 `json:"current_upper_price"`
+	CurrentLowerPrice   float64 `json:"current_lower_price"`
+	CurrentGridSpacing  float64 `json:"current_grid_spacing"`
+	ActiveLevelCount    int     `json:"active_level_count"`
+	CurrentRegime       string  `json:"current_regime"`
+	RegimeScore         int     `json:"regime_score"`
+	LastRegimeCheck     time.Time `json:"last_regime_check"`
+	ConsecutiveTrending int     `json:"consecutive_trending"`
+
+	// Current regime level (narrow/standard/wide/volatile/trending)
+	CurrentRegimeLevel string `json:"current_regime_level" gorm:"default:standard"`
+
+	// Box state
+	ShortBoxUpper float64 `json:"short_box_upper"`
+	ShortBoxLower float64 `json:"short_box_lower"`
+	MidBoxUpper   float64 `json:"mid_box_upper"`
+	MidBoxLower   float64 `json:"mid_box_lower"`
+	LongBoxUpper  float64 `json:"long_box_upper"`
+	LongBoxLower  float64 `json:"long_box_lower"`
+
+	// Breakout state
+	BreakoutLevel        string    `json:"breakout_level" gorm:"default:none"` // none/short/mid/long
+	BreakoutDirection    string    `json:"breakout_direction"`                 // up/down
+	BreakoutConfirmCount int       `json:"breakout_confirm_count" gorm:"default:0"`
+	BreakoutStartTime    time.Time `json:"breakout_start_time"`
+
+	// 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"`
+	WinningTrades   int       `json:"winning_trades" gorm:"default:0"`
+	MaxDrawdown     float64   `json:"max_drawdown" gorm:"default:0"`
+	CurrentDrawdown float64   `json:"current_drawdown" gorm:"default:0"`
+	PeakEquity      float64   `json:"peak_equity" gorm:"default:0"`
+	DailyProfit     float64   `json:"daily_profit" gorm:"default:0"`
+	DailyLoss       float64   `json:"daily_loss" gorm:"default:0"`
+	LastDailyReset  time.Time `json:"last_daily_reset"`
+}
+
+func (GridInstanceModel) TableName() string {
+	return "grid_instances"
+}
+
+// GridLevelModel GORM model for grid_levels table
+type GridLevelModel struct {
+	ID               string     `json:"id" gorm:"primaryKey"`
+	InstanceID       string     `json:"instance_id" gorm:"index;not null"`
+	LevelIndex       int        `json:"level_index" gorm:"not null"`
+	Price            float64    `json:"price" gorm:"not null"`
+	State            string     `json:"state" gorm:"not null"`
+	Side             string     `json:"side"`
+	OrderID          string     `json:"order_id,omitempty"`
+	OrderPrice       float64    `json:"order_price,omitempty"`
+	OrderQuantity    float64    `json:"order_quantity,omitempty"`
+	OrderCreatedAt   *time.Time `json:"order_created_at,omitempty"`
+	PositionSize     float64    `json:"position_size,omitempty"`
+	PositionEntry    float64    `json:"position_entry,omitempty"`
+	PositionOpenAt   *time.Time `json:"position_open_at,omitempty"`
+	AllocationWeight float64    `json:"allocation_weight"`
+	AllocatedUSD     float64    `json:"allocated_usd"`
+	UpdatedAt        time.Time  `json:"updated_at" gorm:"autoUpdateTime"`
+}
+
+func (GridLevelModel) TableName() string {
+	return "grid_levels"
+}
+
+// GridEventModel GORM model for grid_events table
+type GridEventModel struct {
+	ID          string    `json:"id" gorm:"primaryKey"`
+	InstanceID  string    `json:"instance_id" gorm:"index;not null"`
+	LevelID     string    `json:"level_id,omitempty" gorm:"index"`
+	EventType   string    `json:"event_type" gorm:"not null"`
+	EventTime   time.Time `json:"event_time" gorm:"autoCreateTime"`
+	Price       float64   `json:"price,omitempty"`
+	Quantity    float64   `json:"quantity,omitempty"`
+	Side        string    `json:"side,omitempty"`
+	PnL         float64   `json:"pnl,omitempty"`
+	Fee         float64   `json:"fee,omitempty"`
+	Message     string    `json:"message,omitempty"`
+	OldRegime   string    `json:"old_regime,omitempty"`
+	NewRegime   string    `json:"new_regime,omitempty"`
+	TriggerType string    `json:"trigger_type,omitempty"`
+	RawData     string    `json:"raw_data,omitempty" gorm:"type:text"`
+}
+
+func (GridEventModel) TableName() string {
+	return "grid_events"
+}
+
+// GridRegimeAssessmentModel GORM model for grid_regime_assessments table
+type GridRegimeAssessmentModel struct {
+	ID              string    `json:"id" gorm:"primaryKey"`
+	InstanceID      string    `json:"instance_id" gorm:"index;not null"`
+	AssessedAt      time.Time `json:"assessed_at" gorm:"autoCreateTime"`
+	Regime          string    `json:"regime" gorm:"not null"`
+	Score           int       `json:"score" gorm:"not null"`
+	Confidence      float64   `json:"confidence"`
+	BollingerSignal int       `json:"bollinger_signal"`
+	EMASignal       int       `json:"ema_signal"`
+	MACDSignal      int       `json:"macd_signal"`
+	VolumeSignal    int       `json:"volume_signal"`
+	OISignal        int       `json:"oi_signal"`
+	FundingSignal   int       `json:"funding_signal"`
+	CandleSignal    int       `json:"candle_signal"`
+	ATR14           float64   `json:"atr14"`
+	BollingerWidth  float64   `json:"bollinger_width"`
+	EMADistance     float64   `json:"ema_distance"`
+	CurrentPrice    float64   `json:"current_price"`
+	AIReasoning     string    `json:"ai_reasoning" gorm:"type:text"`
+}
+
+func (GridRegimeAssessmentModel) TableName() string {
+	return "grid_regime_assessments"
+}
+
+// ==================== Grid Store ====================
+
+// GridStore provides database operations for grid trading
+type GridStore struct {
+	db *gorm.DB
+}
+
+// NewGridStore creates a new grid store
+func NewGridStore(db *gorm.DB) *GridStore {
+	return &GridStore{db: db}
+}
+
+// InitTables initializes grid-related tables
+func (s *GridStore) InitTables() error {
+	// For PostgreSQL with existing tables, skip AutoMigrate to avoid type conflicts
+	if s.db.Dialector.Name() == "postgres" {
+		var tableExists int64
+		s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'grid_configs'`).Scan(&tableExists)
+
+		if tableExists > 0 {
+			// Tables exist, just ensure indexes
+			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_configs_user_id ON grid_configs(user_id)`)
+			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_configs_trader_id ON grid_configs(trader_id)`)
+			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_instances_config_id ON grid_instances(config_id)`)
+			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_levels_instance_id ON grid_levels(instance_id)`)
+			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_events_instance_id ON grid_events(instance_id)`)
+			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_events_level_id ON grid_events(level_id)`)
+			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_grid_regime_assessments_instance_id ON grid_regime_assessments(instance_id)`)
+			return nil
+		}
+	}
+
+	// AutoMigrate all grid tables
+	if err := s.db.AutoMigrate(
+		&GridConfigModel{},
+		&GridInstanceModel{},
+		&GridLevelModel{},
+		&GridEventModel{},
+		&GridRegimeAssessmentModel{},
+	); err != nil {
+		return fmt.Errorf("failed to migrate grid tables: %w", err)
+	}
+
+	return nil
+}
+
+// ==================== Config Operations ====================
+
+// SaveGridConfig saves or updates a grid configuration
+func (s *GridStore) SaveGridConfig(config *GridConfigModel) error {
+	config.UpdatedAt = time.Now()
+	if config.CreatedAt.IsZero() {
+		config.CreatedAt = time.Now()
+	}
+	return s.db.Save(config).Error
+}
+
+// LoadGridConfig loads a grid configuration by ID
+func (s *GridStore) LoadGridConfig(id string) (*GridConfigModel, error) {
+	var config GridConfigModel
+	err := s.db.Where("id = ?", id).First(&config).Error
+	if err != nil {
+		return nil, err
+	}
+	return &config, nil
+}
+
+// LoadGridConfigByTrader loads a grid configuration by trader ID
+func (s *GridStore) LoadGridConfigByTrader(traderID string) (*GridConfigModel, error) {
+	var config GridConfigModel
+	err := s.db.Where("trader_id = ? AND is_active = true", traderID).First(&config).Error
+	if err != nil {
+		return nil, err
+	}
+	return &config, nil
+}
+
+// ListGridConfigs lists all grid configurations for a user
+func (s *GridStore) ListGridConfigs(userID string) ([]GridConfigModel, error) {
+	var configs []GridConfigModel
+	err := s.db.Where("user_id = ?", userID).Order("created_at DESC").Find(&configs).Error
+	if err != nil {
+		return nil, err
+	}
+	return configs, nil
+}
+
+// DeleteGridConfig deletes a grid configuration and all related data
+func (s *GridStore) DeleteGridConfig(id string) error {
+	return s.db.Transaction(func(tx *gorm.DB) error {
+		// Get all instances for this config
+		var instances []GridInstanceModel
+		if err := tx.Where("config_id = ?", id).Find(&instances).Error; err != nil {
+			return err
+		}
+
+		// Delete related data for each instance
+		for _, instance := range instances {
+			if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridLevelModel{}).Error; err != nil {
+				return err
+			}
+			if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridEventModel{}).Error; err != nil {
+				return err
+			}
+			if err := tx.Where("instance_id = ?", instance.ID).Delete(&GridRegimeAssessmentModel{}).Error; err != nil {
+				return err
+			}
+		}
+
+		// Delete instances
+		if err := tx.Where("config_id = ?", id).Delete(&GridInstanceModel{}).Error; err != nil {
+			return err
+		}
+
+		// Delete config
+		return tx.Where("id = ?", id).Delete(&GridConfigModel{}).Error
+	})
+}
+
+// ==================== Instance Operations ====================
+
+// SaveGridInstance saves or updates a grid instance
+func (s *GridStore) SaveGridInstance(instance *GridInstanceModel) error {
+	instance.UpdatedAt = time.Now()
+	return s.db.Save(instance).Error
+}
+
+// LoadGridInstance loads a grid instance by config ID
+func (s *GridStore) LoadGridInstance(configID string) (*GridInstanceModel, error) {
+	var instance GridInstanceModel
+	err := s.db.Where("config_id = ?", configID).
+		Order("started_at DESC").
+		First(&instance).Error
+	if err != nil {
+		return nil, err
+	}
+	return &instance, nil
+}
+
+// LoadGridInstanceByID loads a grid instance by ID
+func (s *GridStore) LoadGridInstanceByID(id string) (*GridInstanceModel, error) {
+	var instance GridInstanceModel
+	err := s.db.Where("id = ?", id).First(&instance).Error
+	if err != nil {
+		return nil, err
+	}
+	return &instance, nil
+}
+
+// ListGridInstances lists all instances for a config
+func (s *GridStore) ListGridInstances(configID string) ([]GridInstanceModel, error) {
+	var instances []GridInstanceModel
+	err := s.db.Where("config_id = ?", configID).
+		Order("started_at DESC").
+		Find(&instances).Error
+	if err != nil {
+		return nil, err
+	}
+	return instances, nil
+}
+
+// ==================== Level Operations ====================
+
+// SaveGridLevel saves or updates a grid level
+func (s *GridStore) SaveGridLevel(level *GridLevelModel) error {
+	level.UpdatedAt = time.Now()
+	return s.db.Save(level).Error
+}
+
+// SaveGridLevels saves multiple grid levels
+func (s *GridStore) SaveGridLevels(levels []GridLevelModel) error {
+	if len(levels) == 0 {
+		return nil
+	}
+	now := time.Now()
+	for i := range levels {
+		levels[i].UpdatedAt = now
+	}
+	return s.db.Save(&levels).Error
+}
+
+// LoadGridLevels loads all levels for an instance
+func (s *GridStore) LoadGridLevels(instanceID string) ([]GridLevelModel, error) {
+	var levels []GridLevelModel
+	err := s.db.Where("instance_id = ?", instanceID).
+		Order("level_index ASC").
+		Find(&levels).Error
+	if err != nil {
+		return nil, err
+	}
+	return levels, nil
+}
+
+// DeleteGridLevels deletes all levels for an instance
+func (s *GridStore) DeleteGridLevels(instanceID string) error {
+	return s.db.Where("instance_id = ?", instanceID).Delete(&GridLevelModel{}).Error
+}
+
+// ==================== Event Operations ====================
+
+// SaveGridEvent saves a grid event
+func (s *GridStore) SaveGridEvent(event *GridEventModel) error {
+	if event.EventTime.IsZero() {
+		event.EventTime = time.Now()
+	}
+	return s.db.Create(event).Error
+}
+
+// LoadRecentGridEvents loads recent events for an instance
+func (s *GridStore) LoadRecentGridEvents(instanceID string, limit int) ([]GridEventModel, error) {
+	var events []GridEventModel
+	query := s.db.Where("instance_id = ?", instanceID).
+		Order("event_time DESC")
+	if limit > 0 {
+		query = query.Limit(limit)
+	}
+	err := query.Find(&events).Error
+	if err != nil {
+		return nil, err
+	}
+	return events, nil
+}
+
+// LoadGridEventsByType loads events of a specific type
+func (s *GridStore) LoadGridEventsByType(instanceID, eventType string, limit int) ([]GridEventModel, error) {
+	var events []GridEventModel
+	query := s.db.Where("instance_id = ? AND event_type = ?", instanceID, eventType).
+		Order("event_time DESC")
+	if limit > 0 {
+		query = query.Limit(limit)
+	}
+	err := query.Find(&events).Error
+	if err != nil {
+		return nil, err
+	}
+	return events, nil
+}
+
+// CountGridEvents counts events for an instance
+func (s *GridStore) CountGridEvents(instanceID string) (int64, error) {
+	var count int64
+	err := s.db.Model(&GridEventModel{}).
+		Where("instance_id = ?", instanceID).
+		Count(&count).Error
+	return count, err
+}
+
+// ==================== Regime Assessment Operations ====================
+
+// SaveGridRegimeAssessment saves a regime assessment
+func (s *GridStore) SaveGridRegimeAssessment(assessment *GridRegimeAssessmentModel) error {
+	if assessment.AssessedAt.IsZero() {
+		assessment.AssessedAt = time.Now()
+	}
+	return s.db.Create(assessment).Error
+}
+
+// LoadLatestGridRegime loads the latest regime assessment
+func (s *GridStore) LoadLatestGridRegime(instanceID string) (*GridRegimeAssessmentModel, error) {
+	var assessment GridRegimeAssessmentModel
+	err := s.db.Where("instance_id = ?", instanceID).
+		Order("assessed_at DESC").
+		First(&assessment).Error
+	if err != nil {
+		return nil, err
+	}
+	return &assessment, nil
+}
+
+// LoadGridRegimeHistory loads regime assessment history
+func (s *GridStore) LoadGridRegimeHistory(instanceID string, limit int) ([]GridRegimeAssessmentModel, error) {
+	var assessments []GridRegimeAssessmentModel
+	query := s.db.Where("instance_id = ?", instanceID).
+		Order("assessed_at DESC")
+	if limit > 0 {
+		query = query.Limit(limit)
+	}
+	err := query.Find(&assessments).Error
+	if err != nil {
+		return nil, err
+	}
+	return assessments, nil
+}
+
+// ==================== Statistics Operations ====================
+
+// GetGridInstanceStatistics returns statistics for an instance
+func (s *GridStore) GetGridInstanceStatistics(instanceID string) (map[string]interface{}, error) {
+	var instance GridInstanceModel
+	if err := s.db.Where("id = ?", instanceID).First(&instance).Error; err != nil {
+		return nil, err
+	}
+
+	// Count events by type
+	var eventCounts []struct {
+		EventType string
+		Count     int64
+	}
+	s.db.Model(&GridEventModel{}).
+		Select("event_type, count(*) as count").
+		Where("instance_id = ?", instanceID).
+		Group("event_type").
+		Find(&eventCounts)
+
+	eventCountMap := make(map[string]int64)
+	for _, ec := range eventCounts {
+		eventCountMap[ec.EventType] = ec.Count
+	}
+
+	// Get latest regime
+	var latestRegime GridRegimeAssessmentModel
+	s.db.Where("instance_id = ?", instanceID).
+		Order("assessed_at DESC").
+		First(&latestRegime)
+
+	winRate := 0.0
+	if instance.TotalTrades > 0 {
+		winRate = float64(instance.WinningTrades) / float64(instance.TotalTrades) * 100
+	}
+
+	return map[string]interface{}{
+		"instance_id":         instance.ID,
+		"state":               instance.State,
+		"started_at":          instance.StartedAt,
+		"stopped_at":          instance.StoppedAt,
+		"total_profit":        instance.TotalProfit,
+		"total_fees":          instance.TotalFees,
+		"total_trades":        instance.TotalTrades,
+		"winning_trades":      instance.WinningTrades,
+		"win_rate":            winRate,
+		"max_drawdown":        instance.MaxDrawdown,
+		"current_drawdown":    instance.CurrentDrawdown,
+		"peak_equity":         instance.PeakEquity,
+		"active_level_count":  instance.ActiveLevelCount,
+		"current_regime":      instance.CurrentRegime,
+		"regime_score":        instance.RegimeScore,
+		"event_counts":        eventCountMap,
+		"latest_regime_score": latestRegime.Score,
+	}, nil
+}
+
+// GetGridPerformanceMetrics returns performance metrics for a time period
+func (s *GridStore) GetGridPerformanceMetrics(instanceID string, from, to time.Time) (map[string]interface{}, error) {
+	// Count trades in period
+	var tradeCounts struct {
+		TotalFills int64
+		BuyFills   int64
+		SellFills  int64
+	}
+	s.db.Model(&GridEventModel{}).
+		Select("count(*) as total_fills, "+
+			"sum(case when side = 'buy' then 1 else 0 end) as buy_fills, "+
+			"sum(case when side = 'sell' then 1 else 0 end) as sell_fills").
+		Where("instance_id = ? AND event_type = 'order_filled' AND event_time BETWEEN ? AND ?",
+			instanceID, from, to).
+		Scan(&tradeCounts)
+
+	// Sum profit/loss
+	var pnlSum struct {
+		TotalPnL float64
+		TotalFee float64
+	}
+	s.db.Model(&GridEventModel{}).
+		Select("coalesce(sum(pnl), 0) as total_pnl, coalesce(sum(fee), 0) as total_fee").
+		Where("instance_id = ? AND event_time BETWEEN ? AND ?", instanceID, from, to).
+		Scan(&pnlSum)
+
+	// Count regime changes
+	var regimeChanges int64
+	s.db.Model(&GridEventModel{}).
+		Where("instance_id = ? AND event_type = 'regime_change' AND event_time BETWEEN ? AND ?",
+			instanceID, from, to).
+		Count(&regimeChanges)
+
+	return map[string]interface{}{
+		"period_start":   from,
+		"period_end":     to,
+		"total_fills":    tradeCounts.TotalFills,
+		"buy_fills":      tradeCounts.BuyFills,
+		"sell_fills":     tradeCounts.SellFills,
+		"total_pnl":      pnlSum.TotalPnL,
+		"total_fees":     pnlSum.TotalFee,
+		"net_pnl":        pnlSum.TotalPnL - pnlSum.TotalFee,
+		"regime_changes": regimeChanges,
+	}, nil
+}

store/order.go

@@ -2,43 +2,44 @@ package store
 
 import (
 	"fmt"
-	"strings"
+	"strconv"
 	"time"
 
 	"gorm.io/gorm"
 )
 
 // TraderOrder order record
+// All time fields use int64 millisecond timestamps (UTC) to avoid timezone issues
 type TraderOrder struct {
-	ID                int64     `gorm:"primaryKey;autoIncrement" json:"id"`
-	TraderID          string    `gorm:"column:trader_id;not null;index:idx_orders_trader_id" json:"trader_id"`
-	ExchangeID        string    `gorm:"column:exchange_id;not null;default:''" json:"exchange_id"`
-	ExchangeType      string    `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
-	ExchangeOrderID   string    `gorm:"column:exchange_order_id;not null;uniqueIndex:idx_orders_exchange_unique,priority:2" json:"exchange_order_id"`
-	ClientOrderID     string    `gorm:"column:client_order_id;default:''" json:"client_order_id"`
-	Symbol            string    `gorm:"column:symbol;not null;index:idx_orders_symbol" json:"symbol"`
-	Side              string    `gorm:"column:side;not null" json:"side"`
-	PositionSide      string    `gorm:"column:position_side;default:''" json:"position_side"`
-	Type              string    `gorm:"column:type;not null" json:"type"`
-	TimeInForce       string    `gorm:"column:time_in_force;default:GTC" json:"time_in_force"`
-	Quantity          float64   `gorm:"column:quantity;not null" json:"quantity"`
-	Price             float64   `gorm:"column:price;default:0" json:"price"`
-	StopPrice         float64   `gorm:"column:stop_price;default:0" json:"stop_price"`
-	Status            string    `gorm:"column:status;not null;default:NEW;index:idx_orders_status" json:"status"`
-	FilledQuantity    float64   `gorm:"column:filled_quantity;default:0" json:"filled_quantity"`
-	AvgFillPrice      float64   `gorm:"column:avg_fill_price;default:0" json:"avg_fill_price"`
-	Commission        float64   `gorm:"column:commission;default:0" json:"commission"`
-	CommissionAsset   string    `gorm:"column:commission_asset;default:USDT" json:"commission_asset"`
-	Leverage          int       `gorm:"column:leverage;default:1" json:"leverage"`
-	ReduceOnly        bool      `gorm:"column:reduce_only;default:false" json:"reduce_only"`
-	ClosePosition     bool      `gorm:"column:close_position;default:false" json:"close_position"`
-	WorkingType       string    `gorm:"column:working_type;default:CONTRACT_PRICE" json:"working_type"`
-	PriceProtect      bool      `gorm:"column:price_protect;default:false" json:"price_protect"`
-	OrderAction       string    `gorm:"column:order_action;default:''" json:"order_action"`
-	RelatedPositionID int64     `gorm:"column:related_position_id;default:0" json:"related_position_id"`
-	CreatedAt         time.Time `gorm:"column:created_at;autoCreateTime" json:"created_at"`
-	UpdatedAt         time.Time `gorm:"column:updated_at;autoUpdateTime" json:"updated_at"`
-	FilledAt          time.Time `gorm:"column:filled_at" json:"filled_at"`
+	ID                int64   `gorm:"primaryKey;autoIncrement" json:"id"`
+	TraderID          string  `gorm:"column:trader_id;not null;index:idx_orders_trader_id" json:"trader_id"`
+	ExchangeID        string  `gorm:"column:exchange_id;not null;default:''" json:"exchange_id"`
+	ExchangeType      string  `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
+	ExchangeOrderID   string  `gorm:"column:exchange_order_id;not null;uniqueIndex:idx_orders_exchange_unique,priority:2" json:"exchange_order_id"`
+	ClientOrderID     string  `gorm:"column:client_order_id;default:''" json:"client_order_id"`
+	Symbol            string  `gorm:"column:symbol;not null;index:idx_orders_symbol" json:"symbol"`
+	Side              string  `gorm:"column:side;not null" json:"side"`
+	PositionSide      string  `gorm:"column:position_side;default:''" json:"position_side"`
+	Type              string  `gorm:"column:type;not null" json:"type"`
+	TimeInForce       string  `gorm:"column:time_in_force;default:GTC" json:"time_in_force"`
+	Quantity          float64 `gorm:"column:quantity;not null" json:"quantity"`
+	Price             float64 `gorm:"column:price;default:0" json:"price"`
+	StopPrice         float64 `gorm:"column:stop_price;default:0" json:"stop_price"`
+	Status            string  `gorm:"column:status;not null;default:NEW;index:idx_orders_status" json:"status"`
+	FilledQuantity    float64 `gorm:"column:filled_quantity;default:0" json:"filled_quantity"`
+	AvgFillPrice      float64 `gorm:"column:avg_fill_price;default:0" json:"avg_fill_price"`
+	Commission        float64 `gorm:"column:commission;default:0" json:"commission"`
+	CommissionAsset   string  `gorm:"column:commission_asset;default:USDT" json:"commission_asset"`
+	Leverage          int     `gorm:"column:leverage;default:1" json:"leverage"`
+	ReduceOnly        bool    `gorm:"column:reduce_only;default:false" json:"reduce_only"`
+	ClosePosition     bool    `gorm:"column:close_position;default:false" json:"close_position"`
+	WorkingType       string  `gorm:"column:working_type;default:CONTRACT_PRICE" json:"working_type"`
+	PriceProtect      bool    `gorm:"column:price_protect;default:false" json:"price_protect"`
+	OrderAction       string  `gorm:"column:order_action;default:''" json:"order_action"`
+	RelatedPositionID int64   `gorm:"column:related_position_id;default:0" json:"related_position_id"`
+	CreatedAt         int64   `gorm:"column:created_at" json:"created_at"`         // Unix milliseconds UTC
+	UpdatedAt         int64   `gorm:"column:updated_at" json:"updated_at"`         // Unix milliseconds UTC
+	FilledAt          int64   `gorm:"column:filled_at" json:"filled_at"`           // Unix milliseconds UTC
 }
 
 // TableName returns the table name for TraderOrder
@@ -47,24 +48,25 @@ func (TraderOrder) TableName() string {
 }
 
 // TraderFill trade record
+// All time fields use int64 millisecond timestamps (UTC) to avoid timezone issues
 type TraderFill struct {
-	ID              int64     `gorm:"primaryKey;autoIncrement" json:"id"`
-	TraderID        string    `gorm:"column:trader_id;not null;index:idx_fills_trader_id" json:"trader_id"`
-	ExchangeID      string    `gorm:"column:exchange_id;not null;default:''" json:"exchange_id"`
-	ExchangeType    string    `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
-	OrderID         int64     `gorm:"column:order_id;not null;index:idx_fills_order_id" json:"order_id"`
-	ExchangeOrderID string    `gorm:"column:exchange_order_id;not null" json:"exchange_order_id"`
-	ExchangeTradeID string    `gorm:"column:exchange_trade_id;not null;uniqueIndex:idx_fills_exchange_unique,priority:2" json:"exchange_trade_id"`
-	Symbol          string    `gorm:"column:symbol;not null" json:"symbol"`
-	Side            string    `gorm:"column:side;not null" json:"side"`
-	Price           float64   `gorm:"column:price;not null" json:"price"`
-	Quantity        float64   `gorm:"column:quantity;not null" json:"quantity"`
-	QuoteQuantity   float64   `gorm:"column:quote_quantity;not null" json:"quote_quantity"`
-	Commission      float64   `gorm:"column:commission;not null" json:"commission"`
-	CommissionAsset string    `gorm:"column:commission_asset;not null" json:"commission_asset"`
-	RealizedPnL     float64   `gorm:"column:realized_pnl;default:0" json:"realized_pnl"`
-	IsMaker         bool      `gorm:"column:is_maker;default:false" json:"is_maker"`
-	CreatedAt       time.Time `gorm:"column:created_at;autoCreateTime" json:"created_at"`
+	ID              int64   `gorm:"primaryKey;autoIncrement" json:"id"`
+	TraderID        string  `gorm:"column:trader_id;not null;index:idx_fills_trader_id" json:"trader_id"`
+	ExchangeID      string  `gorm:"column:exchange_id;not null;default:''" json:"exchange_id"`
+	ExchangeType    string  `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
+	OrderID         int64   `gorm:"column:order_id;not null;index:idx_fills_order_id" json:"order_id"`
+	ExchangeOrderID string  `gorm:"column:exchange_order_id;not null" json:"exchange_order_id"`
+	ExchangeTradeID string  `gorm:"column:exchange_trade_id;not null;uniqueIndex:idx_fills_exchange_unique,priority:2" json:"exchange_trade_id"`
+	Symbol          string  `gorm:"column:symbol;not null" json:"symbol"`
+	Side            string  `gorm:"column:side;not null" json:"side"`
+	Price           float64 `gorm:"column:price;not null" json:"price"`
+	Quantity        float64 `gorm:"column:quantity;not null" json:"quantity"`
+	QuoteQuantity   float64 `gorm:"column:quote_quantity;not null" json:"quote_quantity"`
+	Commission      float64 `gorm:"column:commission;not null" json:"commission"`
+	CommissionAsset string  `gorm:"column:commission_asset;not null" json:"commission_asset"`
+	RealizedPnL     float64 `gorm:"column:realized_pnl;default:0" json:"realized_pnl"`
+	IsMaker         bool    `gorm:"column:is_maker;default:false" json:"is_maker"`
+	CreatedAt       int64   `gorm:"column:created_at" json:"created_at"` // Unix milliseconds UTC
 }
 
 // TableName returns the table name for TraderFill
@@ -105,6 +107,23 @@ func (s *OrderStore) InitTables() error {
 				s.db.Exec(fmt.Sprintf("ALTER TABLE %s ALTER COLUMN %s SET DEFAULT false", c.table, c.col))
 			}
 
+			// Migrate timestamp columns to bigint (Unix milliseconds UTC)
+			// Check if column is still timestamp type before migrating
+			timestampColumns := []struct{ table, col string }{
+				{"trader_orders", "created_at"},
+				{"trader_orders", "updated_at"},
+				{"trader_orders", "filled_at"},
+				{"trader_fills", "created_at"},
+			}
+			for _, c := range timestampColumns {
+				var dataType string
+				s.db.Raw(`SELECT data_type FROM information_schema.columns WHERE table_name = ? AND column_name = ?`, c.table, c.col).Scan(&dataType)
+				if dataType == "timestamp with time zone" || dataType == "timestamp without time zone" {
+					// Convert timestamp to Unix milliseconds (bigint)
+					s.db.Exec(fmt.Sprintf(`ALTER TABLE %s ALTER COLUMN %s TYPE BIGINT USING EXTRACT(EPOCH FROM %s) * 1000`, c.table, c.col, c.col))
+				}
+			}
+
 			// Ensure indexes exist
 			s.db.Exec(`CREATE UNIQUE INDEX IF NOT EXISTS idx_orders_exchange_unique ON trader_orders(exchange_id, exchange_order_id)`)
 			s.db.Exec(`CREATE UNIQUE INDEX IF NOT EXISTS idx_fills_exchange_unique ON trader_fills(exchange_id, exchange_trade_id)`)
@@ -153,10 +172,11 @@ func (s *OrderStore) UpdateOrderStatus(id int64, status string, filledQty, avgPr
 		"filled_quantity": filledQty,
 		"avg_fill_price":  avgPrice,
 		"commission":      commission,
+		"updated_at":      time.Now().UTC().UnixMilli(),
 	}
 
 	if status == "FILLED" {
-		updates["filled_at"] = time.Now()
+		updates["filled_at"] = time.Now().UTC().UnixMilli()
 	}
 
 	return s.db.Model(&TraderOrder{}).Where("id = ?", id).Updates(updates).Error
@@ -217,6 +237,27 @@ func (s *OrderStore) GetTraderOrders(traderID string, limit int) ([]*TraderOrder
 	return orders, nil
 }
 
+// GetTraderOrdersFiltered gets trader's order list with optional symbol and status filters
+func (s *OrderStore) GetTraderOrdersFiltered(traderID string, symbol string, status string, limit int) ([]*TraderOrder, error) {
+	var orders []*TraderOrder
+	query := s.db.Where("trader_id = ?", traderID)
+
+	if symbol != "" {
+		query = query.Where("symbol = ?", symbol)
+	}
+	if status != "" {
+		query = query.Where("status = ?", status)
+	}
+
+	err := query.Order("created_at DESC").
+		Limit(limit).
+		Find(&orders).Error
+	if err != nil {
+		return nil, fmt.Errorf("failed to query orders: %w", err)
+	}
+	return orders, nil
+}
+
 // GetOrderFills gets order's fill records
 func (s *OrderStore) GetOrderFills(orderID int64) ([]*TraderFill, error) {
 	var fills []*TraderFill
@@ -324,29 +365,59 @@ func (s *OrderStore) GetDuplicateFillsCount() (int, error) {
 
 // GetMaxTradeIDsByExchange returns max trade ID for each symbol for a given exchange
 func (s *OrderStore) GetMaxTradeIDsByExchange(exchangeID string) (map[string]int64, error) {
-	type symbolMaxID struct {
-		Symbol     string
-		MaxTradeID int64
+	type symbolTradeID struct {
+		Symbol          string
+		ExchangeTradeID string
 	}
-	var results []symbolMaxID
+	var results []symbolTradeID
 
+	// Query all trade IDs grouped by symbol, find max in Go to avoid database-specific CAST issues
+	// (PostgreSQL INTEGER is 32-bit, can't handle Binance trade IDs > 2.1B)
 	err := s.db.Model(&TraderFill{}).
-		Select("symbol, MAX(CAST(exchange_trade_id AS INTEGER)) as max_trade_id").
+		Select("symbol, exchange_trade_id").
 		Where("exchange_id = ? AND exchange_trade_id != ''", exchangeID).
-		Group("symbol").
 		Find(&results).Error
 	if err != nil {
-		// If CAST fails (non-numeric trade IDs), fallback to string comparison
-		if strings.Contains(err.Error(), "CAST") || strings.Contains(err.Error(), "invalid") {
-			return make(map[string]int64), nil
-		}
-		return nil, fmt.Errorf("failed to query max trade IDs: %w", err)
+		return nil, fmt.Errorf("failed to query trade IDs: %w", err)
 	}
 
+	// Find max trade ID per symbol in Go (handles 64-bit integers properly)
 	result := make(map[string]int64)
 	for _, r := range results {
-		result[r.Symbol] = r.MaxTradeID
+		tradeID, err := strconv.ParseInt(r.ExchangeTradeID, 10, 64)
+		if err != nil {
+			continue // Skip non-numeric trade IDs
+		}
+		if tradeID > result[r.Symbol] {
+			result[r.Symbol] = tradeID
+		}
 	}
 
 	return result, nil
 }
+
+// GetLastFillTimeByExchange returns the most recent fill time (Unix ms) for a given exchange
+// Used to recover sync state after service restart
+func (s *OrderStore) GetLastFillTimeByExchange(exchangeID string) (int64, error) {
+	var fill TraderFill
+	err := s.db.Where("exchange_id = ?", exchangeID).
+		Order("created_at DESC").
+		First(&fill).Error
+	if err != nil {
+		return 0, err
+	}
+	return fill.CreatedAt, nil
+}
+
+// GetRecentFillSymbolsByExchange returns distinct symbols with fills since given time (Unix ms)
+func (s *OrderStore) GetRecentFillSymbolsByExchange(exchangeID string, sinceMs int64) ([]string, error) {
+	var symbols []string
+	err := s.db.Model(&TraderFill{}).
+		Select("DISTINCT symbol").
+		Where("exchange_id = ? AND created_at >= ?", exchangeID, sinceMs).
+		Pluck("symbol", &symbols).Error
+	if err != nil {
+		return nil, err
+	}
+	return symbols, nil
+}

store/position.go

@@ -25,30 +25,31 @@ type TraderStats struct {
 }
 
 // TraderPosition position record
+// All time fields use int64 millisecond timestamps (UTC) to avoid timezone issues
 type TraderPosition struct {
-	ID                 int64      `gorm:"primaryKey;autoIncrement" json:"id"`
-	TraderID           string     `gorm:"column:trader_id;not null;index:idx_positions_trader" json:"trader_id"`
-	ExchangeID         string     `gorm:"column:exchange_id;not null;default:'';index:idx_positions_exchange" json:"exchange_id"`
-	ExchangeType       string     `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
-	ExchangePositionID string     `gorm:"column:exchange_position_id;not null;default:''" json:"exchange_position_id"`
-	Symbol             string     `gorm:"column:symbol;not null" json:"symbol"`
-	Side               string     `gorm:"column:side;not null" json:"side"`
-	EntryQuantity      float64    `gorm:"column:entry_quantity;default:0" json:"entry_quantity"`
-	Quantity           float64    `gorm:"column:quantity;not null" json:"quantity"`
-	EntryPrice         float64    `gorm:"column:entry_price;not null" json:"entry_price"`
-	EntryOrderID       string     `gorm:"column:entry_order_id;default:''" json:"entry_order_id"`
-	EntryTime          time.Time  `gorm:"column:entry_time;not null;index:idx_positions_entry" json:"entry_time"`
-	ExitPrice          float64    `gorm:"column:exit_price;default:0" json:"exit_price"`
-	ExitOrderID        string     `gorm:"column:exit_order_id;default:''" json:"exit_order_id"`
-	ExitTime           *time.Time `gorm:"column:exit_time;index:idx_positions_exit" json:"exit_time"`
-	RealizedPnL        float64    `gorm:"column:realized_pnl;default:0" json:"realized_pnl"`
-	Fee                float64    `gorm:"column:fee;default:0" json:"fee"`
-	Leverage           int        `gorm:"column:leverage;default:1" json:"leverage"`
-	Status             string     `gorm:"column:status;default:OPEN;index:idx_positions_status" json:"status"`
-	CloseReason        string     `gorm:"column:close_reason;default:''" json:"close_reason"`
-	Source             string     `gorm:"column:source;default:system" json:"source"`
-	CreatedAt          time.Time  `gorm:"column:created_at;autoCreateTime" json:"created_at"`
-	UpdatedAt          time.Time  `gorm:"column:updated_at;autoUpdateTime" json:"updated_at"`
+	ID                 int64   `gorm:"primaryKey;autoIncrement" json:"id"`
+	TraderID           string  `gorm:"column:trader_id;not null;index:idx_positions_trader" json:"trader_id"`
+	ExchangeID         string  `gorm:"column:exchange_id;not null;default:'';index:idx_positions_exchange" json:"exchange_id"`
+	ExchangeType       string  `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
+	ExchangePositionID string  `gorm:"column:exchange_position_id;not null;default:''" json:"exchange_position_id"`
+	Symbol             string  `gorm:"column:symbol;not null" json:"symbol"`
+	Side               string  `gorm:"column:side;not null" json:"side"`
+	EntryQuantity      float64 `gorm:"column:entry_quantity;default:0" json:"entry_quantity"`
+	Quantity           float64 `gorm:"column:quantity;not null" json:"quantity"`
+	EntryPrice         float64 `gorm:"column:entry_price;not null" json:"entry_price"`
+	EntryOrderID       string  `gorm:"column:entry_order_id;default:''" json:"entry_order_id"`
+	EntryTime          int64   `gorm:"column:entry_time;not null;index:idx_positions_entry" json:"entry_time"` // Unix milliseconds UTC
+	ExitPrice          float64 `gorm:"column:exit_price;default:0" json:"exit_price"`
+	ExitOrderID        string  `gorm:"column:exit_order_id;default:''" json:"exit_order_id"`
+	ExitTime           int64   `gorm:"column:exit_time;index:idx_positions_exit" json:"exit_time"` // Unix milliseconds UTC, 0 means not set
+	RealizedPnL        float64 `gorm:"column:realized_pnl;default:0" json:"realized_pnl"`
+	Fee                float64 `gorm:"column:fee;default:0" json:"fee"`
+	Leverage           int     `gorm:"column:leverage;default:1" json:"leverage"`
+	Status             string  `gorm:"column:status;default:OPEN;index:idx_positions_status" json:"status"`
+	CloseReason        string  `gorm:"column:close_reason;default:''" json:"close_reason"`
+	Source             string  `gorm:"column:source;default:system" json:"source"`
+	CreatedAt          int64   `gorm:"column:created_at" json:"created_at"`   // Unix milliseconds UTC
+	UpdatedAt          int64   `gorm:"column:updated_at" json:"updated_at"`   // Unix milliseconds UTC
 }
 
 // TableName returns the table name
@@ -78,6 +79,18 @@ func (s *PositionStore) InitTables() error {
 		var tableExists int64
 		s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'trader_positions'`).Scan(&tableExists)
 		if tableExists > 0 {
+			// Migrate timestamp columns to bigint (Unix milliseconds UTC)
+			// Check if column is still timestamp type before migrating
+			timestampColumns := []string{"entry_time", "exit_time", "created_at", "updated_at"}
+			for _, col := range timestampColumns {
+				var dataType string
+				s.db.Raw(`SELECT data_type FROM information_schema.columns WHERE table_name = 'trader_positions' AND column_name = ?`, col).Scan(&dataType)
+				if dataType == "timestamp with time zone" || dataType == "timestamp without time zone" {
+					// Convert timestamp to Unix milliseconds (bigint)
+					s.db.Exec(fmt.Sprintf(`ALTER TABLE trader_positions ALTER COLUMN %s TYPE BIGINT USING EXTRACT(EPOCH FROM %s) * 1000`, col, col))
+				}
+			}
+
 			// Just ensure index exists
 			s.db.Exec(`CREATE UNIQUE INDEX IF NOT EXISTS idx_positions_exchange_pos_unique ON trader_positions(exchange_id, exchange_position_id) WHERE exchange_position_id != ''`)
 			return nil
@@ -115,15 +128,16 @@ func (s *PositionStore) Create(pos *TraderPosition) error {
 
 // ClosePosition closes position
 func (s *PositionStore) ClosePosition(id int64, exitPrice float64, exitOrderID string, realizedPnL float64, fee float64, closeReason string) error {
-	now := time.Now()
+	nowMs := time.Now().UTC().UnixMilli()
 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
 		"exit_price":   exitPrice,
 		"exit_order_id": exitOrderID,
-		"exit_time":    now,
+		"exit_time":    nowMs,
 		"realized_pnl": realizedPnL,
 		"fee":          fee,
 		"status":       "CLOSED",
 		"close_reason": closeReason,
+		"updated_at":   nowMs,
 	}).Error
 }
 
@@ -142,18 +156,22 @@ 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 8 decimal places for price precision (crypto standard)
+	newEntryPrice = math.Round(newEntryPrice*100000000) / 100000000
 	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 {
@@ -170,7 +188,26 @@ 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 8 decimal places for price precision (crypto standard)
+		newExitPrice = math.Round(newExitPrice*100000000) / 100000000
+	}
+
+	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{}{
@@ -178,19 +215,23 @@ func (s *PositionStore) ReducePositionQuantity(id int64, reduceQty float64, exit
 		"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
 }
 
 // ClosePositionFully marks position as fully closed
-func (s *PositionStore) ClosePositionFully(id int64, exitPrice float64, exitOrderID string, exitTime time.Time, totalRealizedPnL float64, totalFee float64, closeReason string) error {
+// exitTimeMs is Unix milliseconds UTC
+func (s *PositionStore) ClosePositionFully(id int64, exitPrice float64, exitOrderID string, exitTimeMs int64, totalRealizedPnL float64, totalFee float64, closeReason string) error {
 	var pos TraderPosition
 	if err := s.db.First(&pos, id).Error; err != nil {
 		return fmt.Errorf("failed to get position: %w", err)
@@ -205,11 +246,12 @@ func (s *PositionStore) ClosePositionFully(id int64, exitPrice float64, exitOrde
 		"quantity":       quantity,
 		"exit_price":     exitPrice,
 		"exit_order_id":  exitOrderID,
-		"exit_time":      exitTime,
+		"exit_time":      exitTimeMs,
 		"realized_pnl":   totalRealizedPnL,
 		"fee":            totalFee,
 		"status":         "CLOSED",
 		"close_reason":   closeReason,
+		"updated_at":     time.Now().UTC().UnixMilli(),
 	}).Error
 }
 
@@ -432,13 +474,13 @@ func (s *PositionStore) GetRecentTrades(traderID string, limit int) ([]RecentTra
 			EntryPrice:  pos.EntryPrice,
 			ExitPrice:   pos.ExitPrice,
 			RealizedPnL: pos.RealizedPnL,
-			EntryTime:   pos.EntryTime.Unix(),
+			EntryTime:   pos.EntryTime / 1000, // Convert ms to seconds for API compatibility
 		}
 
-		if pos.ExitTime != nil {
-			t.ExitTime = pos.ExitTime.Unix()
-			duration := pos.ExitTime.Sub(pos.EntryTime)
-			t.HoldDuration = formatDuration(duration)
+		if pos.ExitTime > 0 {
+			t.ExitTime = pos.ExitTime / 1000 // Convert ms to seconds
+			durationMs := pos.ExitTime - pos.EntryTime
+			t.HoldDuration = formatDurationMs(durationMs)
 		}
 
 		if pos.EntryPrice > 0 {
@@ -457,26 +499,34 @@ func (s *PositionStore) GetRecentTrades(traderID string, limit int) ([]RecentTra
 
 // formatDuration formats a duration
 func formatDuration(d time.Duration) string {
-	if d < time.Minute {
-		return fmt.Sprintf("%ds", int(d.Seconds()))
+	return formatDurationMs(d.Milliseconds())
+}
+
+// formatDurationMs formats a duration in milliseconds
+func formatDurationMs(ms int64) string {
+	seconds := ms / 1000
+	minutes := seconds / 60
+	hours := minutes / 60
+	days := hours / 24
+
+	if seconds < 60 {
+		return fmt.Sprintf("%ds", seconds)
 	}
-	if d < time.Hour {
-		return fmt.Sprintf("%dm", int(d.Minutes()))
+	if minutes < 60 {
+		return fmt.Sprintf("%dm", minutes)
 	}
-	if d < 24*time.Hour {
-		hours := int(d.Hours())
-		minutes := int(d.Minutes()) % 60
-		if minutes == 0 {
+	if hours < 24 {
+		remainingMins := minutes % 60
+		if remainingMins == 0 {
 			return fmt.Sprintf("%dh", hours)
 		}
-		return fmt.Sprintf("%dh%dm", hours, minutes)
+		return fmt.Sprintf("%dh%dm", hours, remainingMins)
 	}
-	days := int(d.Hours()) / 24
-	hours := int(d.Hours()) % 24
-	if hours == 0 {
+	remainingHours := hours % 24
+	if remainingHours == 0 {
 		return fmt.Sprintf("%dd", days)
 	}
-	return fmt.Sprintf("%dd%dh", days, hours)
+	return fmt.Sprintf("%dd%dh", days, remainingHours)
 }
 
 // calculateSharpeRatioFromPnls calculates Sharpe ratio
@@ -566,8 +616,8 @@ func (s *PositionStore) GetSymbolStats(traderID string, limit int) ([]SymbolStat
 			s.WinTrades++
 		}
 
-		if pos.ExitTime != nil {
-			holdMins := pos.ExitTime.Sub(pos.EntryTime).Minutes()
+		if pos.ExitTime > 0 {
+			holdMins := float64(pos.ExitTime-pos.EntryTime) / 60000.0 // ms to minutes
 			symbolHoldMins[pos.Symbol] = append(symbolHoldMins[pos.Symbol], holdMins)
 		}
 	}
@@ -615,7 +665,7 @@ type HoldingTimeStats struct {
 // GetHoldingTimeStats analyzes performance by holding duration
 func (s *PositionStore) GetHoldingTimeStats(traderID string) ([]HoldingTimeStats, error) {
 	var positions []TraderPosition
-	err := s.db.Where("trader_id = ? AND status = ? AND exit_time IS NOT NULL", traderID, "CLOSED").Find(&positions).Error
+	err := s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").Find(&positions).Error
 	if err != nil {
 		return nil, fmt.Errorf("failed to query holding time stats: %w", err)
 	}
@@ -632,10 +682,10 @@ func (s *PositionStore) GetHoldingTimeStats(traderID string) ([]HoldingTimeStats
 	}
 
 	for _, pos := range positions {
-		if pos.ExitTime == nil {
+		if pos.ExitTime == 0 {
 			continue
 		}
-		holdHours := pos.ExitTime.Sub(pos.EntryTime).Hours()
+		holdHours := float64(pos.ExitTime-pos.EntryTime) / 3600000.0 // ms to hours
 
 		var rangeKey string
 		switch {
@@ -792,12 +842,12 @@ func (s *PositionStore) GetHistorySummary(traderID string) (*HistorySummary, err
 
 	// Calculate average holding time
 	var positions []TraderPosition
-	s.db.Where("trader_id = ? AND status = ? AND exit_time IS NOT NULL", traderID, "CLOSED").Find(&positions)
+	s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").Find(&positions)
 	if len(positions) > 0 {
 		var totalMins float64
 		for _, pos := range positions {
-			if pos.ExitTime != nil {
-				totalMins += pos.ExitTime.Sub(pos.EntryTime).Minutes()
+			if pos.ExitTime > 0 {
+				totalMins += float64(pos.ExitTime-pos.EntryTime) / 60000.0 // ms to minutes
 			}
 		}
 		summary.AvgHoldingMins = totalMins / float64(len(positions))
@@ -917,6 +967,7 @@ func (s *PositionStore) GetOpenPositionByExchangePositionID(exchangeID, exchange
 }
 
 // ClosedPnLRecord represents a closed position record from exchange
+// All time fields use int64 millisecond timestamps (UTC)
 type ClosedPnLRecord struct {
 	Symbol      string
 	Side        string
@@ -926,8 +977,8 @@ type ClosedPnLRecord struct {
 	RealizedPnL float64
 	Fee         float64
 	Leverage    int
-	EntryTime   time.Time
-	ExitTime    time.Time
+	EntryTime   int64 // Unix milliseconds UTC
+	ExitTime    int64 // Unix milliseconds UTC
 	OrderID     string
 	CloseType   string
 	ExchangeID  string
@@ -954,7 +1005,7 @@ func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType s
 
 	exchangePositionID := record.ExchangeID
 	if exchangePositionID == "" {
-		exchangePositionID = fmt.Sprintf("%s_%s_%d_%.8f", record.Symbol, side, record.ExitTime.UnixMilli(), record.RealizedPnL)
+		exchangePositionID = fmt.Sprintf("%s_%s_%d_%.8f", record.Symbol, side, record.ExitTime, record.RealizedPnL)
 	}
 
 	exists, err := s.ExistsWithExchangePositionID(exchangeID, exchangePositionID)
@@ -965,19 +1016,22 @@ func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType s
 		return false, nil
 	}
 
-	exitTime := record.ExitTime
-	entryTime := record.EntryTime
+	exitTimeMs := record.ExitTime
+	entryTimeMs := record.EntryTime
 
-	if exitTime.IsZero() || exitTime.Year() < 2000 {
+	// Validate timestamps (must be after year 2000 = ~946684800000 ms)
+	minValidTime := int64(946684800000) // 2000-01-01 UTC in milliseconds
+	if exitTimeMs < minValidTime {
 		return false, nil
 	}
-	if entryTime.IsZero() || entryTime.Year() < 2000 {
-		entryTime = exitTime
+	if entryTimeMs < minValidTime {
+		entryTimeMs = exitTimeMs
 	}
-	if entryTime.After(exitTime) {
-		entryTime = exitTime
+	if entryTimeMs > exitTimeMs {
+		entryTimeMs = exitTimeMs
 	}
 
+	nowMs := time.Now().UTC().UnixMilli()
 	pos := &TraderPosition{
 		TraderID:           traderID,
 		ExchangeID:         exchangeID,
@@ -988,16 +1042,18 @@ func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType s
 		Quantity:           record.Quantity,
 		EntryQuantity:      record.Quantity,
 		EntryPrice:         record.EntryPrice,
-		EntryTime:          entryTime,
+		EntryTime:          entryTimeMs,
 		ExitPrice:          record.ExitPrice,
 		ExitOrderID:        record.OrderID,
-		ExitTime:           &exitTime,
+		ExitTime:           exitTimeMs,
 		RealizedPnL:        record.RealizedPnL,
 		Fee:                record.Fee,
 		Leverage:           record.Leverage,
 		Status:             "CLOSED",
 		CloseReason:        record.CloseType,
 		Source:             "sync",
+		CreatedAt:          nowMs,
+		UpdatedAt:          nowMs,
 	}
 
 	err = s.db.Create(pos).Error
@@ -1011,21 +1067,21 @@ func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType s
 	return true, nil
 }
 
-// GetLastClosedPositionTime gets the most recent exit time
-func (s *PositionStore) GetLastClosedPositionTime(traderID string) (time.Time, error) {
+// GetLastClosedPositionTime gets the most recent exit time (Unix ms)
+func (s *PositionStore) GetLastClosedPositionTime(traderID string) (int64, error) {
 	var pos TraderPosition
-	err := s.db.Where("trader_id = ? AND status = ? AND exit_time IS NOT NULL", traderID, "CLOSED").
+	err := s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").
 		Order("exit_time DESC").
 		First(&pos).Error
 
-	if err == gorm.ErrRecordNotFound || pos.ExitTime == nil {
-		return time.Now().Add(-30 * 24 * time.Hour), nil
+	if err == gorm.ErrRecordNotFound || pos.ExitTime == 0 {
+		return time.Now().UTC().Add(-30 * 24 * time.Hour).UnixMilli(), nil
 	}
 	if err != nil {
-		return time.Time{}, fmt.Errorf("failed to get last closed position time: %w", err)
+		return 0, fmt.Errorf("failed to get last closed position time: %w", err)
 	}
 
-	return *pos.ExitTime, nil
+	return pos.ExitTime, nil
 }
 
 // CreateOpenPosition creates an open position
@@ -1076,15 +1132,17 @@ func (s *PositionStore) CreateOpenPosition(pos *TraderPosition) error {
 }
 
 // ClosePositionWithAccurateData closes a position with accurate data from exchange
-func (s *PositionStore) ClosePositionWithAccurateData(id int64, exitPrice float64, exitOrderID string, exitTime time.Time, realizedPnL float64, fee float64, closeReason string) error {
+// exitTimeMs is Unix milliseconds UTC
+func (s *PositionStore) ClosePositionWithAccurateData(id int64, exitPrice float64, exitOrderID string, exitTimeMs int64, realizedPnL float64, fee float64, closeReason string) error {
 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
 		"exit_price":    exitPrice,
 		"exit_order_id": exitOrderID,
-		"exit_time":     exitTime,
+		"exit_time":     exitTimeMs,
 		"realized_pnl":  realizedPnL,
 		"fee":           fee,
 		"status":        "CLOSED",
 		"close_reason":  closeReason,
+		"updated_at":    time.Now().UTC().UnixMilli(),
 	}).Error
 }
 

store/position_builder.go

@@ -25,25 +25,27 @@ func NewPositionBuilder(positionStore *PositionStore) *PositionBuilder {
 }
 
 // ProcessTrade processes a single trade and updates position accordingly
+// tradeTimeMs is Unix milliseconds UTC
 func (pb *PositionBuilder) ProcessTrade(
 	traderID, exchangeID, exchangeType, symbol, side, action string,
 	quantity, price, fee, realizedPnL float64,
-	tradeTime time.Time,
+	tradeTimeMs int64,
 	orderID string,
 ) error {
 	if strings.HasPrefix(action, "open_") {
-		return pb.handleOpen(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, tradeTime, orderID)
+		return pb.handleOpen(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, tradeTimeMs, orderID)
 	} else if strings.HasPrefix(action, "close_") {
-		return pb.handleClose(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, realizedPnL, tradeTime, orderID)
+		return pb.handleClose(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, realizedPnL, tradeTimeMs, orderID)
 	}
 	return nil
 }
 
 // handleOpen handles opening positions (create new or average into existing)
+// tradeTimeMs is Unix milliseconds UTC
 func (pb *PositionBuilder) handleOpen(
 	traderID, exchangeID, exchangeType, symbol, side string,
 	quantity, price, fee float64,
-	tradeTime time.Time,
+	tradeTimeMs int64,
 	orderID string,
 ) error {
 	// Get existing OPEN position for (symbol, side)
@@ -52,25 +54,26 @@ func (pb *PositionBuilder) handleOpen(
 		return fmt.Errorf("failed to get open position: %w", err)
 	}
 
+	nowMs := time.Now().UTC().UnixMilli()
 	if existing == nil {
 		// Create new position
 		position := &TraderPosition{
 			TraderID:           traderID,
 			ExchangeID:         exchangeID,
 			ExchangeType:       exchangeType,
-			ExchangePositionID: fmt.Sprintf("sync_%s_%s_%d", symbol, side, tradeTime.UnixMilli()),
+			ExchangePositionID: fmt.Sprintf("sync_%s_%s_%d", symbol, side, tradeTimeMs),
 			Symbol:             symbol,
 			Side:               side,
 			Quantity:           quantity,
 			EntryPrice:         price,
 			EntryOrderID:       orderID,
-			EntryTime:          tradeTime,
+			EntryTime:          tradeTimeMs,
 			Leverage:           1,
 			Status:             "OPEN",
 			Source:             "sync",
 			Fee:                fee,
-			CreatedAt:          time.Now(),
-			UpdatedAt:          time.Now(),
+			CreatedAt:          nowMs,
+			UpdatedAt:          nowMs,
 		}
 		return pb.positionStore.CreateOpenPosition(position)
 	}
@@ -90,10 +93,11 @@ func (pb *PositionBuilder) handleOpen(
 }
 
 // handleClose handles closing positions (partial or full)
+// tradeTimeMs is Unix milliseconds UTC
 func (pb *PositionBuilder) handleClose(
 	traderID, exchangeID, exchangeType, symbol, side string,
 	quantity, price, fee, realizedPnL float64,
-	tradeTime time.Time,
+	tradeTimeMs int64,
 	orderID string,
 ) error {
 	// Get OPEN position
@@ -143,7 +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 8 decimal places for price precision (crypto standard)
+			finalExitPrice = math.Round(finalExitPrice*100000000) / 100000000
 		} else {
 			finalExitPrice = price
 		}
@@ -161,7 +166,7 @@ func (pb *PositionBuilder) handleClose(
 			position.ID,
 			finalExitPrice,
 			orderID,
-			tradeTime,
+			tradeTimeMs,
 			totalPnL,
 			totalFee,
 			"sync",

store/store.go

@@ -28,6 +28,7 @@ type Store struct {
 	strategy *StrategyStore
 	equity   *EquityStore
 	order    *OrderStore
+	grid     *GridStore
 
 	mu sync.RWMutex
 }
@@ -156,6 +157,9 @@ func (s *Store) initTables() error {
 	if err := s.Order().InitTables(); err != nil {
 		return fmt.Errorf("failed to initialize order tables: %w", err)
 	}
+	if err := s.Grid().InitTables(); err != nil {
+		return fmt.Errorf("failed to initialize grid tables: %w", err)
+	}
 	return nil
 }
 
@@ -279,6 +283,16 @@ func (s *Store) Order() *OrderStore {
 	return s.order
 }
 
+// Grid gets grid trading storage
+func (s *Store) Grid() *GridStore {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	if s.grid == nil {
+		s.grid = NewGridStore(s.gdb)
+	}
+	return s.grid
+}
+
 // Close closes database connection
 func (s *Store) Close() error {
 	if s.driver != nil {

store/strategy.go

@@ -32,6 +32,12 @@ func (Strategy) TableName() string { return "strategies" }
 
 // StrategyConfig strategy configuration details (JSON structure)
 type StrategyConfig struct {
+	// Strategy type: "ai_trading" (default) or "grid_trading"
+	StrategyType string `json:"strategy_type,omitempty"`
+
+	// language setting: "zh" for Chinese, "en" for English
+	// This determines the language used for data formatting and prompt generation
+	Language string `json:"language,omitempty"`
 	// coin source configuration
 	CoinSource CoinSourceConfig `json:"coin_source"`
 	// quantitative data configuration
@@ -42,6 +48,43 @@ type StrategyConfig struct {
 	RiskControl RiskControlConfig `json:"risk_control"`
 	// editable sections of System Prompt
 	PromptSections PromptSectionsConfig `json:"prompt_sections,omitempty"`
+
+	// Grid trading configuration (only used when StrategyType == "grid_trading")
+	GridConfig *GridStrategyConfig `json:"grid_config,omitempty"`
+}
+
+// GridStrategyConfig grid trading specific configuration
+type GridStrategyConfig struct {
+	// Trading pair (e.g., "BTCUSDT")
+	Symbol string `json:"symbol"`
+	// Number of grid levels (5-50)
+	GridCount int `json:"grid_count"`
+	// Total investment in USDT
+	TotalInvestment float64 `json:"total_investment"`
+	// Leverage (1-20)
+	Leverage int `json:"leverage"`
+	// Upper price boundary (0 = auto-calculate from ATR)
+	UpperPrice float64 `json:"upper_price"`
+	// Lower price boundary (0 = auto-calculate from ATR)
+	LowerPrice float64 `json:"lower_price"`
+	// Use ATR to auto-calculate bounds
+	UseATRBounds bool `json:"use_atr_bounds"`
+	// ATR multiplier for bound calculation (default 2.0)
+	ATRMultiplier float64 `json:"atr_multiplier"`
+	// Position distribution: "uniform" | "gaussian" | "pyramid"
+	Distribution string `json:"distribution"`
+	// Maximum drawdown percentage before emergency exit
+	MaxDrawdownPct float64 `json:"max_drawdown_pct"`
+	// Stop loss percentage per position
+	StopLossPct float64 `json:"stop_loss_pct"`
+	// Daily loss limit percentage
+	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
@@ -58,22 +101,25 @@ type PromptSectionsConfig struct {
 
 // CoinSourceConfig coin source configuration
 type CoinSourceConfig struct {
-	// source type: "static" | "coinpool" | "oi_top" | "mixed"
+	// source type: "static" | "ai500" | "oi_top" | "oi_low" | "mixed"
 	SourceType string `json:"source_type"`
 	// static coin list (used when source_type = "static")
 	StaticCoins []string `json:"static_coins,omitempty"`
+	// excluded coins list (filtered out from all sources)
+	ExcludedCoins []string `json:"excluded_coins,omitempty"`
 	// whether to use AI500 coin pool
-	UseCoinPool bool `json:"use_coin_pool"`
+	UseAI500 bool `json:"use_ai500"`
 	// AI500 coin pool maximum count
-	CoinPoolLimit int `json:"coin_pool_limit,omitempty"`
-	// AI500 coin pool API URL (strategy-level configuration)
-	CoinPoolAPIURL string `json:"coin_pool_api_url,omitempty"`
-	// whether to use OI Top
+	AI500Limit int `json:"ai500_limit,omitempty"`
+	// whether to use OI Top (持仓增加榜，适合做多)
 	UseOITop bool `json:"use_oi_top"`
 	// OI Top maximum count
 	OITopLimit int `json:"oi_top_limit,omitempty"`
-	// OI Top API URL (strategy-level configuration)
-	OITopAPIURL string `json:"oi_top_api_url,omitempty"`
+	// whether to use OI Low (持仓减少榜，适合做空)
+	UseOILow bool `json:"use_oi_low"`
+	// OI Low maximum count
+	OILowLimit int `json:"oi_low_limit,omitempty"`
+	// Note: API URLs are now built automatically using NofxOSAPIKey from IndicatorConfig
 }
 
 // IndicatorConfig indicator configuration
@@ -101,16 +147,30 @@ type IndicatorConfig struct {
 	BOLLPeriods []int `json:"boll_periods,omitempty"` // default [20] - can select multiple timeframes
 	// external data sources
 	ExternalDataSources []ExternalDataSource `json:"external_data_sources,omitempty"`
+
+	// ========== NofxOS Unified API Configuration ==========
+	// Unified API Key for all NofxOS data sources
+	NofxOSAPIKey string `json:"nofxos_api_key,omitempty"`
+
 	// quantitative data sources (capital flow, position changes, price changes)
-	EnableQuantData    bool   `json:"enable_quant_data"`              // whether to enable quantitative data
-	QuantDataAPIURL    string `json:"quant_data_api_url,omitempty"`   // quantitative data API address
-	EnableQuantOI      bool   `json:"enable_quant_oi"`                // whether to show OI data
-	EnableQuantNetflow bool   `json:"enable_quant_netflow"`           // whether to show Netflow data
+	EnableQuantData    bool `json:"enable_quant_data"`    // whether to enable quantitative data
+	EnableQuantOI      bool `json:"enable_quant_oi"`      // whether to show OI data
+	EnableQuantNetflow bool `json:"enable_quant_netflow"` // whether to show Netflow data
+
 	// OI ranking data (market-wide open interest increase/decrease rankings)
 	EnableOIRanking   bool   `json:"enable_oi_ranking"`             // whether to enable OI ranking data
-	OIRankingAPIURL   string `json:"oi_ranking_api_url,omitempty"`  // OI ranking API base URL
 	OIRankingDuration string `json:"oi_ranking_duration,omitempty"` // duration: 1h, 4h, 24h
 	OIRankingLimit    int    `json:"oi_ranking_limit,omitempty"`    // number of entries (default 10)
+
+	// NetFlow ranking data (market-wide fund flow rankings - institution/personal)
+	EnableNetFlowRanking   bool   `json:"enable_netflow_ranking"`             // whether to enable NetFlow ranking data
+	NetFlowRankingDuration string `json:"netflow_ranking_duration,omitempty"` // duration: 1h, 4h, 24h
+	NetFlowRankingLimit    int    `json:"netflow_ranking_limit,omitempty"`    // number of entries (default 10)
+
+	// Price ranking data (market-wide gainers/losers)
+	EnablePriceRanking   bool   `json:"enable_price_ranking"`             // whether to enable price ranking data
+	PriceRankingDuration string `json:"price_ranking_duration,omitempty"` // durations: "1h" or "1h,4h,24h"
+	PriceRankingLimit    int    `json:"price_ranking_limit,omitempty"`    // number of entries per ranking (default 10)
 }
 
 // KlineConfig K-line configuration
@@ -172,14 +232,7 @@ func NewStrategyStore(db *gorm.DB) *StrategyStore {
 }
 
 func (s *StrategyStore) initTables() error {
-	// For PostgreSQL with existing table, skip AutoMigrate
-	if s.db.Dialector.Name() == "postgres" {
-		var tableExists int64
-		s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'strategies'`).Scan(&tableExists)
-		if tableExists > 0 {
-			return nil
-		}
-	}
+	// AutoMigrate will add missing columns without dropping existing data
 	return s.db.AutoMigrate(&Strategy{})
 }
 
@@ -190,15 +243,22 @@ func (s *StrategyStore) initDefaultData() error {
 
 // GetDefaultStrategyConfig returns the default strategy configuration for the given language
 func GetDefaultStrategyConfig(lang string) StrategyConfig {
+	// Normalize language to "zh" or "en"
+	normalizedLang := "en"
+	if lang == "zh" {
+		normalizedLang = "zh"
+	}
+
 	config := StrategyConfig{
+		Language: normalizedLang,
 		CoinSource: CoinSourceConfig{
-			SourceType:     "coinpool",
-			UseCoinPool:    true,
-			CoinPoolLimit:  10,
-			CoinPoolAPIURL: "http://nofxaios.com:30006/api/ai500/list?auth=cm_568c67eae410d912c54c",
-			UseOITop:       false,
-			OITopLimit:     20,
-			OITopAPIURL:    "http://nofxaios.com:30006/api/oi/top-ranking?limit=20&duration=1h&auth=cm_568c67eae410d912c54c",
+			SourceType: "ai500",
+			UseAI500:   true,
+			AI500Limit: 10,
+			UseOITop:   false,
+			OITopLimit: 10,
+			UseOILow:   false,
+			OILowLimit: 10,
 		},
 		Indicators: IndicatorConfig{
 			Klines: KlineConfig{
@@ -222,15 +282,24 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
 			RSIPeriods:        []int{7, 14},
 			ATRPeriods:        []int{14},
 			BOLLPeriods:       []int{20},
+			// NofxOS unified API key
+			NofxOSAPIKey: "cm_568c67eae410d912c54c",
+			// Quant data
 			EnableQuantData:    true,
-			QuantDataAPIURL:    "http://nofxaios.com:30006/api/coin/{symbol}?include=netflow,oi,price&auth=cm_568c67eae410d912c54c",
 			EnableQuantOI:      true,
 			EnableQuantNetflow: true,
-			// OI ranking data - market-wide OI increase/decrease rankings
+			// OI ranking data
 			EnableOIRanking:   true,
-			OIRankingAPIURL:   "http://nofxaios.com:30006",
 			OIRankingDuration: "1h",
 			OIRankingLimit:    10,
+			// NetFlow ranking data
+			EnableNetFlowRanking:   true,
+			NetFlowRankingDuration: "1h",
+			NetFlowRankingLimit:    10,
+			// Price ranking data
+			EnablePriceRanking:   true,
+			PriceRankingDuration: "1h,4h,24h",
+			PriceRankingLimit:    10,
 		},
 		RiskControl: RiskControlConfig{
 			MaxPositions:                    3,   // Max 3 coins simultaneously (CODE ENFORCED)
@@ -305,7 +374,7 @@ func (s *StrategyStore) Update(strategy *Strategy) error {
 			"config":         strategy.Config,
 			"is_public":      strategy.IsPublic,
 			"config_visible": strategy.ConfigVisible,
-			"updated_at":     time.Now(),
+			"updated_at":     time.Now().UTC(),
 		}).Error
 }
 

store/trader.go

@@ -37,7 +37,7 @@ type Trader struct {
 	BTCETHLeverage       int    `gorm:"column:btc_eth_leverage;default:5" json:"btc_eth_leverage,omitempty"`
 	AltcoinLeverage      int    `gorm:"column:altcoin_leverage;default:5" json:"altcoin_leverage,omitempty"`
 	TradingSymbols       string `gorm:"column:trading_symbols;default:''" json:"trading_symbols,omitempty"`
-	UseCoinPool          bool   `gorm:"column:use_coin_pool;default:false" json:"use_coin_pool,omitempty"`
+	UseAI500             bool   `gorm:"column:use_coin_pool;default:false" json:"use_ai500,omitempty"`
 	UseOITop             bool   `gorm:"column:use_oi_top;default:false" json:"use_oi_top,omitempty"`
 	CustomPrompt         string `gorm:"column:custom_prompt;default:''" json:"custom_prompt,omitempty"`
 	OverrideBasePrompt   bool   `gorm:"column:override_base_prompt;default:false" json:"override_base_prompt,omitempty"`
@@ -124,6 +124,9 @@ func (s *TraderStore) Update(trader *Trader) error {
 	}
 	if trader.ScanIntervalMinutes > 0 {
 		updates["scan_interval_minutes"] = trader.ScanIntervalMinutes
+		fmt.Printf("📊 TraderStore.Update: scan_interval_minutes=%d will be saved\n", trader.ScanIntervalMinutes)
+	} else {
+		fmt.Printf("⚠️ TraderStore.Update: scan_interval_minutes=%d (<=0, NOT updating)\n", trader.ScanIntervalMinutes)
 	}
 
 	return s.db.Model(&Trader{}).
@@ -245,3 +248,23 @@ func (s *TraderStore) ListAll() ([]*Trader, error) {
 	}
 	return traders, nil
 }
+
+// ListByExchangeID gets traders that use a specific exchange
+func (s *TraderStore) ListByExchangeID(userID, exchangeID string) ([]*Trader, error) {
+	var traders []*Trader
+	err := s.db.Where("user_id = ? AND exchange_id = ?", userID, exchangeID).Find(&traders).Error
+	if err != nil {
+		return nil, err
+	}
+	return traders, nil
+}
+
+// ListByAIModelID gets traders that use a specific AI model
+func (s *TraderStore) ListByAIModelID(userID, aiModelID string) ([]*Trader, error) {
+	var traders []*Trader
+	err := s.db.Where("user_id = ? AND ai_model_id = ?", userID, aiModelID).Find(&traders).Error
+	if err != nil {
+		return nil, err
+	}
+	return traders, nil
+}

store/user.go

@@ -123,7 +123,7 @@ func (s *UserStore) UpdateOTPVerified(userID string, verified bool) error {
 func (s *UserStore) UpdatePassword(userID, passwordHash string) error {
 	return s.db.Model(&User{}).Where("id = ?", userID).Updates(map[string]interface{}{
 		"password_hash": passwordHash,
-		"updated_at":    time.Now(),
+		"updated_at":    time.Now().UTC(),
 	}).Error
 }
 

trader/aster/order_sync.go

@@ -1,4 +1,4 @@
-package trader
+package aster
 
 import (
 	"fmt"
@@ -34,7 +34,7 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 
 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(trades, func(i, j int) bool {
-		return trades[i].Time.Before(trades[j].Time)
+		return trades[i].Time.UnixMilli() < trades[j].Time.UnixMilli()
 	})
 
 	// Process trades one by one (no transaction to avoid deadlock)
@@ -68,7 +68,8 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 		// Normalize side for storage
 		side := strings.ToUpper(trade.Side)
 
-		// Create order record
+		// Create order record - use Unix milliseconds UTC
+		tradeTimeMs := trade.Time.UTC().UnixMilli()
 		orderRecord := &store.TraderOrder{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -85,9 +86,9 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 			FilledQuantity:  trade.Quantity,
 			AvgFillPrice:    trade.Price,
 			Commission:      trade.Fee,
-			FilledAt:        trade.Time,
-			CreatedAt:       trade.Time,
-			UpdatedAt:       trade.Time,
+			FilledAt:        tradeTimeMs,
+			CreatedAt:       tradeTimeMs,
+			UpdatedAt:       tradeTimeMs,
 		}
 
 		// Insert order record
@@ -96,7 +97,7 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 			continue
 		}
 
-		// Create fill record
+		// Create fill record - use Unix milliseconds UTC
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -113,7 +114,7 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 			CommissionAsset: "USDT",
 			RealizedPnL:     trade.RealizedPnL,
 			IsMaker:         false,
-			CreatedAt:       trade.Time,
+			CreatedAt:       tradeTimeMs,
 		}
 
 		if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -125,7 +126,7 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 			traderID, exchangeID, exchangeType,
 			symbol, positionSide, orderAction,
 			trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
-			trade.Time, trade.TradeID,
+			tradeTimeMs, trade.TradeID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
 		} else {

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,
@@ -1407,10 +1408,201 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord,
 			Quantity:     qty,
 			RealizedPnL:  pnl,
 			Fee:          fee,
-			Time:         time.UnixMilli(at.Time),
+			Time:         time.UnixMilli(at.Time).UTC(),
 		}
 		result = append(result, trade)
 	}
 
 	return result, nil
 }
+
+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *AsterTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
+	params := map[string]interface{}{
+		"symbol": symbol,
+	}
+
+	body, err := t.request("GET", "/fapi/v3/openOrders", params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get open orders: %w", err)
+	}
+
+	var orders []struct {
+		OrderID      int64  `json:"orderId"`
+		Symbol       string `json:"symbol"`
+		Side         string `json:"side"`
+		PositionSide string `json:"positionSide"`
+		Type         string `json:"type"`
+		Price        string `json:"price"`
+		StopPrice    string `json:"stopPrice"`
+		OrigQty      string `json:"origQty"`
+		Status       string `json:"status"`
+	}
+
+	if err := json.Unmarshal(body, &orders); err != nil {
+		return nil, fmt.Errorf("failed to parse open orders: %w", err)
+	}
+
+	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, types.OpenOrder{
+			OrderID:      fmt.Sprintf("%d", order.OrderID),
+			Symbol:       order.Symbol,
+			Side:         order.Side,
+			PositionSide: order.PositionSide,
+			Type:         order.Type,
+			Price:        price,
+			StopPrice:    stopPrice,
+			Quantity:     quantity,
+			Status:       order.Status,
+		})
+	}
+
+	logger.Infof("✓ ASTER GetOpenOrders: found %d open orders for %s", len(result), symbol)
+	return result, nil
+}
+
+// PlaceLimitOrder places a limit order for grid trading
+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 {
+		return nil, fmt.Errorf("failed to format price: %w", err)
+	}
+	formattedQty, err := t.formatQuantity(req.Symbol, req.Quantity)
+	if err != nil {
+		return nil, fmt.Errorf("failed to format quantity: %w", err)
+	}
+
+	// Get precision information
+	prec, err := t.getPrecision(req.Symbol)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get precision: %w", err)
+	}
+
+	// Convert to string with correct precision format
+	priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
+	qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
+
+	// Determine side
+	side := "BUY"
+	if req.Side == "SELL" || req.Side == "Sell" || req.Side == "sell" {
+		side = "SELL"
+	}
+
+	params := map[string]interface{}{
+		"symbol":       req.Symbol,
+		"positionSide": "BOTH",
+		"type":         "LIMIT",
+		"side":         side,
+		"timeInForce":  "GTC",
+		"quantity":     qtyStr,
+		"price":        priceStr,
+	}
+
+	// Add reduceOnly if specified
+	if req.ReduceOnly {
+		params["reduceOnly"] = "true"
+	}
+
+	body, err := t.request("POST", "/fapi/v3/order", params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to place limit order: %w", err)
+	}
+
+	var result map[string]interface{}
+	if err := json.Unmarshal(body, &result); err != nil {
+		return nil, fmt.Errorf("failed to parse order response: %w", err)
+	}
+
+	// Extract order ID
+	orderID := ""
+	if id, ok := result["orderId"].(float64); ok {
+		orderID = fmt.Sprintf("%.0f", id)
+	} else if id, ok := result["orderId"].(string); ok {
+		orderID = id
+	}
+
+	// Extract client order ID
+	clientOrderID := ""
+	if cid, ok := result["clientOrderId"].(string); ok {
+		clientOrderID = cid
+	}
+
+	return &types.LimitOrderResult{
+		OrderID:  orderID,
+		ClientID: clientOrderID,
+		Symbol:   req.Symbol,
+		Side:     side,
+		Price:    formattedPrice,
+		Quantity: formattedQty,
+		Status:   "NEW",
+	}, nil
+}
+
+// CancelOrder cancels a specific order by order ID
+func (t *AsterTrader) CancelOrder(symbol, orderID string) error {
+	params := map[string]interface{}{
+		"symbol":  symbol,
+		"orderId": orderID,
+	}
+
+	_, err := t.request("DELETE", "/fapi/v3/order", params)
+	if err != nil {
+		return fmt.Errorf("failed to cancel order %s: %w", orderID, err)
+	}
+
+	return nil
+}
+
+// GetOrderBook gets the order book for a symbol
+func (t *AsterTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	if depth <= 0 {
+		depth = 20
+	}
+
+	// Aster uses public endpoint (no signature required)
+	resp, err := t.client.Get(fmt.Sprintf("%s/fapi/v3/depth?symbol=%s&limit=%d", t.baseURL, symbol, depth))
+	if err != nil {
+		return nil, nil, fmt.Errorf("failed to fetch order book: %w", err)
+	}
+	defer resp.Body.Close()
+
+	body, _ := io.ReadAll(resp.Body)
+	if resp.StatusCode != http.StatusOK {
+		return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
+	}
+
+	var result struct {
+		Bids [][]string `json:"bids"` // [[price, qty], ...]
+		Asks [][]string `json:"asks"` // [[price, qty], ...]
+	}
+	if err := json.Unmarshal(body, &result); err != nil {
+		return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
+	}
+
+	// Convert string arrays to float64 arrays
+	bids = make([][]float64, len(result.Bids))
+	for i, bid := range result.Bids {
+		if len(bid) >= 2 {
+			price, _ := strconv.ParseFloat(bid[0], 64)
+			qty, _ := strconv.ParseFloat(bid[1], 64)
+			bids[i] = []float64{price, qty}
+		}
+	}
+
+	asks = make([][]float64, len(result.Asks))
+	for i, ask := range result.Asks {
+		if len(ask) >= 2 {
+			price, _ := strconv.ParseFloat(ask[0], 64)
+			qty, _ := strconv.ParseFloat(ask[1], 64)
+			asks[i] = []float64{price, qty}
+		}
+	}
+
+	return bids, asks, nil
+}

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/decision"
 	"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
@@ -104,7 +122,7 @@ type AutoTrader struct {
 	trader                Trader // Use Trader interface (supports multiple platforms)
 	mcpClient             mcp.AIClient
 	store                 *store.Store             // Data storage (decision records, etc.)
-	strategyEngine        *decision.StrategyEngine // Strategy engine (uses strategy configuration)
+	strategyEngine        *kernel.StrategyEngine // Strategy engine (uses strategy configuration)
 	cycleNumber           int                      // Current cycle number
 	initialBalance        float64
 	dailyPnL              float64
@@ -123,6 +141,7 @@ type AutoTrader struct {
 	peakPnLCacheMutex     sync.RWMutex       // Cache read-write lock
 	lastBalanceSyncTime   time.Time          // Last balance sync time
 	userID                string             // User ID
+	gridState             *GridState         // Grid trading state (only used when StrategyType == "grid_trading")
 }
 
 // NewAutoTrader creates an automatic trader
@@ -223,25 +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)
 		}
@@ -253,7 +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,
@@ -310,7 +335,7 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
 	if config.StrategyConfig == nil {
 		return nil, fmt.Errorf("[%s] strategy not configured", config.Name)
 	}
-	strategyEngine := decision.NewStrategyEngine(config.StrategyConfig)
+	strategyEngine := kernel.NewStrategyEngine(config.StrategyConfig)
 	logger.Infof("✓ [%s] Using strategy engine (strategy configuration loaded)", config.Name)
 
 	return &AutoTrader{
@@ -362,7 +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)
 		}
@@ -370,7 +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)
 		}
@@ -378,7 +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)
 		}
@@ -386,7 +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)
 		}
@@ -394,7 +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)
 		}
@@ -402,7 +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)
 		}
@@ -410,18 +435,50 @@ 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()
 
+	// Check if this is a grid trading strategy
+	isGridStrategy := at.IsGridStrategy()
+	if isGridStrategy {
+		logger.Infof("🔲 [%s] Grid trading strategy detected, initializing grid...", at.name)
+		if err := at.InitializeGrid(); err != nil {
+			logger.Errorf("❌ [%s] Failed to initialize grid: %v", at.name, err)
+			return fmt.Errorf("grid initialization failed: %w", err)
+		}
+	}
+
 	// Execute immediately on first run
-	if err := at.runCycle(); err != nil {
-		logger.Infof("❌ Execution failed: %v", err)
+	if isGridStrategy {
+		if err := at.RunGridCycle(); err != nil {
+			logger.Infof("❌ Grid execution failed: %v", err)
+		}
+	} else {
+		if err := at.runCycle(); err != nil {
+			logger.Infof("❌ Execution failed: %v", err)
+		}
 	}
 
 	for {
@@ -435,8 +492,14 @@ func (at *AutoTrader) Run() error {
 
 		select {
 		case <-ticker.C:
-			if err := at.runCycle(); err != nil {
-				logger.Infof("❌ Execution failed: %v", err)
+			if isGridStrategy {
+				if err := at.RunGridCycle(); err != nil {
+					logger.Infof("❌ Grid execution failed: %v", err)
+				}
+			} else {
+				if err := at.runCycle(); err != nil {
+					logger.Infof("❌ Execution failed: %v", err)
+				}
 			}
 		case <-at.stopMonitorCh:
 			logger.Infof("[%s] ⏹ Stop signal received, exiting automatic trading main loop", at.name)
@@ -512,8 +575,25 @@ func (at *AutoTrader) runCycle() error {
 	}
 
 	// 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
+	}
+
 	logger.Info(strings.Repeat("=", 70))
 	for _, coin := range ctx.CandidateCoins {
 		record.CandidateCoins = append(record.CandidateCoins, coin.Symbol)
@@ -524,7 +604,7 @@ func (at *AutoTrader) runCycle() error {
 
 	// 5. Use strategy engine to call AI for decision
 	logger.Infof("🤖 Requesting AI analysis and decision... [Strategy Engine]")
-	aiDecision, err := decision.GetFullDecisionWithStrategy(ctx, at.mcpClient, at.strategyEngine, "balanced")
+	aiDecision, err := kernel.GetFullDecisionWithStrategy(ctx, at.mcpClient, at.strategyEngine, "balanced")
 
 	if aiDecision != nil && aiDecision.AIRequestDurationMs > 0 {
 		record.AIRequestDurationMs = aiDecision.AIRequestDurationMs
@@ -585,8 +665,8 @@ func (at *AutoTrader) runCycle() error {
 	// logger.Infof(strings.Repeat("-", 70) + "\n")
 
 	// 7. Print AI decisions
-	// logger.Infof("📋 AI decision list (%d items):\n", len(decision.Decisions))
-	// for i, d := range decision.Decisions {
+	// logger.Infof("📋 AI decision list (%d items):\n", len(kernel.Decisions))
+	// for i, d := range kernel.Decisions {
 	//     logger.Infof("  [%d] %s: %s - %s", i+1, d.Symbol, d.Action, d.Reasoning)
 	//     if d.Action == "open_long" || d.Action == "open_short" {
 	//        logger.Infof("      Leverage: %dx | Position: %.2f USDT | Stop loss: %.4f | Take profit: %.4f",
@@ -637,7 +717,7 @@ func (at *AutoTrader) runCycle() error {
 			TakeProfit: d.TakeProfit,
 			Confidence: d.Confidence,
 			Reasoning:  d.Reasoning,
-			Timestamp:  time.Now(),
+			Timestamp:  time.Now().UTC(),
 			Success:    false,
 		}
 
@@ -664,7 +744,7 @@ func (at *AutoTrader) runCycle() error {
 }
 
 // buildTradingContext builds trading context
-func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
+func (at *AutoTrader) buildTradingContext() (*kernel.Context, error) {
 	// 1. Get account information
 	balance, err := at.trader.GetBalance()
 	if err != nil {
@@ -701,7 +781,7 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 		return nil, fmt.Errorf("failed to get positions: %w", err)
 	}
 
-	var positionInfos []decision.PositionInfo
+	var positionInfos []kernel.PositionInfo
 	totalMarginUsed := 0.0
 
 	// Current position key set (for cleaning up closed position records)
@@ -744,8 +824,8 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 		// Priority 1: Get from database (trader_positions table) - most accurate
 		if at.store != nil {
 			if dbPos, err := at.store.Position().GetOpenPositionBySymbol(at.id, symbol, side); err == nil && dbPos != nil {
-				if !dbPos.EntryTime.IsZero() {
-					updateTime = dbPos.EntryTime.UnixMilli()
+				if dbPos.EntryTime > 0 {
+					updateTime = dbPos.EntryTime
 				}
 			}
 		}
@@ -768,7 +848,7 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 		peakPnlPct := at.peakPnLCache[posKey]
 		at.peakPnLCacheMutex.RUnlock()
 
-		positionInfos = append(positionInfos, decision.PositionInfo{
+		positionInfos = append(positionInfos, kernel.PositionInfo{
 			Symbol:           symbol,
 			Side:             side,
 			EntryPrice:       entryPrice,
@@ -792,14 +872,19 @@ func (at *AutoTrader) buildTradingContext() (*decision.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
@@ -820,13 +905,13 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 	logger.Infof("📋 [%s] Strategy leverage config: BTC/ETH=%dx, Altcoin=%dx", at.name, btcEthLeverage, altcoinLeverage)
 
 	// 6. Build context
-	ctx := &decision.Context{
+	ctx := &kernel.Context{
 		CurrentTime:     time.Now().UTC().Format("2006-01-02 15:04:05 UTC"),
 		RuntimeMinutes:  int(time.Since(at.startTime).Minutes()),
 		CallCount:       at.callCount,
 		BTCETHLeverage:  btcEthLeverage,
 		AltcoinLeverage: altcoinLeverage,
-		Account: decision.AccountInfo{
+		Account: kernel.AccountInfo{
 			TotalEquity:      totalEquity,
 			AvailableBalance: availableBalance,
 			UnrealizedPnL:    totalUnrealizedProfit,
@@ -859,7 +944,7 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 					exitTimeStr = time.Unix(trade.ExitTime, 0).UTC().Format("01-02 15:04 UTC")
 				}
 
-				ctx.RecentOrders = append(ctx.RecentOrders, decision.RecentOrder{
+				ctx.RecentOrders = append(ctx.RecentOrders, kernel.RecentOrder{
 					Symbol:       trade.Symbol,
 					Side:         trade.Side,
 					EntryPrice:   trade.EntryPrice,
@@ -881,7 +966,7 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 		} else if stats.TotalTrades == 0 {
 			logger.Infof("⚠️ [%s] GetFullStats returned 0 trades (traderID=%s)", at.name, at.id)
 		} else {
-			ctx.TradingStats = &decision.TradingStats{
+			ctx.TradingStats = &kernel.TradingStats{
 				TotalTrades:    stats.TotalTrades,
 				WinRate:        stats.WinRate,
 				ProfitFactor:   stats.ProfitFactor,
@@ -899,7 +984,7 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 	}
 
 	// 8. Get quantitative data (if enabled in strategy config)
-	if strategyConfig.Indicators.EnableQuantData && strategyConfig.Indicators.QuantDataAPIURL != "" {
+	if strategyConfig.Indicators.EnableQuantData {
 		// Collect symbols to query (candidate coins + position coins)
 		symbolsToQuery := make(map[string]bool)
 		for _, coin := range candidateCoins {
@@ -929,11 +1014,31 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 		}
 	}
 
+	// 10. Get NetFlow ranking data (market-wide fund flow)
+	if strategyConfig.Indicators.EnableNetFlowRanking {
+		logger.Infof("💰 [%s] Fetching NetFlow ranking data...", at.name)
+		ctx.NetFlowRankingData = at.strategyEngine.FetchNetFlowRankingData()
+		if ctx.NetFlowRankingData != nil {
+			logger.Infof("💰 [%s] NetFlow ranking data ready: inst_in=%d, inst_out=%d",
+				at.name, len(ctx.NetFlowRankingData.InstitutionFutureTop), len(ctx.NetFlowRankingData.InstitutionFutureLow))
+		}
+	}
+
+	// 11. Get Price ranking data (market-wide gainers/losers)
+	if strategyConfig.Indicators.EnablePriceRanking {
+		logger.Infof("📈 [%s] Fetching Price ranking data...", at.name)
+		ctx.PriceRankingData = at.strategyEngine.FetchPriceRankingData()
+		if ctx.PriceRankingData != nil {
+			logger.Infof("📈 [%s] Price ranking data ready for %d durations",
+				at.name, len(ctx.PriceRankingData.Durations))
+		}
+	}
+
 	return ctx, nil
 }
 
 // executeDecisionWithRecord executes AI decision and records detailed information
-func (at *AutoTrader) executeDecisionWithRecord(decision *decision.Decision, actionRecord *store.DecisionAction) error {
+func (at *AutoTrader) executeDecisionWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
 	switch decision.Action {
 	case "open_long":
 		return at.executeOpenLongWithRecord(decision, actionRecord)
@@ -953,7 +1058,7 @@ func (at *AutoTrader) executeDecisionWithRecord(decision *decision.Decision, act
 
 // ExecuteDecision executes a trading decision from external sources (e.g., debate consensus)
 // This is a public method that can be called by other modules
-func (at *AutoTrader) ExecuteDecision(d *decision.Decision) error {
+func (at *AutoTrader) ExecuteDecision(d *kernel.Decision) error {
 	logger.Infof("[%s] Executing external decision: %s %s", at.name, d.Action, d.Symbol)
 
 	// Create a minimal action record for tracking
@@ -979,7 +1084,7 @@ func (at *AutoTrader) ExecuteDecision(d *decision.Decision) error {
 }
 
 // executeOpenLongWithRecord executes open long position and records detailed information
-func (at *AutoTrader) executeOpenLongWithRecord(decision *decision.Decision, actionRecord *store.DecisionAction) error {
+func (at *AutoTrader) executeOpenLongWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
 	logger.Infof("  📈 Open long: %s", decision.Symbol)
 
 	// ⚠️ Get current positions for multiple checks
@@ -1001,7 +1106,7 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *decision.Decision, act
 	}
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1096,7 +1201,7 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *decision.Decision, act
 }
 
 // executeOpenShortWithRecord executes open short position and records detailed information
-func (at *AutoTrader) executeOpenShortWithRecord(decision *decision.Decision, actionRecord *store.DecisionAction) error {
+func (at *AutoTrader) executeOpenShortWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
 	logger.Infof("  📉 Open short: %s", decision.Symbol)
 
 	// ⚠️ Get current positions for multiple checks
@@ -1118,7 +1223,7 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *decision.Decision, ac
 	}
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1213,11 +1318,11 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *decision.Decision, ac
 }
 
 // executeCloseLongWithRecord executes close long position and records detailed information
-func (at *AutoTrader) executeCloseLongWithRecord(decision *decision.Decision, actionRecord *store.DecisionAction) error {
+func (at *AutoTrader) executeCloseLongWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
 	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
 	}
@@ -1277,11 +1382,11 @@ func (at *AutoTrader) executeCloseLongWithRecord(decision *decision.Decision, ac
 }
 
 // executeCloseShortWithRecord executes close short position and records detailed information
-func (at *AutoTrader) executeCloseShortWithRecord(decision *decision.Decision, actionRecord *store.DecisionAction) error {
+func (at *AutoTrader) executeCloseShortWithRecord(decision *kernel.Decision, actionRecord *store.DecisionAction) error {
 	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
 	}
@@ -1345,6 +1450,12 @@ func (at *AutoTrader) GetID() string {
 	return at.id
 }
 
+// GetUnderlyingTrader returns the underlying Trader interface implementation
+// This is used by grid trading and other components that need direct exchange access
+func (at *AutoTrader) GetUnderlyingTrader() Trader {
+	return at.trader
+}
+
 // GetName gets trader name
 func (at *AutoTrader) GetName() string {
 	return at.name
@@ -1392,7 +1503,7 @@ func (at *AutoTrader) GetSystemPromptTemplate() string {
 }
 
 // saveEquitySnapshot saves equity snapshot independently (for drawing profit curve, decoupled from AI decision)
-func (at *AutoTrader) saveEquitySnapshot(ctx *decision.Context) {
+func (at *AutoTrader) saveEquitySnapshot(ctx *kernel.Context) {
 	if at.store == nil || ctx == nil {
 		return
 	}
@@ -1451,7 +1562,7 @@ func (at *AutoTrader) GetStatus() map[string]interface{} {
 	isRunning := at.isRunning
 	at.isRunningMutex.RUnlock()
 
-	return map[string]interface{}{
+	result := map[string]interface{}{
 		"trader_id":       at.id,
 		"trader_name":     at.name,
 		"ai_model":        at.aiModel,
@@ -1466,6 +1577,16 @@ func (at *AutoTrader) GetStatus() map[string]interface{} {
 		"last_reset_time": at.lastResetTime.Format(time.RFC3339),
 		"ai_provider":     aiProvider,
 	}
+
+	// Add strategy info
+	if at.config.StrategyConfig != nil {
+		result["strategy_type"] = at.config.StrategyConfig.StrategyType
+		if at.config.StrategyConfig.GridConfig != nil {
+			result["grid_symbol"] = at.config.StrategyConfig.GridConfig.Symbol
+		}
+	}
+
+	return result
 }
 
 // GetAccountInfo gets account information (for API)
@@ -1624,7 +1745,7 @@ func calculatePnLPercentage(unrealizedPnl, marginUsed float64) float64 {
 
 // sortDecisionsByPriority sorts decisions: close positions first, then open positions, finally hold/wait
 // This avoids position stacking overflow when changing positions
-func sortDecisionsByPriority(decisions []decision.Decision) []decision.Decision {
+func sortDecisionsByPriority(decisions []kernel.Decision) []kernel.Decision {
 	if len(decisions) <= 1 {
 		return decisions
 	}
@@ -1644,7 +1765,7 @@ func sortDecisionsByPriority(decisions []decision.Decision) []decision.Decision
 	}
 
 	// Copy decision list
-	sorted := make([]decision.Decision, len(decisions))
+	sorted := make([]kernel.Decision, len(decisions))
 	copy(sorted, decisions)
 
 	// Sort by priority
@@ -1861,7 +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":
 		logger.Infof("  📝 Order submitted (id: %s), will be synced by OrderSync", orderID)
 		return
 	}
@@ -1947,6 +2068,7 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
 	switch action {
 	case "open_long", "open_short":
 		// Open position: create new position record
+		nowMs := time.Now().UTC().UnixMilli()
 		pos := &store.TraderPosition{
 			TraderID:     at.id,
 			ExchangeID:   at.exchangeID, // Exchange account UUID
@@ -1956,9 +2078,11 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
 			Quantity:     quantity,
 			EntryPrice:   price,
 			EntryOrderID: orderID,
-			EntryTime:    time.Now(),
+			EntryTime:    nowMs,
 			Leverage:     leverage,
 			Status:       "OPEN",
+			CreatedAt:    nowMs,
+			UpdatedAt:    nowMs,
 		}
 		if err := at.store.Position().Create(pos); err != nil {
 			logger.Infof("  ⚠️ Failed to record position: %v", err)
@@ -1976,7 +2100,7 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
 			at.id, at.exchangeID, at.exchange,
 			symbol, side, action,
 			quantity, price, fee, 0, // realizedPnL will be calculated
-			time.Now(), orderID,
+			time.Now().UTC().UnixMilli(), orderID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to process close position: %v", err)
 		} else {
@@ -2029,8 +2153,8 @@ func (at *AutoTrader) createOrderRecord(orderID, symbol, action, positionSide st
 		ReduceOnly:      reduceOnly,
 		ClosePosition:   reduceOnly,
 		OrderAction:     orderAction,
-		CreatedAt:       time.Now(),
-		UpdatedAt:       time.Now(),
+		CreatedAt:       time.Now().UTC().UnixMilli(),
+		UpdatedAt:       time.Now().UTC().UnixMilli(),
 	}
 }
 
@@ -2071,7 +2195,7 @@ func (at *AutoTrader) recordOrderFill(orderRecordID int64, exchangeOrderID, symb
 		CommissionAsset:  "USDT",
 		RealizedPnL:      0, // Will be calculated for close orders
 		IsMaker:          false, // Market orders are usually taker
-		CreatedAt:        time.Now(),
+		CreatedAt:        time.Now().UTC().UnixMilli(),
 	}
 
 	// Calculate realized PnL for close orders
@@ -2195,3 +2319,8 @@ func getSideFromAction(action string) string {
 	}
 }
 
+// GetOpenOrders returns open orders (pending SL/TP) from exchange
+func (at *AutoTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+	return at.trader.GetOpenOrders(symbol)
+}
+

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"
@@ -716,6 +717,125 @@ func (t *FuturesTrader) CancelAllOrders(symbol string) error {
 	return nil
 }
 
+// PlaceLimitOrder places a limit order for grid trading
+// This implements the GridTrader interface for FuturesTrader
+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 {
+		return nil, fmt.Errorf("failed to format quantity: %w", err)
+	}
+
+	// Format price to correct precision
+	priceStr, err := t.FormatPrice(req.Symbol, req.Price)
+	if err != nil {
+		return nil, fmt.Errorf("failed to format price: %w", err)
+	}
+
+	// Set leverage if specified
+	if req.Leverage > 0 {
+		if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
+			logger.Warnf("Failed to set leverage: %v", err)
+		}
+	}
+
+	// Determine side and position side
+	var side futures.SideType
+	var positionSide futures.PositionSideType
+
+	if req.Side == "BUY" {
+		side = futures.SideTypeBuy
+		positionSide = futures.PositionSideTypeLong
+	} else {
+		side = futures.SideTypeSell
+		positionSide = futures.PositionSideTypeShort
+	}
+
+	// Build order service with broker ID
+	orderService := t.client.NewCreateOrderService().
+		Symbol(req.Symbol).
+		Side(side).
+		PositionSide(positionSide).
+		Type(futures.OrderTypeLimit).
+		TimeInForce(futures.TimeInForceTypeGTC).
+		Quantity(quantityStr).
+		Price(priceStr).
+		NewClientOrderID(getBrOrderID())
+
+	// Execute order
+	order, err := orderService.Do(context.Background())
+	if err != nil {
+		return nil, fmt.Errorf("failed to place limit order: %w", err)
+	}
+
+	logger.Infof("✓ [Grid] Placed limit order: %s %s %s @ %s, qty=%s, orderID=%d",
+		req.Symbol, req.Side, positionSide, priceStr, quantityStr, order.OrderID)
+
+	return &types.LimitOrderResult{
+		OrderID:      fmt.Sprintf("%d", order.OrderID),
+		ClientID:     order.ClientOrderID,
+		Symbol:       order.Symbol,
+		Side:         string(order.Side),
+		PositionSide: string(order.PositionSide),
+		Price:        req.Price,
+		Quantity:     req.Quantity,
+		Status:       string(order.Status),
+	}, nil
+}
+
+// CancelOrder cancels a specific order by ID
+// This implements the GridTrader interface for FuturesTrader
+func (t *FuturesTrader) CancelOrder(symbol, orderID string) error {
+	// Parse order ID to int64
+	orderIDInt, err := strconv.ParseInt(orderID, 10, 64)
+	if err != nil {
+		return fmt.Errorf("invalid order ID: %w", err)
+	}
+
+	_, err = t.client.NewCancelOrderService().
+		Symbol(symbol).
+		OrderID(orderIDInt).
+		Do(context.Background())
+
+	if err != nil {
+		return fmt.Errorf("failed to cancel order: %w", err)
+	}
+
+	logger.Infof("✓ [Grid] Cancelled order: %s/%s", symbol, orderID)
+	return nil
+}
+
+// GetOrderBook gets the order book for a symbol
+// This implements the GridTrader interface for FuturesTrader
+func (t *FuturesTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	book, err := t.client.NewDepthService().
+		Symbol(symbol).
+		Limit(depth).
+		Do(context.Background())
+
+	if err != nil {
+		return nil, nil, fmt.Errorf("failed to get order book: %w", err)
+	}
+
+	// Convert bids
+	bids = make([][]float64, len(book.Bids))
+	for i, bid := range book.Bids {
+		price, _ := strconv.ParseFloat(bid.Price, 64)
+		qty, _ := strconv.ParseFloat(bid.Quantity, 64)
+		bids[i] = []float64{price, qty}
+	}
+
+	// Convert asks
+	asks = make([][]float64, len(book.Asks))
+	for i, ask := range book.Asks {
+		price, _ := strconv.ParseFloat(ask.Price, 64)
+		qty, _ := strconv.ParseFloat(ask.Quantity, 64)
+		asks[i] = []float64{price, qty}
+	}
+
+	return bids, asks, nil
+}
+
 // CancelStopOrders cancels take-profit/stop-loss orders for this symbol (used to adjust TP/SL positions)
 // Now uses both legacy API and new Algo Order API (Binance migrated stop orders to Algo system)
 func (t *FuturesTrader) CancelStopOrders(symbol string) error {
@@ -776,6 +896,64 @@ func (t *FuturesTrader) CancelStopOrders(symbol string) error {
 	return nil
 }
 
+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *FuturesTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
+	var result []types.OpenOrder
+
+	// 1. Get legacy open orders
+	orders, err := t.client.NewListOpenOrdersService().
+		Symbol(symbol).
+		Do(context.Background())
+
+	if err != nil {
+		return nil, fmt.Errorf("failed to get open orders: %w", err)
+	}
+
+	for _, order := range orders {
+		price, _ := strconv.ParseFloat(order.Price, 64)
+		stopPrice, _ := strconv.ParseFloat(order.StopPrice, 64)
+		quantity, _ := strconv.ParseFloat(order.OrigQuantity, 64)
+
+		result = append(result, types.OpenOrder{
+			OrderID:      fmt.Sprintf("%d", order.OrderID),
+			Symbol:       order.Symbol,
+			Side:         string(order.Side),
+			PositionSide: string(order.PositionSide),
+			Type:         string(order.Type),
+			Price:        price,
+			StopPrice:    stopPrice,
+			Quantity:     quantity,
+			Status:       string(order.Status),
+		})
+	}
+
+	// 2. Get Algo orders (new API for stop-loss/take-profit)
+	algoOrders, err := t.client.NewListOpenAlgoOrdersService().
+		Symbol(symbol).
+		Do(context.Background())
+
+	if err == nil {
+		for _, algoOrder := range algoOrders {
+			triggerPrice, _ := strconv.ParseFloat(algoOrder.TriggerPrice, 64)
+			quantity, _ := strconv.ParseFloat(algoOrder.Quantity, 64)
+
+			result = append(result, types.OpenOrder{
+				OrderID:      fmt.Sprintf("%d", algoOrder.AlgoId),
+				Symbol:       algoOrder.Symbol,
+				Side:         string(algoOrder.Side),
+				PositionSide: string(algoOrder.PositionSide),
+				Type:         string(algoOrder.OrderType),
+				Price:        0, // Algo orders use stop price
+				StopPrice:    triggerPrice,
+				Quantity:     quantity,
+				Status:       "NEW",
+			})
+		}
+	}
+
+	return result, nil
+}
+
 // GetMarketPrice gets market price
 func (t *FuturesTrader) GetMarketPrice(symbol string) (float64, error) {
 	prices, err := t.client.NewListPricesService().Symbol(symbol).Do(context.Background())
@@ -977,6 +1155,42 @@ func (t *FuturesTrader) FormatQuantity(symbol string, quantity float64) (string,
 	return fmt.Sprintf(format, quantity), nil
 }
 
+// GetSymbolPricePrecision gets the price precision for a trading pair
+func (t *FuturesTrader) GetSymbolPricePrecision(symbol string) (int, error) {
+	exchangeInfo, err := t.client.NewExchangeInfoService().Do(context.Background())
+	if err != nil {
+		return 0, fmt.Errorf("failed to get trading rules: %w", err)
+	}
+
+	for _, s := range exchangeInfo.Symbols {
+		if s.Symbol == symbol {
+			// Get precision from PRICE_FILTER filter
+			for _, filter := range s.Filters {
+				if filter["filterType"] == "PRICE_FILTER" {
+					tickSize := filter["tickSize"].(string)
+					precision := calculatePrecision(tickSize)
+					return precision, nil
+				}
+			}
+		}
+	}
+
+	// Default to 2 decimal places for price
+	return 2, nil
+}
+
+// FormatPrice formats price to correct precision
+func (t *FuturesTrader) FormatPrice(symbol string, price float64) (string, error) {
+	precision, err := t.GetSymbolPricePrecision(symbol)
+	if err != nil {
+		// If retrieval fails, use default format
+		return fmt.Sprintf("%.2f", price), nil
+	}
+
+	format := fmt.Sprintf("%%.%df", precision)
+	return fmt.Sprintf(format, price), nil
+}
+
 // Helper functions
 func contains(s, substr string) bool {
 	return len(s) >= len(substr) && stringContains(s, substr)
@@ -1034,14 +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
@@ -1070,7 +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,
@@ -1091,7 +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
 	}
@@ -1109,7 +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 {
@@ -1118,11 +1332,11 @@ 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,
-			Time:        time.UnixMilli(income.Time),
+			Time:        time.UnixMilli(income.Time).UTC(),
 			// Note: Income API doesn't provide price, quantity, side, fee
 			// For accurate data, use GetTradesForSymbol with specific symbol
 		}
@@ -1134,7 +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
 	}
@@ -1151,14 +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),
@@ -1167,7 +1381,7 @@ func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, l
 			Quantity:     qty,
 			RealizedPnL:  pnl,
 			Fee:          fee,
-			Time:         time.UnixMilli(at.Time),
+			Time:         time.UnixMilli(at.Time).UTC(),
 		}
 		trades = append(trades, trade)
 	}
@@ -1177,7 +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
 	}
@@ -1194,14 +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),
@@ -1210,7 +1424,7 @@ func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, li
 			Quantity:     qty,
 			RealizedPnL:  pnl,
 			Fee:          fee,
-			Time:         time.UnixMilli(at.Time),
+			Time:         time.UnixMilli(at.Time).UTC(),
 		}
 		trades = append(trades, trade)
 	}
@@ -1244,3 +1458,30 @@ func (t *FuturesTrader) GetCommissionSymbols(lastSyncTime time.Time) ([]string,
 
 	return symbols, nil
 }
+
+// GetPnLSymbols returns symbols that have REALIZED_PNL records since lastSyncTime
+// This is a fallback when COMMISSION detection fails (VIP users, BNB fee discount)
+func (t *FuturesTrader) GetPnLSymbols(lastSyncTime time.Time) ([]string, error) {
+	incomes, err := t.client.NewGetIncomeHistoryService().
+		IncomeType("REALIZED_PNL").
+		StartTime(lastSyncTime.UnixMilli()).
+		Limit(1000).
+		Do(context.Background())
+	if err != nil {
+		return nil, fmt.Errorf("failed to get PnL history: %w", err)
+	}
+
+	symbolMap := make(map[string]bool)
+	for _, income := range incomes {
+		if income.Symbol != "" {
+			symbolMap[income.Symbol] = true
+		}
+	}
+
+	var symbols []string
+	for symbol := range symbolMap {
+		symbols = append(symbols, symbol)
+	}
+
+	return symbols, nil
+}

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

@@ -1,19 +1,20 @@
-package trader
+package binance
 
 import (
 	"fmt"
 	"nofx/logger"
 	"nofx/market"
 	"nofx/store"
+	"nofx/trader/types"
 	"sort"
 	"strings"
 	"sync"
 	"time"
 )
 
-// syncState stores the last sync time for incremental sync
+// syncState stores the last sync time (Unix ms) for incremental sync
 var (
-	binanceSyncState      = make(map[string]time.Time) // exchangeID -> lastSyncTime
+	binanceSyncState      = make(map[string]int64) // exchangeID -> lastSyncTimeMs (Unix ms)
 	binanceSyncStateMutex sync.RWMutex
 )
 
@@ -25,54 +26,112 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		return fmt.Errorf("store is nil")
 	}
 
-	// Get last sync time (default to 24 hours ago for first sync)
+	orderStore := st.Order()
+
+	// Get last sync time (Unix ms) - first try memory, then database, then default
 	binanceSyncStateMutex.RLock()
-	lastSyncTime, exists := binanceSyncState[exchangeID]
+	lastSyncTimeMs, exists := binanceSyncState[exchangeID]
 	binanceSyncStateMutex.RUnlock()
 
+	nowMs := time.Now().UTC().UnixMilli()
 	if !exists {
-		lastSyncTime = time.Now().Add(-24 * time.Hour)
+		// Try to get last fill time from database (persist across restarts)
+		lastFillTimeMs, err := orderStore.GetLastFillTimeByExchange(exchangeID)
+		if err == nil && lastFillTimeMs > 0 {
+			// If recovered time is in the future, it's clearly wrong - use default
+			if lastFillTimeMs > nowMs {
+				logger.Infof("⚠️ DB sync time %d is in the future (now: %d), using default",
+					lastFillTimeMs, nowMs)
+				lastSyncTimeMs = nowMs - 24*60*60*1000 // 24 hours ago
+			} else {
+				// Add 1 second buffer to avoid re-fetching the same fill
+				lastSyncTimeMs = lastFillTimeMs + 1000
+				logger.Infof("📅 Recovered last sync time from DB: %s (UTC)",
+					time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"))
+			}
+		} else {
+			// First sync: go back 24 hours
+			lastSyncTimeMs = nowMs - 24*60*60*1000
+			logger.Infof("📅 First sync, starting from 24 hours ago: %s (UTC)",
+				time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"))
+		}
 	}
 
-	// Record current time BEFORE querying, to avoid missing trades during sync
-	// This prevents race condition where trades happen between query and lastSyncTime update
-	syncStartTime := time.Now()
-
-	logger.Infof("🔄 Syncing Binance trades from: %s", lastSyncTime.Format(time.RFC3339))
+	logger.Infof("🔄 Syncing Binance trades from: %s (UTC) [ms: %d, now: %d]",
+		time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"), lastSyncTimeMs, nowMs)
 
 	// Step 1: Get max trade IDs from local DB for incremental sync
-	orderStore := st.Order()
 	maxTradeIDs, err := orderStore.GetMaxTradeIDsByExchange(exchangeID)
 	if err != nil {
 		logger.Infof("  ⚠️ Failed to get max trade IDs: %v, will use time-based query", err)
 		maxTradeIDs = make(map[string]int64)
 	}
 
-	// Step 2: Use COMMISSION to detect which symbols have new trades (1 API call)
-	changedSymbols, err := t.GetCommissionSymbols(lastSyncTime)
+	// Step 2: Detect symbols to sync using multiple methods
+	// COMMISSION detection may miss trades (VIP users, BNB discount, 0-fee trades)
+	symbolMap := make(map[string]bool)
+	lastSyncTime := time.UnixMilli(lastSyncTimeMs) // Convert to time.Time for API calls
+
+	// Method 1: COMMISSION income detection
+	commissionSymbols, err := t.GetCommissionSymbols(lastSyncTime)
 	if err != nil {
-		logger.Infof("  ⚠️ Failed to get commission symbols: %v, falling back to positions", err)
-		// Fallback: only sync symbols with active positions
-		changedSymbols = t.getPositionSymbols()
+		logger.Infof("  ⚠️ Failed to get commission symbols: %v", err)
+	} else {
+		logger.Infof("  📋 COMMISSION symbols found: %d - %v", len(commissionSymbols), commissionSymbols)
+		for _, s := range commissionSymbols {
+			symbolMap[s] = true
+		}
+	}
+
+	// Method 2: Always include active positions (catches trades that COMMISSION missed)
+	positionSymbols := t.getPositionSymbols()
+	logger.Infof("  📋 Position symbols found: %d - %v", len(positionSymbols), positionSymbols)
+	for _, s := range positionSymbols {
+		symbolMap[s] = true
+	}
+
+	// Method 3: Include symbols from recent fills in DB (in case some were partially synced)
+	recentSymbols, _ := orderStore.GetRecentFillSymbolsByExchange(exchangeID, lastSyncTimeMs)
+	logger.Infof("  📋 Recent fill symbols found: %d - %v", len(recentSymbols), recentSymbols)
+	for _, s := range recentSymbols {
+		symbolMap[s] = true
+	}
+
+	// Method 4: ALWAYS query REALIZED_PNL income to find symbols with closed trades
+	// This catches trades that COMMISSION missed (VIP users, BNB fee discount)
+	// IMPORTANT: Must run always, not just when symbolMap is empty,
+	// because a position might be fully closed (no active position) but have PnL
+	pnlSymbols, err := t.GetPnLSymbols(lastSyncTime)
+	if err != nil {
+		logger.Infof("  ⚠️ Failed to get PnL symbols: %v", err)
+	} else {
+		logger.Infof("  📋 REALIZED_PNL symbols found: %d - %v", len(pnlSymbols), pnlSymbols)
+		for _, s := range pnlSymbols {
+			symbolMap[s] = true
+		}
+	}
+
+	var changedSymbols []string
+	for s := range symbolMap {
+		changedSymbols = append(changedSymbols, s)
 	}
 
 	if len(changedSymbols) == 0 {
 		logger.Infof("📭 No symbols with new trades to sync")
-		// Update last sync time even if no changes
-		binanceSyncStateMutex.Lock()
-		binanceSyncState[exchangeID] = syncStartTime
-		binanceSyncStateMutex.Unlock()
+		// DON'T update lastSyncTime to current time here!
+		// Keep using the last actual trade time from DB to avoid creating gaps
+		// The lastSyncTimeMs from DB already has +1000ms buffer added
 		return nil
 	}
 
 	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 {
@@ -94,23 +153,18 @@ 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] = syncStartTime
-		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
 	}
 
 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(allTrades, func(i, j int) bool {
-		return allTrades[i].Time.Before(allTrades[j].Time)
+		return allTrades[i].Time.UnixMilli() < allTrades[j].Time.UnixMilli()
 	})
 
 	// Process trades one by one
@@ -118,10 +172,12 @@ 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
 		}
 
@@ -145,7 +201,8 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		// Normalize side
 		side := strings.ToUpper(trade.Side)
 
-		// Create order record
+		// Create order record - use Unix milliseconds UTC
+		tradeTimeMs := trade.Time.UTC().UnixMilli()
 		orderRecord := &store.TraderOrder{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,
@@ -162,9 +219,9 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			FilledQuantity:  trade.Quantity,
 			AvgFillPrice:    trade.Price,
 			Commission:      trade.Fee,
-			FilledAt:        trade.Time,
-			CreatedAt:       trade.Time,
-			UpdatedAt:       trade.Time,
+			FilledAt:        tradeTimeMs,
+			CreatedAt:       tradeTimeMs,
+			UpdatedAt:       tradeTimeMs,
 		}
 
 		// Insert order record
@@ -173,7 +230,7 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			continue
 		}
 
-		// Create fill record
+		// Create fill record - use Unix milliseconds UTC
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,
@@ -190,7 +247,7 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			CommissionAsset: "USDT",
 			RealizedPnL:     trade.RealizedPnL,
 			IsMaker:         false,
-			CreatedAt:       trade.Time,
+			CreatedAt:       tradeTimeMs,
 		}
 
 		if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -202,7 +259,7 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			traderID, exchangeID, exchangeType,
 			symbol, positionSide, orderAction,
 			trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
-			trade.Time, trade.TradeID,
+			tradeTimeMs, trade.TradeID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
 		} else {
@@ -210,11 +267,26 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		}
 
 		syncedCount++
-		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
-			trade.TradeID, symbol, side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction)
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s time=%s(UTC)",
+			trade.TradeID, symbol, side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction,
+			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
 }
 
@@ -278,6 +350,15 @@ func (t *FuturesTrader) determineOrderAction(side, positionSide string, realized
 
 // StartOrderSync starts background order sync task for Binance
 func (t *FuturesTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	// Run first sync immediately
+	go func() {
+		logger.Infof("🔄 Running initial Binance order sync...")
+		if err := t.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st); err != nil {
+			logger.Infof("⚠️  Initial Binance order sync failed: %v", err)
+		}
+	}()
+
+	// Then run periodically
 	ticker := time.NewTicker(interval)
 	go func() {
 		for range ticker.C {