fix(web): fix TypeScript build errors in AuthContext and translations

# Conflicts:
#	docs/community/OFFICIAL_ACCOUNTS.md

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/)
+<p align="center">
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
+  <strong>The infrastructure layer for AI-powered financial trading.</strong>
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
+</p>
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+
+<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
@@ -64,33 +78,35 @@ To use NOFX, you'll need:
 ### CEX (Centralized Exchanges)
 
 | Exchange | Status | Register (Fee Discount) |
-|----------|--------|-------------------------|
+|:---------|:------:|:------------------------|
-| **Binance** | ✅ Supported | [Register](https://www.binance.com/join?ref=NOFXENG) |
+| <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) |
-| **Bybit** | ✅ Supported | [Register](https://partner.bybit.com/b/83856) |
+| <img src="web/public/exchange-icons/bybit.png" width="20" height="20" style="vertical-align: middle;"/> **Bybit** | ✅ | [Register](https://partner.bybit.com/b/83856) |
-| **OKX** | ✅ Supported | [Register](https://www.okx.com/join/1865360) |
+| <img src="web/public/exchange-icons/okx.svg" width="20" height="20" style="vertical-align: middle;"/> **OKX** | ✅ | [Register](https://www.okx.com/join/1865360) |
-| **Bitget** | ✅ Supported | [Register](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| <img src="web/public/exchange-icons/bitget.svg" width="20" height="20" style="vertical-align: middle;"/> **Bitget** | ✅ | [Register](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| <img src="web/public/exchange-icons/kucoin.svg" width="20" height="20" style="vertical-align: middle;"/> **KuCoin** | ✅ | [Register](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| <img src="web/public/exchange-icons/gate.svg" width="20" height="20" style="vertical-align: middle;"/> **Gate** | ✅ | [Register](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (Decentralized Perpetual Exchanges)
 
 | Exchange | Status | Register (Fee Discount) |
-|----------|--------|-------------------------|
+|:---------|:------:|:------------------------|
-| **Hyperliquid** | ✅ Supported | [Register](https://app.hyperliquid.xyz/join/AITRADING) |
+| <img src="web/public/exchange-icons/hyperliquid.png" width="20" height="20" style="vertical-align: middle;"/> **Hyperliquid** | ✅ | [Register](https://app.hyperliquid.xyz/join/AITRADING) |
-| **Aster DEX** | ✅ Supported | [Register](https://www.asterdex.com/en/referral/fdfc0e) |
+| <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) |
-| **Lighter** | ✅ Supported | [Register](https://app.lighter.xyz/?referral=68151432) |
+| <img src="web/public/exchange-icons/lighter.png" width="20" height="20" style="vertical-align: middle;"/> **Lighter** | ✅ | [Register](https://app.lighter.xyz/?referral=68151432) |
 
 ---
 
 ## Supported AI Models
 
 | AI Model | Status | Get API Key |
-|----------|--------|-------------|
+|:---------|:------:|:------------|
-| **DeepSeek** | ✅ Supported | [Get API Key](https://platform.deepseek.com) |
+| <img src="web/public/icons/deepseek.svg" width="20" height="20" style="vertical-align: middle;"/> **DeepSeek** | ✅ | [Get API Key](https://platform.deepseek.com) |
-| **Qwen** | ✅ Supported | [Get API Key](https://dashscope.console.aliyun.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) |
-| **OpenAI (GPT)** | ✅ Supported | [Get API Key](https://platform.openai.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) |
-| **Claude** | ✅ Supported | [Get API Key](https://console.anthropic.com) |
+| <img src="web/public/icons/claude.svg" width="20" height="20" style="vertical-align: middle;"/> **Claude** | ✅ | [Get API Key](https://console.anthropic.com) |
-| **Gemini** | ✅ Supported | [Get API Key](https://aistudio.google.com) |
+| <img src="web/public/icons/gemini.svg" width="20" height="20" style="vertical-align: middle;"/> **Gemini** | ✅ | [Get API Key](https://aistudio.google.com) |
-| **Grok** | ✅ Supported | [Get API Key](https://console.x.ai) |
+| <img src="web/public/icons/grok.svg" width="20" height="20" style="vertical-align: middle;"/> **Grok** | ✅ | [Get API Key](https://console.x.ai) |
-| **Kimi** | ✅ Supported | [Get API Key](https://platform.moonshot.cn) |
+| <img src="web/public/icons/kimi.svg" width="20" height="20" style="vertical-align: middle;"/> **Kimi** | ✅ | [Get API Key](https://platform.moonshot.cn) |
 
 ---
 
@@ -482,6 +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/register_otp_test.go

@@ -1,252 +0,0 @@
-package api
-
-import (
-	"testing"
-)
-
-// MockUser Mock user structure
-type MockUser struct {
-	ID          int
-	Email       string
-	OTPSecret   string
-	OTPVerified bool
-}
-
-// TestOTPRefetchLogic Test OTP refetch logic
-func TestOTPRefetchLogic(t *testing.T) {
-	tests := []struct {
-		name            string
-		existingUser    *MockUser
-		userExists      bool
-		expectedAction  string // "allow_refetch", "reject_duplicate", "create_new"
-		expectedMessage string
-	}{
-		{
-			name:            "New user registration - email does not exist",
-			existingUser:    nil,
-			userExists:      false,
-			expectedAction:  "create_new",
-			expectedMessage: "Create new user",
-		},
-		{
-			name: "Incomplete OTP verification - allow refetch",
-			existingUser: &MockUser{
-				ID:          1,
-				Email:       "test@example.com",
-				OTPSecret:   "SECRET123",
-				OTPVerified: false,
-			},
-			userExists:      true,
-			expectedAction:  "allow_refetch",
-			expectedMessage: "Incomplete registration detected, please continue OTP setup",
-		},
-		{
-			name: "Completed OTP verification - reject duplicate registration",
-			existingUser: &MockUser{
-				ID:          2,
-				Email:       "verified@example.com",
-				OTPSecret:   "SECRET456",
-				OTPVerified: true,
-			},
-			userExists:      true,
-			expectedAction:  "reject_duplicate",
-			expectedMessage: "Email already registered",
-		},
-	}
-
-	for _, tt := range tests {
-		t.Run(tt.name, func(t *testing.T) {
-			// Simulate logic processing flow
-			var actualAction string
-			var actualMessage string
-
-			if !tt.userExists {
-				// User does not exist, create new user
-				actualAction = "create_new"
-				actualMessage = "Create new user"
-			} else {
-				// User exists, check OTP verification status
-				if !tt.existingUser.OTPVerified {
-					// OTP verification incomplete, allow refetch
-					actualAction = "allow_refetch"
-					actualMessage = "Incomplete registration detected, please continue OTP setup"
-				} else {
-					// Verification completed, reject duplicate registration
-					actualAction = "reject_duplicate"
-					actualMessage = "Email already registered"
-				}
-			}
-
-			// Verify results
-			if actualAction != tt.expectedAction {
-				t.Errorf("Action mismatch: got %s, want %s", actualAction, tt.expectedAction)
-			}
-			if actualMessage != tt.expectedMessage {
-				t.Errorf("Message mismatch: got %s, want %s", actualMessage, tt.expectedMessage)
-			}
-		})
-	}
-}
-
-// TestOTPVerificationStates Test OTP verification state determination
-func TestOTPVerificationStates(t *testing.T) {
-	tests := []struct {
-		name               string
-		otpVerified        bool
-		shouldAllowRefetch bool
-	}{
-		{
-			name:               "OTP verified - disallow refetch",
-			otpVerified:        true,
-			shouldAllowRefetch: false,
-		},
-		{
-			name:               "OTP not verified - allow refetch",
-			otpVerified:        false,
-			shouldAllowRefetch: true,
-		},
-	}
-
-	for _, tt := range tests {
-		t.Run(tt.name, func(t *testing.T) {
-			// Simulate verification logic
-			allowRefetch := !tt.otpVerified
-
-			if allowRefetch != tt.shouldAllowRefetch {
-				t.Errorf("Refetch logic error: OTPVerified=%v, allowRefetch=%v, expected=%v",
-					tt.otpVerified, allowRefetch, tt.shouldAllowRefetch)
-			}
-		})
-	}
-}
-
-// TestRegistrationFlow Test complete registration flow logic branches
-func TestRegistrationFlow(t *testing.T) {
-	tests := []struct {
-		name           string
-		scenario       string
-		userExists     bool
-		otpVerified    bool
-		expectHTTPCode int // Simulated HTTP status code
-		expectResponse string
-	}{
-		{
-			name:           "Scenario 1: New user first registration",
-			scenario:       "New user first accesses registration endpoint",
-			userExists:     false,
-			otpVerified:    false,
-			expectHTTPCode: 200,
-			expectResponse: "Create user and return OTP setup information",
-		},
-		{
-			name:           "Scenario 2: User re-accesses after interrupting registration",
-			scenario:       "User registered previously but did not complete OTP setup, now re-accessing",
-			userExists:     true,
-			otpVerified:    false,
-			expectHTTPCode: 200,
-			expectResponse: "Return existing user's OTP information, allow continuation",
-		},
-		{
-			name:           "Scenario 3: Registered user attempts duplicate registration",
-			scenario:       "User already completed registration, attempts to register again with same email",
-			userExists:     true,
-			otpVerified:    true,
-			expectHTTPCode: 409, // Conflict
-			expectResponse: "Email already registered",
-		},
-	}
-
-	for _, tt := range tests {
-		t.Run(tt.name, func(t *testing.T) {
-			// Simulate registration flow logic
-			var actualHTTPCode int
-			var actualResponse string
-
-			if !tt.userExists {
-				// New user, create and return OTP information
-				actualHTTPCode = 200
-				actualResponse = "Create user and return OTP setup information"
-			} else {
-				// User exists
-				if !tt.otpVerified {
-					// OTP verification incomplete, allow refetch
-					actualHTTPCode = 200
-					actualResponse = "Return existing user's OTP information, allow continuation"
-				} else {
-					// Verification completed, reject duplicate registration
-					actualHTTPCode = 409
-					actualResponse = "Email already registered"
-				}
-			}
-
-			// Verify
-			if actualHTTPCode != tt.expectHTTPCode {
-				t.Errorf("HTTP code mismatch: got %d, want %d (scenario: %s)",
-					actualHTTPCode, tt.expectHTTPCode, tt.scenario)
-			}
-			if actualResponse != tt.expectResponse {
-				t.Errorf("Response mismatch: got %s, want %s (scenario: %s)",
-					actualResponse, tt.expectResponse, tt.scenario)
-			}
-
-			t.Logf("✓ %s: HTTP %d, %s", tt.scenario, actualHTTPCode, actualResponse)
-		})
-	}
-}
-
-// TestEdgeCases Test edge cases
-func TestEdgeCases(t *testing.T) {
-	tests := []struct {
-		name        string
-		user        *MockUser
-		expectAllow bool
-		description string
-	}{
-		{
-			name: "User ID is 0 - treated as new user",
-			user: &MockUser{
-				ID:          0,
-				Email:       "new@example.com",
-				OTPVerified: false,
-			},
-			expectAllow: true,
-			description: "ID of 0 usually indicates user has not been created yet",
-		},
-		{
-			name: "OTPSecret is empty - still can refetch",
-			user: &MockUser{
-				ID:          1,
-				Email:       "test@example.com",
-				OTPSecret:   "",
-				OTPVerified: false,
-			},
-			expectAllow: true,
-			description: "Even if OTPSecret is empty, as long as not verified, refetch is allowed",
-		},
-		{
-			name: "OTPSecret exists but already verified - not allowed",
-			user: &MockUser{
-				ID:          2,
-				Email:       "verified@example.com",
-				OTPSecret:   "SECRET789",
-				OTPVerified: true,
-			},
-			expectAllow: false,
-			description: "Users with verified OTP cannot refetch",
-		},
-	}
-
-	for _, tt := range tests {
-		t.Run(tt.name, func(t *testing.T) {
-			// Core logic: as long as OTPVerified is false, refetch is allowed
-			allowRefetch := !tt.user.OTPVerified
-
-			if allowRefetch != tt.expectAllow {
-				t.Errorf("Edge case failed: %s\nUser: ID=%d, OTPVerified=%v\nExpected allow=%v, got=%v",
-					tt.description, tt.user.ID, tt.user.OTPVerified, tt.expectAllow, allowRefetch)
-			}
-
-			t.Logf("✓ %s", tt.description)
-		})
-	}
-}

api/server.go

@@ -20,6 +20,15 @@ import (
 	"nofx/provider/twelvedata"
 	"nofx/store"
 	"nofx/trader"
+	"nofx/trader/aster"
+	"nofx/trader/binance"
+	"nofx/trader/bitget"
+	"nofx/trader/bybit"
+	"nofx/trader/gate"
+	hyperliquidtrader "nofx/trader/hyperliquid"
+	"nofx/trader/kucoin"
+	"nofx/trader/lighter"
+	"nofx/trader/okx"
 	"strconv"
 	"strings"
 	"time"
@@ -133,8 +142,6 @@ func (s *Server) setupRoutes() {
 		// Authentication related routes (no authentication required)
 		api.POST("/register", s.handleRegister)
 		api.POST("/login", s.handleLogin)
-		api.POST("/verify-otp", s.handleVerifyOTP)
-		api.POST("/complete-registration", s.handleCompleteRegistration)
 
 		// Routes requiring authentication
 		protected := api.Group("/", s.authMiddleware())
@@ -157,6 +164,7 @@ func (s *Server) setupRoutes() {
 			protected.POST("/traders/:id/sync-balance", s.handleSyncBalance)
 			protected.POST("/traders/:id/close-position", s.handleClosePosition)
 			protected.PUT("/traders/:id/competition", s.handleToggleCompetition)
+			protected.GET("/traders/:id/grid-risk", s.handleGetGridRiskInfo)
 
 			// AI model configuration
 			protected.GET("/models", s.handleGetModelConfigs)
@@ -255,13 +263,14 @@ func (s *Server) handleGetServerIP(c *gin.Context) {
 	})
 }
 
-// getPublicIPFromAPI Get public IP via third-party API
+// getPublicIPFromAPI Get public IP via third-party API (IPv4 only)
 func getPublicIPFromAPI() string {
-	// Try multiple public IP query services
+	// Try multiple public IP query services (IPv4-only endpoints)
 	services := []string{
-		"https://api.ipify.org?format=text",
+		"https://api4.ipify.org?format=text", // IPv4 only
-		"https://icanhazip.com",
+		"https://ipv4.icanhazip.com",         // IPv4 only
-		"https://ifconfig.me",
+		"https://v4.ident.me",                // IPv4 only
+		"https://api.ipify.org?format=text",  // May return IPv4 or IPv6
 	}
 
 	client := &http.Client{
@@ -283,8 +292,9 @@ func getPublicIPFromAPI() string {
 			}
 
 			ip := strings.TrimSpace(string(body[:n]))
-			// Verify if it's a valid IP address
+			parsedIP := net.ParseIP(ip)
-			if net.ParseIP(ip) != nil {
+			// Verify if it's a valid IPv4 address (not containing ":")
+			if parsedIP != nil && parsedIP.To4() != nil {
 				return ip
 			}
 		}
@@ -472,6 +482,7 @@ type UpdateExchangeConfigRequest struct {
 		Passphrase              string `json:"passphrase"` // OKX specific
 		Testnet                 bool   `json:"testnet"`
 		HyperliquidWalletAddr   string `json:"hyperliquid_wallet_addr"`
+		HyperliquidUnifiedAcct  bool   `json:"hyperliquid_unified_account"` // Unified Account mode
 		AsterUser               string `json:"aster_user"`
 		AsterSigner             string `json:"aster_signer"`
 		AsterPrivateKey         string `json:"aster_private_key"`
@@ -582,32 +593,44 @@ func (s *Server) handleCreateTrader(c *gin.Context) {
 		// Convert EncryptedString fields to string
 		switch exchangeCfg.ExchangeType {
 		case "binance":
-			tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
+			tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
 		case "hyperliquid":
-			tempTrader, createErr = trader.NewHyperliquidTrader(
+			tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
 				string(exchangeCfg.APIKey), // private key
 				exchangeCfg.HyperliquidWalletAddr,
 				exchangeCfg.Testnet,
+				exchangeCfg.HyperliquidUnifiedAcct,
 			)
 		case "aster":
-			tempTrader, createErr = trader.NewAsterTrader(
+			tempTrader, createErr = aster.NewAsterTrader(
 				exchangeCfg.AsterUser,
 				exchangeCfg.AsterSigner,
 				string(exchangeCfg.AsterPrivateKey),
 			)
 		case "bybit":
-			tempTrader = trader.NewBybitTrader(
+			tempTrader = bybit.NewBybitTrader(
 				string(exchangeCfg.APIKey),
 				string(exchangeCfg.SecretKey),
 			)
 		case "okx":
-			tempTrader = trader.NewOKXTrader(
+			tempTrader = okx.NewOKXTrader(
 				string(exchangeCfg.APIKey),
 				string(exchangeCfg.SecretKey),
 				string(exchangeCfg.Passphrase),
 			)
 		case "bitget":
-			tempTrader = trader.NewBitgetTrader(
+			tempTrader = bitget.NewBitgetTrader(
+				string(exchangeCfg.APIKey),
+				string(exchangeCfg.SecretKey),
+				string(exchangeCfg.Passphrase),
+			)
+		case "gate":
+			tempTrader = gate.NewGateTrader(
+				string(exchangeCfg.APIKey),
+				string(exchangeCfg.SecretKey),
+			)
+		case "kucoin":
+			tempTrader = kucoin.NewKuCoinTrader(
 				string(exchangeCfg.APIKey),
 				string(exchangeCfg.SecretKey),
 				string(exchangeCfg.Passphrase),
@@ -615,7 +638,7 @@ func (s *Server) handleCreateTrader(c *gin.Context) {
 		case "lighter":
 			if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
 				// Lighter only supports mainnet
-				tempTrader, createErr = trader.NewLighterTraderV2(
+				tempTrader, createErr = lighter.NewLighterTraderV2(
 					exchangeCfg.LighterWalletAddr,
 					string(exchangeCfg.LighterAPIKeyPrivateKey),
 					exchangeCfg.LighterAPIKeyIndex,
@@ -1096,6 +1119,20 @@ func (s *Server) handleToggleCompetition(c *gin.Context) {
 	})
 }
 
+// handleGetGridRiskInfo returns current risk information for a grid trader
+func (s *Server) handleGetGridRiskInfo(c *gin.Context) {
+	traderID := c.Param("id")
+
+	autoTrader, err := s.traderManager.GetTrader(traderID)
+	if err != nil {
+		c.JSON(http.StatusNotFound, gin.H{"error": "trader not found"})
+		return
+	}
+
+	riskInfo := autoTrader.GetGridRiskInfo()
+	c.JSON(http.StatusOK, riskInfo)
+}
+
 // handleSyncBalance Sync exchange balance to initial_balance (Option B: Manual Sync + Option C: Smart Detection)
 func (s *Server) handleSyncBalance(c *gin.Context) {
 	userID := c.GetString("user_id")
@@ -1126,32 +1163,44 @@ func (s *Server) handleSyncBalance(c *gin.Context) {
 	// Convert EncryptedString fields to string
 	switch exchangeCfg.ExchangeType {
 	case "binance":
-		tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
+		tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
 	case "hyperliquid":
-		tempTrader, createErr = trader.NewHyperliquidTrader(
+		tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
 			string(exchangeCfg.APIKey),
 			exchangeCfg.HyperliquidWalletAddr,
 			exchangeCfg.Testnet,
+			exchangeCfg.HyperliquidUnifiedAcct,
 		)
 	case "aster":
-		tempTrader, createErr = trader.NewAsterTrader(
+		tempTrader, createErr = aster.NewAsterTrader(
 			exchangeCfg.AsterUser,
 			exchangeCfg.AsterSigner,
 			string(exchangeCfg.AsterPrivateKey),
 		)
 	case "bybit":
-		tempTrader = trader.NewBybitTrader(
+		tempTrader = bybit.NewBybitTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 		)
 	case "okx":
-		tempTrader = trader.NewOKXTrader(
+		tempTrader = okx.NewOKXTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 			string(exchangeCfg.Passphrase),
 		)
 	case "bitget":
-		tempTrader = trader.NewBitgetTrader(
+		tempTrader = bitget.NewBitgetTrader(
+			string(exchangeCfg.APIKey),
+			string(exchangeCfg.SecretKey),
+			string(exchangeCfg.Passphrase),
+		)
+	case "gate":
+		tempTrader = gate.NewGateTrader(
+			string(exchangeCfg.APIKey),
+			string(exchangeCfg.SecretKey),
+		)
+	case "kucoin":
+		tempTrader = kucoin.NewKuCoinTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 			string(exchangeCfg.Passphrase),
@@ -1159,7 +1208,7 @@ func (s *Server) handleSyncBalance(c *gin.Context) {
 	case "lighter":
 		if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
 			// Lighter only supports mainnet
-			tempTrader, createErr = trader.NewLighterTraderV2(
+			tempTrader, createErr = lighter.NewLighterTraderV2(
 				exchangeCfg.LighterWalletAddr,
 				string(exchangeCfg.LighterAPIKeyPrivateKey),
 				exchangeCfg.LighterAPIKeyIndex,
@@ -1278,32 +1327,44 @@ func (s *Server) handleClosePosition(c *gin.Context) {
 	// Convert EncryptedString fields to string
 	switch exchangeCfg.ExchangeType {
 	case "binance":
-		tempTrader = trader.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
+		tempTrader = binance.NewFuturesTrader(string(exchangeCfg.APIKey), string(exchangeCfg.SecretKey), userID)
 	case "hyperliquid":
-		tempTrader, createErr = trader.NewHyperliquidTrader(
+		tempTrader, createErr = hyperliquidtrader.NewHyperliquidTrader(
 			string(exchangeCfg.APIKey),
 			exchangeCfg.HyperliquidWalletAddr,
 			exchangeCfg.Testnet,
+			exchangeCfg.HyperliquidUnifiedAcct,
 		)
 	case "aster":
-		tempTrader, createErr = trader.NewAsterTrader(
+		tempTrader, createErr = aster.NewAsterTrader(
 			exchangeCfg.AsterUser,
 			exchangeCfg.AsterSigner,
 			string(exchangeCfg.AsterPrivateKey),
 		)
 	case "bybit":
-		tempTrader = trader.NewBybitTrader(
+		tempTrader = bybit.NewBybitTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 		)
 	case "okx":
-		tempTrader = trader.NewOKXTrader(
+		tempTrader = okx.NewOKXTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 			string(exchangeCfg.Passphrase),
 		)
 	case "bitget":
-		tempTrader = trader.NewBitgetTrader(
+		tempTrader = bitget.NewBitgetTrader(
+			string(exchangeCfg.APIKey),
+			string(exchangeCfg.SecretKey),
+			string(exchangeCfg.Passphrase),
+		)
+	case "gate":
+		tempTrader = gate.NewGateTrader(
+			string(exchangeCfg.APIKey),
+			string(exchangeCfg.SecretKey),
+		)
+	case "kucoin":
+		tempTrader = kucoin.NewKuCoinTrader(
 			string(exchangeCfg.APIKey),
 			string(exchangeCfg.SecretKey),
 			string(exchangeCfg.Passphrase),
@@ -1311,7 +1372,7 @@ func (s *Server) handleClosePosition(c *gin.Context) {
 	case "lighter":
 		if exchangeCfg.LighterWalletAddr != "" && string(exchangeCfg.LighterAPIKeyPrivateKey) != "" {
 			// Lighter only supports mainnet
-			tempTrader, createErr = trader.NewLighterTraderV2(
+			tempTrader, createErr = lighter.NewLighterTraderV2(
 				exchangeCfg.LighterWalletAddr,
 				string(exchangeCfg.LighterAPIKeyPrivateKey),
 				exchangeCfg.LighterAPIKeyIndex,
@@ -1369,7 +1430,7 @@ func (s *Server) handleClosePosition(c *gin.Context) {
 
 	if closeErr != nil {
 		logger.Infof("❌ Close position failed: symbol=%s, side=%s, error=%v", req.Symbol, req.Side, closeErr)
-		SafeInternalError(c, "Failed to close position", closeErr)
+		SafeInternalError(c, "Close position", closeErr)
 		return
 	}
 
@@ -1390,7 +1451,7 @@ func (s *Server) handleClosePosition(c *gin.Context) {
 func (s *Server) recordClosePositionOrder(traderID, exchangeID, exchangeType, symbol, side string, quantity, exitPrice float64, result map[string]interface{}) {
 	// Skip for exchanges with OrderSync - let the background sync handle it to avoid duplicates
 	switch exchangeType {
-	case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster":
+	case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster", "gate":
 		logger.Infof("  📝 Close order will be synced by OrderSync, skipping immediate record")
 		return
 	}
@@ -1705,8 +1766,15 @@ func (s *Server) handleUpdateModelConfigs(c *gin.Context) {
 		logger.Infof("🔓 Decrypted model config data (UserID: %s)", userID)
 	}
 
-	// Update each model's configuration
+	// Update each model's configuration and track traders that need reload
+	tradersToReload := make(map[string]bool)
 	for modelID, modelData := range req.Models {
+		// Find traders using this AI model BEFORE updating
+		traders, _ := s.store.Trader().ListByAIModelID(userID, modelID)
+		for _, t := range traders {
+			tradersToReload[t.ID] = true
+		}
+
 		err := s.store.AIModel().Update(userID, modelID, modelData.Enabled, modelData.APIKey, modelData.CustomAPIURL, modelData.CustomModelName)
 		if err != nil {
 			SafeInternalError(c, fmt.Sprintf("Update model %s", modelID), err)
@@ -1714,6 +1782,12 @@ func (s *Server) handleUpdateModelConfigs(c *gin.Context) {
 		}
 	}
 
+	// Remove affected traders from memory BEFORE reloading to pick up new config
+	for traderID := range tradersToReload {
+		logger.Infof("🔄 Removing trader %s from memory to reload with new AI model config", traderID)
+		s.traderManager.RemoveTrader(traderID)
+	}
+
 	// Reload all traders for this user to make new config take effect immediately
 	err = s.traderManager.LoadUserTradersFromStore(s.store, userID)
 	if err != nil {
@@ -1825,15 +1899,28 @@ func (s *Server) handleUpdateExchangeConfigs(c *gin.Context) {
 		logger.Infof("🔓 Decrypted exchange config data (UserID: %s)", userID)
 	}
 
-	// Update each exchange's configuration
+	// Update each exchange's configuration and track traders that need reload
+	tradersToReload := make(map[string]bool)
 	for exchangeID, exchangeData := range req.Exchanges {
-		err := s.store.Exchange().Update(userID, exchangeID, exchangeData.Enabled, exchangeData.APIKey, exchangeData.SecretKey, exchangeData.Passphrase, exchangeData.Testnet, exchangeData.HyperliquidWalletAddr, exchangeData.AsterUser, exchangeData.AsterSigner, exchangeData.AsterPrivateKey, exchangeData.LighterWalletAddr, exchangeData.LighterPrivateKey, exchangeData.LighterAPIKeyPrivateKey, exchangeData.LighterAPIKeyIndex)
+		// Find traders using this exchange BEFORE updating
+		traders, _ := s.store.Trader().ListByExchangeID(userID, exchangeID)
+		for _, t := range traders {
+			tradersToReload[t.ID] = true
+		}
+
+		err := s.store.Exchange().Update(userID, exchangeID, exchangeData.Enabled, exchangeData.APIKey, exchangeData.SecretKey, exchangeData.Passphrase, exchangeData.Testnet, exchangeData.HyperliquidWalletAddr, exchangeData.HyperliquidUnifiedAcct, exchangeData.AsterUser, exchangeData.AsterSigner, exchangeData.AsterPrivateKey, exchangeData.LighterWalletAddr, exchangeData.LighterPrivateKey, exchangeData.LighterAPIKeyPrivateKey, exchangeData.LighterAPIKeyIndex)
 		if err != nil {
 			SafeInternalError(c, fmt.Sprintf("Update exchange %s", exchangeID), err)
 			return
 		}
 	}
 
+	// Remove affected traders from memory BEFORE reloading to pick up new config
+	for traderID := range tradersToReload {
+		logger.Infof("🔄 Removing trader %s from memory to reload with new exchange config", traderID)
+		s.traderManager.RemoveTrader(traderID)
+	}
+
 	// Reload all traders for this user to make new config take effect immediately
 	err = s.traderManager.LoadUserTradersFromStore(s.store, userID)
 	if err != nil {
@@ -1855,6 +1942,7 @@ type CreateExchangeRequest struct {
 	Passphrase              string `json:"passphrase"`
 	Testnet                 bool   `json:"testnet"`
 	HyperliquidWalletAddr   string `json:"hyperliquid_wallet_addr"`
+	HyperliquidUnifiedAcct  bool   `json:"hyperliquid_unified_account"` // Unified Account mode: Spot as Perp collateral
 	AsterUser               string `json:"aster_user"`
 	AsterSigner             string `json:"aster_signer"`
 	AsterPrivateKey         string `json:"aster_private_key"`
@@ -1918,7 +2006,7 @@ func (s *Server) handleCreateExchange(c *gin.Context) {
 	// Validate exchange type
 	validTypes := map[string]bool{
 		"binance": true, "bybit": true, "okx": true, "bitget": true,
-		"hyperliquid": true, "aster": true, "lighter": true,
+		"hyperliquid": true, "aster": true, "lighter": true, "gate": true, "kucoin": true, "indodax": true,
 	}
 	if !validTypes[req.ExchangeType] {
 		c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("Invalid exchange type: %s", req.ExchangeType)})
@@ -1929,7 +2017,8 @@ func (s *Server) handleCreateExchange(c *gin.Context) {
 	id, err := s.store.Exchange().Create(
 		userID, req.ExchangeType, req.AccountName, req.Enabled,
 		req.APIKey, req.SecretKey, req.Passphrase, req.Testnet,
-		req.HyperliquidWalletAddr, req.AsterUser, req.AsterSigner, req.AsterPrivateKey,
+		req.HyperliquidWalletAddr, req.HyperliquidUnifiedAcct,
+		req.AsterUser, req.AsterSigner, req.AsterPrivateKey,
 		req.LighterWalletAddr, req.LighterPrivateKey, req.LighterAPIKeyPrivateKey, req.LighterAPIKeyIndex,
 	)
 	if err != nil {
@@ -2450,11 +2539,16 @@ func (s *Server) getKlinesFromCoinank(symbol, interval, exchange string, limit i
 		coinankExchange = coinank_enum.Okex
 	case "bitget":
 		coinankExchange = coinank_enum.Bitget
+	case "gate":
+		coinankExchange = coinank_enum.Gate
 	case "aster":
 		coinankExchange = coinank_enum.Aster
 	case "lighter":
 		// Lighter doesn't have direct CoinAnk support, use Binance data as fallback
 		coinankExchange = coinank_enum.Binance
+	case "kucoin":
+		// KuCoin doesn't have direct CoinAnk support, use Binance data as fallback
+		coinankExchange = coinank_enum.Binance
 	default:
 		// For any unknown exchange, default to Binance
 		logger.Warnf("⚠️ Unknown exchange '%s', defaulting to Binance for CoinAnk", exchange)
@@ -2999,29 +3093,9 @@ func (s *Server) handleRegister(c *gin.Context) {
 		return
 	}
 
-	// Check if email already exists (must check before maxUsers to allow incomplete OTP users)
+	// Check if email already exists
-	existingUser, err := s.store.User().GetByEmail(req.Email)
+	_, err := s.store.User().GetByEmail(req.Email)
 	if err == nil {
-		// User exists, check OTP verification status
-		if !existingUser.OTPVerified {
-			// OTP not verified, verify password first for security
-			if !auth.CheckPassword(req.Password, existingUser.PasswordHash) {
-				c.JSON(http.StatusUnauthorized, gin.H{"error": "Email or password incorrect"})
-				return
-			}
-			// Password correct, allow user to continue OTP setup
-			// Return existing OTP information
-			qrCodeURL := auth.GetOTPQRCodeURL(existingUser.OTPSecret, req.Email)
-			c.JSON(http.StatusOK, gin.H{
-				"user_id":     existingUser.ID,
-				"email":       existingUser.Email,
-				"otp_secret":  existingUser.OTPSecret,
-				"qr_code_url": qrCodeURL,
-				"message":     "Incomplete registration detected, please continue OTP setup",
-			})
-			return
-		}
-		// OTP already verified, reject duplicate registration
 		c.JSON(http.StatusConflict, gin.H{"error": "Email already registered"})
 		return
 	}
@@ -3047,21 +3121,12 @@ func (s *Server) handleRegister(c *gin.Context) {
 		return
 	}
 
-	// Generate OTP secret
+	// Create user
-	otpSecret, err := auth.GenerateOTPSecret()
-	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "OTP secret generation failed"})
-		return
-	}
-
-	// Create user (unverified OTP status)
 	userID := uuid.New().String()
 	user := &store.User{
 		ID:           userID,
 		Email:        req.Email,
 		PasswordHash: passwordHash,
-		OTPSecret:    otpSecret,
-		OTPVerified:  false,
 	}
 
 	err = s.store.User().Create(user)
@@ -3070,49 +3135,6 @@ func (s *Server) handleRegister(c *gin.Context) {
 		return
 	}
 
-	// Return OTP setup information
-	qrCodeURL := auth.GetOTPQRCodeURL(otpSecret, req.Email)
-	c.JSON(http.StatusOK, gin.H{
-		"user_id":     userID,
-		"email":       req.Email,
-		"otp_secret":  otpSecret,
-		"qr_code_url": qrCodeURL,
-		"message":     "Please scan the QR code with Google Authenticator and verify OTP",
-	})
-}
-
-// handleCompleteRegistration Complete registration (verify OTP)
-func (s *Server) handleCompleteRegistration(c *gin.Context) {
-	var req struct {
-		UserID  string `json:"user_id" binding:"required"`
-		OTPCode string `json:"otp_code" binding:"required"`
-	}
-
-	if err := c.ShouldBindJSON(&req); err != nil {
-		SafeBadRequest(c, "Invalid request parameters")
-		return
-	}
-
-	// Get user information
-	user, err := s.store.User().GetByID(req.UserID)
-	if err != nil {
-		SafeNotFound(c, "User")
-		return
-	}
-
-	// Verify OTP
-	if !auth.VerifyOTP(user.OTPSecret, req.OTPCode) {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "OTP code error"})
-		return
-	}
-
-	// Update user OTP verified status
-	err = s.store.User().UpdateOTPVerified(req.UserID, true)
-	if err != nil {
-		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to update user status"})
-		return
-	}
-
 	// Generate JWT token
 	token, err := auth.GenerateJWT(user.ID, user.Email)
 	if err != nil {
@@ -3130,7 +3152,7 @@ func (s *Server) handleCompleteRegistration(c *gin.Context) {
 		"token":   token,
 		"user_id": user.ID,
 		"email":   user.Email,
-		"message": "Registration completed",
+		"message": "Registration successful",
 	})
 }
 
@@ -3159,56 +3181,7 @@ func (s *Server) handleLogin(c *gin.Context) {
 		return
 	}
 
-	// Check if OTP is verified
+	// Issue token directly after password verification.
-	if !user.OTPVerified {
-		// Return OTP info so user can complete setup
-		qrCodeURL := auth.GetOTPQRCodeURL(user.OTPSecret, user.Email)
-		c.JSON(http.StatusOK, gin.H{
-			"user_id":            user.ID,
-			"email":              user.Email,
-			"otp_secret":         user.OTPSecret,
-			"qr_code_url":        qrCodeURL,
-			"requires_otp_setup": true,
-			"message":            "Please complete OTP setup first",
-		})
-		return
-	}
-
-	// Return status requiring OTP verification
-	c.JSON(http.StatusOK, gin.H{
-		"user_id":      user.ID,
-		"email":        user.Email,
-		"message":      "Please enter Google Authenticator code",
-		"requires_otp": true,
-	})
-}
-
-// handleVerifyOTP Verify OTP and complete login
-func (s *Server) handleVerifyOTP(c *gin.Context) {
-	var req struct {
-		UserID  string `json:"user_id" binding:"required"`
-		OTPCode string `json:"otp_code" binding:"required"`
-	}
-
-	if err := c.ShouldBindJSON(&req); err != nil {
-		SafeBadRequest(c, "Invalid request parameters")
-		return
-	}
-
-	// Get user information
-	user, err := s.store.User().GetByID(req.UserID)
-	if err != nil {
-		SafeNotFound(c, "User")
-		return
-	}
-
-	// Verify OTP
-	if !auth.VerifyOTP(user.OTPSecret, req.OTPCode) {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "Verification code error"})
-		return
-	}
-
-	// Generate JWT token
 	token, err := auth.GenerateJWT(user.ID, user.Email)
 	if err != nil {
 		c.JSON(http.StatusInternalServerError, gin.H{"error": "Failed to generate token"})
@@ -3223,12 +3196,11 @@ func (s *Server) handleVerifyOTP(c *gin.Context) {
 	})
 }
 
-// handleResetPassword Reset password (via email + OTP verification)
+// handleResetPassword Reset password via email and new password
 func (s *Server) handleResetPassword(c *gin.Context) {
 	var req struct {
 		Email       string `json:"email" binding:"required,email"`
 		NewPassword string `json:"new_password" binding:"required,min=6"`
-		OTPCode     string `json:"otp_code" binding:"required"`
 	}
 
 	if err := c.ShouldBindJSON(&req); err != nil {
@@ -3243,12 +3215,6 @@ func (s *Server) handleResetPassword(c *gin.Context) {
 		return
 	}
 
-	// Verify OTP
-	if !auth.VerifyOTP(user.OTPSecret, req.OTPCode) {
-		c.JSON(http.StatusBadRequest, gin.H{"error": "Google Authenticator code error"})
-		return
-	}
-
 	// Generate new password hash
 	newPasswordHash, err := auth.HashPassword(req.NewPassword)
 	if err != nil {
@@ -3282,7 +3248,7 @@ func (s *Server) handleGetSupportedModels(c *gin.Context) {
 		{"id": "deepseek", "name": "DeepSeek", "provider": "deepseek", "defaultModel": "deepseek-chat"},
 		{"id": "qwen", "name": "Qwen", "provider": "qwen", "defaultModel": "qwen3-max"},
 		{"id": "openai", "name": "OpenAI", "provider": "openai", "defaultModel": "gpt-5.1"},
-		{"id": "claude", "name": "Claude", "provider": "claude", "defaultModel": "claude-opus-4-5-20251101"},
+		{"id": "claude", "name": "Claude", "provider": "claude", "defaultModel": "claude-opus-4-6"},
 		{"id": "gemini", "name": "Google Gemini", "provider": "gemini", "defaultModel": "gemini-3-pro-preview"},
 		{"id": "grok", "name": "Grok (xAI)", "provider": "grok", "defaultModel": "grok-3-latest"},
 		{"id": "kimi", "name": "Kimi (Moonshot)", "provider": "kimi", "defaultModel": "moonshot-v1-auto"},
@@ -3299,6 +3265,8 @@ func (s *Server) handleGetSupportedExchanges(c *gin.Context) {
 		{ExchangeType: "binance", Name: "Binance Futures", Type: "cex"},
 		{ExchangeType: "bybit", Name: "Bybit Futures", Type: "cex"},
 		{ExchangeType: "okx", Name: "OKX Futures", Type: "cex"},
+		{ExchangeType: "gate", Name: "Gate.io Futures", Type: "cex"},
+		{ExchangeType: "kucoin", Name: "KuCoin Futures", Type: "cex"},
 		{ExchangeType: "hyperliquid", Name: "Hyperliquid", Type: "dex"},
 		{ExchangeType: "aster", Name: "Aster DEX", Type: "dex"},
 		{ExchangeType: "lighter", Name: "LIGHTER DEX", Type: "dex"},

auth/auth.go

@@ -1,15 +1,12 @@
 package auth
 
 import (
-	"crypto/rand"
 	"fmt"
 	"log"
 	"sync"
 	"time"
 
 	"github.com/golang-jwt/jwt/v5"
-	"github.com/google/uuid"
-	"github.com/pquerna/otp/totp"
 	"golang.org/x/crypto/bcrypt"
 )
 
@@ -25,9 +22,6 @@ var tokenBlacklist = struct {
 // maxBlacklistEntries is the maximum capacity threshold for blacklist
 const maxBlacklistEntries = 100_000
 
-// OTPIssuer is the OTP issuer name
-const OTPIssuer = "nofxAI"
-
 // SetJWTSecret sets the JWT secret key
 func SetJWTSecret(secret string) {
 	JWTSecret = []byte(secret)
@@ -87,30 +81,6 @@ func CheckPassword(password, hash string) bool {
 	return err == nil
 }
 
-// GenerateOTPSecret generates OTP secret
-func GenerateOTPSecret() (string, error) {
-	secret := make([]byte, 20)
-	_, err := rand.Read(secret)
-	if err != nil {
-		return "", err
-	}
-
-	key, err := totp.Generate(totp.GenerateOpts{
-		Issuer:      OTPIssuer,
-		AccountName: uuid.New().String(),
-	})
-	if err != nil {
-		return "", err
-	}
-
-	return key.Secret(), nil
-}
-
-// VerifyOTP verifies OTP code
-func VerifyOTP(secret, code string) bool {
-	return totp.Validate(code, secret)
-}
-
 // GenerateJWT generates JWT token
 func GenerateJWT(userID, email string) (string, error) {
 	claims := Claims{
@@ -147,8 +117,3 @@ func ValidateJWT(tokenString string) (*Claims, error) {
 
 	return nil, fmt.Errorf("invalid token")
 }
-
-// GetOTPQRCodeURL gets OTP QR code URL
-func GetOTPQRCodeURL(secret, email string) string {
-	return fmt.Sprintf("otpauth://totp/%s:%s?secret=%s&issuer=%s", OTPIssuer, email, secret, OTPIssuer)
-}

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\n")
+
+	// 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)
+}

docs/community/OFFICIAL_ACCOUNTS.md

@@ -0,0 +1,50 @@
+# ⚠️ Official Accounts & Anti-Impersonation Notice
+
+## Legal Entity
+
+| Field | Details |
+|-------|---------|
+| Company Name | **Cryonic Holdings Limited** |
+| Company No. | 2193977 |
+| Jurisdiction | British Virgin Islands |
+| Address | Mandar House, 3rd Floor, P.O. Box 2196, Johnson's Ghut, Tortola, BVI |
+| Contact Email | 0xccfelix@gmail.com |
+
+## Official Social Media & Channels
+
+| Platform | Official Account | Link | Status |
+|----------|-----------------|------|--------|
+| Twitter/X | **@nofx_official** | https://x.com/nofx_official | ✅ Official |
+| Twitter/X | **@Web3Tinkle** | https://x.com/Web3Tinkle | ✅ Founder |
+| GitHub | **NoFxAiOS** | https://github.com/NoFxAiOS | ✅ Official |
+| Website | **nofxai.com** | https://nofxai.com | ✅ Official |
+| Dashboard | **nofxos.ai** | https://nofxos.ai | ✅ Official |
+
+## ⛔ Known Impersonation Accounts
+
+The following accounts are **NOT affiliated** with the NoFx project:
+
+| Platform | Account | Status |
+|----------|---------|--------|
+| Twitter/X | @nofx_ai | ❌ **NOT OFFICIAL** — Not affiliated with this project |
+
+> **Warning:** Any account claiming to represent NoFx that is not listed above is unauthorized. Please verify through this page before trusting any account claiming to be associated with NoFx.
+
+## How to Verify Authenticity
+
+1. Check this page (OFFICIAL_ACCOUNTS.md) in our official GitHub repository
+2. Our GitHub repository sidebar links directly to our official Twitter
+3. Our README.md lists all official accounts under "Core Team" and "Official Links"
+4. Our operating entity is Cryonic Holdings Limited (BVI No. 2193977)
+5. Official contact email: 0xccfelix@gmail.com
+
+## Report Impersonation
+
+If you encounter accounts impersonating NoFx, please:
+1. Report them on the respective platform
+2. Open an issue in this repository to notify our team
+
+---
+
+*Last updated: 2026-03-01*
+*This document is maintained by Cryonic Holdings Limited in the official NoFx GitHub repository (10,500+ ⭐)*

docs/community/README.md

@@ -241,6 +241,7 @@ NOFX offers bounties for valuable contributions:
 - **Want to claim bounty?** → [Bounty Guide](bounty-guide.md)
 - **Found a security issue?** → [Security Policy](../../SECURITY.md)
 - **Have questions?** → [Telegram Community](https://t.me/nofx_dev_community)
+- **Verify official accounts?** → [Official Accounts & Anti-Impersonation](OFFICIAL_ACCOUNTS.md)
 
 ---
 

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/)
+<p align="center">
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
+  <strong>AI 駆動金融取引のインフラストラクチャレイヤー</strong>
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
+</p>
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+
+<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
@@ -49,6 +63,8 @@ NOFXを使用するには以下が必要です:
 | **Bybit** | ✅ サポート | [登録](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ サポート | [登録](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ サポート | [登録](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ サポート | [登録](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ サポート | [登録](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (分散型永久先物取引所)
 

docs/i18n/ko/README.md

@@ -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/)
+<p align="center">
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
+  <strong>AI 기반 금융 거래를 위한 인프라 레이어</strong>
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
+</p>
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+
+<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
@@ -49,6 +63,8 @@ NOFX를 사용하려면 다음이 필요합니다:
 | **Bybit** | ✅ 지원 | [등록](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ 지원 | [등록](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ 지원 | [등록](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ 지원 | [등록](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ 지원 | [등록](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (탈중앙화 영구 선물 거래소)
 

docs/i18n/ru/README.md

@@ -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/)
+<p align="center">
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
+  <strong>Инфраструктурный слой для AI-powered финансовой торговли</strong>
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
+</p>
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+
+<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
@@ -49,6 +63,8 @@
 | **Bybit** | ✅ Поддерживается | [Регистрация](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ Поддерживается | [Регистрация](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ Поддерживается | [Регистрация](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ Поддерживается | [Регистрация](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ Поддерживается | [Регистрация](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (Децентрализованные биржи)
 

docs/i18n/uk/README.md

@@ -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/)
+<p align="center">
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
+  <strong>Інфраструктурний рівень для AI-powered фінансової торгівлі</strong>
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
+</p>
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+
+<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
@@ -49,6 +63,8 @@
 | **Bybit** | ✅ Підтримується | [Реєстрація](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ Підтримується | [Реєстрація](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ Підтримується | [Реєстрація](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ Підтримується | [Реєстрація](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ Підтримується | [Реєстрація](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (Децентралізовані біржі)
 

docs/i18n/vi/README.md

@@ -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/)
+<p align="center">
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
+  <strong>Lớp cơ sở hạ tầng cho giao dịch tài chính AI-powered</strong>
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
+</p>
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+
+<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
@@ -49,6 +63,8 @@ Tham gia cộng đồng Telegram: **[NOFX Developer Community](https://t.me/nofx
 | **Bybit** | ✅ Hỗ trợ | [Đăng ký](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ Hỗ trợ | [Đăng ký](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ Hỗ trợ | [Đăng ký](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ Hỗ trợ | [Đăng ký](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ Hỗ trợ | [Đăng ký](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (Sàn Phi Tập Trung)
 

docs/i18n/zh-CN/README.md

@@ -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/)
+<p align="center">
-[![React](https://img.shields.io/badge/React-18+-61DAFB?style=flat&logo=react)](https://reactjs.org/)
+  <strong>AI 驱动金融交易的基础设施层</strong>
-[![TypeScript](https://img.shields.io/badge/TypeScript-5.0+-3178C6?style=flat&logo=typescript)](https://www.typescriptlang.org/)
+</p>
-[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
+
+<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
@@ -61,6 +75,8 @@
 | **Bybit** | ✅ 已支持 | [注册](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ 已支持 | [注册](https://www.okx.com/join/1865360) |
 | **Bitget** | ✅ 已支持 | [注册](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+| **KuCoin** | ✅ 已支持 | [注册](https://www.kucoin.com/r/broker/CXEV7XKK) |
+| **Gate** | ✅ 已支持 | [注册](https://www.gatenode.xyz/share/VQBGUAxY) |
 
 ### Perp-DEX (去中心化永续交易所)
 

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

@@ -12,7 +12,6 @@ require (
 	github.com/google/uuid v1.6.0
 	github.com/gorilla/websocket v1.5.3
 	github.com/joho/godotenv v1.5.1
-	github.com/pquerna/otp v1.4.0
 	github.com/rs/zerolog v1.34.0
 	github.com/sirupsen/logrus v1.9.3
 	github.com/sonirico/go-hyperliquid v0.26.0
@@ -23,6 +22,7 @@ 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 +44,7 @@ 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=
@@ -182,8 +186,6 @@ github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZb
 github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
 github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 h1:Jamvg5psRIccs7FGNTlIRMkT8wgtp5eCXdBlqhYGL6U=
 github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
-github.com/pquerna/otp v1.4.0 h1:wZvl1TIVxKRThZIBiwOOHOGP/1+nZyWBil9Y2XNEDzg=
-github.com/pquerna/otp v1.4.0/go.mod h1:dkJfzwRKNiegxyNb54X/3fLwhCynbMspSyWKnvi1AEg=
 github.com/prometheus/procfs v0.17.0 h1:FuLQ+05u4ZI+SS/w9+BWEM2TXiHKsUQ9TADiRH7DuK0=
 github.com/prometheus/procfs v0.17.0/go.mod h1:oPQLaDAMRbA+u8H5Pbfq+dl3VDAvHxMUOVhe0wYB2zw=
 github.com/quic-go/qpack v0.5.1 h1:giqksBPnT/HDtZ6VhtFKgoLOWmlyo9Ei6u9PqzIMbhI=

kernel/engine.go

@@ -1,6 +1,7 @@
 package kernel
 
 import (
+	"context"
 	"encoding/json"
 	"fmt"
 	"io"
@@ -8,6 +9,7 @@ import (
 	"nofx/logger"
 	"nofx/market"
 	"nofx/mcp"
+	"nofx/provider/hyperliquid"
 	"nofx/provider/nofxos"
 	"nofx/security"
 	"nofx/store"
@@ -130,7 +132,8 @@ 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"`
@@ -138,6 +141,12 @@ 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
@@ -440,6 +449,7 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
 		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":
@@ -459,6 +469,65 @@ func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
 		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 "hyper_all":
+		// All Hyperliquid perp coins
+		if !coinSource.UseHyperAll {
+			logger.Infof("⚠️  source_type is 'hyper_all' but use_hyper_all 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.getHyperAllCoins()
+		if err != nil {
+			return nil, err
+		}
+		return e.filterExcludedCoins(coins), nil
+
+	case "hyper_main":
+		// Top N Hyperliquid coins by 24h volume
+		if !coinSource.UseHyperMain {
+			logger.Infof("⚠️  source_type is 'hyper_main' but use_hyper_main 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.getHyperMainCoins(coinSource.HyperMainLimit)
+		if err != nil {
+			return nil, err
+		}
 		return e.filterExcludedCoins(coins), nil
 
 	case "mixed":
@@ -484,6 +553,39 @@ 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")
+				}
+			}
+		}
+
+		if coinSource.UseHyperAll {
+			hyperCoins, err := e.getHyperAllCoins()
+			if err != nil {
+				logger.Infof("⚠️  Failed to get Hyperliquid All coins: %v", err)
+			} else {
+				for _, coin := range hyperCoins {
+					symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "hyper_all")
+				}
+			}
+		}
+
+		if coinSource.UseHyperMain {
+			hyperMainCoins, err := e.getHyperMainCoins(coinSource.HyperMainLimit)
+			if err != nil {
+				logger.Infof("⚠️  Failed to get Hyperliquid Main coins: %v", err)
+			} else {
+				for _, coin := range hyperMainCoins {
+					symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "hyper_main")
+				}
+			}
+		}
+
 		for _, symbol := range coinSource.StaticCoins {
 			symbol = market.Normalize(symbol)
 			if _, exists := symbolSources[symbol]; !exists {
@@ -554,7 +656,7 @@ func (e *StrategyEngine) getAI500Coins(limit int) ([]CandidateCoin, error) {
 
 func (e *StrategyEngine) getOITopCoins(limit int) ([]CandidateCoin, error) {
 	if limit <= 0 {
-		limit = 20
+		limit = 10
 	}
 
 	positions, err := e.nofxosClient.GetOITopPositions()
@@ -576,6 +678,76 @@ 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
+}
+
+// getHyperAllCoins returns all available Hyperliquid perpetual coins
+func (e *StrategyEngine) getHyperAllCoins() ([]CandidateCoin, error) {
+	ctx := context.Background()
+	symbols, err := hyperliquid.GetAllCoinSymbols(ctx)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get Hyperliquid coins: %w", err)
+	}
+
+	var candidates []CandidateCoin
+	for _, symbol := range symbols {
+		// Add USDT suffix for compatibility
+		normalizedSymbol := market.Normalize(symbol + "USDT")
+		candidates = append(candidates, CandidateCoin{
+			Symbol:  normalizedSymbol,
+			Sources: []string{"hyper_all"},
+		})
+	}
+	logger.Infof("✅ Loaded %d Hyperliquid coins (hyper_all)", len(candidates))
+	return candidates, nil
+}
+
+// getHyperMainCoins returns top N Hyperliquid coins by 24h volume
+func (e *StrategyEngine) getHyperMainCoins(limit int) ([]CandidateCoin, error) {
+	if limit <= 0 {
+		limit = 20
+	}
+
+	ctx := context.Background()
+	symbols, err := hyperliquid.GetMainCoinSymbols(ctx, limit)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get Hyperliquid main coins: %w", err)
+	}
+
+	var candidates []CandidateCoin
+	for _, symbol := range symbols {
+		// Add USDT suffix for compatibility
+		normalizedSymbol := market.Normalize(symbol + "USDT")
+		candidates = append(candidates, CandidateCoin{
+			Symbol:  normalizedSymbol,
+			Sources: []string{"hyper_main"},
+		})
+	}
+	logger.Infof("✅ Loaded %d Hyperliquid main coins (hyper_main) by 24h volume", len(candidates))
+	return candidates, nil
+}
+
 // ============================================================================
 // External & Quant Data
 // ============================================================================
@@ -1282,15 +1454,56 @@ func (e *StrategyEngine) formatPositionInfo(index int, pos PositionInfo, ctx *Co
 
 func (e *StrategyEngine) formatCoinSourceTag(sources []string) string {
 	if len(sources) > 1 {
+		// 多信号源组合
+		hasAI500 := false
+		hasOITop := false
+		hasOILow := false
+		hasHyperAll := false
+		hasHyperMain := false
+		for _, s := range sources {
+			switch s {
+			case "ai500":
+				hasAI500 = true
+			case "oi_top":
+				hasOITop = true
+			case "oi_low":
+				hasOILow = true
+			case "hyper_all":
+				hasHyperAll = true
+			case "hyper_main":
+				hasHyperMain = 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)"
+		}
+		if hasHyperMain && hasAI500 {
+			return " (HyperMain+AI500)"
+		}
+		if hasHyperAll || hasHyperMain {
+			return " (Hyperliquid)"
+		}
+		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)"
+		case "hyper_all":
+			return " (Hyperliquid All)"
+		case "hyper_main":
+			return " (Hyperliquid Top20)"
 		}
 	}
 	return ""
@@ -1760,8 +1973,8 @@ func compactArrayOpen(s string) string {
 // ============================================================================
 
 func validateDecisions(decisions []Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
-	for i, decision := range decisions {
+	for i := range decisions {
-		if err := validateDecision(&decision, accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
+		if err := validateDecision(&decisions[i], accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
 			return fmt.Errorf("decision #%d validation failed: %w", i+1, err)
 		}
 	}

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
+}

manager/trader_manager.go

@@ -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
+			// Set timeout to 10 seconds for single trader (increased from 3s for DEX reliability)
-			ctx, cancel := context.WithTimeout(context.Background(), 3*time.Second)
+			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(),
@@ -407,7 +407,6 @@ func (tm *TraderManager) GetTopTradersData() (map[string]interface{}, error) {
 	return result, nil
 }
 
-
 // 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
@@ -690,9 +689,17 @@ 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
+		traderConfig.HyperliquidUnifiedAcct = exchangeCfg.HyperliquidUnifiedAcct
 	case "aster":
 		traderConfig.AsterUser = exchangeCfg.AsterUser
 		traderConfig.AsterSigner = exchangeCfg.AsterSigner
@@ -703,6 +710,9 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
 		traderConfig.LighterAPIKeyPrivateKey = string(exchangeCfg.LighterAPIKeyPrivateKey)
 		traderConfig.LighterAPIKeyIndex = exchangeCfg.LighterAPIKeyIndex
 		traderConfig.LighterTestnet = exchangeCfg.Testnet
+	case "indodax":
+		traderConfig.IndodaxAPIKey = string(exchangeCfg.APIKey)
+		traderConfig.IndodaxSecretKey = string(exchangeCfg.SecretKey)
 	}
 
 	// Set API keys based on AI model (convert EncryptedString to string)

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 {
@@ -67,14 +67,45 @@ 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 {
+		// 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
 	klines := make([]Kline, len(coinankKlines))
@@ -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
+		// Use CoinAnk for regular crypto assets with exchange-specific data
-		klines3m, err = getKlinesFromCoinAnk(symbol, "3m", 100)
+		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
+			// Use CoinAnk for regular crypto assets (default to Binance)
-			klines, err = getKlinesFromCoinAnk(symbol, tf, 200)
+			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
+	}
+}

mcp/claude_client.go

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

mcp/openai_client.go

@@ -7,7 +7,7 @@ import (
 const (
 	ProviderOpenAI       = "openai"
 	DefaultOpenAIBaseURL = "https://api.openai.com/v1"
-	DefaultOpenAIModel   = "gpt-5.2"
+	DefaultOpenAIModel   = "gpt-5.4"
 )
 
 type OpenAIClient struct {

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/hyperliquid/coins.go

@@ -0,0 +1,223 @@
+package hyperliquid
+
+import (
+	"bytes"
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/http"
+	"nofx/logger"
+	"sort"
+	"sync"
+	"time"
+)
+
+const (
+	hyperliquidInfoURL = "https://api.hyperliquid.xyz/info"
+	cacheDuration      = 24 * time.Hour // Cache for 24 hours
+)
+
+// CoinInfo represents basic coin information
+type CoinInfo struct {
+	Symbol   string  `json:"symbol"`
+	Volume24h float64 `json:"volume_24h"` // 24h volume in USD
+}
+
+// CoinProvider provides Hyperliquid coin lists
+type CoinProvider struct {
+	mu            sync.RWMutex
+	allCoins      []CoinInfo
+	mainCoins     []CoinInfo
+	lastUpdated   time.Time
+	httpClient    *http.Client
+}
+
+var (
+	defaultProvider *CoinProvider
+	providerOnce    sync.Once
+)
+
+// GetProvider returns the singleton CoinProvider instance
+func GetProvider() *CoinProvider {
+	providerOnce.Do(func() {
+		defaultProvider = &CoinProvider{
+			httpClient: &http.Client{Timeout: 30 * time.Second},
+		}
+	})
+	return defaultProvider
+}
+
+// metaResponse represents the response from Hyperliquid meta endpoint
+type metaResponse struct {
+	Universe []struct {
+		Name string `json:"name"`
+	} `json:"universe"`
+}
+
+// assetCtx represents asset context with volume data
+type assetCtx struct {
+	DayNtlVlm string `json:"dayNtlVlm"` // 24h notional volume
+}
+
+// fetchCoins fetches all coins from Hyperliquid API and sorts by volume
+func (p *CoinProvider) fetchCoins(ctx context.Context) error {
+	// Request metaAndAssetCtxs to get both coin names and volume data
+	reqBody := []byte(`{"type": "metaAndAssetCtxs"}`)
+	
+	req, err := http.NewRequestWithContext(ctx, "POST", hyperliquidInfoURL, 
+		bytes.NewReader(reqBody))
+	if err != nil {
+		return fmt.Errorf("failed to create request: %w", err)
+	}
+	req.Header.Set("Content-Type", "application/json")
+
+	resp, err := p.httpClient.Do(req)
+	if err != nil {
+		return fmt.Errorf("failed to fetch coin data: %w", err)
+	}
+	defer resp.Body.Close()
+
+	if resp.StatusCode != http.StatusOK {
+		return fmt.Errorf("API returned status %d", resp.StatusCode)
+	}
+
+	// Response is an array: [meta, [assetCtxs...]]
+	var rawResp []json.RawMessage
+	if err := json.NewDecoder(resp.Body).Decode(&rawResp); err != nil {
+		return fmt.Errorf("failed to decode response: %w", err)
+	}
+
+	if len(rawResp) < 2 {
+		return fmt.Errorf("unexpected response format")
+	}
+
+	// Parse meta
+	var meta metaResponse
+	if err := json.Unmarshal(rawResp[0], &meta); err != nil {
+		return fmt.Errorf("failed to parse meta: %w", err)
+	}
+
+	// Parse asset contexts
+	var ctxs []assetCtx
+	if err := json.Unmarshal(rawResp[1], &ctxs); err != nil {
+		return fmt.Errorf("failed to parse asset contexts: %w", err)
+	}
+
+	// Build coin list with volume
+	var coins []CoinInfo
+	for i, u := range meta.Universe {
+		var vol float64
+		if i < len(ctxs) {
+			fmt.Sscanf(ctxs[i].DayNtlVlm, "%f", &vol)
+		}
+		coins = append(coins, CoinInfo{
+			Symbol:    u.Name,
+			Volume24h: vol,
+		})
+	}
+
+	// Sort by volume descending
+	sort.Slice(coins, func(i, j int) bool {
+		return coins[i].Volume24h > coins[j].Volume24h
+	})
+
+	p.mu.Lock()
+	defer p.mu.Unlock()
+
+	p.allCoins = coins
+	// Main coins are top 20 by volume
+	if len(coins) > 20 {
+		p.mainCoins = coins[:20]
+	} else {
+		p.mainCoins = coins
+	}
+	p.lastUpdated = time.Now()
+
+	logger.Infof("✅ Hyperliquid coin list updated: %d total coins, top 20 by volume cached", len(coins))
+	
+	return nil
+}
+
+// ensureUpdated checks if cache is stale and refreshes if needed
+func (p *CoinProvider) ensureUpdated(ctx context.Context) error {
+	p.mu.RLock()
+	needsUpdate := time.Since(p.lastUpdated) > cacheDuration || len(p.allCoins) == 0
+	p.mu.RUnlock()
+
+	if needsUpdate {
+		return p.fetchCoins(ctx)
+	}
+	return nil
+}
+
+// GetAllCoins returns all available Hyperliquid perp coins
+func (p *CoinProvider) GetAllCoins(ctx context.Context) ([]CoinInfo, error) {
+	if err := p.ensureUpdated(ctx); err != nil {
+		return nil, err
+	}
+
+	p.mu.RLock()
+	defer p.mu.RUnlock()
+
+	// Return a copy to avoid mutation
+	result := make([]CoinInfo, len(p.allCoins))
+	copy(result, p.allCoins)
+	return result, nil
+}
+
+// GetMainCoins returns top N coins by 24h volume
+func (p *CoinProvider) GetMainCoins(ctx context.Context, limit int) ([]CoinInfo, error) {
+	if err := p.ensureUpdated(ctx); err != nil {
+		return nil, err
+	}
+
+	p.mu.RLock()
+	defer p.mu.RUnlock()
+
+	if limit <= 0 {
+		limit = 20
+	}
+
+	// Return top N coins
+	count := limit
+	if count > len(p.allCoins) {
+		count = len(p.allCoins)
+	}
+
+	result := make([]CoinInfo, count)
+	copy(result, p.allCoins[:count])
+	return result, nil
+}
+
+// GetCoinSymbols returns just the symbol names (for compatibility)
+func GetAllCoinSymbols(ctx context.Context) ([]string, error) {
+	coins, err := GetProvider().GetAllCoins(ctx)
+	if err != nil {
+		return nil, err
+	}
+	
+	symbols := make([]string, len(coins))
+	for i, c := range coins {
+		symbols[i] = c.Symbol
+	}
+	return symbols, nil
+}
+
+// GetMainCoinSymbols returns top N coin symbols by volume
+func GetMainCoinSymbols(ctx context.Context, limit int) ([]string, error) {
+	coins, err := GetProvider().GetMainCoins(ctx, limit)
+	if err != nil {
+		return nil, err
+	}
+	
+	symbols := make([]string, len(coins))
+	for i, c := range coins {
+		symbols[i] = c.Symbol
+	}
+	return symbols, nil
+}
+
+// ForceRefresh forces a refresh of the coin cache
+func (p *CoinProvider) ForceRefresh(ctx context.Context) error {
+	return p.fetchCoins(ctx)
+}

provider/nofxos/ai500.go

@@ -73,8 +73,10 @@ func (c *Client) fetchAI500() ([]CoinData, error) {
 		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 {
-		return nil, fmt.Errorf("coin list is empty")
+		log.Printf("ℹ️  AI500 returned empty coin list (no coins meet criteria currently)")
+		return []CoinData{}, nil
 	}
 
 	// Set IsAvailable flag
@@ -103,7 +105,8 @@ func (c *Client) GetTopRatedCoins(limit int) ([]string, error) {
 	}
 
 	if len(availableCoins) == 0 {
-		return nil, fmt.Errorf("no available coins")
+		// Empty list is normal - just return empty slice, not an error
+		return []string{}, nil
 	}
 
 	// Sort by Score descending (bubble sort)
@@ -145,10 +148,7 @@ func (c *Client) GetAvailableCoins() ([]string, error) {
 		}
 	}
 
-	if len(symbols) == 0 {
+	// Empty list is normal - just return empty slice, not an error
-		return nil, fmt.Errorf("no available coins")
-	}
-
 	return symbols, nil
 }
 

provider/nofxos/oi.go

@@ -106,11 +106,11 @@ func (c *Client) fetchOIRanking(rankType, duration string, limit int) ([]OIPosit
 
 // GetOITopPositions retrieves top OI increase positions (legacy compatibility)
 func (c *Client) GetOITopPositions() ([]OIPosition, error) {
-	data, err := c.GetOIRanking("1h", 20)
+	positions, _, err := c.fetchOIRanking("top", "1h", 20)
 	if err != nil {
 		return nil, err
 	}
-	return data.TopPositions, nil
+	return positions, nil
 }
 
 // GetOITopSymbols retrieves OI top coin symbol list
@@ -129,6 +129,31 @@ func (c *Client) GetOITopSymbols() ([]string, error) {
 	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 {

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/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

@@ -29,6 +29,7 @@ type Exchange struct {
 	Passphrase              crypto.EncryptedString `gorm:"column:passphrase;default:''" json:"passphrase"`
 	Testnet                 bool                   `gorm:"default:false" json:"testnet"`
 	HyperliquidWalletAddr   string                 `gorm:"column:hyperliquid_wallet_addr;default:''" json:"hyperliquidWalletAddr"`
+	HyperliquidUnifiedAcct  bool                   `gorm:"column:hyperliquid_unified_account;default:true" json:"hyperliquidUnifiedAccount"` // Unified Account mode (Spot as collateral)
 	AsterUser               string                 `gorm:"column:aster_user;default:''" json:"asterUser"`
 	AsterSigner             string                 `gorm:"column:aster_signer;default:''" json:"asterSigner"`
 	AsterPrivateKey         crypto.EncryptedString `gorm:"column:aster_private_key;default:''" json:"asterPrivateKey"`
@@ -173,6 +174,8 @@ func getExchangeNameAndType(exchangeType string) (name string, typ string) {
 		return "Aster DEX", "dex"
 	case "lighter":
 		return "LIGHTER DEX", "dex"
+	case "indodax":
+		return "Indodax", "cex"
 	default:
 		return exchangeType + " Exchange", "cex"
 	}
@@ -181,7 +184,8 @@ func getExchangeNameAndType(exchangeType string) (name string, typ string) {
 // Create creates a new exchange account with UUID
 func (s *ExchangeStore) Create(userID, exchangeType, accountName string, enabled bool,
 	apiKey, secretKey, passphrase string, testnet bool,
-	hyperliquidWalletAddr, asterUser, asterSigner, asterPrivateKey,
+	hyperliquidWalletAddr string, hyperliquidUnifiedAcct bool,
+	asterUser, asterSigner, asterPrivateKey,
 	lighterWalletAddr, lighterPrivateKey, lighterApiKeyPrivateKey string, lighterApiKeyIndex int) (string, error) {
 
 	id := uuid.New().String()
@@ -207,6 +211,7 @@ func (s *ExchangeStore) Create(userID, exchangeType, accountName string, enabled
 		Passphrase:              crypto.EncryptedString(passphrase),
 		Testnet:                 testnet,
 		HyperliquidWalletAddr:   hyperliquidWalletAddr,
+		HyperliquidUnifiedAcct:  hyperliquidUnifiedAcct,
 		AsterUser:               asterUser,
 		AsterSigner:             asterSigner,
 		AsterPrivateKey:         crypto.EncryptedString(asterPrivateKey),
@@ -224,7 +229,8 @@ func (s *ExchangeStore) Create(userID, exchangeType, accountName string, enabled
 
 // Update updates exchange configuration by UUID
 func (s *ExchangeStore) Update(userID, id string, enabled bool, apiKey, secretKey, passphrase string, testnet bool,
-	hyperliquidWalletAddr, asterUser, asterSigner, asterPrivateKey, lighterWalletAddr, lighterPrivateKey, lighterApiKeyPrivateKey string, lighterApiKeyIndex int) error {
+	hyperliquidWalletAddr string, hyperliquidUnifiedAcct bool,
+	asterUser, asterSigner, asterPrivateKey, lighterWalletAddr, lighterPrivateKey, lighterApiKeyPrivateKey string, lighterApiKeyIndex int) error {
 
 	logger.Debugf("🔧 ExchangeStore.Update: userID=%s, id=%s, enabled=%v", userID, id, enabled)
 
@@ -232,6 +238,7 @@ func (s *ExchangeStore) Update(userID, id string, enabled bool, apiKey, secretKe
 		"enabled":                     enabled,
 		"testnet":                     testnet,
 		"hyperliquid_wallet_addr":     hyperliquidWalletAddr,
+		"hyperliquid_unified_account": hyperliquidUnifiedAcct,
 		"aster_user":                  asterUser,
 		"aster_signer":                asterSigner,
 		"lighter_wallet_addr":         lighterWalletAddr,
@@ -307,7 +314,8 @@ func (s *ExchangeStore) CreateLegacy(userID, id, name, typ string, enabled bool,
 	// Check if this is an old-style ID (exchange type as ID)
 	if id == "binance" || id == "bybit" || id == "okx" || id == "bitget" || id == "hyperliquid" || id == "aster" || id == "lighter" {
 		_, err := s.Create(userID, id, "Default", enabled, apiKey, secretKey, "", testnet,
-			hyperliquidWalletAddr, asterUser, asterSigner, asterPrivateKey, "", "", "", 0)
+			hyperliquidWalletAddr, true, // Default to Unified Account mode
+			asterUser, asterSigner, asterPrivateKey, "", "", "", 0)
 		return 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/position.go

@@ -3,12 +3,63 @@ package store
 import (
 	"fmt"
 	"math"
+	"strconv"
 	"strings"
 	"time"
 
 	"gorm.io/gorm"
 )
 
+// adaptivePriceRound rounds a price based on its magnitude to preserve meaningful precision.
+// For small prices (like meme coins), it preserves more decimal places.
+// It detects the number of decimal places needed from the reference price(s).
+func adaptivePriceRound(price float64, referencePrices ...float64) float64 {
+	if price == 0 {
+		return 0
+	}
+
+	// Find the minimum magnitude among all prices (including the price itself)
+	minMagnitude := math.Abs(price)
+	for _, ref := range referencePrices {
+		if ref > 0 && ref < minMagnitude {
+			minMagnitude = ref
+		}
+	}
+
+	// Determine decimal places needed based on price magnitude
+	// For price 0.000000541, we need ~15 decimal places
+	// For price 0.0001, we need ~8 decimal places
+	// For price 1.0, we need ~4 decimal places
+	var multiplier float64
+	switch {
+	case minMagnitude < 0.000001: // Ultra small (meme coins like CHEEMS, SHIB)
+		multiplier = 1e15 // 15 decimal places
+	case minMagnitude < 0.0001: // Very small (PEPE, FLOKI)
+		multiplier = 1e12 // 12 decimal places
+	case minMagnitude < 0.01: // Small
+		multiplier = 1e10 // 10 decimal places
+	case minMagnitude < 1: // Medium
+		multiplier = 1e8 // 8 decimal places
+	default: // Large
+		multiplier = 1e6 // 6 decimal places
+	}
+
+	return math.Round(price*multiplier) / multiplier
+}
+
+// getPriceDecimalPlaces returns the number of decimal places in a price string
+func getPriceDecimalPlaces(price float64) int {
+	if price == 0 {
+		return 0
+	}
+	s := strconv.FormatFloat(price, 'f', -1, 64)
+	idx := strings.Index(s, ".")
+	if idx == -1 {
+		return 0
+	}
+	return len(s) - idx - 1
+}
+
 // TraderStats trading statistics metrics
 type TraderStats struct {
 	TotalTrades    int     `json:"total_trades"`
@@ -156,18 +207,22 @@ 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 adaptive precision based on price magnitude (for meme coins with very small prices)
+	newEntryPrice = adaptivePriceRound(newEntryPrice, pos.EntryPrice, addPrice)
 	newFee := pos.Fee + addFee
+	nowMs := time.Now().UTC().UnixMilli()
 
 	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 {
@@ -184,7 +239,26 @@ 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 adaptive precision based on price magnitude (for meme coins with very small prices)
+		newExitPrice = adaptivePriceRound(newExitPrice, pos.ExitPrice, exitPrice, pos.EntryPrice)
+	}
+
+	nowMs := time.Now().UTC().UnixMilli()
+
+	// 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{}{
@@ -192,14 +266,17 @@ 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
 }
 

store/position_builder.go

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

store/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 +32,9 @@ 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"`
@@ -45,6 +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
@@ -61,7 +101,7 @@ type PromptSectionsConfig struct {
 
 // CoinSourceConfig coin source configuration
 type CoinSourceConfig struct {
-	// source type: "static" | "ai500" | "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"`
@@ -71,10 +111,20 @@ type CoinSourceConfig struct {
 	UseAI500 bool `json:"use_ai500"`
 	// AI500 coin pool maximum count
 	AI500Limit int `json:"ai500_limit,omitempty"`
-	// whether to use OI Top
+	// 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"`
+	// 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"`
+	// whether to use Hyperliquid All coins (all available perp pairs)
+	UseHyperAll bool `json:"use_hyper_all"`
+	// whether to use Hyperliquid Main coins (top N by 24h volume)
+	UseHyperMain bool `json:"use_hyper_main"`
+	// Hyperliquid Main maximum count (default 20)
+	HyperMainLimit int `json:"hyper_main_limit,omitempty"`
 	// Note: API URLs are now built automatically using NofxOSAPIKey from IndicatorConfig
 }
 
@@ -212,7 +262,9 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
 			UseAI500:   true,
 			AI500Limit: 10,
 			UseOITop:   false,
-			OITopLimit: 20,
+			OITopLimit: 10,
+			UseOILow:   false,
+			OILowLimit: 10,
 		},
 		Indicators: IndicatorConfig{
 			Klines: KlineConfig{

store/trader.go

@@ -248,3 +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

@@ -1,8 +1,6 @@
 package store
 
 import (
-	"crypto/rand"
-	"encoding/base32"
 	"time"
 
 	"gorm.io/gorm"
@@ -18,24 +16,12 @@ type User struct {
 	ID           string    `gorm:"primaryKey" json:"id"`
 	Email        string    `gorm:"uniqueIndex:idx_users_email;not null" json:"email"`
 	PasswordHash string    `gorm:"column:password_hash;not null" json:"-"`
-	OTPSecret    string    `gorm:"column:otp_secret" json:"-"`
-	OTPVerified  bool      `gorm:"column:otp_verified;default:false" json:"otp_verified"`
 	CreatedAt    time.Time `json:"created_at"`
 	UpdatedAt    time.Time `json:"updated_at"`
 }
 
 func (User) TableName() string { return "users" }
 
-// GenerateOTPSecret generates OTP secret
-func GenerateOTPSecret() (string, error) {
-	secret := make([]byte, 20)
-	_, err := rand.Read(secret)
-	if err != nil {
-		return "", err
-	}
-	return base32.StdEncoding.EncodeToString(secret), nil
-}
-
 // NewUserStore creates a new UserStore
 func NewUserStore(db *gorm.DB) *UserStore {
 	return &UserStore{db: db}
@@ -54,9 +40,6 @@ func (s *UserStore) initTables() error {
 			s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS password_hash TEXT NOT NULL DEFAULT ''`)
 			s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP`)
 			s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP`)
-			// OTP columns (added later)
-			s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS otp_secret TEXT DEFAULT ''`)
-			s.db.Exec(`ALTER TABLE users ADD COLUMN IF NOT EXISTS otp_verified BOOLEAN DEFAULT FALSE`)
 
 			// Ensure unique index exists on email (don't care about the name)
 			var indexExists int64
@@ -114,11 +97,6 @@ func (s *UserStore) GetAllIDs() ([]string, error) {
 	return userIDs, err
 }
 
-// UpdateOTPVerified updates OTP verification status
-func (s *UserStore) UpdateOTPVerified(userID string, verified bool) error {
-	return s.db.Model(&User{}).Where("id = ?", userID).Update("otp_verified", verified).Error
-}
-
 // UpdatePassword updates password
 func (s *UserStore) UpdatePassword(userID, passwordHash string) error {
 	return s.db.Model(&User{}).Where("id = ?", userID).Updates(map[string]interface{}{
@@ -138,7 +116,5 @@ func (s *UserStore) EnsureAdmin() error {
 		ID:           "admin",
 		Email:        "admin@localhost",
 		PasswordHash: "",
-		OTPSecret:    "",
-		OTPVerified:  true,
 	})
 }

trader/aster/order_sync.go

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

trader/aster/trader.go

@@ -1,4 +1,4 @@
-package trader
+package aster
 
 import (
 	"context"
@@ -23,6 +23,7 @@ import (
 	"github.com/ethereum/go-ethereum/accounts/abi"
 	"github.com/ethereum/go-ethereum/common"
 	"github.com/ethereum/go-ethereum/crypto"
+	"nofx/trader/types"
 )
 
 // AsterTrader Aster trading platform implementation
@@ -1295,14 +1296,14 @@ func (t *AsterTrader) GetOrderStatus(symbol string, orderID string) (map[string]
 // GetClosedPnL gets recent closing trades from Aster
 // Note: Aster does NOT have a position history API, only trade history.
 // This returns individual closing trades for real-time position closure detection.
-func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	trades, err := t.GetTrades(startTime, limit)
 	if err != nil {
 		return nil, err
 	}
 
 	// Filter only closing trades (realizedPnl != 0)
-	var records []ClosedPnLRecord
+	var records []types.ClosedPnLRecord
 	for _, trade := range trades {
 		if trade.RealizedPnL == 0 {
 			continue
@@ -1330,7 +1331,7 @@ func (t *AsterTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLR
 			}
 		}
 
-		records = append(records, ClosedPnLRecord{
+		records = append(records, types.ClosedPnLRecord{
 			Symbol:      trade.Symbol,
 			Side:        side,
 			EntryPrice:  entryPrice,
@@ -1366,7 +1367,7 @@ type AsterTradeRecord struct {
 }
 
 // GetTrades retrieves trade history from Aster
-func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
+func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
 	if limit <= 0 {
 		limit = 500
 	}
@@ -1381,24 +1382,24 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord,
 	body, err := t.request("GET", "/fapi/v3/userTrades", params)
 	if err != nil {
 		logger.Infof("⚠️  Aster userTrades API error: %v", err)
-		return []TradeRecord{}, nil
+		return []types.TradeRecord{}, nil
 	}
 
 	var asterTrades []AsterTradeRecord
 	if err := json.Unmarshal(body, &asterTrades); err != nil {
 		logger.Infof("⚠️  Failed to parse Aster trades response: %v", err)
-		return []TradeRecord{}, nil
+		return []types.TradeRecord{}, nil
 	}
 
 	// Convert to unified TradeRecord format
-	var result []TradeRecord
+	var result []types.TradeRecord
 	for _, at := range asterTrades {
 		price, _ := strconv.ParseFloat(at.Price, 64)
 		qty, _ := strconv.ParseFloat(at.Qty, 64)
 		fee, _ := strconv.ParseFloat(at.Commission, 64)
 		pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
 
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:      strconv.FormatInt(at.ID, 10),
 			Symbol:       at.Symbol,
 			Side:         at.Side,
@@ -1416,7 +1417,192 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord,
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *AsterTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *AsterTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
-	// TODO: Implement Aster open orders
+	params := map[string]interface{}{
-	return []OpenOrder{}, nil
+		"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"
 )
 
 // ============================================================
@@ -19,7 +21,7 @@ import (
 // AsterTraderTestSuite Aster trader test suite
 // Inherits TraderTestSuite and adds Aster specific mock logic
 type AsterTraderTestSuite struct {
-	*TraderTestSuite // Embeds base test suite
+	*testutil.TraderTestSuite // Embeds base test suite
 	mockServer              *httptest.Server
 }
 
@@ -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)
+				assert.NotNil(t, at)
-				if trader != nil {
+				if at != nil {
-					assert.Equal(t, tt.user, trader.user)
+					assert.Equal(t, tt.user, at.user)
-					assert.Equal(t, tt.signer, trader.signer)
+					assert.Equal(t, tt.signer, at.signer)
-					assert.NotNil(t, trader.privateKey)
+					assert.NotNil(t, at.privateKey)
 				}
 			}
 		})

trader/auto_trader.go

@@ -4,12 +4,22 @@ import (
 	"encoding/json"
 	"fmt"
 	"math"
-	"nofx/kernel"
 	"nofx/experience"
+	"nofx/kernel"
 	"nofx/logger"
 	"nofx/market"
 	"nofx/mcp"
 	"nofx/store"
+	"nofx/trader/aster"
+	"nofx/trader/binance"
+	"nofx/trader/bitget"
+	"nofx/trader/bybit"
+	"nofx/trader/gate"
+	"nofx/trader/hyperliquid"
+	"nofx/trader/indodax"
+	"nofx/trader/kucoin"
+	"nofx/trader/lighter"
+	"nofx/trader/okx"
 	"strings"
 	"sync"
 	"time"
@@ -23,7 +33,7 @@ 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
@@ -44,10 +54,24 @@ type AutoTraderConfig struct {
 	BitgetSecretKey  string
 	BitgetPassphrase string
 
+	// Gate API configuration
+	GateAPIKey    string
+	GateSecretKey string
+
+	// KuCoin API configuration
+	KuCoinAPIKey     string
+	KuCoinSecretKey  string
+	KuCoinPassphrase string
+
+	// Indodax API configuration
+	IndodaxAPIKey    string
+	IndodaxSecretKey string
+
 	// Hyperliquid configuration
 	HyperliquidPrivateKey  string
 	HyperliquidWalletAddr  string
 	HyperliquidTestnet     bool
+	HyperliquidUnifiedAcct bool // Unified Account mode: Spot USDC as Perp collateral
 
 	// Aster configuration
 	AsterUser       string // Aster main wallet address
@@ -123,6 +147,7 @@ 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 +248,31 @@ 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, config.HyperliquidUnifiedAcct)
 		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 +284,7 @@ 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,
@@ -263,6 +294,9 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
 			return nil, fmt.Errorf("failed to initialize LIGHTER trader: %w", err)
 		}
 		logger.Infof("✓ LIGHTER trader initialized successfully")
+	case "indodax":
+		logger.Infof("🏦 [%s] Using Indodax Spot trading", config.Name)
+		trader = indodax.NewIndodaxTrader(config.IndodaxAPIKey, config.IndodaxSecretKey)
 	default:
 		return nil, fmt.Errorf("unsupported trading platform: %s", config.Exchange)
 	}
@@ -362,7 +396,7 @@ 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 +404,7 @@ 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 +412,7 @@ 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 +420,7 @@ 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 +428,7 @@ 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 +436,7 @@ 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)
 		}
@@ -410,19 +444,51 @@ 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 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 {
 		at.isRunningMutex.RLock()
@@ -435,9 +501,15 @@ func (at *AutoTrader) Run() error {
 
 		select {
 		case <-ticker.C:
+			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)
 			return nil
@@ -512,8 +584,25 @@ 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)
@@ -792,14 +881,19 @@ func (at *AutoTrader) buildTradingContext() (*kernel.Context, error) {
 	}
 
 	// 3. Use strategy engine to get candidate coins (must have strategy engine)
+	var candidateCoins []kernel.CandidateCoin
 	if at.strategyEngine == nil {
-		return nil, fmt.Errorf("trader has no strategy engine configured")
+		logger.Infof("⚠️ [%s] No strategy engine configured, skipping candidate coins", at.name)
-	}
+	} else {
-	candidateCoins, err := at.strategyEngine.GetCandidateCoins()
+		coins, err := at.strategyEngine.GetCandidateCoins()
 		if err != nil {
-		return nil, fmt.Errorf("failed to get candidate coins: %w", err)
+			// 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))
+		}
+	}
 
 	// 4. Calculate total P&L
 	totalPnL := totalEquity - at.initialBalance
@@ -1021,7 +1115,7 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *kernel.Decision, actio
 	}
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1138,7 +1232,7 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *kernel.Decision, acti
 	}
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1237,7 +1331,7 @@ func (at *AutoTrader) executeCloseLongWithRecord(decision *kernel.Decision, acti
 	logger.Infof("  🔄 Close long: %s", decision.Symbol)
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1301,7 +1395,7 @@ func (at *AutoTrader) executeCloseShortWithRecord(decision *kernel.Decision, act
 	logger.Infof("  🔄 Close short: %s", decision.Symbol)
 
 	// Get current price
-	marketData, err := market.Get(decision.Symbol)
+	marketData, err := market.GetWithExchange(decision.Symbol, at.exchange)
 	if err != nil {
 		return err
 	}
@@ -1365,6 +1459,12 @@ 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
@@ -1471,7 +1571,7 @@ 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,
@@ -1486,6 +1586,16 @@ 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)
@@ -1881,7 +1991,7 @@ func (at *AutoTrader) recordAndConfirmOrder(orderResult map[string]interface{},
 	// Exchanges with OrderSync: Skip immediate order recording, let OrderSync handle it
 	// This ensures accurate data from GetTrades API and avoids duplicate records
 	switch at.exchange {
-	case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster":
+	case "binance", "lighter", "hyperliquid", "bybit", "okx", "bitget", "aster", "kucoin", "gate":
 		logger.Infof("  📝 Order submitted (id: %s), will be synced by OrderSync", orderID)
 		return
 	}
@@ -2222,4 +2332,3 @@ func getSideFromAction(action string) string {
 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 {
@@ -777,8 +897,8 @@ func (t *FuturesTrader) CancelStopOrders(symbol string) error {
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *FuturesTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *FuturesTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
-	var result []OpenOrder
+	var result []types.OpenOrder
 
 	// 1. Get legacy open orders
 	orders, err := t.client.NewListOpenOrdersService().
@@ -794,7 +914,7 @@ func (t *FuturesTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 		stopPrice, _ := strconv.ParseFloat(order.StopPrice, 64)
 		quantity, _ := strconv.ParseFloat(order.OrigQuantity, 64)
 
-		result = append(result, OpenOrder{
+		result = append(result, types.OpenOrder{
 			OrderID:      fmt.Sprintf("%d", order.OrderID),
 			Symbol:       order.Symbol,
 			Side:         string(order.Side),
@@ -817,7 +937,7 @@ func (t *FuturesTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 			triggerPrice, _ := strconv.ParseFloat(algoOrder.TriggerPrice, 64)
 			quantity, _ := strconv.ParseFloat(algoOrder.Quantity, 64)
 
-			result = append(result, OpenOrder{
+			result = append(result, types.OpenOrder{
 				OrderID:      fmt.Sprintf("%d", algoOrder.AlgoId),
 				Symbol:       algoOrder.Symbol,
 				Side:         string(algoOrder.Side),
@@ -1035,6 +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)
@@ -1092,14 +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
@@ -1128,7 +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,
@@ -1149,7 +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
 	}
@@ -1167,7 +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 {
@@ -1176,7 +1332,7 @@ func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord
 
 		// Income API doesn't provide full trade details, create a minimal record
 		// This is mainly used for detecting recent closures, not historical reconstruction
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:     strconv.FormatInt(income.TranID, 10),
 			Symbol:      income.Symbol,
 			RealizedPnL: pnl,
@@ -1192,7 +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
 	}
@@ -1209,14 +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),
@@ -1235,7 +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
 	}
@@ -1252,14 +1408,14 @@ func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, li
 		return nil, fmt.Errorf("failed to get trade history for %s from ID %d: %w", symbol, fromID, err)
 	}
 
-	var trades []TradeRecord
+	var trades []types.TradeRecord
 	for _, at := range accountTrades {
 		price, _ := strconv.ParseFloat(at.Price, 64)
 		qty, _ := strconv.ParseFloat(at.Quantity, 64)
 		fee, _ := strconv.ParseFloat(at.Commission, 64)
 		pnl, _ := strconv.ParseFloat(at.RealizedPnl, 64)
 
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:      strconv.FormatInt(at.ID, 10),
 			Symbol:       at.Symbol,
 			Side:         string(at.Side),

trader/binance/futures_test.go

@@ -1,4 +1,4 @@
-package trader
+package binance
 
 import (
 	"encoding/json"
@@ -11,6 +11,8 @@ import (
 
 	"github.com/adshao/go-binance/v2/futures"
 	"github.com/stretchr/testify/assert"
+	"nofx/trader/testutil"
+	"nofx/trader/types"
 )
 
 // ============================================================
@@ -20,7 +22,7 @@ import (
 // BinanceFuturesTestSuite Binance Futures trader test suite
 // Inherits TraderTestSuite and adds Binance Futures specific mock logic
 type BinanceFuturesTestSuite struct {
-	*TraderTestSuite // Embeds base test suite
+	*testutil.TraderTestSuite // Embeds base test suite
 	mockServer              *httptest.Server
 }
 
@@ -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
+	t1.client.BaseURL = mockServer.URL
-	trader.client.HTTPClient = mockServer.Client()
+	t1.client.HTTPClient = mockServer.Client()
 
-	assert.NotNil(t, trader)
+	assert.NotNil(t, t1)
-	assert.NotNil(t, trader.client)
+	assert.NotNil(t, t1.client)
-	assert.Equal(t, 15*time.Second, trader.cacheDuration)
+	assert.Equal(t, 15*time.Second, t1.cacheDuration)
 }
 
 // TestCalculatePositionSize tests position size calculation
 func TestCalculatePositionSize(t *testing.T) {
-	trader := &FuturesTrader{}
+	ft := &FuturesTrader{}
 
 	tests := []struct {
 		name         string
@@ -394,7 +396,7 @@ func TestCalculatePositionSize(t *testing.T) {
 
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
-			quantity := trader.CalculatePositionSize(tt.balance, tt.riskPercent, tt.price, tt.leverage)
+			quantity := ft.CalculatePositionSize(tt.balance, tt.riskPercent, tt.price, tt.leverage)
 			assert.InDelta(t, tt.wantQuantity, quantity, 0.0001, "calculated position size is incorrect")
 		})
 	}

trader/binance/order_sync.go

@@ -1,10 +1,11 @@
-package trader
+package binance
 
 import (
 	"fmt"
 	"nofx/logger"
 	"nofx/market"
 	"nofx/store"
+	"nofx/trader/types"
 	"sort"
 	"strings"
 	"sync"
@@ -56,12 +57,8 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		}
 	}
 
-	// Record current time BEFORE querying, to avoid missing trades during sync
+	logger.Infof("🔄 Syncing Binance trades from: %s (UTC) [ms: %d, now: %d]",
-	// This prevents race condition where trades happen between query and lastSyncTime update
+		time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"), lastSyncTimeMs, nowMs)
-	syncStartTimeMs := nowMs
-
-	logger.Infof("🔄 Syncing Binance trades from: %s (UTC)",
-		time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"))
 
 	// Step 1: Get max trade IDs from local DB for incremental sync
 	maxTradeIDs, err := orderStore.GetMaxTradeIDsByExchange(exchangeID)
@@ -100,10 +97,10 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		symbolMap[s] = true
 	}
 
-	// Method 4: FALLBACK - Query REALIZED_PNL income to find symbols with closed trades
+	// Method 4: ALWAYS query REALIZED_PNL income to find symbols with closed trades
 	// This catches trades that COMMISSION missed (VIP users, BNB fee discount)
-	if len(symbolMap) == 0 {
+	// IMPORTANT: Must run always, not just when symbolMap is empty,
-		logger.Infof("  🔍 No symbols found, trying REALIZED_PNL fallback...")
+	// because a position might be fully closed (no active position) but have PnL
 	pnlSymbols, err := t.GetPnLSymbols(lastSyncTime)
 	if err != nil {
 		logger.Infof("  ⚠️ Failed to get PnL symbols: %v", err)
@@ -113,7 +110,6 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			symbolMap[s] = true
 		}
 	}
-	}
 
 	var changedSymbols []string
 	for s := range symbolMap {
@@ -122,21 +118,20 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 
 	if len(changedSymbols) == 0 {
 		logger.Infof("📭 No symbols with new trades to sync")
-		// Update last sync time even if no changes
+		// DON'T update lastSyncTime to current time here!
-		binanceSyncStateMutex.Lock()
+		// Keep using the last actual trade time from DB to avoid creating gaps
-		binanceSyncState[exchangeID] = syncStartTimeMs
+		// The lastSyncTimeMs from DB already has +1000ms buffer added
-		binanceSyncStateMutex.Unlock()
 		return nil
 	}
 
 	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 {
@@ -158,17 +153,12 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 
 	logger.Infof("📥 Received %d trades from Binance (%d API calls)", len(allTrades), apiCalls)
 
-	// Only update last sync time if ALL symbols were successfully queried
-	// This prevents data loss when some symbols fail due to rate limit or network issues
-	if len(failedSymbols) == 0 {
-		binanceSyncStateMutex.Lock()
-		binanceSyncState[exchangeID] = syncStartTimeMs
-		binanceSyncStateMutex.Unlock()
-	} else {
-		logger.Infof("  ⚠️ %d symbols failed, not updating lastSyncTime to retry next time: %v", len(failedSymbols), failedSymbols)
-	}
-
 	if len(allTrades) == 0 {
+		// No trades returned, but symbols were detected - might be false positive from COMMISSION/PnL detection
+		// Don't update lastSyncTime, keep using DB value
+		if len(failedSymbols) > 0 {
+			logger.Infof("  ⚠️ %d symbols failed: %v", len(failedSymbols), failedSymbols)
+		}
 		return nil
 	}
 
@@ -182,10 +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
 		}
 
@@ -280,7 +272,21 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			trade.Time.UTC().Format("01-02 15:04:05"))
 	}
 
-	logger.Infof("✅ Binance order sync completed: %d new trades synced", syncedCount)
+	// Update lastSyncTime to the LATEST trade time (not current time!)
+	// This ensures next sync starts from where we left off, not from "now"
+	// allTrades is already sorted by time ASC, so last element is the latest
+	if len(allTrades) > 0 && len(failedSymbols) == 0 {
+		latestTradeTimeMs := allTrades[len(allTrades)-1].Time.UTC().UnixMilli()
+		binanceSyncStateMutex.Lock()
+		binanceSyncState[exchangeID] = latestTradeTimeMs
+		binanceSyncStateMutex.Unlock()
+		logger.Infof("📅 Updated lastSyncTime to latest trade: %s (UTC)",
+			time.UnixMilli(latestTradeTimeMs).UTC().Format("2006-01-02 15:04:05"))
+	} else if len(failedSymbols) > 0 {
+		logger.Infof("  ⚠️ %d symbols failed, not updating lastSyncTime to retry next time: %v", len(failedSymbols), failedSymbols)
+	}
+
+	logger.Infof("✅ Binance order sync completed: %d new trades synced, %d skipped (already exist)", syncedCount, skippedCount)
 	return nil
 }
 

trader/binance/order_sync_test.go

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

trader/binance/sync_e2e_test.go

@@ -1,4 +1,4 @@
-package trader
+package binance
 
 import (
 	"nofx/store"
@@ -92,7 +92,7 @@ func TestBinanceSyncE2E(t *testing.T) {
 			t.Logf("   [%d] %s %s %s qty=%.6f price=%.4f action=%s time=%s",
 				i+1, order.ExchangeOrderID, order.Symbol, order.Side,
 				order.Quantity, order.Price, order.OrderAction,
-				order.FilledAt.Format(time.RFC3339))
+				time.UnixMilli(order.FilledAt).Format(time.RFC3339))
 		}
 	}
 
@@ -118,10 +118,11 @@ func TestBinanceSyncE2E(t *testing.T) {
 	}
 
 	// Test GetLastFillTimeByExchange
-	lastFillTime, err := orderStore.GetLastFillTimeByExchange(exchangeID)
+	lastFillTimeMs, err := orderStore.GetLastFillTimeByExchange(exchangeID)
 	if err != nil {
 		t.Logf("   ⚠️ GetLastFillTimeByExchange error: %v", err)
 	} else {
+		lastFillTime := time.UnixMilli(lastFillTimeMs)
 		t.Logf("\n📅 Last fill time from DB: %s", lastFillTime.Format(time.RFC3339))
 
 		// Check if it would be in the future (the bug we fixed)
@@ -175,7 +176,7 @@ func TestBinanceSyncWithExistingData(t *testing.T) {
 		Price:           50000,
 		Quantity:        0.001,
 		QuoteQuantity:   50,
-		CreatedAt:       localTime, // This time is "in the future" if interpreted as UTC
+		CreatedAt:       localTime.UnixMilli(), // This time is "in the future" if interpreted as UTC
 	}
 	if err := orderStore.CreateFill(fakeFill); err != nil {
 		t.Fatalf("Failed to create fake fill: %v", err)
@@ -186,10 +187,11 @@ func TestBinanceSyncWithExistingData(t *testing.T) {
 	t.Logf("   Current UTC time: %s", time.Now().UTC().Format(time.RFC3339))
 
 	// Check GetLastFillTimeByExchange
-	lastFillTime, _ := orderStore.GetLastFillTimeByExchange(exchangeID)
+	lastFillTimeMs2, _ := orderStore.GetLastFillTimeByExchange(exchangeID)
-	t.Logf("   GetLastFillTimeByExchange returned: %s", lastFillTime.Format(time.RFC3339))
+	lastFillTime2 := time.UnixMilli(lastFillTimeMs2)
+	t.Logf("   GetLastFillTimeByExchange returned: %s", lastFillTime2.Format(time.RFC3339))
 
-	if lastFillTime.After(time.Now().UTC()) {
+	if lastFillTime2.After(time.Now().UTC()) {
 		t.Logf("   ⚠️ Last fill time is in the future - this is the bug scenario!")
 	}
 

trader/binance/sync_verify_test.go

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

trader/bitget/order_sync.go

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

trader/bitget/trader.go

@@ -1,4 +1,4 @@
-package trader
+package bitget
 
 import (
 	"bytes"
@@ -14,6 +14,7 @@ import (
 	"strings"
 	"sync"
 	"time"
+	"nofx/trader/types"
 )
 
 // Bitget API endpoints (V2)
@@ -1013,7 +1014,7 @@ func (t *BitgetTrader) GetOrderStatus(symbol string, orderID string) (map[string
 }
 
 // GetClosedPnL retrieves closed position PnL records
-func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	if limit <= 0 {
 		limit = 100
 	}
@@ -1051,9 +1052,9 @@ func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnL
 		return nil, fmt.Errorf("failed to parse response: %w", err)
 	}
 
-	records := make([]ClosedPnLRecord, 0, len(resp.List))
+	records := make([]types.ClosedPnLRecord, 0, len(resp.List))
 	for _, pos := range resp.List {
-		record := ClosedPnLRecord{
+		record := types.ClosedPnLRecord{
 			Symbol: pos.Symbol,
 			Side:   pos.HoldSide,
 		}
@@ -1098,7 +1099,262 @@ func genBitgetClientOid() string {
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *BitgetTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
-	// TODO: Implement Bitget open orders
+	symbol = t.convertSymbol(symbol)
-	return []OpenOrder{}, nil
+	var result []types.OpenOrder
+
+	// 1. Get pending limit orders
+	params := map[string]interface{}{
+		"symbol":      symbol,
+		"productType": "USDT-FUTURES",
+	}
+
+	data, err := t.doRequest("GET", bitgetPendingPath, params)
+	if err != nil {
+		logger.Warnf("[Bitget] Failed to get pending orders: %v", err)
+	}
+	if err == nil && data != nil {
+		var orders struct {
+			EntrustedList []struct {
+				OrderId      string `json:"orderId"`
+				Symbol       string `json:"symbol"`
+				Side         string `json:"side"`         // buy/sell
+				TradeSide    string `json:"tradeSide"`    // open/close
+				PosSide      string `json:"posSide"`      // long/short
+				OrderType    string `json:"orderType"`    // limit/market
+				Price        string `json:"price"`
+				Size         string `json:"size"`
+				State        string `json:"state"`
+			} `json:"entrustedList"`
+		}
+		if err := json.Unmarshal(data, &orders); err == nil {
+			for _, order := range orders.EntrustedList {
+				price, _ := strconv.ParseFloat(order.Price, 64)
+				quantity, _ := strconv.ParseFloat(order.Size, 64)
+
+				// Convert side to standard format
+				side := strings.ToUpper(order.Side)
+				positionSide := strings.ToUpper(order.PosSide)
+
+				result = append(result, types.OpenOrder{
+					OrderID:      order.OrderId,
+					Symbol:       symbol,
+					Side:         side,
+					PositionSide: positionSide,
+					Type:         strings.ToUpper(order.OrderType),
+					Price:        price,
+					StopPrice:    0,
+					Quantity:     quantity,
+					Status:       "NEW",
+				})
+			}
+		}
+	}
+
+	// 2. Get pending plan orders (stop-loss/take-profit)
+	// Bitget V2 API requires planType parameter: profit_loss for SL/TP orders
+	planParams := map[string]interface{}{
+		"productType": "USDT-FUTURES",
+		"planType":    "profit_loss",
+	}
+
+	planData, err := t.doRequest("GET", "/api/v2/mix/order/orders-plan-pending", planParams)
+	if err != nil {
+		logger.Warnf("[Bitget] Failed to get plan orders: %v", err)
+	}
+	if err == nil && planData != nil {
+		var planOrders struct {
+			EntrustedList []struct {
+				OrderId                 string `json:"orderId"`
+				Symbol                  string `json:"symbol"`
+				Side                    string `json:"side"`
+				PosSide                 string `json:"posSide"`
+				PlanType                string `json:"planType"` // pos_loss, pos_profit
+				TriggerPrice            string `json:"triggerPrice"`
+				StopLossTriggerPrice    string `json:"stopLossTriggerPrice"`
+				StopSurplusTriggerPrice string `json:"stopSurplusTriggerPrice"`
+				Size                    string `json:"size"`
+				PlanStatus              string `json:"planStatus"`
+			} `json:"entrustedList"`
+		}
+		if err := json.Unmarshal(planData, &planOrders); err == nil {
+			for _, order := range planOrders.EntrustedList {
+				// Filter by symbol if specified
+				if symbol != "" && order.Symbol != symbol {
+					continue
+				}
+
+				// Determine trigger price based on plan type
+				var triggerPrice float64
+				orderType := "STOP_MARKET"
+
+				if order.PlanType == "pos_profit" {
+					// Take profit order
+					orderType = "TAKE_PROFIT_MARKET"
+					if order.StopSurplusTriggerPrice != "" {
+						triggerPrice, _ = strconv.ParseFloat(order.StopSurplusTriggerPrice, 64)
+					} else {
+						triggerPrice, _ = strconv.ParseFloat(order.TriggerPrice, 64)
+					}
+				} else {
+					// Stop loss order (pos_loss)
+					if order.StopLossTriggerPrice != "" {
+						triggerPrice, _ = strconv.ParseFloat(order.StopLossTriggerPrice, 64)
+					} else {
+						triggerPrice, _ = strconv.ParseFloat(order.TriggerPrice, 64)
+					}
+				}
+
+				quantity, _ := strconv.ParseFloat(order.Size, 64)
+				side := strings.ToUpper(order.Side)
+				positionSide := strings.ToUpper(order.PosSide)
+
+				result = append(result, types.OpenOrder{
+					OrderID:      order.OrderId,
+					Symbol:       order.Symbol,
+					Side:         side,
+					PositionSide: positionSide,
+					Type:         orderType,
+					Price:        0,
+					StopPrice:    triggerPrice,
+					Quantity:     quantity,
+					Status:       "NEW",
+				})
+			}
+		}
+	}
+
+	logger.Infof("✓ BITGET GetOpenOrders: found %d open orders for %s", len(result), symbol)
+	return result, nil
+}
+
+// PlaceLimitOrder places a limit order for grid trading
+// Implements GridTrader interface
+func (t *BitgetTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
+	symbol := t.convertSymbol(req.Symbol)
+
+	// Set leverage if specified
+	if req.Leverage > 0 {
+		if err := t.SetLeverage(symbol, req.Leverage); err != nil {
+			logger.Warnf("[Bitget] Failed to set leverage: %v", err)
+		}
+	}
+
+	// Format quantity
+	qtyStr, _ := t.FormatQuantity(symbol, req.Quantity)
+
+	// Determine side
+	side := "buy"
+	if req.Side == "SELL" {
+		side = "sell"
+	}
+
+	body := map[string]interface{}{
+		"symbol":      symbol,
+		"productType": "USDT-FUTURES",
+		"marginMode":  "crossed",
+		"marginCoin":  "USDT",
+		"side":        side,
+		"orderType":   "limit",
+		"size":        qtyStr,
+		"price":       fmt.Sprintf("%.8f", req.Price),
+		"force":       "GTC", // Good Till Cancel
+		"clientOid":   genBitgetClientOid(),
+	}
+
+	// Add reduce only if specified
+	if req.ReduceOnly {
+		body["reduceOnly"] = "YES"
+	}
+
+	logger.Infof("[Bitget] PlaceLimitOrder: %s %s @ %.4f, qty=%s", symbol, side, req.Price, qtyStr)
+
+	data, err := t.doRequest("POST", bitgetOrderPath, body)
+	if err != nil {
+		return nil, fmt.Errorf("failed to place limit order: %w", err)
+	}
+
+	var order struct {
+		OrderId   string `json:"orderId"`
+		ClientOid string `json:"clientOid"`
+	}
+
+	if err := json.Unmarshal(data, &order); err != nil {
+		return nil, fmt.Errorf("failed to parse order response: %w", err)
+	}
+
+	logger.Infof("✓ [Bitget] Limit order placed: %s %s @ %.4f, orderID=%s",
+		symbol, side, req.Price, order.OrderId)
+
+	return &types.LimitOrderResult{
+		OrderID:      order.OrderId,
+		ClientID:     order.ClientOid,
+		Symbol:       req.Symbol,
+		Side:         req.Side,
+		PositionSide: req.PositionSide,
+		Price:        req.Price,
+		Quantity:     req.Quantity,
+		Status:       "NEW",
+	}, nil
+}
+
+// CancelOrder cancels a specific order by ID
+// Implements GridTrader interface
+func (t *BitgetTrader) CancelOrder(symbol, orderID string) error {
+	symbol = t.convertSymbol(symbol)
+
+	body := map[string]interface{}{
+		"symbol":      symbol,
+		"productType": "USDT-FUTURES",
+		"orderId":     orderID,
+	}
+
+	_, err := t.doRequest("POST", "/api/v2/mix/order/cancel-order", body)
+	if err != nil {
+		return fmt.Errorf("failed to cancel order: %w", err)
+	}
+
+	logger.Infof("✓ [Bitget] Order cancelled: %s %s", symbol, orderID)
+	return nil
+}
+
+// GetOrderBook gets the order book for a symbol
+// Implements GridTrader interface
+func (t *BitgetTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	symbol = t.convertSymbol(symbol)
+	path := fmt.Sprintf("/api/v2/mix/market/depth?symbol=%s&productType=USDT-FUTURES&limit=%d", symbol, depth)
+
+	data, err := t.doRequest("GET", path, nil)
+	if err != nil {
+		return nil, nil, fmt.Errorf("failed to get order book: %w", err)
+	}
+
+	var result struct {
+		Bids [][]string `json:"bids"`
+		Asks [][]string `json:"asks"`
+	}
+
+	if err := json.Unmarshal(data, &result); err != nil {
+		return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
+	}
+
+	// Parse bids
+	for _, b := range result.Bids {
+		if len(b) >= 2 {
+			price, _ := strconv.ParseFloat(b[0], 64)
+			qty, _ := strconv.ParseFloat(b[1], 64)
+			bids = append(bids, []float64{price, qty})
+		}
+	}
+
+	// Parse asks
+	for _, a := range result.Asks {
+		if len(a) >= 2 {
+			price, _ := strconv.ParseFloat(a[0], 64)
+			qty, _ := strconv.ParseFloat(a[1], 64)
+			asks = append(asks, []float64{price, qty})
+		}
+	}
+
+	return bids, asks, nil
 }

trader/bybit/order_sync.go

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

trader/bybit/trader.go

@@ -1,4 +1,4 @@
-package trader
+package bybit
 
 import (
 	"context"
@@ -17,6 +17,7 @@ import (
 	"time"
 
 	bybit "github.com/bybit-exchange/bybit.go.api"
+	"nofx/trader/types"
 )
 
 // BybitTrader Bybit USDT Perpetual Futures Trader
@@ -900,13 +901,13 @@ func (t *BybitTrader) cancelConditionalOrders(symbol string, orderType string) e
 }
 
 // GetClosedPnL retrieves closed position PnL records from Bybit via direct HTTP API
-func (t *BybitTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *BybitTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	// The Bybit SDK doesn't expose the closed-pnl endpoint, use direct HTTP call
 	return t.getClosedPnLViaHTTP(startTime, limit)
 }
 
 // getClosedPnLViaHTTP makes direct HTTP call to Bybit API for closed PnL with proper signing
-func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	// Build query string
 	queryParams := fmt.Sprintf("category=linear&startTime=%d&limit=%d", startTime.UnixMilli(), limit)
 	url := "https://api.bybit.com/v5/position/closed-pnl?" + queryParams
@@ -967,14 +968,14 @@ func (t *BybitTrader) getClosedPnLViaHTTP(startTime time.Time, limit int) ([]Clo
 }
 
 // parseClosedPnLResult parses the closed PnL result from Bybit API
-func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLRecord, error) {
+func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]types.ClosedPnLRecord, error) {
 	data, ok := resultData.(map[string]interface{})
 	if !ok {
 		return nil, fmt.Errorf("invalid result format")
 	}
 
 	list, _ := data["list"].([]interface{})
-	var records []ClosedPnLRecord
+	var records []types.ClosedPnLRecord
 
 	for _, item := range list {
 		pnl, ok := item.(map[string]interface{})
@@ -1023,7 +1024,7 @@ func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLR
 			normalizedSide = "short"
 		}
 
-		record := ClosedPnLRecord{
+		record := types.ClosedPnLRecord{
 			Symbol:      symbol,
 			Side:        normalizedSide,
 			EntryPrice:  avgEntryPrice,
@@ -1046,8 +1047,8 @@ func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLR
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *BybitTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
-	var result []OpenOrder
+	var result []types.OpenOrder
 
 	// Get conditional orders (stop-loss, take-profit)
 	params := map[string]interface{}{
@@ -1088,7 +1089,7 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 					displayType = stopOrderType
 				}
 
-				result = append(result, OpenOrder{
+				result = append(result, types.OpenOrder{
 					OrderID:      orderId,
 					Symbol:       sym,
 					Side:         side,
@@ -1105,3 +1106,159 @@ func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 
 	return result, nil
 }
+
+// PlaceLimitOrder places a limit order for grid trading
+// Implements GridTrader interface
+func (t *BybitTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
+	// Format quantity
+	qtyStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
+	if err != nil {
+		return nil, fmt.Errorf("failed to format quantity: %w", err)
+	}
+
+	// Format price
+	priceStr := fmt.Sprintf("%.8f", req.Price)
+
+	// Set leverage if specified
+	if req.Leverage > 0 {
+		if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
+			logger.Warnf("[Bybit] Failed to set leverage: %v", err)
+		}
+	}
+
+	// Determine side
+	side := "Buy"
+	if req.Side == "SELL" {
+		side = "Sell"
+	}
+
+	params := map[string]interface{}{
+		"category":    "linear",
+		"symbol":      req.Symbol,
+		"side":        side,
+		"orderType":   "Limit",
+		"qty":         qtyStr,
+		"price":       priceStr,
+		"timeInForce": "GTC", // Good Till Cancel
+		"positionIdx": 0,     // One-way position mode
+	}
+
+	// Add reduce only if specified
+	if req.ReduceOnly {
+		params["reduceOnly"] = true
+	}
+
+	logger.Infof("[Bybit] PlaceLimitOrder: %s %s @ %s, qty=%s", req.Symbol, side, priceStr, qtyStr)
+
+	result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
+	if err != nil {
+		return nil, fmt.Errorf("failed to place limit order: %w", err)
+	}
+
+	// Parse result
+	orderID := ""
+	if result.RetCode == 0 {
+		if resultData, ok := result.Result.(map[string]interface{}); ok {
+			if id, ok := resultData["orderId"].(string); ok {
+				orderID = id
+			}
+		}
+	} else {
+		return nil, fmt.Errorf("Bybit order failed: %s", result.RetMsg)
+	}
+
+	logger.Infof("✓ [Bybit] Limit order placed: %s %s @ %s, qty=%s, orderID=%s",
+		req.Symbol, side, priceStr, qtyStr, orderID)
+
+	return &types.LimitOrderResult{
+		OrderID:      orderID,
+		ClientID:     req.ClientID,
+		Symbol:       req.Symbol,
+		Side:         req.Side,
+		PositionSide: req.PositionSide,
+		Price:        req.Price,
+		Quantity:     req.Quantity,
+		Status:       "NEW",
+	}, nil
+}
+
+// CancelOrder cancels a specific order by ID
+// Implements GridTrader interface
+func (t *BybitTrader) CancelOrder(symbol, orderID string) error {
+	params := map[string]interface{}{
+		"category": "linear",
+		"symbol":   symbol,
+		"orderId":  orderID,
+	}
+
+	result, err := t.client.NewUtaBybitServiceWithParams(params).CancelOrder(context.Background())
+	if err != nil {
+		return fmt.Errorf("failed to cancel order: %w", err)
+	}
+
+	if result.RetCode != 0 {
+		return fmt.Errorf("Bybit cancel order failed: %s", result.RetMsg)
+	}
+
+	logger.Infof("✓ [Bybit] Order cancelled: %s %s", symbol, orderID)
+	return nil
+}
+
+// GetOrderBook gets the order book for a symbol
+// Implements GridTrader interface
+func (t *BybitTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	if depth <= 0 {
+		depth = 25
+	}
+
+	// Use HTTP request directly since the SDK doesn't expose GetOrderbook
+	url := fmt.Sprintf("https://api.bybit.com/v5/market/orderbook?category=linear&symbol=%s&limit=%d", symbol, depth)
+	resp, err := http.Get(url)
+	if err != nil {
+		return nil, nil, fmt.Errorf("failed to get 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 {
+		RetCode int    `json:"retCode"`
+		RetMsg  string `json:"retMsg"`
+		Result  struct {
+			S string     `json:"s"` // symbol
+			B [][]string `json:"b"` // bids [[price, size], ...]
+			A [][]string `json:"a"` // asks [[price, size], ...]
+		} `json:"result"`
+	}
+
+	if err := json.Unmarshal(body, &result); err != nil {
+		return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
+	}
+
+	if result.RetCode != 0 {
+		return nil, nil, fmt.Errorf("Bybit get orderbook failed: %s", result.RetMsg)
+	}
+
+	// Parse bids
+	for _, b := range result.Result.B {
+		if len(b) >= 2 {
+			price, _ := strconv.ParseFloat(b[0], 64)
+			qty, _ := strconv.ParseFloat(b[1], 64)
+			bids = append(bids, []float64{price, qty})
+		}
+	}
+
+	// Parse asks
+	for _, a := range result.Result.A {
+		if len(a) >= 2 {
+			price, _ := strconv.ParseFloat(a[0], 64)
+			qty, _ := strconv.ParseFloat(a[1], 64)
+			asks = append(asks, []float64{price, qty})
+		}
+	}
+
+	return bids, asks, nil
+}

trader/bybit/trader_test.go

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

trader/exchange_sync_test.go

@@ -141,7 +141,7 @@ func runStandardTests(t *testing.T, exchangeName string) {
 					traderID, exchangeID, exchangeType,
 					trade.Symbol, trade.Side, trade.Action,
 					trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
-					time.Now().Add(time.Duration(i)*time.Second),
+					time.Now().Add(time.Duration(i)*time.Second).UnixMilli(),
 					"",
 				)
 				if err != nil {
@@ -227,7 +227,7 @@ func TestPositionAccumulationBug(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			"ETHUSDT", "LONG", "open_long",
 			0.1, 3500+float64(i*10), 0.5, 0,
-			time.Now().Add(time.Duration(i*2)*time.Second),
+			time.Now().Add(time.Duration(i*2)*time.Second).UnixMilli(),
 			"",
 		)
 		if err != nil {
@@ -239,7 +239,7 @@ func TestPositionAccumulationBug(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			"ETHUSDT", "LONG", "close_long",
 			0.1, 3600+float64(i*10), 0.5, 10,
-			time.Now().Add(time.Duration(i*2+1)*time.Second),
+			time.Now().Add(time.Duration(i*2+1)*time.Second).UnixMilli(),
 			"",
 		)
 		if err != nil {
@@ -309,7 +309,7 @@ func TestQuantityPrecision(t *testing.T) {
 		traderID, exchangeID, exchangeType,
 		"BTCUSDT", "LONG", "open_long",
 		0.01, 50000, 1.0, 0,
-		time.Now(),
+		time.Now().UnixMilli(),
 		"",
 	)
 	if err != nil {
@@ -322,7 +322,7 @@ func TestQuantityPrecision(t *testing.T) {
 		traderID, exchangeID, exchangeType,
 		"BTCUSDT", "LONG", "close_long",
 		0.00999999, 51000, 1.0, 10,
-		time.Now().Add(time.Second),
+		time.Now().Add(time.Second).UnixMilli(),
 		"",
 	)
 	if err != nil {

trader/gate/order_sync.go

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

trader/gate/trader.go

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

trader/gate/trader_test.go

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

trader/grid_regime.go

@@ -0,0 +1,312 @@
+package trader
+
+import (
+	"nofx/market"
+	"nofx/store"
+	"time"
+)
+
+// ============================================================================
+// Task 6: Regime Level Classification
+// ============================================================================
+
+// classifyRegimeLevel determines the regime level based on market indicators
+// bollingerWidth: Bollinger band width as percentage
+// atr14Pct: ATR14 as percentage of current price
+func classifyRegimeLevel(bollingerWidth, atr14Pct float64) market.RegimeLevel {
+	// Narrow: Bollinger < 2%, ATR < 1%
+	if bollingerWidth < 2.0 && atr14Pct < 1.0 {
+		return market.RegimeLevelNarrow
+	}
+
+	// Standard: Bollinger 2-3%, ATR 1-2%
+	if bollingerWidth <= 3.0 && atr14Pct <= 2.0 {
+		return market.RegimeLevelStandard
+	}
+
+	// Wide: Bollinger 3-4%, ATR 2-3%
+	if bollingerWidth <= 4.0 && atr14Pct <= 3.0 {
+		return market.RegimeLevelWide
+	}
+
+	// Volatile: Bollinger > 4%, ATR > 3%
+	return market.RegimeLevelVolatile
+}
+
+// getRegimeLeverageLimit returns the effective leverage limit for a regime level
+func getRegimeLeverageLimit(level market.RegimeLevel, config *store.GridConfigModel) int {
+	switch level {
+	case market.RegimeLevelNarrow:
+		if config.NarrowRegimeLeverage > 0 {
+			return config.NarrowRegimeLeverage
+		}
+		return 2
+	case market.RegimeLevelStandard:
+		if config.StandardRegimeLeverage > 0 {
+			return config.StandardRegimeLeverage
+		}
+		return 4
+	case market.RegimeLevelWide:
+		if config.WideRegimeLeverage > 0 {
+			return config.WideRegimeLeverage
+		}
+		return 3
+	case market.RegimeLevelVolatile:
+		if config.VolatileRegimeLeverage > 0 {
+			return config.VolatileRegimeLeverage
+		}
+		return 2
+	default:
+		return 2 // Conservative default
+	}
+}
+
+// getRegimePositionLimit returns the position limit percentage for a regime level
+func getRegimePositionLimit(level market.RegimeLevel, config *store.GridConfigModel) float64 {
+	switch level {
+	case market.RegimeLevelNarrow:
+		if config.NarrowRegimePositionPct > 0 {
+			return config.NarrowRegimePositionPct
+		}
+		return 40.0
+	case market.RegimeLevelStandard:
+		if config.StandardRegimePositionPct > 0 {
+			return config.StandardRegimePositionPct
+		}
+		return 70.0
+	case market.RegimeLevelWide:
+		if config.WideRegimePositionPct > 0 {
+			return config.WideRegimePositionPct
+		}
+		return 60.0
+	case market.RegimeLevelVolatile:
+		if config.VolatileRegimePositionPct > 0 {
+			return config.VolatileRegimePositionPct
+		}
+		return 40.0
+	default:
+		return 40.0 // Conservative default
+	}
+}
+
+// ============================================================================
+// Task 7: Breakout Detection
+// ============================================================================
+
+// detectBoxBreakout checks if price has broken out of any box level
+// Returns the highest breakout level and direction
+func detectBoxBreakout(box *market.BoxData) (market.BreakoutLevel, string) {
+	if box == nil {
+		return market.BreakoutNone, ""
+	}
+
+	price := box.CurrentPrice
+
+	// Check long box first (highest priority)
+	if price > box.LongUpper {
+		return market.BreakoutLong, "up"
+	}
+	if price < box.LongLower {
+		return market.BreakoutLong, "down"
+	}
+
+	// Check mid box
+	if price > box.MidUpper {
+		return market.BreakoutMid, "up"
+	}
+	if price < box.MidLower {
+		return market.BreakoutMid, "down"
+	}
+
+	// Check short box
+	if price > box.ShortUpper {
+		return market.BreakoutShort, "up"
+	}
+	if price < box.ShortLower {
+		return market.BreakoutShort, "down"
+	}
+
+	return market.BreakoutNone, ""
+}
+
+// ============================================================================
+// Task 8: Breakout Confirmation Logic
+// ============================================================================
+
+const BreakoutConfirmRequired = 3 // 3 candles to confirm breakout
+
+// BreakoutState tracks the current breakout state
+type BreakoutState struct {
+	Level        market.BreakoutLevel
+	Direction    string
+	ConfirmCount int
+	StartTime    time.Time
+}
+
+// confirmBreakout updates breakout state and returns true if breakout is confirmed
+func confirmBreakout(state *BreakoutState, currentLevel market.BreakoutLevel, direction string) bool {
+	// If price returned to box, reset state
+	if currentLevel == market.BreakoutNone {
+		state.ConfirmCount = 0
+		state.Level = market.BreakoutNone
+		state.Direction = ""
+		return false
+	}
+
+	// If same breakout continues, increment count
+	if state.Level == currentLevel && state.Direction == direction {
+		state.ConfirmCount++
+	} else {
+		// New breakout, reset count
+		state.Level = currentLevel
+		state.Direction = direction
+		state.ConfirmCount = 1
+		state.StartTime = time.Now()
+	}
+
+	return state.ConfirmCount >= BreakoutConfirmRequired
+}
+
+// ============================================================================
+// Task 9: Breakout Handler
+// ============================================================================
+
+// BreakoutAction represents the action to take on breakout
+type BreakoutAction int
+
+const (
+	BreakoutActionNone BreakoutAction = iota
+	BreakoutActionReducePosition // Short box breakout: reduce to 50%
+	BreakoutActionPauseGrid      // Mid box breakout: pause grid + cancel orders
+	BreakoutActionCloseAll       // Long box breakout: pause + cancel + close all
+)
+
+// getBreakoutAction returns the appropriate action for a breakout level
+func getBreakoutAction(level market.BreakoutLevel) BreakoutAction {
+	switch level {
+	case market.BreakoutShort:
+		return BreakoutActionReducePosition
+	case market.BreakoutMid:
+		return BreakoutActionPauseGrid
+	case market.BreakoutLong:
+		return BreakoutActionCloseAll
+	default:
+		return BreakoutActionNone
+	}
+}
+
+// ============================================================================
+// Task 10: Grid Direction Adjustment
+// ============================================================================
+
+const (
+	// BreakoutActionAdjustDirection adjusts grid direction based on breakout
+	BreakoutActionAdjustDirection BreakoutAction = 4
+)
+
+// determineGridDirection determines the new grid direction based on box breakout
+// currentDirection: the current grid direction
+// breakoutLevel: which box level has been broken (short/mid/long)
+// direction: breakout direction ("up" or "down")
+// Returns: the new grid direction
+func determineGridDirection(box *market.BoxData, currentDirection market.GridDirection, breakoutLevel market.BreakoutLevel, direction string) market.GridDirection {
+	if box == nil {
+		return currentDirection
+	}
+
+	price := box.CurrentPrice
+
+	switch breakoutLevel {
+	case market.BreakoutShort:
+		// Short box breakout: bias direction
+		// Still within mid box, so not a full trend yet
+		if direction == "up" {
+			return market.GridDirectionLongBias
+		}
+		return market.GridDirectionShortBias
+
+	case market.BreakoutMid:
+		// Mid box breakout: full direction
+		// More significant move, commit fully
+		if direction == "up" {
+			return market.GridDirectionLong
+		}
+		return market.GridDirectionShort
+
+	case market.BreakoutLong:
+		// Long box breakout: handled by existing emergency logic
+		// Return current direction, let existing handlers take over
+		return currentDirection
+
+	case market.BreakoutNone:
+		// No breakout - check if we should recover toward neutral
+		return determineRecoveryDirection(price, box, currentDirection)
+
+	default:
+		return currentDirection
+	}
+}
+
+// determineRecoveryDirection determines if grid direction should recover toward neutral
+// This implements the gradual recovery logic: long → long_bias → neutral ← short_bias ← short
+func determineRecoveryDirection(price float64, box *market.BoxData, currentDirection market.GridDirection) market.GridDirection {
+	// Check if price is back inside the short box
+	insideShortBox := price >= box.ShortLower && price <= box.ShortUpper
+
+	if !insideShortBox {
+		// Still outside short box, maintain current direction
+		return currentDirection
+	}
+
+	// Price is inside short box, start recovery toward neutral
+	switch currentDirection {
+	case market.GridDirectionLong:
+		// Full long → bias long
+		return market.GridDirectionLongBias
+	case market.GridDirectionLongBias:
+		// Bias long → neutral
+		return market.GridDirectionNeutral
+	case market.GridDirectionShort:
+		// Full short → bias short
+		return market.GridDirectionShortBias
+	case market.GridDirectionShortBias:
+		// Bias short → neutral
+		return market.GridDirectionNeutral
+	default:
+		return currentDirection
+	}
+}
+
+// getBreakoutActionWithDirection returns the appropriate action for a breakout level
+// when direction adjustment is enabled
+func getBreakoutActionWithDirection(level market.BreakoutLevel, enableDirectionAdjust bool) BreakoutAction {
+	if !enableDirectionAdjust {
+		// Fall back to original behavior
+		return getBreakoutAction(level)
+	}
+
+	switch level {
+	case market.BreakoutShort:
+		// Short box breakout with direction adjustment: adjust direction instead of reducing position
+		return BreakoutActionAdjustDirection
+	case market.BreakoutMid:
+		// Mid box breakout with direction adjustment: adjust to full direction
+		return BreakoutActionAdjustDirection
+	case market.BreakoutLong:
+		// Long box breakout: always trigger emergency handling
+		return BreakoutActionCloseAll
+	default:
+		return BreakoutActionNone
+	}
+}
+
+// shouldRecoverDirection checks if the current grid direction should start recovering toward neutral
+func shouldRecoverDirection(box *market.BoxData, currentDirection market.GridDirection) bool {
+	if box == nil || currentDirection == market.GridDirectionNeutral {
+		return false
+	}
+
+	price := box.CurrentPrice
+	// Check if price is back inside the short box
+	return price >= box.ShortLower && price <= box.ShortUpper
+}

trader/grid_regime_test.go

@@ -0,0 +1,342 @@
+package trader
+
+import (
+	"nofx/market"
+	"testing"
+)
+
+func TestClassifyRegimeLevel(t *testing.T) {
+	tests := []struct {
+		name           string
+		bollingerWidth float64
+		atr14Pct       float64
+		expected       market.RegimeLevel
+	}{
+		{"narrow", 1.5, 0.8, market.RegimeLevelNarrow},
+		{"standard", 2.5, 1.5, market.RegimeLevelStandard},
+		{"wide", 3.5, 2.5, market.RegimeLevelWide},
+		{"volatile", 5.0, 4.0, market.RegimeLevelVolatile},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := classifyRegimeLevel(tt.bollingerWidth, tt.atr14Pct)
+			if result != tt.expected {
+				t.Errorf("Expected %v, got %v", tt.expected, result)
+			}
+		})
+	}
+}
+
+func TestDetectBoxBreakout(t *testing.T) {
+	box := &market.BoxData{
+		ShortUpper:   100,
+		ShortLower:   90,
+		MidUpper:     105,
+		MidLower:     85,
+		LongUpper:    110,
+		LongLower:    80,
+		CurrentPrice: 95,
+	}
+
+	// No breakout
+	level, direction := detectBoxBreakout(box)
+	if level != market.BreakoutNone {
+		t.Errorf("Expected no breakout, got %v", level)
+	}
+
+	// Short breakout up
+	box.CurrentPrice = 101
+	level, direction = detectBoxBreakout(box)
+	if level != market.BreakoutShort || direction != "up" {
+		t.Errorf("Expected short breakout up, got %v %v", level, direction)
+	}
+
+	// Mid breakout down
+	box.CurrentPrice = 84
+	level, direction = detectBoxBreakout(box)
+	if level != market.BreakoutMid || direction != "down" {
+		t.Errorf("Expected mid breakout down, got %v %v", level, direction)
+	}
+
+	// Long breakout up
+	box.CurrentPrice = 112
+	level, direction = detectBoxBreakout(box)
+	if level != market.BreakoutLong || direction != "up" {
+		t.Errorf("Expected long breakout up, got %v %v", level, direction)
+	}
+}
+
+func TestBreakoutConfirmation(t *testing.T) {
+	state := &BreakoutState{
+		Level:        market.BreakoutNone,
+		Direction:    "",
+		ConfirmCount: 0,
+	}
+
+	// First detection
+	confirmed := confirmBreakout(state, market.BreakoutShort, "up")
+	if confirmed || state.ConfirmCount != 1 {
+		t.Errorf("Expected not confirmed, count=1, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
+	}
+
+	// Second confirmation
+	confirmed = confirmBreakout(state, market.BreakoutShort, "up")
+	if confirmed || state.ConfirmCount != 2 {
+		t.Errorf("Expected not confirmed, count=2, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
+	}
+
+	// Third confirmation - should confirm
+	confirmed = confirmBreakout(state, market.BreakoutShort, "up")
+	if !confirmed || state.ConfirmCount != 3 {
+		t.Errorf("Expected confirmed, count=3, got confirmed=%v count=%d", confirmed, state.ConfirmCount)
+	}
+
+	// Reset on price return
+	state.ConfirmCount = 2
+	confirmed = confirmBreakout(state, market.BreakoutNone, "")
+	if state.ConfirmCount != 0 {
+		t.Errorf("Expected count reset to 0, got %d", state.ConfirmCount)
+	}
+}
+
+func TestGetBreakoutAction(t *testing.T) {
+	tests := []struct {
+		level    market.BreakoutLevel
+		expected BreakoutAction
+	}{
+		{market.BreakoutNone, BreakoutActionNone},
+		{market.BreakoutShort, BreakoutActionReducePosition},
+		{market.BreakoutMid, BreakoutActionPauseGrid},
+		{market.BreakoutLong, BreakoutActionCloseAll},
+	}
+
+	for _, tt := range tests {
+		t.Run(string(tt.level), func(t *testing.T) {
+			action := getBreakoutAction(tt.level)
+			if action != tt.expected {
+				t.Errorf("Expected %v, got %v", tt.expected, action)
+			}
+		})
+	}
+}
+
+// ============================================================================
+// Grid Direction Tests
+// ============================================================================
+
+func TestGetBuySellRatio(t *testing.T) {
+	tests := []struct {
+		name      string
+		direction market.GridDirection
+		biasRatio float64
+		wantBuy   float64
+		wantSell  float64
+	}{
+		{"neutral", market.GridDirectionNeutral, 0.7, 0.5, 0.5},
+		{"long", market.GridDirectionLong, 0.7, 1.0, 0.0},
+		{"short", market.GridDirectionShort, 0.7, 0.0, 1.0},
+		{"long_bias_default", market.GridDirectionLongBias, 0.7, 0.7, 0.3},
+		{"short_bias_default", market.GridDirectionShortBias, 0.7, 0.3, 0.7},
+		{"long_bias_custom", market.GridDirectionLongBias, 0.8, 0.8, 0.2},
+		{"short_bias_custom", market.GridDirectionShortBias, 0.8, 0.2, 0.8},
+		{"invalid_bias_uses_default", market.GridDirectionLongBias, 0, 0.7, 0.3},
+		{"negative_bias_uses_default", market.GridDirectionLongBias, -1, 0.7, 0.3},
+	}
+
+	const tolerance = 0.0001
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			buy, sell := tt.direction.GetBuySellRatio(tt.biasRatio)
+			buyDiff := buy - tt.wantBuy
+			sellDiff := sell - tt.wantSell
+			if buyDiff < -tolerance || buyDiff > tolerance || sellDiff < -tolerance || sellDiff > tolerance {
+				t.Errorf("GetBuySellRatio(%v, %v) = (%v, %v), want (%v, %v)",
+					tt.direction, tt.biasRatio, buy, sell, tt.wantBuy, tt.wantSell)
+			}
+		})
+	}
+}
+
+func TestDetermineGridDirection(t *testing.T) {
+	box := &market.BoxData{
+		ShortUpper:   100,
+		ShortLower:   90,
+		MidUpper:     105,
+		MidLower:     85,
+		LongUpper:    110,
+		LongLower:    80,
+		CurrentPrice: 95,
+	}
+
+	tests := []struct {
+		name             string
+		currentDirection market.GridDirection
+		breakoutLevel    market.BreakoutLevel
+		direction        string
+		expected         market.GridDirection
+	}{
+		// Short box breakouts
+		{
+			name:             "short_breakout_up_neutral",
+			currentDirection: market.GridDirectionNeutral,
+			breakoutLevel:    market.BreakoutShort,
+			direction:        "up",
+			expected:         market.GridDirectionLongBias,
+		},
+		{
+			name:             "short_breakout_down_neutral",
+			currentDirection: market.GridDirectionNeutral,
+			breakoutLevel:    market.BreakoutShort,
+			direction:        "down",
+			expected:         market.GridDirectionShortBias,
+		},
+		// Mid box breakouts
+		{
+			name:             "mid_breakout_up",
+			currentDirection: market.GridDirectionLongBias,
+			breakoutLevel:    market.BreakoutMid,
+			direction:        "up",
+			expected:         market.GridDirectionLong,
+		},
+		{
+			name:             "mid_breakout_down",
+			currentDirection: market.GridDirectionShortBias,
+			breakoutLevel:    market.BreakoutMid,
+			direction:        "down",
+			expected:         market.GridDirectionShort,
+		},
+		// Long box breakout - maintains current (emergency handling)
+		{
+			name:             "long_breakout_maintains",
+			currentDirection: market.GridDirectionLong,
+			breakoutLevel:    market.BreakoutLong,
+			direction:        "up",
+			expected:         market.GridDirectionLong,
+		},
+		// No breakout - tests recovery logic
+		{
+			name:             "no_breakout_neutral_stays",
+			currentDirection: market.GridDirectionNeutral,
+			breakoutLevel:    market.BreakoutNone,
+			direction:        "",
+			expected:         market.GridDirectionNeutral,
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := determineGridDirection(box, tt.currentDirection, tt.breakoutLevel, tt.direction)
+			if result != tt.expected {
+				t.Errorf("determineGridDirection() = %v, want %v", result, tt.expected)
+			}
+		})
+	}
+}
+
+func TestDetermineRecoveryDirection(t *testing.T) {
+	box := &market.BoxData{
+		ShortUpper:   100,
+		ShortLower:   90,
+		MidUpper:     105,
+		MidLower:     85,
+		LongUpper:    110,
+		LongLower:    80,
+		CurrentPrice: 95, // Inside short box
+	}
+
+	tests := []struct {
+		name             string
+		price            float64
+		currentDirection market.GridDirection
+		expected         market.GridDirection
+	}{
+		// Inside short box - should recover
+		{"long_to_long_bias", 95, market.GridDirectionLong, market.GridDirectionLongBias},
+		{"long_bias_to_neutral", 95, market.GridDirectionLongBias, market.GridDirectionNeutral},
+		{"short_to_short_bias", 95, market.GridDirectionShort, market.GridDirectionShortBias},
+		{"short_bias_to_neutral", 95, market.GridDirectionShortBias, market.GridDirectionNeutral},
+		{"neutral_stays_neutral", 95, market.GridDirectionNeutral, market.GridDirectionNeutral},
+
+		// Outside short box - should maintain
+		{"long_outside_stays", 101, market.GridDirectionLong, market.GridDirectionLong},
+		{"short_outside_stays", 89, market.GridDirectionShort, market.GridDirectionShort},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := determineRecoveryDirection(tt.price, box, tt.currentDirection)
+			if result != tt.expected {
+				t.Errorf("determineRecoveryDirection(%v, %v) = %v, want %v",
+					tt.price, tt.currentDirection, result, tt.expected)
+			}
+		})
+	}
+}
+
+func TestGetBreakoutActionWithDirection(t *testing.T) {
+	tests := []struct {
+		name                  string
+		level                 market.BreakoutLevel
+		enableDirectionAdjust bool
+		expected              BreakoutAction
+	}{
+		// Direction adjustment disabled - original behavior
+		{"short_disabled", market.BreakoutShort, false, BreakoutActionReducePosition},
+		{"mid_disabled", market.BreakoutMid, false, BreakoutActionPauseGrid},
+		{"long_disabled", market.BreakoutLong, false, BreakoutActionCloseAll},
+
+		// Direction adjustment enabled
+		{"short_enabled", market.BreakoutShort, true, BreakoutActionAdjustDirection},
+		{"mid_enabled", market.BreakoutMid, true, BreakoutActionAdjustDirection},
+		{"long_enabled", market.BreakoutLong, true, BreakoutActionCloseAll}, // Long always triggers emergency
+		{"none_enabled", market.BreakoutNone, true, BreakoutActionNone},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			action := getBreakoutActionWithDirection(tt.level, tt.enableDirectionAdjust)
+			if action != tt.expected {
+				t.Errorf("getBreakoutActionWithDirection(%v, %v) = %v, want %v",
+					tt.level, tt.enableDirectionAdjust, action, tt.expected)
+			}
+		})
+	}
+}
+
+func TestShouldRecoverDirection(t *testing.T) {
+	box := &market.BoxData{
+		ShortUpper:   100,
+		ShortLower:   90,
+		MidUpper:     105,
+		MidLower:     85,
+		LongUpper:    110,
+		LongLower:    80,
+		CurrentPrice: 95,
+	}
+
+	tests := []struct {
+		name      string
+		price     float64
+		direction market.GridDirection
+		expected  bool
+	}{
+		{"neutral_inside_no_recovery", 95, market.GridDirectionNeutral, false},
+		{"long_inside_should_recover", 95, market.GridDirectionLong, true},
+		{"long_outside_no_recovery", 101, market.GridDirectionLong, false},
+		{"short_inside_should_recover", 95, market.GridDirectionShort, true},
+		{"short_outside_no_recovery", 89, market.GridDirectionShort, false},
+		{"long_bias_inside_should_recover", 95, market.GridDirectionLongBias, true},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			box.CurrentPrice = tt.price
+			result := shouldRecoverDirection(box, tt.direction)
+			if result != tt.expected {
+				t.Errorf("shouldRecoverDirection(price=%v, %v) = %v, want %v",
+					tt.price, tt.direction, result, tt.expected)
+			}
+		})
+	}
+}

trader/hyperliquid/balance_test.go

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

trader/hyperliquid/order_sync.go

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

trader/hyperliquid/sync_test.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"math"
@@ -103,7 +103,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "LONG", "open_long",
 			0.1, 3500, 0.5, 0,
-			time.Now(), "order-1",
+			time.Now().UnixMilli(), "order-1",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process open long: %v", err)
@@ -126,7 +126,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "LONG", "close_long",
 			0.1, 3600, 0.5, 10.0, // PnL = (3600-3500)*0.1 = 10
-			time.Now(), "order-2",
+			time.Now().UnixMilli(), "order-2",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process close long: %v", err)
@@ -152,7 +152,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "SHORT", "open_short",
 			0.05, 3500, 0.25, 0,
-			time.Now(), "order-3",
+			time.Now().UnixMilli(), "order-3",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process open short: %v", err)
@@ -176,7 +176,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "SHORT", "close_short",
 			0.05, 3400, 0.25, 5.0, // PnL = (3500-3400)*0.05 = 5
-			time.Now(), "order-4",
+			time.Now().UnixMilli(), "order-4",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process close short: %v", err)
@@ -205,7 +205,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "LONG", "open_long",
 			0.1, 3500, 0.5, 0,
-			time.Now(), "order-5",
+			time.Now().UnixMilli(), "order-5",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process first open: %v", err)
@@ -216,7 +216,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "LONG", "open_long",
 			0.1, 3600, 0.5, 0,
-			time.Now(), "order-6",
+			time.Now().UnixMilli(), "order-6",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process add position: %v", err)
@@ -243,7 +243,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "LONG", "close_long",
 			0.2, 3700, 1.0, 30.0,
-			time.Now(), "order-7",
+			time.Now().UnixMilli(), "order-7",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process close: %v", err)
@@ -269,7 +269,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "LONG", "open_long",
 			1.0, 3500, 2.0, 0,
-			time.Now(), "order-8",
+			time.Now().UnixMilli(), "order-8",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process open: %v", err)
@@ -280,7 +280,7 @@ func TestHyperliquidPositionBuilding(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			symbol, "LONG", "close_long",
 			0.3, 3600, 0.6, 30.0,
-			time.Now(), "order-9",
+			time.Now().UnixMilli(), "order-9",
 		)
 		if err != nil {
 			t.Fatalf("Failed to process partial close: %v", err)
@@ -351,7 +351,7 @@ func TestHyperliquidBugScenario(t *testing.T) {
 			traderID, exchangeID, exchangeType,
 			trade.symbol, trade.side, trade.action,
 			trade.qty, trade.price, trade.fee, trade.pnl,
-			time.Now().Add(time.Duration(i)*time.Second),
+			time.Now().Add(time.Duration(i)*time.Second).UnixMilli(),
 			"",
 		)
 		if err != nil {

trader/hyperliquid/trader.go

@@ -1,4 +1,4 @@
-package trader
+package hyperliquid
 
 import (
 	"bytes"
@@ -16,6 +16,7 @@ import (
 
 	"github.com/ethereum/go-ethereum/crypto"
 	"github.com/sonirico/go-hyperliquid"
+	"nofx/trader/types"
 )
 
 // HyperliquidTrader Hyperliquid trader
@@ -26,6 +27,7 @@ type HyperliquidTrader struct {
 	meta             *hyperliquid.Meta // Cache meta information (including precision)
 	metaMutex        sync.RWMutex      // Protect concurrent access to meta field
 	isCrossMargin    bool              // Whether to use cross margin mode
+	isUnifiedAccount bool              // Whether to use Unified Account mode (Spot as collateral for Perps)
 	// xyz dex support (stocks, forex, commodities)
 	xyzMeta      *xyzDexMeta
 	xyzMetaMutex sync.RWMutex
@@ -79,7 +81,8 @@ func isXyzDexAsset(symbol string) bool {
 }
 
 // NewHyperliquidTrader creates a Hyperliquid trader
-func NewHyperliquidTrader(privateKeyHex string, walletAddr string, testnet bool) (*HyperliquidTrader, error) {
+// unifiedAccount: when true, Spot USDC balance is used as collateral for Perp trading
+func NewHyperliquidTrader(privateKeyHex string, walletAddr string, testnet bool, unifiedAccount bool) (*HyperliquidTrader, error) {
 	// Remove 0x prefix from private key (if present, case-insensitive)
 	privateKeyHex = strings.TrimPrefix(strings.ToLower(privateKeyHex), "0x")
 
@@ -174,12 +177,17 @@ func NewHyperliquidTrader(privateKeyHex string, walletAddr string, testnet bool)
 		}
 	}
 
+	if unifiedAccount {
+		logger.Infof("✓ Unified Account mode enabled: Spot USDC will be used as collateral for Perp trading")
+	}
+
 	return &HyperliquidTrader{
 		exchange:         exchange,
 		ctx:              ctx,
 		walletAddr:       walletAddr,
 		meta:             meta,
 		isCrossMargin:    true,           // Use cross margin mode by default
+		isUnifiedAccount: unifiedAccount, // Unified Account: Spot as Perp collateral
 		privateKey:       privateKey,
 		isTestnet:        testnet,
 	}, nil
@@ -249,7 +257,7 @@ func (t *HyperliquidTrader) GetBalance() (map[string]interface{}, error) {
 	// AccountValue = Total account equity (includes idle funds + position value + unrealized PnL)
 	// TotalMarginUsed = Margin used by positions (included in AccountValue, for display only)
 	//
-	// To be compatible with auto_trader.go calculation logic (totalEquity = totalWalletBalance + totalUnrealizedProfit)
+	// To be compatible with auto_types.go calculation logic (totalEquity = totalWalletBalance + totalUnrealizedProfit)
 	// Need to return "wallet balance without unrealized PnL"
 	walletBalanceWithoutUnrealized := accountValue - totalUnrealizedPnl
 
@@ -303,9 +311,18 @@ func (t *HyperliquidTrader) GetBalance() (map[string]interface{}, error) {
 	// Note: totalWalletBalance + totalUnrealizedPnlAll should equal this
 	totalEquityCalculated := accountValue + spotUSDCBalance + xyzAccountValue
 
+	// ✅ Step 7: Unified Account mode - Spot USDC is used as collateral for Perps
+	// In this mode, available balance includes Spot USDC since it can be used for Perp margin
+	if t.isUnifiedAccount && spotUSDCBalance > 0 {
+		// Add Spot balance to available balance for trading
+		availableBalance = availableBalance + spotUSDCBalance
+		logger.Infof("✓ Unified Account: Spot %.2f USDC added to available balance (total: %.2f)", 
+			spotUSDCBalance, availableBalance)
+	}
+
 	result["totalWalletBalance"] = totalWalletBalance       // Total assets (Perp + Spot + xyz) - unrealized
 	result["totalEquity"] = totalEquityCalculated           // Total equity = Perp AV + Spot + xyz AV
-	result["availableBalance"] = availableBalance           // Available balance (Perpetuals only)
+	result["availableBalance"] = availableBalance           // Available balance (Perp + Spot if unified)
 	result["totalUnrealizedProfit"] = totalUnrealizedPnlAll // Unrealized PnL (Perpetuals + xyz)
 	result["spotBalance"] = spotUSDCBalance                 // Spot balance
 	result["xyzDexBalance"] = xyzAccountValue               // xyz dex equity (stock perps, forex, commodities)
@@ -1950,14 +1967,14 @@ func absFloat(x float64) float64 {
 // GetClosedPnL gets recent closing trades from Hyperliquid
 // Note: Hyperliquid does NOT have a position history API, only fill history.
 // This returns individual closing trades for real-time position closure detection.
-func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	trades, err := t.GetTrades(startTime, limit)
 	if err != nil {
 		return nil, err
 	}
 
 	// Filter only closing trades (realizedPnl != 0)
-	var records []ClosedPnLRecord
+	var records []types.ClosedPnLRecord
 	for _, trade := range trades {
 		if trade.RealizedPnL == 0 {
 			continue
@@ -1981,7 +1998,7 @@ func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]Clos
 			}
 		}
 
-		records = append(records, ClosedPnLRecord{
+		records = append(records, types.ClosedPnLRecord{
 			Symbol:      trade.Symbol,
 			Side:        side,
 			EntryPrice:  entryPrice,
@@ -2001,7 +2018,7 @@ func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]Clos
 }
 
 // GetTrades retrieves trade history from Hyperliquid
-func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
+func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
 	// Use UserFillsByTime API
 	startTimeMs := startTime.UnixMilli()
 	fills, err := t.exchange.Info().UserFillsByTime(t.ctx, t.walletAddr, startTimeMs, nil, nil)
@@ -2009,7 +2026,7 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 		return nil, fmt.Errorf("failed to get user fills: %w", err)
 	}
 
-	var trades []TradeRecord
+	var trades []types.TradeRecord
 	for _, fill := range fills {
 		price, _ := strconv.ParseFloat(fill.Price, 64)
 		qty, _ := strconv.ParseFloat(fill.Size, 64)
@@ -2054,7 +2071,7 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 		}
 
 		// Hyperliquid uses one-way mode, so PositionSide is "BOTH"
-		trade := TradeRecord{
+		trade := types.TradeRecord{
 			TradeID:      strconv.FormatInt(fill.Tid, 10),
 			Symbol:       fill.Coin,
 			Side:         side,
@@ -2082,13 +2099,13 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 var defaultBuilder *hyperliquid.BuilderInfo = nil
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
 	openOrders, err := t.exchange.Info().OpenOrders(t.ctx, t.walletAddr)
 	if err != nil {
 		return nil, fmt.Errorf("failed to get open orders: %w", err)
 	}
 
-	var result []OpenOrder
+	var result []types.OpenOrder
 	for _, order := range openOrders {
 		if order.Coin != symbol {
 			continue
@@ -2099,7 +2116,7 @@ func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 			side = "SELL"
 		}
 
-		result = append(result, OpenOrder{
+		result = append(result, types.OpenOrder{
 			OrderID:      fmt.Sprintf("%d", order.Oid),
 			Symbol:       order.Coin,
 			Side:         side,
@@ -2114,3 +2131,118 @@ func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
 
 	return result, nil
 }
+
+// PlaceLimitOrder places a limit order for grid trading
+// Implements GridTrader interface
+func (t *HyperliquidTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
+	coin := convertSymbolToHyperliquid(req.Symbol)
+
+	// Set leverage if specified and not xyz dex
+	isXyz := strings.HasPrefix(coin, "xyz:")
+	if req.Leverage > 0 && !isXyz {
+		if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
+			logger.Warnf("[Hyperliquid] Failed to set leverage: %v", err)
+		}
+	}
+
+	// Round quantity to allowed decimals
+	roundedQuantity := t.roundToSzDecimals(coin, req.Quantity)
+
+	// Round price to 5 significant figures
+	roundedPrice := t.roundPriceToSigfigs(req.Price)
+
+	// Determine if buy or sell
+	isBuy := req.Side == "BUY"
+
+	logger.Infof("[Hyperliquid] PlaceLimitOrder: %s %s @ %.4f, qty=%.4f", coin, req.Side, roundedPrice, roundedQuantity)
+
+	order := hyperliquid.CreateOrderRequest{
+		Coin:  coin,
+		IsBuy: isBuy,
+		Size:  roundedQuantity,
+		Price: roundedPrice,
+		OrderType: hyperliquid.OrderType{
+			Limit: &hyperliquid.LimitOrderType{
+				Tif: hyperliquid.TifGtc, // Good Till Cancel for grid orders
+			},
+		},
+		ReduceOnly: req.ReduceOnly,
+	}
+
+	_, err := t.exchange.Order(t.ctx, order, defaultBuilder)
+	if err != nil {
+		return nil, fmt.Errorf("failed to place limit order: %w", err)
+	}
+
+	// Note: Hyperliquid's Order response doesn't return the order ID directly
+	// We would need to query open orders to get it, but for grid trading
+	// we can track orders by price level instead
+	orderID := fmt.Sprintf("%d", time.Now().UnixNano())
+
+	logger.Infof("✓ [Hyperliquid] Limit order placed: %s %s @ %.4f",
+		coin, req.Side, roundedPrice)
+
+	return &types.LimitOrderResult{
+		OrderID:      orderID,
+		ClientID:     req.ClientID,
+		Symbol:       req.Symbol,
+		Side:         req.Side,
+		PositionSide: req.PositionSide,
+		Price:        roundedPrice,
+		Quantity:     roundedQuantity,
+		Status:       "NEW",
+	}, nil
+}
+
+// CancelOrder cancels a specific order by ID
+// Implements GridTrader interface
+func (t *HyperliquidTrader) CancelOrder(symbol, orderID string) error {
+	coin := convertSymbolToHyperliquid(symbol)
+
+	// Parse order ID
+	oid, err := strconv.ParseInt(orderID, 10, 64)
+	if err != nil {
+		return fmt.Errorf("invalid order ID: %w", err)
+	}
+
+	_, err = t.exchange.Cancel(t.ctx, coin, oid)
+	if err != nil {
+		return fmt.Errorf("failed to cancel order: %w", err)
+	}
+
+	logger.Infof("✓ [Hyperliquid] Order cancelled: %s %s", symbol, orderID)
+	return nil
+}
+
+// GetOrderBook gets the order book for a symbol
+// Implements GridTrader interface
+func (t *HyperliquidTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	coin := convertSymbolToHyperliquid(symbol)
+
+	l2Book, err := t.exchange.Info().L2Snapshot(t.ctx, coin)
+	if err != nil {
+		return nil, nil, fmt.Errorf("failed to get order book: %w", err)
+	}
+
+	if l2Book == nil || len(l2Book.Levels) < 2 {
+		return nil, nil, fmt.Errorf("invalid order book data")
+	}
+
+	// Parse bids (first level array)
+	for i, level := range l2Book.Levels[0] {
+		if i >= depth {
+			break
+		}
+		bids = append(bids, []float64{level.Px, level.Sz})
+	}
+
+	// Parse asks (second level array)
+	for i, level := range l2Book.Levels[1] {
+		if i >= depth {
+			break
+		}
+		asks = append(asks, []float64{level.Px, level.Sz})
+	}
+
+	return bids, asks, nil
+}

trader/hyperliquid/trader_race_test.go

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

trader/hyperliquid/trader_test.go

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

trader/hyperliquid/xyz_dex_test.go

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

trader/indodax/trader.go

@@ -0,0 +1,878 @@
+package indodax
+
+import (
+	"crypto/hmac"
+	"crypto/sha512"
+	"encoding/hex"
+	"encoding/json"
+	"fmt"
+	"io"
+	"math"
+	"net/http"
+	"net/url"
+	"nofx/logger"
+	"nofx/trader/types"
+	"strconv"
+	"strings"
+	"sync"
+	"time"
+)
+
+// Indodax API endpoints
+const (
+	indodaxBaseURL    = "https://indodax.com"
+	indodaxPublicAPI  = "/api"
+	indodaxPrivateAPI = "/tapi"
+)
+
+// IndodaxTrader implements types.Trader interface for Indodax Spot Exchange
+// Indodax is Indonesia's largest crypto exchange, supporting IDR (Indonesian Rupiah) pairs.
+// Since Indodax is spot-only, futures-specific methods (OpenShort, CloseShort, leverage, etc.)
+// are gracefully stubbed.
+type IndodaxTrader struct {
+	apiKey    string
+	secretKey string
+
+	httpClient *http.Client
+	nonce      int64
+	nonceMutex sync.Mutex
+
+	// Cache for pair info
+	pairCache      map[string]*IndodaxPair
+	pairCacheMutex sync.RWMutex
+	pairCacheTime  time.Time
+
+	// Cache for balance
+	cachedBalance     map[string]interface{}
+	cachedPositions   []map[string]interface{}
+	balanceCacheTime  time.Time
+	positionCacheTime time.Time
+	cacheDuration     time.Duration
+	cacheMutex        sync.RWMutex
+}
+
+// IndodaxPair represents a trading pair on Indodax
+type IndodaxPair struct {
+	ID                     string  `json:"id"`
+	Symbol                 string  `json:"symbol"`
+	BaseCurrency           string  `json:"base_currency"`
+	TradedCurrency         string  `json:"traded_currency"`
+	TradedCurrencyUnit     string  `json:"traded_currency_unit"`
+	Description            string  `json:"description"`
+	TickerID               string  `json:"ticker_id"`
+	VolumePrecision        int     `json:"volume_precision"`
+	PricePrecision         float64 `json:"price_precision"`
+	PriceRound             int     `json:"price_round"`
+	Pricescale             float64 `json:"pricescale"`
+	TradeMinBaseCurrency   float64 `json:"trade_min_base_currency"`
+	TradeMinTradedCurrency float64 `json:"trade_min_traded_currency"`
+}
+
+// IndodaxResponse represents the standard Indodax private API response
+type IndodaxResponse struct {
+	Success   int             `json:"success"`
+	Return    json.RawMessage `json:"return,omitempty"`
+	Error     string          `json:"error,omitempty"`
+	ErrorCode string          `json:"error_code,omitempty"`
+}
+
+// IndodaxTicker represents ticker data
+type IndodaxTicker struct {
+	High       string `json:"high"`
+	Low        string `json:"low"`
+	Last       string `json:"last"`
+	Buy        string `json:"buy"`
+	Sell       string `json:"sell"`
+	ServerTime int64  `json:"server_time"`
+}
+
+// IndodaxTickerResponse wraps ticker response
+type IndodaxTickerResponse struct {
+	Ticker IndodaxTicker `json:"ticker"`
+}
+
+// NewIndodaxTrader creates a new Indodax trader instance
+func NewIndodaxTrader(apiKey, secretKey string) *IndodaxTrader {
+	return &IndodaxTrader{
+		apiKey:        apiKey,
+		secretKey:     secretKey,
+		httpClient:    &http.Client{Timeout: 30 * time.Second},
+		nonce:         time.Now().UnixMilli(),
+		pairCache:     make(map[string]*IndodaxPair),
+		cacheDuration: 15 * time.Second,
+	}
+}
+
+// getNonce returns a unique incrementing nonce for each request
+func (t *IndodaxTrader) getNonce() int64 {
+	t.nonceMutex.Lock()
+	defer t.nonceMutex.Unlock()
+	t.nonce++
+	return t.nonce
+}
+
+// sign generates HMAC-SHA512 signature for request body
+func (t *IndodaxTrader) sign(body string) string {
+	mac := hmac.New(sha512.New, []byte(t.secretKey))
+	mac.Write([]byte(body))
+	return hex.EncodeToString(mac.Sum(nil))
+}
+
+// doPublicRequest makes a public API GET request
+func (t *IndodaxTrader) doPublicRequest(path string) ([]byte, error) {
+	reqURL := indodaxBaseURL + indodaxPublicAPI + path
+
+	req, err := http.NewRequest("GET", reqURL, nil)
+	if err != nil {
+		return nil, fmt.Errorf("failed to create request: %w", err)
+	}
+
+	resp, err := t.httpClient.Do(req)
+	if err != nil {
+		return nil, fmt.Errorf("request failed: %w", err)
+	}
+	defer resp.Body.Close()
+
+	data, err := io.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("HTTP %d: %s", resp.StatusCode, string(data))
+	}
+
+	return data, nil
+}
+
+// doPrivateRequest makes a signed private API POST request
+func (t *IndodaxTrader) doPrivateRequest(params url.Values) ([]byte, error) {
+	reqURL := indodaxBaseURL + indodaxPrivateAPI
+
+	// Add nonce
+	params.Set("nonce", strconv.FormatInt(t.getNonce(), 10))
+
+	body := params.Encode()
+	signature := t.sign(body)
+
+	req, err := http.NewRequest("POST", reqURL, strings.NewReader(body))
+	if err != nil {
+		return nil, fmt.Errorf("failed to create request: %w", err)
+	}
+
+	req.Header.Set("Content-Type", "application/x-www-form-urlencoded")
+	req.Header.Set("Key", t.apiKey)
+	req.Header.Set("Sign", signature)
+
+	resp, err := t.httpClient.Do(req)
+	if err != nil {
+		return nil, fmt.Errorf("request failed: %w", err)
+	}
+	defer resp.Body.Close()
+
+	data, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, fmt.Errorf("failed to read response: %w", err)
+	}
+
+	if resp.StatusCode == http.StatusTooManyRequests {
+		return nil, fmt.Errorf("rate limit exceeded, please try again later")
+	}
+
+	// Parse response to check success
+	var apiResp IndodaxResponse
+	if err := json.Unmarshal(data, &apiResp); err != nil {
+		return nil, fmt.Errorf("failed to parse response: %w (body: %s)", err, string(data))
+	}
+
+	if apiResp.Success != 1 {
+		return nil, fmt.Errorf("API error: %s (code: %s)", apiResp.Error, apiResp.ErrorCode)
+	}
+
+	return apiResp.Return, nil
+}
+
+// convertSymbol converts standard symbol to Indodax format
+// e.g. BTCIDR -> btc_idr, ETHIDR -> eth_idr
+func (t *IndodaxTrader) convertSymbol(symbol string) string {
+	s := strings.ToLower(symbol)
+
+	// Already in Indodax format (contains underscore)
+	if strings.Contains(s, "_") {
+		return s
+	}
+
+	// Try to split by known base currencies
+	for _, base := range []string{"idr", "btc", "usdt"} {
+		if strings.HasSuffix(s, base) {
+			traded := strings.TrimSuffix(s, base)
+			if traded != "" {
+				return traded + "_" + base
+			}
+		}
+	}
+
+	return s
+}
+
+// convertSymbolBack converts Indodax format back to standard
+// e.g. btc_idr -> BTCIDR
+func (t *IndodaxTrader) convertSymbolBack(indodaxSymbol string) string {
+	return strings.ToUpper(strings.ReplaceAll(indodaxSymbol, "_", ""))
+}
+
+// getCoinFromSymbol extracts the traded currency from a symbol
+// e.g. btc_idr -> btc, eth_idr -> eth
+func (t *IndodaxTrader) getCoinFromSymbol(symbol string) string {
+	pair := t.convertSymbol(symbol)
+	parts := strings.Split(pair, "_")
+	if len(parts) >= 1 {
+		return parts[0]
+	}
+	return strings.ToLower(symbol)
+}
+
+// loadPairs loads trading pair information from the public API
+func (t *IndodaxTrader) loadPairs() error {
+	t.pairCacheMutex.RLock()
+	if len(t.pairCache) > 0 && time.Since(t.pairCacheTime) < 5*time.Minute {
+		t.pairCacheMutex.RUnlock()
+		return nil
+	}
+	t.pairCacheMutex.RUnlock()
+
+	data, err := t.doPublicRequest("/pairs")
+	if err != nil {
+		return fmt.Errorf("failed to load pairs: %w", err)
+	}
+
+	var pairs []IndodaxPair
+	if err := json.Unmarshal(data, &pairs); err != nil {
+		return fmt.Errorf("failed to parse pairs: %w", err)
+	}
+
+	t.pairCacheMutex.Lock()
+	defer t.pairCacheMutex.Unlock()
+
+	t.pairCache = make(map[string]*IndodaxPair)
+	for i := range pairs {
+		p := pairs[i]
+		t.pairCache[p.TickerID] = &p
+		// Also index by ID (e.g. "btcidr")
+		t.pairCache[p.ID] = &p
+	}
+	t.pairCacheTime = time.Now()
+
+	logger.Infof("[Indodax] Loaded %d trading pairs", len(pairs))
+	return nil
+}
+
+// getPair gets pair info for a symbol
+func (t *IndodaxTrader) getPair(symbol string) (*IndodaxPair, error) {
+	if err := t.loadPairs(); err != nil {
+		return nil, err
+	}
+
+	pairID := t.convertSymbol(symbol)
+
+	t.pairCacheMutex.RLock()
+	defer t.pairCacheMutex.RUnlock()
+
+	if pair, ok := t.pairCache[pairID]; ok {
+		return pair, nil
+	}
+
+	// Try without underscore
+	noUnderscore := strings.ReplaceAll(pairID, "_", "")
+	if pair, ok := t.pairCache[noUnderscore]; ok {
+		return pair, nil
+	}
+
+	return nil, fmt.Errorf("pair not found: %s", symbol)
+}
+
+// clearCache clears cached data
+func (t *IndodaxTrader) clearCache() {
+	t.cacheMutex.Lock()
+	defer t.cacheMutex.Unlock()
+	t.cachedBalance = nil
+	t.cachedPositions = nil
+}
+
+// ============================================================
+// types.Trader interface implementation
+// ============================================================
+
+// GetBalance gets account balance from Indodax
+func (t *IndodaxTrader) GetBalance() (map[string]interface{}, error) {
+	// Check cache
+	t.cacheMutex.RLock()
+	if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
+		cached := t.cachedBalance
+		t.cacheMutex.RUnlock()
+		return cached, nil
+	}
+	t.cacheMutex.RUnlock()
+
+	params := url.Values{}
+	params.Set("method", "getInfo")
+
+	data, err := t.doPrivateRequest(params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get account info: %w", err)
+	}
+
+	var result struct {
+		ServerTime  int64                  `json:"server_time"`
+		Balance     map[string]interface{} `json:"balance"`
+		BalanceHold map[string]interface{} `json:"balance_hold"`
+		UserID      string                 `json:"user_id"`
+		Name        string                 `json:"name"`
+		Email       string                 `json:"email"`
+	}
+
+	if err := json.Unmarshal(data, &result); err != nil {
+		return nil, fmt.Errorf("failed to parse balance: %w", err)
+	}
+
+	// Calculate total balance in IDR
+	idrBalance := parseFloat(result.Balance["idr"])
+	idrHold := parseFloat(result.BalanceHold["idr"])
+	totalIDR := idrBalance + idrHold
+
+	balance := map[string]interface{}{
+		"totalWalletBalance":    totalIDR,
+		"availableBalance":      idrBalance,
+		"totalUnrealizedProfit": 0.0,
+		"totalEquity":           totalIDR,
+		"balance":               totalIDR,
+		"idr_balance":           idrBalance,
+		"idr_hold":              idrHold,
+		"currency":              "IDR",
+		"user_id":               result.UserID,
+		"server_time":           result.ServerTime,
+	}
+
+	// Add individual crypto balances
+	for currency, amount := range result.Balance {
+		if currency != "idr" {
+			balance["balance_"+currency] = parseFloat(amount)
+		}
+	}
+	for currency, amount := range result.BalanceHold {
+		if currency != "idr" {
+			balance["hold_"+currency] = parseFloat(amount)
+		}
+	}
+
+	// Update cache
+	t.cacheMutex.Lock()
+	t.cachedBalance = balance
+	t.balanceCacheTime = time.Now()
+	t.cacheMutex.Unlock()
+
+	return balance, nil
+}
+
+// GetPositions returns currently held crypto balances as "positions"
+// Since Indodax is spot-only, each non-zero crypto balance is treated as a position
+func (t *IndodaxTrader) GetPositions() ([]map[string]interface{}, error) {
+	// Check cache
+	t.cacheMutex.RLock()
+	if t.cachedPositions != nil && time.Since(t.positionCacheTime) < t.cacheDuration {
+		cached := t.cachedPositions
+		t.cacheMutex.RUnlock()
+		return cached, nil
+	}
+	t.cacheMutex.RUnlock()
+
+	params := url.Values{}
+	params.Set("method", "getInfo")
+
+	data, err := t.doPrivateRequest(params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get positions: %w", err)
+	}
+
+	var result struct {
+		Balance     map[string]interface{} `json:"balance"`
+		BalanceHold map[string]interface{} `json:"balance_hold"`
+	}
+
+	if err := json.Unmarshal(data, &result); err != nil {
+		return nil, fmt.Errorf("failed to parse positions: %w", err)
+	}
+
+	var positions []map[string]interface{}
+
+	for currency, amountRaw := range result.Balance {
+		if currency == "idr" {
+			continue
+		}
+
+		amount := parseFloat(amountRaw)
+		holdAmount := parseFloat(result.BalanceHold[currency])
+		totalAmount := amount + holdAmount
+
+		if totalAmount <= 0 {
+			continue
+		}
+
+		// Get market price for this coin
+		markPrice, _ := t.GetMarketPrice(strings.ToUpper(currency) + "IDR")
+
+		// Calculate position value in IDR
+		notionalValue := totalAmount * markPrice
+
+		position := map[string]interface{}{
+			"symbol":           strings.ToUpper(currency) + "IDR",
+			"side":             "LONG",
+			"positionAmt":      totalAmount,
+			"entryPrice":       markPrice, // Spot doesn't track entry price
+			"markPrice":        markPrice,
+			"unRealizedProfit": 0.0, // Spot doesn't track unrealized PnL
+			"leverage":         1.0,
+			"mgnMode":          "spot",
+			"notionalValue":    notionalValue,
+			"currency":         currency,
+			"available":        amount,
+			"hold":             holdAmount,
+		}
+
+		positions = append(positions, position)
+	}
+
+	// Update cache
+	t.cacheMutex.Lock()
+	t.cachedPositions = positions
+	t.positionCacheTime = time.Now()
+	t.cacheMutex.Unlock()
+
+	return positions, nil
+}
+
+// OpenLong opens a spot buy order
+func (t *IndodaxTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
+	t.clearCache()
+
+	pair := t.convertSymbol(symbol)
+	coin := t.getCoinFromSymbol(symbol)
+
+	// Get market price to calculate IDR amount
+	price, err := t.GetMarketPrice(symbol)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get market price: %w", err)
+	}
+
+	params := url.Values{}
+	params.Set("method", "trade")
+	params.Set("pair", pair)
+	params.Set("type", "buy")
+	params.Set("price", strconv.FormatFloat(price, 'f', 0, 64))
+	params.Set(coin, strconv.FormatFloat(quantity, 'f', 8, 64))
+	params.Set("order_type", "limit")
+
+	data, err := t.doPrivateRequest(params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to place buy order: %w", err)
+	}
+
+	var result map[string]interface{}
+	if err := json.Unmarshal(data, &result); err != nil {
+		return nil, fmt.Errorf("failed to parse trade response: %w", err)
+	}
+
+	logger.Infof("[Indodax] Buy order placed: %s qty=%.8f price=%.0f", symbol, quantity, price)
+
+	return map[string]interface{}{
+		"orderId": result["order_id"],
+		"symbol":  symbol,
+		"side":    "BUY",
+		"price":   price,
+		"qty":     quantity,
+		"status":  "NEW",
+	}, nil
+}
+
+// OpenShort is not supported on Indodax (spot-only exchange)
+func (t *IndodaxTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
+	return nil, fmt.Errorf("short selling is not supported on Indodax (spot-only exchange)")
+}
+
+// CloseLong closes a spot position by selling
+func (t *IndodaxTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
+	t.clearCache()
+
+	pair := t.convertSymbol(symbol)
+	coin := t.getCoinFromSymbol(symbol)
+
+	// If quantity is 0, sell all available balance
+	if quantity <= 0 {
+		balance, err := t.GetBalance()
+		if err != nil {
+			return nil, fmt.Errorf("failed to get balance for close all: %w", err)
+		}
+		available := parseFloat(balance["balance_"+coin])
+		if available <= 0 {
+			return nil, fmt.Errorf("no %s balance to sell", coin)
+		}
+		quantity = available
+	}
+
+	// Get market price
+	price, err := t.GetMarketPrice(symbol)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get market price: %w", err)
+	}
+
+	params := url.Values{}
+	params.Set("method", "trade")
+	params.Set("pair", pair)
+	params.Set("type", "sell")
+	params.Set("price", strconv.FormatFloat(price, 'f', 0, 64))
+	params.Set(coin, strconv.FormatFloat(quantity, 'f', 8, 64))
+	params.Set("order_type", "limit")
+
+	data, err := t.doPrivateRequest(params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to place sell order: %w", err)
+	}
+
+	var result map[string]interface{}
+	if err := json.Unmarshal(data, &result); err != nil {
+		return nil, fmt.Errorf("failed to parse trade response: %w", err)
+	}
+
+	logger.Infof("[Indodax] Sell order placed: %s qty=%.8f price=%.0f", symbol, quantity, price)
+
+	return map[string]interface{}{
+		"orderId": result["order_id"],
+		"symbol":  symbol,
+		"side":    "SELL",
+		"price":   price,
+		"qty":     quantity,
+		"status":  "NEW",
+	}, nil
+}
+
+// CloseShort is not supported on Indodax (spot-only exchange)
+func (t *IndodaxTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
+	return nil, fmt.Errorf("short selling is not supported on Indodax (spot-only exchange)")
+}
+
+// SetLeverage is a no-op for Indodax (spot-only, no leverage)
+func (t *IndodaxTrader) SetLeverage(symbol string, leverage int) error {
+	logger.Infof("[Indodax] SetLeverage ignored (spot-only exchange, no leverage support)")
+	return nil
+}
+
+// SetMarginMode is a no-op for Indodax (spot-only, no margin)
+func (t *IndodaxTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
+	logger.Infof("[Indodax] SetMarginMode ignored (spot-only exchange, no margin support)")
+	return nil
+}
+
+// GetMarketPrice gets the current market price for a symbol
+func (t *IndodaxTrader) GetMarketPrice(symbol string) (float64, error) {
+	pairID := strings.ToLower(strings.ReplaceAll(t.convertSymbol(symbol), "_", ""))
+
+	data, err := t.doPublicRequest("/ticker/" + pairID)
+	if err != nil {
+		return 0, fmt.Errorf("failed to get ticker: %w", err)
+	}
+
+	var tickerResp IndodaxTickerResponse
+	if err := json.Unmarshal(data, &tickerResp); err != nil {
+		return 0, fmt.Errorf("failed to parse ticker: %w", err)
+	}
+
+	price, err := strconv.ParseFloat(tickerResp.Ticker.Last, 64)
+	if err != nil {
+		return 0, fmt.Errorf("failed to parse price '%s': %w", tickerResp.Ticker.Last, err)
+	}
+
+	return price, nil
+}
+
+// SetStopLoss is not supported on Indodax (spot-only exchange)
+func (t *IndodaxTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
+	return fmt.Errorf("stop-loss orders are not supported on Indodax (spot-only exchange)")
+}
+
+// SetTakeProfit is not supported on Indodax (spot-only exchange)
+func (t *IndodaxTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
+	return fmt.Errorf("take-profit orders are not supported on Indodax (spot-only exchange)")
+}
+
+// CancelStopLossOrders is a no-op for Indodax
+func (t *IndodaxTrader) CancelStopLossOrders(symbol string) error {
+	return nil
+}
+
+// CancelTakeProfitOrders is a no-op for Indodax
+func (t *IndodaxTrader) CancelTakeProfitOrders(symbol string) error {
+	return nil
+}
+
+// CancelAllOrders cancels all open orders for a given symbol
+func (t *IndodaxTrader) CancelAllOrders(symbol string) error {
+	t.clearCache()
+
+	pair := t.convertSymbol(symbol)
+
+	// First get open orders
+	params := url.Values{}
+	params.Set("method", "openOrders")
+	params.Set("pair", pair)
+
+	data, err := t.doPrivateRequest(params)
+	if err != nil {
+		return fmt.Errorf("failed to get open orders: %w", err)
+	}
+
+	var result struct {
+		Orders []struct {
+			OrderID   json.Number `json:"order_id"`
+			Type      string      `json:"type"`
+			OrderType string      `json:"order_type"`
+		} `json:"orders"`
+	}
+
+	if err := json.Unmarshal(data, &result); err != nil {
+		return fmt.Errorf("failed to parse open orders: %w", err)
+	}
+
+	// Cancel each order
+	for _, order := range result.Orders {
+		cancelParams := url.Values{}
+		cancelParams.Set("method", "cancelOrder")
+		cancelParams.Set("pair", pair)
+		cancelParams.Set("order_id", order.OrderID.String())
+		cancelParams.Set("type", order.Type)
+
+		if _, err := t.doPrivateRequest(cancelParams); err != nil {
+			logger.Warnf("[Indodax] Failed to cancel order %s: %v", order.OrderID, err)
+		} else {
+			logger.Infof("[Indodax] Cancelled order: %s", order.OrderID)
+		}
+	}
+
+	return nil
+}
+
+// CancelStopOrders is a no-op for Indodax (no stop orders)
+func (t *IndodaxTrader) CancelStopOrders(symbol string) error {
+	return nil
+}
+
+// FormatQuantity formats quantity to correct precision for Indodax
+func (t *IndodaxTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
+	pair, err := t.getPair(symbol)
+	if err != nil {
+		// Default: 8 decimal places
+		return strconv.FormatFloat(quantity, 'f', 8, 64), nil
+	}
+
+	precision := pair.PriceRound
+	if precision <= 0 {
+		precision = 8
+	}
+
+	// Round down to avoid exceeding balance
+	factor := math.Pow(10, float64(precision))
+	rounded := math.Floor(quantity*factor) / factor
+
+	return strconv.FormatFloat(rounded, 'f', precision, 64), nil
+}
+
+// GetOrderStatus gets the status of a specific order
+func (t *IndodaxTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
+	pair := t.convertSymbol(symbol)
+
+	params := url.Values{}
+	params.Set("method", "getOrder")
+	params.Set("pair", pair)
+	params.Set("order_id", orderID)
+
+	data, err := t.doPrivateRequest(params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get order status: %w", err)
+	}
+
+	var result struct {
+		Order struct {
+			OrderID       string `json:"order_id"`
+			Price         string `json:"price"`
+			Type          string `json:"type"`
+			Status        string `json:"status"`
+			SubmitTime    string `json:"submit_time"`
+			FinishTime    string `json:"finish_time"`
+			ClientOrderID string `json:"client_order_id"`
+		} `json:"order"`
+	}
+
+	if err := json.Unmarshal(data, &result); err != nil {
+		return nil, fmt.Errorf("failed to parse order: %w", err)
+	}
+
+	// Map Indodax status to standard status
+	status := "NEW"
+	switch result.Order.Status {
+	case "filled":
+		status = "FILLED"
+	case "cancelled":
+		status = "CANCELED"
+	case "open":
+		status = "NEW"
+	}
+
+	price, _ := strconv.ParseFloat(result.Order.Price, 64)
+
+	return map[string]interface{}{
+		"status":      status,
+		"avgPrice":    price,
+		"executedQty": 0.0, // Indodax doesn't return executed qty in getOrder
+		"commission":  0.0,
+		"orderId":     result.Order.OrderID,
+	}, nil
+}
+
+// GetClosedPnL gets closed position PnL records (trade history)
+func (t *IndodaxTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
+	// Indodax trade history is limited to 7 days range
+	params := url.Values{}
+	params.Set("method", "tradeHistory")
+	params.Set("pair", "btc_idr") // Default pair; Indodax requires a pair
+	if limit > 0 {
+		params.Set("count", strconv.Itoa(limit))
+	}
+	if !startTime.IsZero() {
+		params.Set("since", strconv.FormatInt(startTime.Unix(), 10))
+	}
+
+	data, err := t.doPrivateRequest(params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get trade history: %w", err)
+	}
+
+	var result struct {
+		Trades []struct {
+			TradeID       string `json:"trade_id"`
+			OrderID       string `json:"order_id"`
+			Type          string `json:"type"`
+			Price         string `json:"price"`
+			Fee           string `json:"fee"`
+			TradeTime     string `json:"trade_time"`
+			ClientOrderID string `json:"client_order_id"`
+		} `json:"trades"`
+	}
+
+	if err := json.Unmarshal(data, &result); err != nil {
+		// Trade history might return empty, that's fine
+		return nil, nil
+	}
+
+	var records []types.ClosedPnLRecord
+	for _, trade := range result.Trades {
+		price, _ := strconv.ParseFloat(trade.Price, 64)
+		fee, _ := strconv.ParseFloat(trade.Fee, 64)
+		tradeTime, _ := strconv.ParseInt(trade.TradeTime, 10, 64)
+
+		side := "long"
+		if trade.Type == "sell" {
+			side = "long" // Selling from a spot position is closing long
+		}
+
+		records = append(records, types.ClosedPnLRecord{
+			Symbol:    "BTCIDR",
+			Side:      side,
+			ExitPrice: price,
+			Fee:       fee,
+			ExitTime:  time.Unix(tradeTime, 0),
+			OrderID:   trade.OrderID,
+			CloseType: "manual",
+		})
+	}
+
+	return records, nil
+}
+
+// GetOpenOrders gets open/pending orders
+func (t *IndodaxTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
+	pair := t.convertSymbol(symbol)
+
+	params := url.Values{}
+	params.Set("method", "openOrders")
+	if pair != "" {
+		params.Set("pair", pair)
+	}
+
+	data, err := t.doPrivateRequest(params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get open orders: %w", err)
+	}
+
+	var result struct {
+		Orders []struct {
+			OrderID       json.Number `json:"order_id"`
+			ClientOrderID string      `json:"client_order_id"`
+			SubmitTime    string      `json:"submit_time"`
+			Price         string      `json:"price"`
+			Type          string      `json:"type"`
+			OrderType     string      `json:"order_type"`
+		} `json:"orders"`
+	}
+
+	if err := json.Unmarshal(data, &result); err != nil {
+		return nil, fmt.Errorf("failed to parse open orders: %w", err)
+	}
+
+	var orders []types.OpenOrder
+	for _, order := range result.Orders {
+		price, _ := strconv.ParseFloat(order.Price, 64)
+
+		side := "BUY"
+		if order.Type == "sell" {
+			side = "SELL"
+		}
+
+		orders = append(orders, types.OpenOrder{
+			OrderID:      order.OrderID.String(),
+			Symbol:       t.convertSymbolBack(pair),
+			Side:         side,
+			PositionSide: "LONG",
+			Type:         "LIMIT",
+			Price:        price,
+			Status:       "NEW",
+		})
+	}
+
+	return orders, nil
+}
+
+// ============================================================
+// Helper functions
+// ============================================================
+
+// parseFloat safely parses a float from interface{}
+func parseFloat(v interface{}) float64 {
+	if v == nil {
+		return 0
+	}
+	switch val := v.(type) {
+	case float64:
+		return val
+	case string:
+		f, _ := strconv.ParseFloat(val, 64)
+		return f
+	case json.Number:
+		f, _ := val.Float64()
+		return f
+	case int:
+		return float64(val)
+	case int64:
+		return float64(val)
+	default:
+		return 0
+	}
+}

trader/indodax/trader_test.go

@@ -0,0 +1,374 @@
+package indodax
+
+import (
+	"os"
+	"testing"
+	"time"
+
+	"nofx/trader/types"
+)
+
+// Test credentials - set via environment variables
+func getIndodaxTestCredentials(t *testing.T) (string, string) {
+	apiKey := os.Getenv("INDODAX_TEST_API_KEY")
+	secretKey := os.Getenv("INDODAX_TEST_SECRET_KEY")
+
+	if apiKey == "" || secretKey == "" {
+		t.Skip("Indodax test credentials not set (INDODAX_TEST_API_KEY, INDODAX_TEST_SECRET_KEY)")
+	}
+
+	return apiKey, secretKey
+}
+
+func createIndodaxTestTrader(t *testing.T) *IndodaxTrader {
+	apiKey, secretKey := getIndodaxTestCredentials(t)
+	trader := NewIndodaxTrader(apiKey, secretKey)
+	return trader
+}
+
+// TestIndodaxTrader_InterfaceCompliance tests that IndodaxTrader implements types.Trader
+func TestIndodaxTrader_InterfaceCompliance(t *testing.T) {
+	var _ types.Trader = (*IndodaxTrader)(nil)
+}
+
+// TestNewIndodaxTrader tests creating Indodax trader instance
+func TestNewIndodaxTrader(t *testing.T) {
+	trader := NewIndodaxTrader("test_api_key", "test_secret_key")
+
+	if trader == nil {
+		t.Fatal("Expected non-nil trader")
+	}
+	if trader.apiKey != "test_api_key" {
+		t.Errorf("Expected apiKey 'test_api_key', got '%s'", trader.apiKey)
+	}
+	if trader.secretKey != "test_secret_key" {
+		t.Errorf("Expected secretKey 'test_secret_key', got '%s'", trader.secretKey)
+	}
+	if trader.httpClient == nil {
+		t.Error("Expected non-nil httpClient")
+	}
+	if trader.cacheDuration != 15*time.Second {
+		t.Errorf("Expected cacheDuration 15s, got %v", trader.cacheDuration)
+	}
+}
+
+// TestIndodaxTrader_SymbolConversion tests symbol format conversion
+func TestIndodaxTrader_SymbolConversion(t *testing.T) {
+	trader := NewIndodaxTrader("test", "test")
+
+	tests := []struct {
+		name     string
+		input    string
+		expected string
+	}{
+		{"BTCIDR to btc_idr", "BTCIDR", "btc_idr"},
+		{"ETHIDR to eth_idr", "ETHIDR", "eth_idr"},
+		{"SOLIDR to sol_idr", "SOLIDR", "sol_idr"},
+		{"Already converted", "btc_idr", "btc_idr"},
+		{"BTC pair", "ETHBTC", "eth_btc"},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := trader.convertSymbol(tt.input)
+			if result != tt.expected {
+				t.Errorf("convertSymbol(%s) = %s, want %s", tt.input, result, tt.expected)
+			}
+		})
+	}
+}
+
+// TestIndodaxTrader_SymbolConversionBack tests symbol reversion
+func TestIndodaxTrader_SymbolConversionBack(t *testing.T) {
+	trader := NewIndodaxTrader("test", "test")
+
+	tests := []struct {
+		name     string
+		input    string
+		expected string
+	}{
+		{"btc_idr to BTCIDR", "btc_idr", "BTCIDR"},
+		{"eth_idr to ETHIDR", "eth_idr", "ETHIDR"},
+		{"Already standard", "BTCIDR", "BTCIDR"},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := trader.convertSymbolBack(tt.input)
+			if result != tt.expected {
+				t.Errorf("convertSymbolBack(%s) = %s, want %s", tt.input, result, tt.expected)
+			}
+		})
+	}
+}
+
+// TestIndodaxTrader_GetCoinFromSymbol tests coin extraction
+func TestIndodaxTrader_GetCoinFromSymbol(t *testing.T) {
+	trader := NewIndodaxTrader("test", "test")
+
+	tests := []struct {
+		input    string
+		expected string
+	}{
+		{"BTCIDR", "btc"},
+		{"ETHIDR", "eth"},
+		{"btc_idr", "btc"},
+		{"eth_idr", "eth"},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.input, func(t *testing.T) {
+			result := trader.getCoinFromSymbol(tt.input)
+			if result != tt.expected {
+				t.Errorf("getCoinFromSymbol(%s) = %s, want %s", tt.input, result, tt.expected)
+			}
+		})
+	}
+}
+
+// TestIndodaxTrader_Sign tests HMAC-SHA512 signature generation
+func TestIndodaxTrader_Sign(t *testing.T) {
+	trader := NewIndodaxTrader("api_key", "secret_key")
+
+	body := "method=getInfo&nonce=1000"
+	signature := trader.sign(body)
+
+	if signature == "" {
+		t.Error("Expected non-empty signature")
+	}
+	if len(signature) != 128 { // SHA-512 hex = 128 chars
+		t.Errorf("Expected signature length 128, got %d", len(signature))
+	}
+
+	// Same input should produce same signature
+	signature2 := trader.sign(body)
+	if signature != signature2 {
+		t.Error("Signature should be deterministic")
+	}
+
+	// Different input should produce different signature
+	signature3 := trader.sign("method=getInfo&nonce=1001")
+	if signature == signature3 {
+		t.Error("Different input should produce different signature")
+	}
+}
+
+// TestIndodaxTrader_Nonce tests nonce incrementation
+func TestIndodaxTrader_Nonce(t *testing.T) {
+	trader := NewIndodaxTrader("test", "test")
+
+	nonce1 := trader.getNonce()
+	nonce2 := trader.getNonce()
+	nonce3 := trader.getNonce()
+
+	if nonce2 <= nonce1 {
+		t.Errorf("Nonce should be increasing: %d <= %d", nonce2, nonce1)
+	}
+	if nonce3 <= nonce2 {
+		t.Errorf("Nonce should be increasing: %d <= %d", nonce3, nonce2)
+	}
+}
+
+// TestIndodaxTrader_SpotOnlyRestrictions tests that futures-only methods return errors
+func TestIndodaxTrader_SpotOnlyRestrictions(t *testing.T) {
+	trader := NewIndodaxTrader("test", "test")
+
+	// OpenShort should fail
+	_, err := trader.OpenShort("BTCIDR", 0.001, 1)
+	if err == nil {
+		t.Error("OpenShort should return error on spot exchange")
+	}
+
+	// CloseShort should fail
+	_, err = trader.CloseShort("BTCIDR", 0.001)
+	if err == nil {
+		t.Error("CloseShort should return error on spot exchange")
+	}
+
+	// SetStopLoss should fail
+	err = trader.SetStopLoss("BTCIDR", "LONG", 0.001, 500000000)
+	if err == nil {
+		t.Error("SetStopLoss should return error on spot exchange")
+	}
+
+	// SetTakeProfit should fail
+	err = trader.SetTakeProfit("BTCIDR", "LONG", 0.001, 600000000)
+	if err == nil {
+		t.Error("SetTakeProfit should return error on spot exchange")
+	}
+
+	// SetLeverage should NOT fail (no-op)
+	err = trader.SetLeverage("BTCIDR", 10)
+	if err != nil {
+		t.Errorf("SetLeverage should not fail (no-op): %v", err)
+	}
+
+	// SetMarginMode should NOT fail (no-op)
+	err = trader.SetMarginMode("BTCIDR", true)
+	if err != nil {
+		t.Errorf("SetMarginMode should not fail (no-op): %v", err)
+	}
+}
+
+// TestIndodaxTrader_ParseFloat tests parseFloat helper
+func TestIndodaxTrader_ParseFloat(t *testing.T) {
+	tests := []struct {
+		name     string
+		input    interface{}
+		expected float64
+	}{
+		{"float64", 123.45, 123.45},
+		{"string", "123.45", 123.45},
+		{"int", 123, 123.0},
+		{"int64", int64(123), 123.0},
+		{"nil", nil, 0.0},
+		{"zero string", "0", 0.0},
+		{"empty string", "", 0.0},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			result := parseFloat(tt.input)
+			if result != tt.expected {
+				t.Errorf("parseFloat(%v) = %f, want %f", tt.input, result, tt.expected)
+			}
+		})
+	}
+}
+
+// TestIndodaxTrader_ClearCache tests cache clearing
+func TestIndodaxTrader_ClearCache(t *testing.T) {
+	trader := NewIndodaxTrader("test", "test")
+
+	// Set some cached data
+	trader.cachedBalance = map[string]interface{}{"test": "data"}
+	trader.cachedPositions = []map[string]interface{}{{"test": "data"}}
+
+	// Clear cache
+	trader.clearCache()
+
+	if trader.cachedBalance != nil {
+		t.Error("Cache should be cleared")
+	}
+	if trader.cachedPositions != nil {
+		t.Error("Position cache should be cleared")
+	}
+}
+
+// ============================================================
+// Integration tests (require INDODAX_TEST_API_KEY env vars)
+// ============================================================
+
+// TestIndodaxConnection tests basic API connectivity
+func TestIndodaxConnection(t *testing.T) {
+	trader := createIndodaxTestTrader(t)
+
+	balance, err := trader.GetBalance()
+	if err != nil {
+		t.Fatalf("Failed to get balance: %v", err)
+	}
+
+	t.Logf("✅ Connection OK")
+	t.Logf("  totalWalletBalance: %v", balance["totalWalletBalance"])
+	t.Logf("  availableBalance: %v", balance["availableBalance"])
+	t.Logf("  totalEquity: %v", balance["totalEquity"])
+	t.Logf("  currency: %v", balance["currency"])
+	t.Logf("  user_id: %v", balance["user_id"])
+}
+
+// TestIndodaxGetPositions tests position retrieval
+func TestIndodaxGetPositions(t *testing.T) {
+	trader := createIndodaxTestTrader(t)
+
+	positions, err := trader.GetPositions()
+	if err != nil {
+		t.Fatalf("Failed to get positions: %v", err)
+	}
+
+	t.Logf("📊 Found %d positions (crypto balances):", len(positions))
+	for i, pos := range positions {
+		t.Logf("  [%d] %s: qty=%.8f markPrice=%.0f value=%.0f IDR",
+			i+1,
+			pos["symbol"],
+			pos["positionAmt"],
+			pos["markPrice"],
+			pos["notionalValue"],
+		)
+	}
+}
+
+// TestIndodaxGetMarketPrice tests market price retrieval
+func TestIndodaxGetMarketPrice(t *testing.T) {
+	trader := createIndodaxTestTrader(t)
+
+	pairs := []string{"BTCIDR", "ETHIDR"}
+
+	for _, pair := range pairs {
+		price, err := trader.GetMarketPrice(pair)
+		if err != nil {
+			t.Errorf("Failed to get price for %s: %v", pair, err)
+			continue
+		}
+		t.Logf("  %s: %.0f IDR", pair, price)
+	}
+}
+
+// TestIndodaxGetOpenOrders tests open orders retrieval
+func TestIndodaxGetOpenOrders(t *testing.T) {
+	trader := createIndodaxTestTrader(t)
+
+	orders, err := trader.GetOpenOrders("BTCIDR")
+	if err != nil {
+		t.Fatalf("Failed to get open orders: %v", err)
+	}
+
+	t.Logf("📋 Found %d open orders:", len(orders))
+	for i, order := range orders {
+		t.Logf("  [%d] %s %s: price=%.0f orderID=%s",
+			i+1, order.Symbol, order.Side, order.Price, order.OrderID)
+	}
+}
+
+// TestIndodaxGetClosedPnL tests trade history retrieval
+func TestIndodaxGetClosedPnL(t *testing.T) {
+	trader := createIndodaxTestTrader(t)
+
+	startTime := time.Now().Add(-7 * 24 * time.Hour)
+	records, err := trader.GetClosedPnL(startTime, 10)
+	if err != nil {
+		t.Fatalf("Failed to get closed PnL: %v", err)
+	}
+
+	t.Logf("📋 Found %d trade records:", len(records))
+	for i, record := range records {
+		t.Logf("  [%d] %s %s: price=%.0f fee=%.4f time=%s",
+			i+1, record.Symbol, record.Side, record.ExitPrice, record.Fee,
+			record.ExitTime.Format("2006-01-02 15:04:05"))
+	}
+}
+
+// TestIndodaxLoadPairs tests loading trading pairs
+func TestIndodaxLoadPairs(t *testing.T) {
+	trader := createIndodaxTestTrader(t)
+
+	err := trader.loadPairs()
+	if err != nil {
+		t.Fatalf("Failed to load pairs: %v", err)
+	}
+
+	trader.pairCacheMutex.RLock()
+	defer trader.pairCacheMutex.RUnlock()
+
+	t.Logf("📊 Loaded %d pairs", len(trader.pairCache))
+
+	// Check some known pairs
+	knownPairs := []string{"btc_idr", "eth_idr"}
+	for _, pairID := range knownPairs {
+		if pair, ok := trader.pairCache[pairID]; ok {
+			t.Logf("  %s: min_base=%v, min_traded=%v, precision=%d",
+				pair.Description, pair.TradeMinBaseCurrency, pair.TradeMinTradedCurrency, pair.PriceRound)
+		} else {
+			t.Errorf("Expected pair %s not found", pairID)
+		}
+	}
+}

trader/interface.go

@@ -1,114 +1,88 @@
 package trader
 
-import "time"
+import (
+	"fmt"
+	"nofx/logger"
+	"nofx/trader/types"
+)
 
-// ClosedPnLRecord represents a single closed position record from exchange
+// Re-export types for backward compatibility
-type ClosedPnLRecord struct {
+type (
-	Symbol       string    // Trading pair (e.g., "BTCUSDT")
+	ClosedPnLRecord   = types.ClosedPnLRecord
-	Side         string    // "long" or "short"
+	TradeRecord       = types.TradeRecord
-	EntryPrice   float64   // Entry price
+	Trader            = types.Trader
-	ExitPrice    float64   // Exit/close price
+	OpenOrder         = types.OpenOrder
-	Quantity     float64   // Position size
+	LimitOrderRequest = types.LimitOrderRequest
-	RealizedPnL  float64   // Realized profit/loss
+	LimitOrderResult  = types.LimitOrderResult
-	Fee          float64   // Trading fee/commission
+	GridTrader        = types.GridTrader
-	Leverage     int       // Leverage used
+)
-	EntryTime    time.Time // Position open time
+
-	ExitTime     time.Time // Position close time
+// GridTraderAdapter wraps a basic Trader to provide GridTrader interface
-	OrderID      string    // Close order ID
+// Uses stop orders as a fallback when limit orders aren't directly available
-	CloseType    string    // "manual", "stop_loss", "take_profit", "liquidation", "unknown"
+type GridTraderAdapter struct {
-	ExchangeID   string    // Exchange-specific position ID
+	Trader
 }
 
-// TradeRecord represents a single trade/fill from exchange
+// NewGridTraderAdapter creates an adapter for basic Trader
-// Used for reconstructing position history with unified algorithm
+func NewGridTraderAdapter(t Trader) *GridTraderAdapter {
-type TradeRecord struct {
+	return &GridTraderAdapter{Trader: t}
-	TradeID      string    // Unique trade ID from exchange
-	Symbol       string    // Trading pair (e.g., "BTCUSDT")
-	Side         string    // "BUY" or "SELL"
-	PositionSide string    // "LONG", "SHORT", or "BOTH" (for one-way mode)
-	OrderAction  string    // "open_long", "open_short", "close_long", "close_short" (from exchange Dir field)
-	Price        float64   // Execution price
-	Quantity     float64   // Executed quantity
-	RealizedPnL  float64   // Realized PnL (non-zero for closing trades)
-	Fee          float64   // Trading fee/commission
-	Time         time.Time // Trade execution time
 }
 
-// Trader Unified trader interface
+// PlaceLimitOrder implements limit order using available methods
-// Supports multiple trading platforms (Binance, Hyperliquid, etc.)
+// For exchanges without native limit order support, this uses conditional orders
-type Trader interface {
+func (a *GridTraderAdapter) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
-	// GetBalance Get account balance
+	// CRITICAL FIX: Set leverage before placing order
-	GetBalance() (map[string]interface{}, error)
+	if req.Leverage > 0 {
+		if err := a.Trader.SetLeverage(req.Symbol, req.Leverage); err != nil {
+			logger.Warnf("[Grid] Failed to set leverage %dx: %v", req.Leverage, err)
+			// Continue anyway - some exchanges don't require explicit leverage setting
+		}
+	}
 
-	// GetPositions Get all positions
+	// Use SetStopLoss/SetTakeProfit as conditional limit orders
-	GetPositions() ([]map[string]interface{}, error)
+	// For buy orders below current price, use stop-loss mechanism
-
+	// For sell orders above current price, use take-profit mechanism
-	// OpenLong Open long position
+	var err error
-	OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
+	if req.Side == "BUY" {
-
+		err = a.Trader.SetStopLoss(req.Symbol, "SHORT", req.Quantity, req.Price)
-	// OpenShort Open short position
+	} else {
-	OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
+		err = a.Trader.SetTakeProfit(req.Symbol, "LONG", req.Quantity, req.Price)
-
+	}
-	// CloseLong Close long position (quantity=0 means close all)
+	if err != nil {
-	CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
+		return nil, err
-
+	}
-	// CloseShort Close short position (quantity=0 means close all)
+	return &LimitOrderResult{
-	CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
+		OrderID:      req.ClientID,
-
+		ClientID:     req.ClientID,
-	// SetLeverage Set leverage
+		Symbol:       req.Symbol,
-	SetLeverage(symbol string, leverage int) error
+		Side:         req.Side,
-
+		PositionSide: req.PositionSide,
-	// SetMarginMode Set position mode (true=cross margin, false=isolated margin)
+		Price:        req.Price,
-	SetMarginMode(symbol string, isCrossMargin bool) error
+		Quantity:     req.Quantity,
-
+		Status:       "NEW",
-	// GetMarketPrice Get market price
+	}, nil
-	GetMarketPrice(symbol string) (float64, error)
-
-	// SetStopLoss Set stop-loss order
-	SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error
-
-	// SetTakeProfit Set take-profit order
-	SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error
-
-	// CancelStopLossOrders Cancel only stop-loss orders (BUG fix: don't delete take-profit when adjusting stop-loss)
-	CancelStopLossOrders(symbol string) error
-
-	// CancelTakeProfitOrders Cancel only take-profit orders (BUG fix: don't delete stop-loss when adjusting take-profit)
-	CancelTakeProfitOrders(symbol string) error
-
-	// CancelAllOrders Cancel all pending orders for this symbol
-	CancelAllOrders(symbol string) error
-
-	// CancelStopOrders Cancel stop-loss/take-profit orders for this symbol (for adjusting stop-loss/take-profit positions)
-	CancelStopOrders(symbol string) error
-
-	// FormatQuantity Format quantity to correct precision
-	FormatQuantity(symbol string, quantity float64) (string, error)
-
-	// GetOrderStatus Get order status
-	// Returns: status(FILLED/NEW/CANCELED), avgPrice, executedQty, commission
-	GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error)
-
-	// GetClosedPnL Get closed position PnL records from exchange
-	// startTime: start time for query (usually last sync time)
-	// limit: max number of records to return
-	// Returns accurate exit price, fees, and close reason for positions closed externally
-	GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error)
-
-	// GetOpenOrders Get open/pending orders from exchange
-	// Returns stop-loss, take-profit, and limit orders that haven't been filled
-	GetOpenOrders(symbol string) ([]OpenOrder, error)
 }
 
-// OpenOrder represents a pending order on the exchange
+// CancelOrder cancels a specific order
-type OpenOrder struct {
+func (a *GridTraderAdapter) CancelOrder(symbol, orderID string) error {
-	OrderID      string  `json:"order_id"`
+	// Try to use CancelOrder if trader supports it directly
-	Symbol       string  `json:"symbol"`
+	if canceler, ok := a.Trader.(interface {
-	Side         string  `json:"side"`          // BUY/SELL
+		CancelOrder(symbol, orderID string) error
-	PositionSide string  `json:"position_side"` // LONG/SHORT
+	}); ok {
-	Type         string  `json:"type"`          // LIMIT/STOP_MARKET/TAKE_PROFIT_MARKET
+		return canceler.CancelOrder(symbol, orderID)
-	Price        float64 `json:"price"`         // Order price (for limit orders)
+	}
-	StopPrice    float64 `json:"stop_price"`    // Trigger price (for stop orders)
+
-	Quantity     float64 `json:"quantity"`
+	// For traders that only support CancelAllOrders, log a warning
-	Status       string  `json:"status"` // NEW
+	// This is a limitation - we cannot cancel individual orders
+	logger.Warnf("[Grid] Trader does not support individual order cancellation, "+
+		"cannot cancel order %s. Consider using exchange-specific GridTrader implementation.", orderID)
+
+	// Return error instead of canceling all orders
+	return fmt.Errorf("individual order cancellation not supported for this exchange")
+}
+
+// GetOrderBook returns empty order book (not supported in basic Trader)
+func (a *GridTraderAdapter) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	// Not supported, return empty
+	return nil, nil, nil
 }

trader/kucoin/order_sync.go

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

trader/kucoin/order_sync_test.go

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

trader/lighter/account.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"encoding/json"
@@ -11,6 +11,7 @@ import (
 )
 
 // getFullAccountInfo Fetch full account info from Lighter API (includes balance and positions)
+// Supports both main accounts and sub-accounts
 func (t *LighterTraderV2) getFullAccountInfo() (*AccountInfo, error) {
 	endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", t.baseURL, t.walletAddr)
 
@@ -34,21 +35,48 @@ func (t *LighterTraderV2) getFullAccountInfo() (*AccountInfo, error) {
 		return nil, fmt.Errorf("failed to get account (status %d): %s", resp.StatusCode, string(body))
 	}
 
-	// Parse response - Lighter returns {"accounts": [...]}
+	// Parse response - Lighter may return accounts in "accounts" or "sub_accounts" field
 	var accountResp AccountResponse
 	if err := json.Unmarshal(body, &accountResp); err != nil {
 		return nil, fmt.Errorf("failed to parse account response: %w", err)
 	}
 
-	if len(accountResp.Accounts) == 0 {
+	// Check for API error code
-		return nil, fmt.Errorf("no account found for wallet address: %s", t.walletAddr)
+	if accountResp.Code != 0 && accountResp.Code != 200 {
+		return nil, fmt.Errorf("Lighter API error (code %d): %s", accountResp.Code, accountResp.Message)
 	}
 
-	account := &accountResp.Accounts[0]
+	// Combine both accounts and sub_accounts - some users have sub-accounts
+	var allAccounts []AccountInfo
+	allAccounts = append(allAccounts, accountResp.Accounts...)
+	allAccounts = append(allAccounts, accountResp.SubAccounts...)
+
+	if len(allAccounts) == 0 {
+		return nil, fmt.Errorf("no account found for wallet address: %s (try depositing funds first at app.lighter.xyz)", t.walletAddr)
+	}
+
+	// Find the account that matches our stored accountIndex, or use the first one
+	var account *AccountInfo
+	for i := range allAccounts {
+		acc := &allAccounts[i]
 		// Use index field if account_index is 0
+		if acc.AccountIndex == 0 && acc.Index != 0 {
+			acc.AccountIndex = acc.Index
+		}
+		// Match by stored accountIndex if we have one
+		if t.accountIndex != 0 && acc.AccountIndex == t.accountIndex {
+			account = acc
+			break
+		}
+	}
+
+	// If no specific match, use the first account
+	if account == nil {
+		account = &allAccounts[0]
 		if account.AccountIndex == 0 && account.Index != 0 {
 			account.AccountIndex = account.Index
 		}
+	}
 
 	return account, nil
 }
@@ -63,7 +91,7 @@ func (t *LighterTraderV2) GetBalance() (map[string]interface{}, error) {
 	// Calculate wallet balance (total equity - unrealized PnL)
 	walletBalance := balance.TotalEquity - balance.UnrealizedPnL
 
-	// Return in standard format compatible with auto_trader.go
+	// Return in standard format compatible with auto_types.go
 	// (totalEquity = totalWalletBalance + totalUnrealizedProfit)
 	return map[string]interface{}{
 		"totalWalletBalance":    walletBalance,           // Wallet balance (excluding unrealized PnL)
@@ -137,7 +165,7 @@ func (t *LighterTraderV2) GetPositions() ([]map[string]interface{}, error) {
 
 	result := make([]map[string]interface{}, 0, len(positions))
 	for _, pos := range positions {
-		// Return in standard format compatible with auto_trader.go
+		// Return in standard format compatible with auto_types.go
 		result = append(result, map[string]interface{}{
 			"symbol":           pos.Symbol,
 			"side":             pos.Side,
@@ -328,12 +356,13 @@ func (t *LighterTraderV2) FormatQuantity(symbol string, quantity float64) (strin
 	return fmt.Sprintf("%.4f", quantity), nil
 }
 
-// GetOrderBook Get order book with best bid/ask prices
+// GetOrderBook Get order book (implements GridTrader interface)
-func (t *LighterTraderV2) GetOrderBook(symbol string) (bestBid, bestAsk float64, err error) {
+// Returns bids and asks as [][]float64 where each element is [price, quantity]
+func (t *LighterTraderV2) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
 	// Get market_id first
 	marketID, err := t.getMarketIndex(symbol)
 	if err != nil {
-		return 0, 0, fmt.Errorf("failed to get market ID: %w", err)
+		return nil, nil, fmt.Errorf("failed to get market ID: %w", err)
 	}
 
 	// Get order book from Lighter API
@@ -341,22 +370,22 @@ func (t *LighterTraderV2) GetOrderBook(symbol string) (bestBid, bestAsk float64,
 
 	req, err := http.NewRequest("GET", endpoint, nil)
 	if err != nil {
-		return 0, 0, err
+		return nil, nil, err
 	}
 
 	resp, err := t.client.Do(req)
 	if err != nil {
-		return 0, 0, err
+		return nil, nil, err
 	}
 	defer resp.Body.Close()
 
 	body, err := io.ReadAll(resp.Body)
 	if err != nil {
-		return 0, 0, err
+		return nil, nil, err
 	}
 
 	if resp.StatusCode != http.StatusOK {
-		return 0, 0, fmt.Errorf("failed to get order book (status %d): %s", resp.StatusCode, string(body))
+		return nil, nil, fmt.Errorf("failed to get order book (status %d): %s", resp.StatusCode, string(body))
 	}
 
 	// Parse response
@@ -369,35 +398,61 @@ func (t *LighterTraderV2) GetOrderBook(symbol string) (bestBid, bestAsk float64,
 	}
 
 	if err := json.Unmarshal(body, &apiResp); err != nil {
-		return 0, 0, fmt.Errorf("failed to parse order book: %w", err)
+		return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
 	}
 
 	if apiResp.Code != 200 {
-		return 0, 0, fmt.Errorf("API error code: %d", apiResp.Code)
+		return nil, nil, fmt.Errorf("API error code: %d", apiResp.Code)
 	}
 
-	// Get best bid (highest buy price)
+	// Helper to parse price/quantity from interface{}
-	if len(apiResp.Data.Bids) > 0 && len(apiResp.Data.Bids[0]) >= 1 {
+	parseFloat := func(v interface{}) float64 {
-		if price, ok := apiResp.Data.Bids[0][0].(float64); ok {
+		if f, ok := v.(float64); ok {
-			bestBid = price
+			return f
-		} else if priceStr, ok := apiResp.Data.Bids[0][0].(string); ok {
+		}
-			bestBid, _ = strconv.ParseFloat(priceStr, 64)
+		if s, ok := v.(string); ok {
+			f, _ := strconv.ParseFloat(s, 64)
+			return f
+		}
+		return 0
+	}
+
+	// Convert bids to [][]float64
+	maxBids := len(apiResp.Data.Bids)
+	if depth > 0 && depth < maxBids {
+		maxBids = depth
+	}
+	bids = make([][]float64, 0, maxBids)
+	for i := 0; i < maxBids; i++ {
+		if len(apiResp.Data.Bids[i]) >= 2 {
+			price := parseFloat(apiResp.Data.Bids[i][0])
+			qty := parseFloat(apiResp.Data.Bids[i][1])
+			if price > 0 && qty > 0 {
+				bids = append(bids, []float64{price, qty})
+			}
 		}
 	}
 
-	// Get best ask (lowest sell price)
+	// Convert asks to [][]float64
-	if len(apiResp.Data.Asks) > 0 && len(apiResp.Data.Asks[0]) >= 1 {
+	maxAsks := len(apiResp.Data.Asks)
-		if price, ok := apiResp.Data.Asks[0][0].(float64); ok {
+	if depth > 0 && depth < maxAsks {
-			bestAsk = price
+		maxAsks = depth
-		} else if priceStr, ok := apiResp.Data.Asks[0][0].(string); ok {
+	}
-			bestAsk, _ = strconv.ParseFloat(priceStr, 64)
+	asks = make([][]float64, 0, maxAsks)
+	for i := 0; i < maxAsks; i++ {
+		if len(apiResp.Data.Asks[i]) >= 2 {
+			price := parseFloat(apiResp.Data.Asks[i][0])
+			qty := parseFloat(apiResp.Data.Asks[i][1])
+			if price > 0 && qty > 0 {
+				asks = append(asks, []float64{price, qty})
+			}
 		}
 	}
 
-	if bestBid <= 0 || bestAsk <= 0 {
+	if len(bids) > 0 && len(asks) > 0 {
-		return 0, 0, fmt.Errorf("invalid order book prices: bid=%.2f, ask=%.2f", bestBid, bestAsk)
+		logger.Infof("✓ Lighter order book: %s best_bid=%.2f, best_ask=%.2f, depth=%d/%d",
+			symbol, bids[0][0], asks[0][0], len(bids), len(asks))
 	}
 
-	logger.Infof("✓ Lighter order book: %s bid=%.2f, ask=%.2f", symbol, bestBid, bestAsk)
+	return bids, asks, nil
-	return bestBid, bestAsk, nil
 }

trader/lighter/order_sync.go

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

trader/lighter/orders.go

@@ -1,12 +1,11 @@
-package trader
+package lighter
 
 import (
-	"bytes"
 	"encoding/json"
 	"fmt"
 	"io"
-	"mime/multipart"
 	"net/http"
+	"net/url"
 	"nofx/logger"
 	"strconv"
 
@@ -100,15 +99,18 @@ func (t *LighterTraderV2) GetOrderStatus(symbol string, orderID string) (map[str
 		return nil, fmt.Errorf("invalid auth token: %w", err)
 	}
 
-	// Build request URL
+	// URL encode auth token (contains colons that need encoding)
-	endpoint := fmt.Sprintf("%s/api/v1/order/%s", t.baseURL, orderID)
+	// Authentication: Use "auth" query parameter (not Authorization header)
+	encodedAuth := url.QueryEscape(t.authToken)
+
+	// Build request URL with auth query parameter
+	endpoint := fmt.Sprintf("%s/api/v1/order/%s?auth=%s", t.baseURL, orderID, encodedAuth)
 
 	req, err := http.NewRequest("GET", endpoint, nil)
 	if err != nil {
 		return nil, err
 	}
 
-	req.Header.Set("Authorization", t.authToken)
 	req.Header.Set("Content-Type", "application/json")
 
 	resp, err := t.client.Do(req)
@@ -148,7 +150,7 @@ func (t *LighterTraderV2) GetOrderStatus(symbol string, orderID string) (map[str
 		"orderId":     order.OrderID,
 		"status":      unifiedStatus,
 		"avgPrice":    order.Price,
-		"executedQty": order.FilledQty,
+		"executedQty": order.FilledBaseAmount,
 		"commission":  0.0,
 	}, nil
 }
@@ -210,9 +212,15 @@ func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error
 		return nil, fmt.Errorf("failed to get market index: %w", err)
 	}
 
-	// Build request URL
+	// URL encode auth token (contains colons that need encoding)
-	endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=%d",
+	// Authentication: Use "auth" query parameter (not Authorization header)
-		t.baseURL, t.accountIndex, marketIndex)
+	encodedAuth := url.QueryEscape(t.authToken)
+
+	// Build request URL with auth query parameter
+	endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=%d&auth=%s",
+		t.baseURL, t.accountIndex, marketIndex, encodedAuth)
+
+	logger.Debugf("📋 LIGHTER GetActiveOrders: endpoint=%s", endpoint[:min(len(endpoint), 120)]+"...")
 
 	// Send GET request
 	req, err := http.NewRequest("GET", endpoint, nil)
@@ -220,8 +228,6 @@ func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error
 		return nil, fmt.Errorf("failed to create request: %w", err)
 	}
 
-	// Add authentication header
-	req.Header.Set("Authorization", t.authToken)
 	req.Header.Set("Content-Type", "application/json")
 
 	resp, err := t.client.Do(req)
@@ -235,11 +241,13 @@ func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error
 		return nil, fmt.Errorf("failed to read response: %w", err)
 	}
 
-	// Parse response
+	logger.Debugf("📋 LIGHTER GetActiveOrders raw response: %s", string(body))
+
+	// Parse response - Lighter API uses "orders" field, not "data"
 	var apiResp struct {
 		Code    int              `json:"code"`
 		Message string           `json:"message"`
-		Data    []OrderResponse  `json:"data"`
+		Orders  []OrderResponse  `json:"orders"`
 	}
 
 	if err := json.Unmarshal(body, &apiResp); err != nil {
@@ -250,11 +258,15 @@ func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error
 		return nil, fmt.Errorf("failed to get active orders (code %d): %s", apiResp.Code, apiResp.Message)
 	}
 
-	logger.Infof("✓ LIGHTER - Retrieved %d active orders", len(apiResp.Data))
+	logger.Infof("✓ LIGHTER - Retrieved %d active orders", len(apiResp.Orders))
-	return apiResp.Data, nil
+	for i, order := range apiResp.Orders {
+		logger.Debugf("   Order[%d]: order_id=%s, order_index=%d, market=%d", i, order.OrderID, order.OrderIndex, order.MarketIndex)
+	}
+	return apiResp.Orders, nil
 }
 
 // CancelOrder Cancel a single order
+// orderID can be either a numeric order_index or a tx_hash string
 func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
 	if t.txClient == nil {
 		return fmt.Errorf("TxClient not initialized")
@@ -267,10 +279,15 @@ func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
 	}
 	marketIndex := uint8(marketIndexU16) // SDK expects uint8
 
-	// Convert orderID to int64
+	// Try to parse orderID as numeric order_index first
 	orderIndex, err := strconv.ParseInt(orderID, 10, 64)
 	if err != nil {
-		return fmt.Errorf("invalid order ID: %w", err)
+		// orderID is a tx_hash, need to query order to get numeric order_index
+		logger.Debugf("📋 LIGHTER CancelOrder: orderID is tx_hash, querying order...")
+		orderIndex, err = t.getOrderIndexByTxHash(symbol, orderID)
+		if err != nil {
+			return fmt.Errorf("failed to get order index from tx_hash: %w", err)
+		}
 	}
 
 	// Build cancel order request
@@ -280,22 +297,26 @@ func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
 	}
 
 	// Sign transaction using SDK
+	// Must provide FromAccountIndex and ApiKeyIndex for nonce auto-fetch to work
 	nonce := int64(-1) // -1 means auto-fetch
+	apiKeyIdx := t.apiKeyIndex
 	tx, err := t.txClient.GetCancelOrderTransaction(txReq, &types.TransactOpts{
+		FromAccountIndex: &t.accountIndex,
+		ApiKeyIndex:      &apiKeyIdx,
 		Nonce:            &nonce,
 	})
 	if err != nil {
 		return fmt.Errorf("failed to sign cancel order: %w", err)
 	}
 
-	// Serialize transaction
+	// Get tx_info from SDK (consistent with CreateOrder and other transactions)
-	txBytes, err := json.Marshal(tx)
+	txInfo, err := tx.GetTxInfo()
 	if err != nil {
-		return fmt.Errorf("failed to serialize transaction: %w", err)
+		return fmt.Errorf("failed to get tx info: %w", err)
 	}
 
-	// Submit cancel order to LIGHTER API
+	// Submit cancel order to LIGHTER API using unified submitOrder function
-	_, err = t.submitCancelOrder(txBytes)
+	_, err = t.submitOrder(int(tx.GetTxType()), txInfo)
 	if err != nil {
 		return fmt.Errorf("failed to submit cancel order: %w", err)
 	}
@@ -304,65 +325,21 @@ func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
 	return nil
 }
 
-// submitCancelOrder Submit signed cancel order to LIGHTER API using multipart/form-data
+// getOrderIndexByTxHash finds the numeric order_index by searching active orders for the tx_hash
-func (t *LighterTraderV2) submitCancelOrder(signedTx []byte) (map[string]interface{}, error) {
+func (t *LighterTraderV2) getOrderIndexByTxHash(symbol, txHash string) (int64, error) {
-	const TX_TYPE_CANCEL_ORDER = 15
+	// Get all active orders for this symbol
-
+	orders, err := t.GetActiveOrders(symbol)
-	// Build multipart form data (Lighter API requires form-data, not JSON)
-	var body bytes.Buffer
-	writer := multipart.NewWriter(&body)
-
-	// Add tx_type field
-	if err := writer.WriteField("tx_type", strconv.Itoa(TX_TYPE_CANCEL_ORDER)); err != nil {
-		return nil, fmt.Errorf("failed to write tx_type: %w", err)
-	}
-
-	// Add tx_info field
-	if err := writer.WriteField("tx_info", string(signedTx)); err != nil {
-		return nil, fmt.Errorf("failed to write tx_info: %w", err)
-	}
-
-	// Close multipart writer
-	if err := writer.Close(); err != nil {
-		return nil, fmt.Errorf("failed to close multipart writer: %w", err)
-	}
-
-	// Send POST request to /api/v1/sendTx
-	endpoint := fmt.Sprintf("%s/api/v1/sendTx", t.baseURL)
-	httpReq, err := http.NewRequest("POST", endpoint, &body)
 	if err != nil {
-		return nil, err
+		return 0, fmt.Errorf("failed to get active orders: %w", err)
 	}
 
-	httpReq.Header.Set("Content-Type", writer.FormDataContentType())
+	// Search for the order with matching tx_hash (order_id)
-
+	for _, order := range orders {
-	resp, err := t.client.Do(httpReq)
+		if order.OrderID == txHash {
-	if err != nil {
+			logger.Debugf("📋 LIGHTER Found order_index %d for tx_hash %s", order.OrderIndex, txHash)
-		return nil, err
+			return order.OrderIndex, nil
 		}
-	defer resp.Body.Close()
-
-	respBody, err := io.ReadAll(resp.Body)
-	if err != nil {
-		return nil, err
 	}
 
-	// Parse response
+	return 0, fmt.Errorf("order not found with tx_hash: %s (may already be filled or cancelled)", txHash)
-	var sendResp SendTxResponse
-	if err := json.Unmarshal(respBody, &sendResp); err != nil {
-		return nil, fmt.Errorf("failed to parse response: %w, body: %s", err, string(respBody))
-	}
-
-	// Check response code
-	if sendResp.Code != 200 {
-		return nil, fmt.Errorf("failed to submit cancel order (code %d): %s", sendResp.Code, sendResp.Message)
-	}
-
-	result := map[string]interface{}{
-		"tx_hash": sendResp.Data["tx_hash"],
-		"status":  "cancelled",
-	}
-
-	logger.Infof("✓ Cancel order submitted to LIGHTER - tx_hash: %v", sendResp.Data["tx_hash"])
-	return result, nil
 }

trader/lighter/orders_test.go

@@ -0,0 +1,421 @@
+package lighter
+
+import (
+	"encoding/json"
+	"net/http"
+	"net/http/httptest"
+	"net/url"
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+	"github.com/stretchr/testify/require"
+)
+
+// TestGetActiveOrders_ParseResponse tests parsing of Lighter API response
+func TestGetActiveOrders_ParseResponse(t *testing.T) {
+	// Mock response from Lighter API
+	mockResponse := `{
+		"code": 200,
+		"message": "success",
+		"orders": [
+			{
+				"order_id": "123456",
+				"order_index": 123456,
+				"market_index": 0,
+				"side": "ask",
+				"type": "limit",
+				"is_ask": true,
+				"price": "3150.50",
+				"initial_base_amount": "1.5",
+				"remaining_base_amount": "1.5",
+				"filled_base_amount": "0",
+				"status": "open",
+				"trigger_price": "",
+				"reduce_only": false,
+				"timestamp": 1736745600000,
+				"created_at": 1736745600000
+			},
+			{
+				"order_id": "123457",
+				"order_index": 123457,
+				"market_index": 0,
+				"side": "bid",
+				"type": "limit",
+				"is_ask": false,
+				"price": "3100.00",
+				"initial_base_amount": "2.0",
+				"remaining_base_amount": "2.0",
+				"filled_base_amount": "0",
+				"status": "open",
+				"trigger_price": "",
+				"reduce_only": false,
+				"timestamp": 1736745601000,
+				"created_at": 1736745601000
+			},
+			{
+				"order_id": "123458",
+				"order_index": 123458,
+				"market_index": 0,
+				"side": "ask",
+				"type": "stop_loss",
+				"is_ask": true,
+				"price": "0",
+				"initial_base_amount": "1.0",
+				"remaining_base_amount": "1.0",
+				"filled_base_amount": "0",
+				"status": "open",
+				"trigger_price": "3000.00",
+				"reduce_only": true,
+				"timestamp": 1736745602000,
+				"created_at": 1736745602000
+			}
+		]
+	}`
+
+	// Parse the response
+	var apiResp struct {
+		Code    int             `json:"code"`
+		Message string          `json:"message"`
+		Orders  []OrderResponse `json:"orders"`
+	}
+
+	err := json.Unmarshal([]byte(mockResponse), &apiResp)
+	require.NoError(t, err, "Should parse response without error")
+
+	// Verify parsed data
+	assert.Equal(t, 200, apiResp.Code)
+	assert.Equal(t, 3, len(apiResp.Orders))
+
+	// Test first order (sell limit)
+	order1 := apiResp.Orders[0]
+	assert.Equal(t, "123456", order1.OrderID)
+	assert.True(t, order1.IsAsk, "First order should be ask (sell)")
+	assert.Equal(t, "3150.50", order1.Price)
+	assert.Equal(t, "1.5", order1.RemainingBaseAmount)
+	assert.False(t, order1.ReduceOnly)
+
+	// Test second order (buy limit)
+	order2 := apiResp.Orders[1]
+	assert.Equal(t, "123457", order2.OrderID)
+	assert.False(t, order2.IsAsk, "Second order should be bid (buy)")
+	assert.Equal(t, "3100.00", order2.Price)
+
+	// Test third order (stop-loss)
+	order3 := apiResp.Orders[2]
+	assert.Equal(t, "123458", order3.OrderID)
+	assert.Equal(t, "stop_loss", order3.Type)
+	assert.Equal(t, "3000.00", order3.TriggerPrice)
+	assert.True(t, order3.ReduceOnly)
+}
+
+// TestGetActiveOrders_EmptyResponse tests handling of empty orders
+func TestGetActiveOrders_EmptyResponse(t *testing.T) {
+	mockResponse := `{
+		"code": 200,
+		"message": "success",
+		"orders": []
+	}`
+
+	var apiResp struct {
+		Code    int             `json:"code"`
+		Message string          `json:"message"`
+		Orders  []OrderResponse `json:"orders"`
+	}
+
+	err := json.Unmarshal([]byte(mockResponse), &apiResp)
+	require.NoError(t, err)
+	assert.Equal(t, 200, apiResp.Code)
+	assert.Equal(t, 0, len(apiResp.Orders))
+}
+
+// TestGetActiveOrders_ErrorResponse tests handling of API error
+func TestGetActiveOrders_ErrorResponse(t *testing.T) {
+	mockResponse := `{
+		"code": 29500,
+		"message": "internal server error: invalid signature"
+	}`
+
+	var apiResp struct {
+		Code    int             `json:"code"`
+		Message string          `json:"message"`
+		Orders  []OrderResponse `json:"orders"`
+	}
+
+	err := json.Unmarshal([]byte(mockResponse), &apiResp)
+	require.NoError(t, err)
+	assert.Equal(t, 29500, apiResp.Code)
+	assert.Contains(t, apiResp.Message, "invalid signature")
+}
+
+// TestConvertOrderResponseToOpenOrder tests conversion logic
+func TestConvertOrderResponseToOpenOrder(t *testing.T) {
+	testCases := []struct {
+		name           string
+		order          OrderResponse
+		expectedSide   string
+		expectedType   string
+		expectedPosSide string
+	}{
+		{
+			name: "Sell limit order (opening short)",
+			order: OrderResponse{
+				OrderID:             "1",
+				IsAsk:               true,
+				Type:                "limit",
+				Price:               "3150.00",
+				RemainingBaseAmount: "1.0",
+				ReduceOnly:          false,
+			},
+			expectedSide:   "SELL",
+			expectedType:   "LIMIT",
+			expectedPosSide: "SHORT",
+		},
+		{
+			name: "Buy limit order (opening long)",
+			order: OrderResponse{
+				OrderID:             "2",
+				IsAsk:               false,
+				Type:                "limit",
+				Price:               "3100.00",
+				RemainingBaseAmount: "1.0",
+				ReduceOnly:          false,
+			},
+			expectedSide:   "BUY",
+			expectedType:   "LIMIT",
+			expectedPosSide: "LONG",
+		},
+		{
+			name: "Sell stop-loss (closing long)",
+			order: OrderResponse{
+				OrderID:             "3",
+				IsAsk:               true,
+				Type:                "stop_loss",
+				TriggerPrice:        "3000.00",
+				RemainingBaseAmount: "1.0",
+				ReduceOnly:          true,
+			},
+			expectedSide:   "SELL",
+			expectedType:   "STOP_MARKET",
+			expectedPosSide: "LONG",
+		},
+		{
+			name: "Buy stop-loss (closing short)",
+			order: OrderResponse{
+				OrderID:             "4",
+				IsAsk:               false,
+				Type:                "stop_loss",
+				TriggerPrice:        "3200.00",
+				RemainingBaseAmount: "1.0",
+				ReduceOnly:          true,
+			},
+			expectedSide:   "BUY",
+			expectedType:   "STOP_MARKET",
+			expectedPosSide: "SHORT",
+		},
+		{
+			name: "Take profit (closing long)",
+			order: OrderResponse{
+				OrderID:             "5",
+				IsAsk:               true,
+				Type:                "take_profit",
+				TriggerPrice:        "3500.00",
+				RemainingBaseAmount: "1.0",
+				ReduceOnly:          true,
+			},
+			expectedSide:   "SELL",
+			expectedType:   "TAKE_PROFIT_MARKET",
+			expectedPosSide: "LONG",
+		},
+	}
+
+	for _, tc := range testCases {
+		t.Run(tc.name, func(t *testing.T) {
+			// Convert side
+			side := "BUY"
+			if tc.order.IsAsk {
+				side = "SELL"
+			}
+			assert.Equal(t, tc.expectedSide, side)
+
+			// Convert order type
+			orderType := "LIMIT"
+			if tc.order.Type == "market" {
+				orderType = "MARKET"
+			} else if tc.order.Type == "stop_loss" || tc.order.Type == "stop" {
+				orderType = "STOP_MARKET"
+			} else if tc.order.Type == "take_profit" {
+				orderType = "TAKE_PROFIT_MARKET"
+			}
+			assert.Equal(t, tc.expectedType, orderType)
+
+			// Convert position side
+			positionSide := "LONG"
+			if tc.order.ReduceOnly {
+				if side == "BUY" {
+					positionSide = "SHORT"
+				} else {
+					positionSide = "LONG"
+				}
+			} else {
+				if side == "SELL" {
+					positionSide = "SHORT"
+				}
+			}
+			assert.Equal(t, tc.expectedPosSide, positionSide)
+		})
+	}
+}
+
+// TestGetActiveOrders_MockServer tests the full HTTP flow with a mock server
+func TestGetActiveOrders_MockServer(t *testing.T) {
+	// Create mock server
+	server := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
+		// Verify request path and auth parameter
+		assert.Contains(t, r.URL.Path, "/api/v1/accountActiveOrders")
+
+		// Check that auth query parameter is present
+		authParam := r.URL.Query().Get("auth")
+		if authParam == "" {
+			// Return error if no auth parameter
+			w.WriteHeader(http.StatusBadRequest)
+			json.NewEncoder(w).Encode(map[string]interface{}{
+				"code":    29500,
+				"message": "internal server error: invalid signature",
+			})
+			return
+		}
+
+		// Return success response
+		response := map[string]interface{}{
+			"code":    200,
+			"message": "success",
+			"orders": []map[string]interface{}{
+				{
+					"order_id":              "123456",
+					"order_index":           123456,
+					"market_index":          0,
+					"side":                  "ask",
+					"type":                  "limit",
+					"is_ask":                true,
+					"price":                 "3150.50",
+					"initial_base_amount":   "1.5",
+					"remaining_base_amount": "1.5",
+					"filled_base_amount":    "0",
+					"status":                "open",
+					"trigger_price":         "",
+					"reduce_only":           false,
+				},
+			},
+		}
+		json.NewEncoder(w).Encode(response)
+	}))
+	defer server.Close()
+
+	// Test request without auth - should fail
+	resp, err := http.Get(server.URL + "/api/v1/accountActiveOrders?account_index=123&market_id=0")
+	require.NoError(t, err)
+	defer resp.Body.Close()
+
+	var errorResp struct {
+		Code    int    `json:"code"`
+		Message string `json:"message"`
+	}
+	json.NewDecoder(resp.Body).Decode(&errorResp)
+	assert.Equal(t, 29500, errorResp.Code)
+
+	// Test request with auth - should succeed
+	resp2, err := http.Get(server.URL + "/api/v1/accountActiveOrders?account_index=123&market_id=0&auth=test_token")
+	require.NoError(t, err)
+	defer resp2.Body.Close()
+
+	var successResp struct {
+		Code    int             `json:"code"`
+		Message string          `json:"message"`
+		Orders  []OrderResponse `json:"orders"`
+	}
+	json.NewDecoder(resp2.Body).Decode(&successResp)
+	assert.Equal(t, 200, successResp.Code)
+	assert.Equal(t, 1, len(successResp.Orders))
+}
+
+// TestAuthTokenFormat tests the auth token format
+func TestAuthTokenFormat(t *testing.T) {
+	// Auth token format: timestamp:account_index:api_key_index:signature
+	// Example: 1768308847:687247:0:742e02...
+
+	sampleToken := "1768308847:687247:0:742e02abc123"
+
+	// The token should be URL encoded when used as query parameter
+	// Colons become %3A
+	expectedEncoded := "1768308847%3A687247%3A0%3A742e02abc123"
+
+	// URL encode the token
+	encoded := url.QueryEscape(sampleToken)
+
+	assert.Equal(t, expectedEncoded, encoded)
+}
+
+// TestOrderResponseStruct tests that OrderResponse struct matches API response
+func TestOrderResponseStruct(t *testing.T) {
+	// Real API response sample (from logs)
+	realResponse := `{
+		"order_id": "4609885",
+		"order_index": 4609885,
+		"market_index": 0,
+		"side": "ask",
+		"type": "limit",
+		"is_ask": true,
+		"price": "3150.00",
+		"initial_base_amount": "0.0300",
+		"remaining_base_amount": "0.0300",
+		"filled_base_amount": "0",
+		"status": "open",
+		"trigger_price": "",
+		"reduce_only": false,
+		"timestamp": 1736745600000,
+		"created_at": 1736745600000
+	}`
+
+	var order OrderResponse
+	err := json.Unmarshal([]byte(realResponse), &order)
+	require.NoError(t, err)
+
+	assert.Equal(t, "4609885", order.OrderID)
+	assert.Equal(t, int64(4609885), order.OrderIndex)
+	assert.Equal(t, 0, order.MarketIndex)
+	assert.Equal(t, "ask", order.Side)
+	assert.Equal(t, "limit", order.Type)
+	assert.True(t, order.IsAsk)
+	assert.Equal(t, "3150.00", order.Price)
+	assert.Equal(t, "0.0300", order.InitialBaseAmount)
+	assert.Equal(t, "0.0300", order.RemainingBaseAmount)
+	assert.Equal(t, "0", order.FilledBaseAmount)
+	assert.Equal(t, "open", order.Status)
+	assert.Equal(t, "", order.TriggerPrice)
+	assert.False(t, order.ReduceOnly)
+	assert.Equal(t, int64(1736745600000), order.Timestamp)
+	assert.Equal(t, int64(1736745600000), order.CreatedAt)
+}
+
+// BenchmarkParseOrderResponse benchmarks response parsing
+func BenchmarkParseOrderResponse(b *testing.B) {
+	mockResponse := `{
+		"code": 200,
+		"message": "success",
+		"orders": [
+			{"order_id": "1", "is_ask": true, "price": "3150.50", "remaining_base_amount": "1.5"},
+			{"order_id": "2", "is_ask": false, "price": "3100.00", "remaining_base_amount": "2.0"},
+			{"order_id": "3", "is_ask": true, "price": "3200.00", "remaining_base_amount": "0.5"}
+		]
+	}`
+
+	b.ResetTimer()
+	for i := 0; i < b.N; i++ {
+		var apiResp struct {
+			Code    int             `json:"code"`
+			Message string          `json:"message"`
+			Orders  []OrderResponse `json:"orders"`
+		}
+		json.Unmarshal([]byte(mockResponse), &apiResp)
+	}
+}

trader/lighter/trader.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"context"
@@ -16,6 +16,7 @@ import (
 	lighterClient "github.com/elliottech/lighter-go/client"
 	lighterHTTP "github.com/elliottech/lighter-go/client/http"
 	"github.com/ethereum/go-ethereum/common/hexutil"
+	tradertypes "nofx/trader/types"
 )
 
 // AccountInfo LIGHTER account information
@@ -74,6 +75,7 @@ type LighterTraderV2 struct {
 	apiKeyPrivateKey string // 40-byte API Key private key (for signing transactions)
 	apiKeyIndex      uint8  // API Key index (default 0)
 	accountIndex     int64  // Account index
+	apiKeyValid      bool   // Whether API key has been validated against server
 
 	// Authentication token
 	authToken     string
@@ -87,6 +89,8 @@ type LighterTraderV2 struct {
 	// Market index cache
 	marketIndexMap      map[string]uint16 // symbol -> market_id
 	marketMutex         sync.RWMutex
+	marketListCache     []MarketInfo // Cached market list
+	marketListCacheTime time.Time    // Time when cache was populated
 }
 
 // NewLighterTraderV2 Create new LIGHTER trader (using official SDK)
@@ -127,9 +131,6 @@ func NewLighterTraderV2(walletAddr, apiKeyPrivateKeyHex string, apiKeyIndex int,
 		walletAddr: walletAddr,
 		client: &http.Client{
 			Timeout: 30 * time.Second,
-			Transport: &http.Transport{
-				Proxy: nil, // Disable proxy for direct connection to Lighter API
-			},
 		},
 		baseURL: baseURL,
 		testnet:          testnet,
@@ -162,14 +163,18 @@ func NewLighterTraderV2(walletAddr, apiKeyPrivateKeyHex string, apiKeyIndex int,
 
 	// 7. Verify API Key is correct
 	if err := trader.checkClient(); err != nil {
-		logger.Warnf("⚠️  API Key verification failed: %v", err)
+		trader.apiKeyValid = false
-		logger.Warnf("⚠️  The API key may not be registered on-chain. Authenticated API calls (like GetTrades) will fail.")
+		logger.Warnf("⚠️  API Key verification FAILED: %v", err)
-		logger.Warnf("⚠️  To fix: Register this API key using change_api_key transaction from app.lighter.xyz")
+		logger.Warnf("⚠️  ❌ The API key stored in NOFX does NOT match the API key registered on Lighter.")
-		// Don't fail here, allow trader to continue (may work with some operations)
+		logger.Warnf("⚠️  ❌ ALL trading operations (open/close positions, cancel orders) WILL FAIL with 'invalid signature' error.")
+		logger.Warnf("⚠️  🔧 To fix: Update your Lighter API key in NOFX Exchange settings with the correct key from app.lighter.xyz")
+		// Don't fail here, allow trader to continue for read operations (balance, positions)
+	} else {
+		trader.apiKeyValid = true
 	}
 
-	logger.Infof("✓ LIGHTER trader initialized successfully (account=%d, apiKey=%d, testnet=%v)",
+	logger.Infof("✓ LIGHTER trader initialized (account=%d, apiKey=%d, testnet=%v, apiKeyValid=%v)",
-		trader.accountIndex, trader.apiKeyIndex, testnet)
+		trader.accountIndex, trader.apiKeyIndex, testnet, trader.apiKeyValid)
 
 	return trader, nil
 }
@@ -212,7 +217,7 @@ func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
 	}
 
 	// Log raw response for debugging
-	logger.Infof("LIGHTER account API response: %s", string(body))
+	logger.Debugf("LIGHTER account API response: %s", string(body))
 
 	if resp.StatusCode != http.StatusOK {
 		return nil, fmt.Errorf("failed to get account (status %d): %s", resp.StatusCode, string(body))
@@ -238,10 +243,10 @@ func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
 		return nil, fmt.Errorf("no account found for wallet address: %s (try depositing funds first at app.lighter.xyz)", t.walletAddr)
 	}
 
-	// Log all found accounts
+	// Log account summary
-	logger.Infof("Found %d accounts (main: %d, sub: %d)", len(allAccounts), len(accountResp.Accounts), len(accountResp.SubAccounts))
+	logger.Infof("Found %d account(s) (main: %d, sub: %d)", len(allAccounts), len(accountResp.Accounts), len(accountResp.SubAccounts))
 	for i, acc := range allAccounts {
-		logger.Infof("  Account[%d]: index=%d, collateral=%s", i, acc.AccountIndex, acc.Collateral)
+		logger.Debugf("  Account[%d]: index=%d, collateral=%s", i, acc.AccountIndex, acc.Collateral)
 	}
 
 	account := &allAccounts[0]
@@ -253,26 +258,79 @@ func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
 	return account, nil
 }
 
+// ApiKeyResponse API key query response
+type ApiKeyResponse struct {
+	Code    int `json:"code"`
+	ApiKeys []struct {
+		AccountIndex int64  `json:"account_index"`
+		ApiKeyIndex  uint8  `json:"api_key_index"`
+		Nonce        int64  `json:"nonce"`
+		PublicKey    string `json:"public_key"`
+	} `json:"api_keys"`
+}
+
+// getApiKeyFromServer Get API Key public key from Lighter server
+// Uses our own HTTP client instead of SDK's global client to avoid connection issues
+func (t *LighterTraderV2) getApiKeyFromServer() (string, error) {
+	endpoint := fmt.Sprintf("%s/api/v1/apikeys?account_index=%d&api_key_index=%d",
+		t.baseURL, t.accountIndex, t.apiKeyIndex)
+
+	req, err := http.NewRequest("GET", endpoint, nil)
+	if err != nil {
+		return "", err
+	}
+
+	resp, err := t.client.Do(req)
+	if err != nil {
+		return "", err
+	}
+	defer resp.Body.Close()
+
+	body, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return "", err
+	}
+
+	if resp.StatusCode != http.StatusOK {
+		return "", fmt.Errorf("API error (status %d): %s", resp.StatusCode, string(body))
+	}
+
+	var result ApiKeyResponse
+	if err := json.Unmarshal(body, &result); err != nil {
+		return "", fmt.Errorf("failed to parse response: %w", err)
+	}
+
+	if result.Code != 200 {
+		return "", fmt.Errorf("API error (code %d)", result.Code)
+	}
+
+	if len(result.ApiKeys) == 0 {
+		return "", fmt.Errorf("no API keys found for account %d", t.accountIndex)
+	}
+
+	return result.ApiKeys[0].PublicKey, nil
+}
+
 // checkClient Verify if API Key is correct
 func (t *LighterTraderV2) checkClient() error {
 	if t.txClient == nil {
 		return fmt.Errorf("TxClient not initialized")
 	}
 
-	// Get API Key public key registered on server
+	// Get API Key public key registered on server (using our own HTTP client)
-	publicKey, err := t.httpClient.GetApiKey(t.accountIndex, t.apiKeyIndex)
+	serverPubKey, err := t.getApiKeyFromServer()
 	if err != nil {
 		return fmt.Errorf("failed to get API Key: %w", err)
 	}
 
-	// Get local API Key public key
+	// Get local API Key public key from SDK
 	pubKeyBytes := t.txClient.GetKeyManager().PubKeyBytes()
 	localPubKey := hexutil.Encode(pubKeyBytes[:])
-	localPubKey = strings.Replace(localPubKey, "0x", "", 1)
+	localPubKey = strings.TrimPrefix(localPubKey, "0x")
 
 	// Compare public keys
-	if publicKey != localPubKey {
+	if serverPubKey != localPubKey {
-		return fmt.Errorf("API Key mismatch: local=%s, server=%s", localPubKey, publicKey)
+		return fmt.Errorf("API Key mismatch: local=%s, server=%s", localPubKey, serverPubKey)
 	}
 
 	logger.Infof("✓ API Key verification passed")
@@ -341,14 +399,14 @@ func (t *LighterTraderV2) Cleanup() error {
 
 // GetClosedPnL gets closed position PnL records from exchange
 // LIGHTER does not have a direct closed PnL API, returns empty slice
-func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]tradertypes.ClosedPnLRecord, error) {
 	trades, err := t.GetTrades(startTime, limit)
 	if err != nil {
 		return nil, err
 	}
 
 	// Filter only closing trades (realizedPnl != 0)
-	var records []ClosedPnLRecord
+	var records []tradertypes.ClosedPnLRecord
 	for _, trade := range trades {
 		if trade.RealizedPnL == 0 {
 			continue
@@ -370,7 +428,7 @@ func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]Closed
 			}
 		}
 
-		records = append(records, ClosedPnLRecord{
+		records = append(records, tradertypes.ClosedPnLRecord{
 			Symbol:      trade.Symbol,
 			Side:        side,
 			EntryPrice:  entryPrice,
@@ -390,7 +448,7 @@ func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]Closed
 }
 
 // GetTrades retrieves trade history from Lighter
-func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
+func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertypes.TradeRecord, error) {
 	// Ensure we have account index
 	if t.accountIndex == 0 {
 		if err := t.initializeAccount(); err != nil {
@@ -433,15 +491,11 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 
 	if resp.StatusCode != http.StatusOK {
 		logger.Infof("⚠️  Lighter trades API returned %d: %s", resp.StatusCode, string(body))
-		return []TradeRecord{}, nil
+		return []tradertypes.TradeRecord{}, nil
 	}
 
-	// Debug: log raw response (first 500 chars)
+	// Debug: log raw response
-	logBody := string(body)
+	logger.Debugf("Lighter trades API response: %s", string(body))
-	if len(logBody) > 500 {
-		logBody = logBody[:500] + "..."
-	}
-	logger.Infof("📋 Lighter trades API raw response: %s", logBody)
 
 	var response LighterTradeResponse
 	if err := json.Unmarshal(body, &response); err != nil {
@@ -449,14 +503,14 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 		var trades []LighterTrade
 		if err := json.Unmarshal(body, &trades); err != nil {
 			logger.Infof("⚠️  Failed to parse trades response as array: %v", err)
-			return []TradeRecord{}, nil
+			return []tradertypes.TradeRecord{}, nil
 		}
 		response.Trades = trades
 	}
 
 	if response.Code != 200 && response.Code != 0 {
 		logger.Infof("⚠️  Trades API returned non-success code: %d", response.Code)
-		return []TradeRecord{}, nil
+		return []tradertypes.TradeRecord{}, nil
 	}
 
 	// Build market_id -> symbol map
@@ -475,7 +529,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 	}
 
 	// Convert to unified TradeRecord format
-	var result []TradeRecord
+	var result []tradertypes.TradeRecord
 	for _, lt := range response.Trades {
 		price, _ := parseFloat(lt.Price)
 		qty, _ := parseFloat(lt.Size)
@@ -562,7 +616,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 				openSide, openAction = "LONG", "open_long"
 			}
 
-			closeTrade := TradeRecord{
+			closeTrade := tradertypes.TradeRecord{
 				TradeID:      fmt.Sprintf("%d_close", lt.TradeID),
 				Symbol:       symbol,
 				Side:         side,
@@ -576,7 +630,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 			}
 			result = append(result, closeTrade)
 
-			openTrade := TradeRecord{
+			openTrade := tradertypes.TradeRecord{
 				TradeID:      fmt.Sprintf("%d_open", lt.TradeID),
 				Symbol:       symbol,
 				Side:         side,
@@ -618,7 +672,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 			}
 		}
 
-		trade := TradeRecord{
+		trade := tradertypes.TradeRecord{
 			TradeID:      fmt.Sprintf("%d", lt.TradeID),
 			Symbol:       symbol,
 			Side:         side,

trader/lighter/trading.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"bytes"
@@ -13,6 +13,7 @@ import (
 	"time"
 
 	"github.com/elliottech/lighter-go/types"
+	tradertypes "nofx/trader/types"
 )
 
 // OpenLong Open long position (implements Trader interface)
@@ -273,8 +274,12 @@ func (t *LighterTraderV2) CreateOrder(symbol string, isAsk bool, quantity float6
 	}
 
 	// Sign transaction using SDK (nonce will be auto-fetched)
+	// Must provide FromAccountIndex and ApiKeyIndex for nonce auto-fetch to work
 	nonce := int64(-1) // -1 means auto-fetch
+	apiKeyIdx := t.apiKeyIndex
 	tx, err := t.txClient.GetCreateOrderTransaction(txReq, &types.TransactOpts{
+		FromAccountIndex: &t.accountIndex,
+		ApiKeyIndex:      &apiKeyIdx,
 		Nonce:            &nonce,
 	})
 	if err != nil {
@@ -288,7 +293,7 @@ func (t *LighterTraderV2) CreateOrder(symbol string, isAsk bool, quantity float6
 	}
 
 	// Debug: Log the tx_info content
-	logger.Infof("DEBUG tx_type: %d, tx_info: %s", tx.GetTxType(), txInfo)
+	logger.Debugf("tx_type: %d, tx_info: %s", tx.GetTxType(), txInfo)
 
 	// Submit order to LIGHTER API
 	orderResp, err := t.submitOrder(int(tx.GetTxType()), txInfo)
@@ -302,6 +307,16 @@ func (t *LighterTraderV2) CreateOrder(symbol string, isAsk bool, quantity float6
 	}
 	logger.Infof("✓ LIGHTER order created: %s %s qty=%.4f", symbol, side, quantity)
 
+	// For limit orders, poll for the actual order_index after submission
+	// This is needed because CancelOrder requires the numeric order_index, not tx_hash
+	if orderType == "limit" {
+		txHash, _ := orderResp["tx_hash"].(string)
+		if orderIndex, err := t.pollForOrderIndex(symbol, txHash); err == nil && orderIndex > 0 {
+			orderResp["orderId"] = fmt.Sprintf("%d", orderIndex)
+			orderResp["order_index"] = orderIndex
+		}
+	}
+
 	return orderResp, nil
 }
 
@@ -386,10 +401,19 @@ func (t *LighterTraderV2) submitOrder(txType int, txInfo string) (map[string]int
 	}
 
 	// Log full response for debugging
-	logger.Infof("DEBUG API response: %s", string(respBody))
+	logger.Debugf("API response: %s", string(respBody))
 
 	// Check response code
 	if sendResp.Code != 200 {
+		// Provide more specific error message for signature errors
+		// Code 21120: invalid signature (order submission)
+		// Code 29500: internal server error: invalid signature (authenticated GET APIs)
+		if (sendResp.Code == 21120 || sendResp.Code == 29500) && strings.Contains(sendResp.Message, "invalid signature") {
+			if !t.apiKeyValid {
+				return nil, fmt.Errorf("API Key MISMATCH (code %d): The API key stored in NOFX does not match the one registered on Lighter. Please update your Lighter API key in Exchange settings at app.lighter.xyz", sendResp.Code)
+			}
+			return nil, fmt.Errorf("API Key signature invalid (code %d): Please verify your Lighter API Key in Exchange settings matches the key registered at app.lighter.xyz", sendResp.Code)
+		}
 		return nil, fmt.Errorf("failed to submit order (code %d): %s", sendResp.Code, sendResp.Message)
 	}
 
@@ -403,17 +427,45 @@ func (t *LighterTraderV2) submitOrder(txType int, txInfo string) (map[string]int
 		}
 	}
 
+	logger.Infof("✓ Order submitted to LIGHTER - tx_hash: %s", txHash)
+
 	result := map[string]interface{}{
 		"tx_hash": txHash,
 		"status":  "submitted",
-		"orderId": txHash, // Use tx_hash as orderId
+		"orderId": txHash, // Use tx_hash as orderId initially
 	}
 
-	logger.Infof("✓ Order submitted to LIGHTER - tx_hash: %s", txHash)
-
 	return result, nil
 }
 
+// pollForOrderIndex polls active orders to find the order_index for a newly created order
+// Returns the highest order_index (newest order) for the given symbol
+func (t *LighterTraderV2) pollForOrderIndex(symbol string, txHash string) (int64, error) {
+	// Wait a moment for the order to be processed
+	time.Sleep(500 * time.Millisecond)
+
+	// Get active orders
+	orders, err := t.GetActiveOrders(symbol)
+	if err != nil {
+		return 0, fmt.Errorf("failed to get active orders: %w", err)
+	}
+
+	if len(orders) == 0 {
+		return 0, fmt.Errorf("no active orders found (order may have been filled immediately)")
+	}
+
+	// Find the highest order_index (newest order)
+	var highestIndex int64
+	for _, order := range orders {
+		if order.OrderIndex > highestIndex {
+			highestIndex = order.OrderIndex
+		}
+	}
+
+	logger.Infof("✓ Order created with order_index: %d (tx_hash: %s)", highestIndex, txHash)
+	return highestIndex, nil
+}
+
 // normalizeSymbol Convert NOFX symbol format to Lighter format
 // NOFX uses "BTC-PERP", "BTCUSDT", etc. Lighter uses "BTC", "ETH", etc.
 func normalizeSymbol(symbol string) string {
@@ -431,7 +483,7 @@ func (t *LighterTraderV2) getMarketInfo(symbol string) (*MarketInfo, error) {
 	// Normalize symbol to Lighter format
 	normalizedSymbol := normalizeSymbol(symbol)
 
-	// 1. Fetch market list from API (TODO: cache this)
+	// Fetch market list from API (cached for 1 hour)
 	markets, err := t.fetchMarketList()
 	if err != nil {
 		return nil, fmt.Errorf("failed to fetch market list: %w", err)
@@ -467,8 +519,18 @@ type MarketInfo struct {
 	PriceDecimals int    `json:"price_decimals"`
 }
 
-// fetchMarketList Fetch market list from API
+// fetchMarketList Fetch market list from API with caching (TTL: 1 hour)
 func (t *LighterTraderV2) fetchMarketList() ([]MarketInfo, error) {
+	// Check cache (TTL: 1 hour)
+	t.marketMutex.RLock()
+	if len(t.marketListCache) > 0 && time.Since(t.marketListCacheTime) < time.Hour {
+		cached := t.marketListCache
+		t.marketMutex.RUnlock()
+		return cached, nil
+	}
+	t.marketMutex.RUnlock()
+
+	// Fetch from API
 	endpoint := fmt.Sprintf("%s/api/v1/orderBooks", t.baseURL)
 
 	req, err := http.NewRequest("GET", endpoint, nil)
@@ -522,6 +584,12 @@ func (t *LighterTraderV2) fetchMarketList() ([]MarketInfo, error) {
 		}
 	}
 
+	// Update cache
+	t.marketMutex.Lock()
+	t.marketListCache = markets
+	t.marketListCacheTime = time.Now()
+	t.marketMutex.Unlock()
+
 	logger.Infof("✓ Retrieved %d active markets from Lighter", len(markets))
 	return markets, nil
 }
@@ -550,31 +618,132 @@ func (t *LighterTraderV2) getFallbackMarketIndex(symbol string) (uint16, error)
 }
 
 // SetLeverage Set leverage (implements Trader interface)
+// Lighter uses InitialMarginFraction to represent leverage:
+//   - InitialMarginFraction = (100 / leverage) * 100  (stored as percentage * 100)
+//   - e.g., 5x leverage = 20% margin = 2000 in API
+//   - e.g., 20x leverage = 5% margin = 500 in API
 func (t *LighterTraderV2) SetLeverage(symbol string, leverage int) error {
 	if t.txClient == nil {
 		return fmt.Errorf("TxClient not initialized")
 	}
 
-	// TODO: Sign and submit SetLeverage transaction using SDK
+	// Validate leverage range (1x to 50x typical max)
-	logger.Infof("⚙️  Setting leverage: %s = %dx", symbol, leverage)
+	if leverage < 1 || leverage > 50 {
+		return fmt.Errorf("leverage must be between 1 and 50, got %d", leverage)
+	}
 
-	return nil // Return success for now
+	// Get market info (includes market_id)
+	marketInfo, err := t.getMarketInfo(symbol)
+	if err != nil {
+		return fmt.Errorf("failed to get market info: %w", err)
+	}
+	marketIndex := uint8(marketInfo.MarketID)
+
+	// Calculate InitialMarginFraction from leverage
+	// leverage = 100 / margin_fraction_percent
+	// margin_fraction_percent = 100 / leverage
+	// API value = margin_fraction_percent * 100
+	marginFractionPercent := 100.0 / float64(leverage)
+	initialMarginFraction := uint16(marginFractionPercent * 100) // e.g., 5x => 20% => 2000
+
+	logger.Infof("⚙️  Setting leverage: %s = %dx (margin_fraction=%.2f%%, API value=%d)",
+		symbol, leverage, marginFractionPercent, initialMarginFraction)
+
+	// Build UpdateLeverage request
+	txReq := &types.UpdateLeverageTxReq{
+		MarketIndex:           marketIndex,
+		InitialMarginFraction: initialMarginFraction,
+		MarginMode:            0, // 0 = cross margin (default)
+	}
+
+	// Sign transaction using SDK
+	nonce := int64(-1) // Auto-fetch nonce
+	tx, err := t.txClient.GetUpdateLeverageTransaction(txReq, &types.TransactOpts{
+		Nonce: &nonce,
+	})
+	if err != nil {
+		return fmt.Errorf("failed to sign leverage transaction: %w", err)
+	}
+
+	// Get tx_info from SDK
+	txInfo, err := tx.GetTxInfo()
+	if err != nil {
+		return fmt.Errorf("failed to get tx info: %w", err)
+	}
+
+	// Submit to Lighter API (reuse submitOrder which handles any transaction type)
+	result, err := t.submitOrder(int(tx.GetTxType()), txInfo)
+	if err != nil {
+		return fmt.Errorf("failed to submit leverage transaction: %w", err)
+	}
+
+	logger.Infof("✓ Leverage set successfully: %s = %dx (tx_hash: %v)", symbol, leverage, result["tx_hash"])
+	return nil
 }
 
 // SetMarginMode Set margin mode (implements Trader interface)
+// Lighter uses UpdateLeverage transaction which includes both leverage and margin mode
+// MarginMode: 0 = cross, 1 = isolated
 func (t *LighterTraderV2) SetMarginMode(symbol string, isCrossMargin bool) error {
 	if t.txClient == nil {
 		return fmt.Errorf("TxClient not initialized")
 	}
 
-	modeStr := "isolated"
+	// Get market info
-	if isCrossMargin {
+	marketInfo, err := t.getMarketInfo(symbol)
-		modeStr = "cross"
+	if err != nil {
+		return fmt.Errorf("failed to get market info: %w", err)
+	}
+	marketIndex := uint8(marketInfo.MarketID)
+
+	// Determine margin mode value
+	var marginMode uint8 = 0 // cross
+	modeStr := "cross"
+	if !isCrossMargin {
+		marginMode = 1 // isolated
+		modeStr = "isolated"
 	}
 
-	logger.Infof("⚙️  Setting margin mode: %s = %s", symbol, modeStr)
+	// Get current position to preserve leverage, or use default 10x if no position
+	var initialMarginFraction uint16 = 1000 // Default 10x leverage (10% margin = 1000)
+	pos, err := t.GetPosition(symbol)
+	if err == nil && pos != nil && pos.Leverage > 0 {
+		// Calculate InitialMarginFraction from current leverage
+		marginFractionPercent := 100.0 / pos.Leverage
+		initialMarginFraction = uint16(marginFractionPercent * 100)
+	}
 
-	// TODO: Sign and submit SetMarginMode transaction using SDK
+	logger.Infof("⚙️  Setting margin mode: %s = %s (margin_mode=%d, preserving leverage)", symbol, modeStr, marginMode)
+
+	// Build UpdateLeverage request (also updates margin mode)
+	txReq := &types.UpdateLeverageTxReq{
+		MarketIndex:           marketIndex,
+		InitialMarginFraction: initialMarginFraction,
+		MarginMode:            marginMode,
+	}
+
+	// Sign transaction
+	nonce := int64(-1)
+	tx, err := t.txClient.GetUpdateLeverageTransaction(txReq, &types.TransactOpts{
+		Nonce: &nonce,
+	})
+	if err != nil {
+		return fmt.Errorf("failed to sign margin mode transaction: %w", err)
+	}
+
+	// Get tx_info
+	txInfo, err := tx.GetTxInfo()
+	if err != nil {
+		return fmt.Errorf("failed to get tx info: %w", err)
+	}
+
+	// Submit to Lighter API
+	result, err := t.submitOrder(int(tx.GetTxType()), txInfo)
+	if err != nil {
+		return fmt.Errorf("failed to submit margin mode transaction: %w", err)
+	}
+
+	logger.Infof("✓ Margin mode set successfully: %s = %s (tx_hash: %v)", symbol, modeStr, result["tx_hash"])
 	return nil
 }
 
@@ -653,7 +822,7 @@ func (t *LighterTraderV2) CreateStopOrder(symbol string, isAsk bool, quantity fl
 		return nil, fmt.Errorf("failed to get tx info: %w", err)
 	}
 
-	logger.Infof("DEBUG stop order - type: %d, trigger: %.2f, price: %.2f, isAsk: %v", orderTypeValue, triggerPrice, float64(priceValue)/100, isAsk)
+	logger.Debugf("stop order - type: %d, trigger: %.2f, price: %.2f, isAsk: %v", orderTypeValue, triggerPrice, float64(priceValue)/100, isAsk)
 
 	// Submit order
 	orderResp, err := t.submitOrder(int(tx.GetTxType()), txInfo)
@@ -688,7 +857,118 @@ func pow10(n int) int64 {
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]tradertypes.OpenOrder, error) {
-	// TODO: Implement Lighter open orders
+	// Get active orders from Lighter API
-	return []OpenOrder{}, nil
+	activeOrders, err := t.GetActiveOrders(symbol)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get active orders: %w", err)
+	}
+
+	var result []tradertypes.OpenOrder
+	for _, order := range activeOrders {
+		// Convert side: Lighter uses is_ask (true=sell, false=buy)
+		side := "BUY"
+		if order.IsAsk {
+			side = "SELL"
+		}
+
+		// Determine order type from Lighter's type field
+		orderType := "LIMIT"
+		if order.Type == "market" {
+			orderType = "MARKET"
+		} else if order.Type == "stop_loss" || order.Type == "stop" {
+			orderType = "STOP_MARKET"
+		} else if order.Type == "take_profit" {
+			orderType = "TAKE_PROFIT_MARKET"
+		}
+
+		// Determine position side based on order direction and reduce-only flag
+		positionSide := "LONG"
+		if order.ReduceOnly {
+			// For reduce-only orders, position side is opposite to order side
+			if side == "BUY" {
+				positionSide = "SHORT" // Buying to close short
+			} else {
+				positionSide = "LONG" // Selling to close long
+			}
+		} else {
+			// For opening orders
+			if side == "SELL" {
+				positionSide = "SHORT"
+			}
+		}
+
+		// Parse price and quantity from string fields
+		price, _ := strconv.ParseFloat(order.Price, 64)
+		quantity, _ := strconv.ParseFloat(order.RemainingBaseAmount, 64)
+		if quantity == 0 {
+			quantity, _ = strconv.ParseFloat(order.InitialBaseAmount, 64)
+		}
+		triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
+
+		openOrder := tradertypes.OpenOrder{
+			OrderID:      order.OrderID,
+			Symbol:       symbol,
+			Side:         side,
+			PositionSide: positionSide,
+			Type:         orderType,
+			Price:        price,
+			StopPrice:    triggerPrice,
+			Quantity:     quantity,
+			Status:       "NEW",
+		}
+		result = append(result, openOrder)
+	}
+
+	logger.Infof("✓ LIGHTER GetOpenOrders: found %d open orders for %s", len(result), symbol)
+	return result, nil
+}
+
+// PlaceLimitOrder implements GridTrader interface for grid trading
+// Places a limit order at the specified price
+func (t *LighterTraderV2) PlaceLimitOrder(req *tradertypes.LimitOrderRequest) (*tradertypes.LimitOrderResult, error) {
+	if t.txClient == nil {
+		return nil, fmt.Errorf("TxClient not initialized")
+	}
+
+	// Determine if this is a sell (ask) order
+	isAsk := req.Side == "SELL"
+
+	logger.Infof("📝 LIGHTER placing limit order: %s %s @ %.4f, qty=%.4f, leverage=%dx",
+		req.Symbol, req.Side, req.Price, req.Quantity, req.Leverage)
+
+	// Set leverage before placing order (important for grid trading)
+	if req.Leverage > 0 {
+		if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
+			logger.Warnf("⚠️  Failed to set leverage: %v (continuing with current leverage)", err)
+		}
+	}
+
+	// Create limit order using existing CreateOrder function
+	orderResult, err := t.CreateOrder(req.Symbol, isAsk, req.Quantity, req.Price, "limit", req.ReduceOnly)
+	if err != nil {
+		return nil, fmt.Errorf("failed to place limit order: %w", err)
+	}
+
+	// Extract order ID from result
+	orderID := ""
+	if id, ok := orderResult["orderId"]; ok {
+		orderID = fmt.Sprintf("%v", id)
+	} else if txHash, ok := orderResult["tx_hash"]; ok {
+		orderID = fmt.Sprintf("%v", txHash)
+	}
+
+	logger.Infof("✓ LIGHTER limit order placed: %s %s @ %.4f, OrderID: %s",
+		req.Symbol, req.Side, req.Price, orderID)
+
+	return &tradertypes.LimitOrderResult{
+		OrderID:      orderID,
+		ClientID:     req.ClientID,
+		Symbol:       req.Symbol,
+		Side:         req.Side,
+		PositionSide: req.PositionSide,
+		Price:        req.Price,
+		Quantity:     req.Quantity,
+		Status:       "NEW",
+	}, nil
 }

trader/lighter/types.go

@@ -1,4 +1,4 @@
-package trader
+package lighter
 
 import (
 	"fmt"
@@ -7,6 +7,14 @@ import (
 	"golang.org/x/crypto/sha3"
 )
 
+// SymbolPrecision Symbol precision information
+type SymbolPrecision struct {
+	PricePrecision    int
+	QuantityPrecision int
+	TickSize          float64 // Price tick size
+	StepSize          float64 // Quantity step size
+}
+
 // AccountBalance Account balance information (Lighter)
 type AccountBalance struct {
 	TotalEquity       float64 `json:"total_equity"`       // Total equity
@@ -41,18 +49,24 @@ type CreateOrderRequest struct {
 	PostOnly    bool    `json:"post_only"`     // Post-only (maker only)
 }
 
-// OrderResponse Order response (Lighter)
+// OrderResponse Order response (Lighter API)
+// Field names must match Lighter API response exactly
 type OrderResponse struct {
 	OrderID             string `json:"order_id"`
-	Symbol       string  `json:"symbol"`
+	OrderIndex          int64  `json:"order_index"`
-	Side         string  `json:"side"`
+	MarketIndex         int    `json:"market_index"`
-	OrderType    string  `json:"order_type"`
+	Side                string `json:"side"`                  // "bid" or "ask"
-	Quantity     float64 `json:"quantity"`
+	Type                string `json:"type"`                  // "limit", "market", etc.
-	Price        float64 `json:"price"`
+	IsAsk               bool   `json:"is_ask"`                // true = sell, false = buy
+	Price               string `json:"price"`                 // Price as string
+	InitialBaseAmount   string `json:"initial_base_amount"`   // Original quantity
+	RemainingBaseAmount string `json:"remaining_base_amount"` // Remaining quantity
+	FilledBaseAmount    string `json:"filled_base_amount"`    // Filled quantity
 	Status              string `json:"status"`                // "open", "filled", "cancelled"
-	FilledQty    float64 `json:"filled_qty"`
+	TriggerPrice        string `json:"trigger_price"`         // For stop orders
-	RemainingQty float64 `json:"remaining_qty"`
+	ReduceOnly          bool   `json:"reduce_only"`
-	CreateTime   int64   `json:"create_time"`
+	Timestamp           int64  `json:"timestamp"`
+	CreatedAt           int64  `json:"created_at"`
 }
 
 // LighterTradeResponse represents the response from Lighter trades API

trader/lighter_integration_test.go

@@ -1,557 +0,0 @@
-package trader
-
-import (
-	"os"
-	"strings"
-	"testing"
-	"time"
-)
-
-// Test configuration - uses real account
-// Run with: LIGHTER_TEST=1 go test -v ./trader -run TestLighter -timeout 120s
-const (
-	testWalletAddr       = ""
-	testAPIKeyPrivateKey = ""
-	testAPIKeyIndex      = 0
-	testAccountIndex     = int64(681514)
-)
-
-func skipIfNoEnv(t *testing.T) {
-	if os.Getenv("LIGHTER_TEST") != "1" {
-		t.Skip("Skipping Lighter integration test. Set LIGHTER_TEST=1 to run")
-	}
-}
-
-// skipIfJurisdictionRestricted checks if error is due to geographic restriction
-// and skips the test if so (this is expected when running from restricted regions)
-func skipIfJurisdictionRestricted(t *testing.T, err error) {
-	if err != nil && strings.Contains(err.Error(), "restricted jurisdiction") {
-		t.Skip("Skipping: API blocked due to geographic restriction (IP-based). Use VPN to allowed region.")
-	}
-}
-
-func createTestTrader(t *testing.T) *LighterTraderV2 {
-	trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
-	if err != nil {
-		t.Fatalf("Failed to create trader: %v", err)
-	}
-	return trader
-}
-
-// ==================== Account Tests ====================
-
-func TestLighterAccountInit(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Verify account index
-	if trader.accountIndex != testAccountIndex {
-		t.Errorf("Expected account index %d, got %d", testAccountIndex, trader.accountIndex)
-	}
-
-	t.Logf("✅ Account initialized: index=%d", trader.accountIndex)
-}
-
-func TestLighterAPIKeyVerification(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Verify API key
-	err := trader.checkClient()
-	if err != nil {
-		t.Errorf("API key verification failed: %v", err)
-	} else {
-		t.Log("✅ API key verified successfully")
-	}
-}
-
-func TestLighterGetBalance(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	balance, err := trader.GetBalance()
-	if err != nil {
-		t.Fatalf("GetBalance failed: %v", err)
-	}
-
-	t.Logf("✅ Balance retrieved:")
-	if te, ok := balance["total_equity"].(float64); ok {
-		t.Logf("   Total Equity: %.2f", te)
-	}
-	if ab, ok := balance["available_balance"].(float64); ok {
-		t.Logf("   Available Balance: %.2f", ab)
-	}
-	if mu, ok := balance["margin_used"].(float64); ok {
-		t.Logf("   Margin Used: %.2f", mu)
-	}
-	if up, ok := balance["unrealized_pnl"].(float64); ok {
-		t.Logf("   Unrealized PnL: %.2f", up)
-	}
-
-	if len(balance) == 0 {
-		t.Error("Expected balance data")
-	}
-}
-
-// ==================== Position Tests ====================
-
-func TestLighterGetPositions(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	positions, err := trader.GetPositions()
-	if err != nil {
-		t.Fatalf("GetPositions failed: %v", err)
-	}
-
-	t.Logf("✅ Positions retrieved: %d positions", len(positions))
-	for i, pos := range positions {
-		symbol, _ := pos["symbol"].(string)
-		side, _ := pos["side"].(string)
-		size, _ := pos["size"].(float64)
-		entryPrice, _ := pos["entry_price"].(float64)
-		unrealizedPnl, _ := pos["unrealized_pnl"].(float64)
-
-		t.Logf("   [%d] %s %s: size=%.4f, entry=%.2f, pnl=%.2f",
-			i+1, symbol, side, size, entryPrice, unrealizedPnl)
-	}
-}
-
-// ==================== Market Data Tests ====================
-
-func TestLighterGetMarketPrice(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	symbols := []string{"ETH", "BTC", "SOL"}
-
-	for _, symbol := range symbols {
-		price, err := trader.GetMarketPrice(symbol)
-		if err != nil {
-			t.Errorf("GetMarketPrice(%s) failed: %v", symbol, err)
-			continue
-		}
-		t.Logf("✅ %s price: %.2f", symbol, price)
-
-		if price <= 0 {
-			t.Errorf("Expected positive price for %s, got %.2f", symbol, price)
-		}
-	}
-}
-
-func TestLighterFetchMarketList(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	markets, err := trader.fetchMarketList()
-	if err != nil {
-		t.Fatalf("fetchMarketList failed: %v", err)
-	}
-
-	t.Logf("✅ Markets retrieved: %d markets", len(markets))
-	for i, m := range markets {
-		if i >= 10 {
-			t.Logf("   ... and %d more", len(markets)-10)
-			break
-		}
-		t.Logf("   [%d] %s (market_id=%d, size_decimals=%d, price_decimals=%d)",
-			m.MarketID, m.Symbol, m.MarketID, m.SizeDecimals, m.PriceDecimals)
-	}
-
-	if len(markets) == 0 {
-		t.Error("Expected at least one market")
-	}
-}
-
-// ==================== Trades API Tests ====================
-
-func TestLighterGetTrades(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Get trades from last 7 days
-	startTime := time.Now().Add(-7 * 24 * time.Hour)
-	trades, err := trader.GetTrades(startTime, 100)
-	if err != nil {
-		t.Fatalf("GetTrades failed: %v", err)
-	}
-
-	t.Logf("✅ Trades retrieved: %d trades", len(trades))
-	for i, trade := range trades {
-		if i >= 5 {
-			t.Logf("   ... and %d more", len(trades)-5)
-			break
-		}
-		t.Logf("   [%d] %s %s: qty=%.4f @ %.2f, fee=%.6f, time=%s",
-			i+1, trade.Symbol, trade.Side, trade.Quantity, trade.Price, trade.Fee,
-			trade.Time.Format("2006-01-02 15:04:05"))
-	}
-}
-
-func TestLighterGetClosedPnL(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	startTime := time.Now().Add(-7 * 24 * time.Hour)
-	records, err := trader.GetClosedPnL(startTime, 100)
-	if err != nil {
-		t.Fatalf("GetClosedPnL failed: %v", err)
-	}
-
-	t.Logf("✅ Closed PnL records: %d records", len(records))
-	for i, r := range records {
-		if i >= 5 {
-			t.Logf("   ... and %d more", len(records)-5)
-			break
-		}
-		t.Logf("   [%d] %s %s: qty=%.4f, entry=%.2f, exit=%.2f, pnl=%.2f",
-			i+1, r.Symbol, r.Side, r.Quantity, r.EntryPrice, r.ExitPrice, r.RealizedPnL)
-	}
-}
-
-// ==================== Order Tests ====================
-
-func TestLighterCreateAndCancelLimitOrder(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Get current market price
-	marketPrice, err := trader.GetMarketPrice("ETH")
-	if err != nil {
-		t.Fatalf("Failed to get market price: %v", err)
-	}
-	t.Logf("Current ETH price: %.2f", marketPrice)
-
-	// Create a limit order far from market (won't fill)
-	// Buy order at 80% of market price
-	limitPrice := marketPrice * 0.80
-	quantity := 0.01 // Minimum quantity
-
-	t.Logf("Creating limit buy order: %.4f ETH @ %.2f", quantity, limitPrice)
-
-	result, err := trader.CreateOrder("ETH", false, quantity, limitPrice, "limit", false)
-	skipIfJurisdictionRestricted(t, err)
-	if err != nil {
-		t.Fatalf("CreateOrder failed: %v", err)
-	}
-
-	orderID, _ := result["order_id"].(string)
-	t.Logf("✅ Order created: %s", orderID)
-
-	if orderID == "" {
-		t.Fatal("Expected order ID in response")
-	}
-
-	// Wait a moment for order to be processed
-	time.Sleep(3 * time.Second)
-
-	// Cancel the order
-	t.Logf("Cancelling order: %s", orderID)
-	err = trader.CancelOrder("ETH", orderID)
-	if err != nil {
-		t.Errorf("CancelOrder failed: %v", err)
-	} else {
-		t.Log("✅ Order cancelled successfully")
-	}
-}
-
-func TestLighterCancelAllOrders(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// First create a few test orders
-	marketPrice, err := trader.GetMarketPrice("ETH")
-	if err != nil {
-		t.Fatalf("Failed to get market price: %v", err)
-	}
-
-	// Create 2 limit orders
-	for i := 0; i < 2; i++ {
-		limitPrice := marketPrice * (0.75 - float64(i)*0.05) // 75%, 70% of market
-		_, err := trader.CreateOrder("ETH", false, 0.01, limitPrice, "limit", false)
-		skipIfJurisdictionRestricted(t, err)
-		if err != nil {
-			t.Logf("Failed to create test order %d: %v", i+1, err)
-		} else {
-			t.Logf("Created test order %d @ %.2f", i+1, limitPrice)
-		}
-	}
-
-	time.Sleep(3 * time.Second)
-
-	// Cancel all
-	err = trader.CancelAllOrders("ETH")
-	skipIfJurisdictionRestricted(t, err)
-	if err != nil {
-		t.Errorf("CancelAllOrders failed: %v", err)
-	} else {
-		t.Log("✅ CancelAllOrders executed")
-	}
-}
-
-// ==================== Trading Flow Tests ====================
-
-func TestLighterOpenCloseLongFlow(t *testing.T) {
-	skipIfNoEnv(t)
-
-	// This test actually trades - be careful!
-	if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
-		t.Skip("Skipping actual trade test. Set LIGHTER_TRADE_TEST=1 to run")
-	}
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	symbol := "ETH"
-	quantity := 0.01 // Minimum quantity
-	leverage := 10
-
-	// Get initial positions
-	positionsBefore, _ := trader.GetPositions()
-	t.Logf("Positions before: %d", len(positionsBefore))
-
-	// Open long
-	t.Logf("Opening long: %s qty=%.4f leverage=%d", symbol, quantity, leverage)
-	result, err := trader.OpenLong(symbol, quantity, leverage)
-	skipIfJurisdictionRestricted(t, err)
-	if err != nil {
-		t.Fatalf("OpenLong failed: %v", err)
-	}
-	t.Logf("✅ OpenLong result: %v", result)
-
-	time.Sleep(3 * time.Second)
-
-	// Verify position
-	positions, _ := trader.GetPositions()
-	t.Logf("Positions after open: %d", len(positions))
-
-	// Close long
-	t.Logf("Closing long: %s qty=%.4f", symbol, quantity)
-	result, err = trader.CloseLong(symbol, quantity)
-	if err != nil {
-		t.Errorf("CloseLong failed: %v", err)
-	} else {
-		t.Logf("✅ CloseLong result: %v", result)
-	}
-
-	time.Sleep(3 * time.Second)
-
-	// Verify position closed
-	positions, _ = trader.GetPositions()
-	t.Logf("Positions after close: %d", len(positions))
-}
-
-func TestLighterOpenCloseShortFlow(t *testing.T) {
-	skipIfNoEnv(t)
-
-	if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
-		t.Skip("Skipping actual trade test. Set LIGHTER_TRADE_TEST=1 to run")
-	}
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	symbol := "ETH"
-	quantity := 0.01
-	leverage := 10
-
-	// Open short
-	t.Logf("Opening short: %s qty=%.4f leverage=%d", symbol, quantity, leverage)
-	result, err := trader.OpenShort(symbol, quantity, leverage)
-	skipIfJurisdictionRestricted(t, err)
-	if err != nil {
-		t.Fatalf("OpenShort failed: %v", err)
-	}
-	t.Logf("✅ OpenShort result: %v", result)
-
-	time.Sleep(3 * time.Second)
-
-	// Close short
-	t.Logf("Closing short: %s qty=%.4f", symbol, quantity)
-	result, err = trader.CloseShort(symbol, quantity)
-	if err != nil {
-		t.Errorf("CloseShort failed: %v", err)
-	} else {
-		t.Logf("✅ CloseShort result: %v", result)
-	}
-}
-
-// ==================== Leverage Tests ====================
-
-func TestLighterSetLeverage(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Test setting leverage
-	leverages := []int{5, 10, 20}
-
-	for _, lev := range leverages {
-		err := trader.SetLeverage("ETH", lev)
-		skipIfJurisdictionRestricted(t, err)
-		if err != nil {
-			t.Errorf("SetLeverage(%d) failed: %v", lev, err)
-		} else {
-			t.Logf("✅ SetLeverage(%d) succeeded", lev)
-		}
-		time.Sleep(1 * time.Second)
-	}
-}
-
-// ==================== Auth Token Tests ====================
-
-func TestLighterAuthTokenRefresh(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Get initial token
-	err := trader.ensureAuthToken()
-	if err != nil {
-		t.Fatalf("ensureAuthToken failed: %v", err)
-	}
-	t.Logf("✅ Initial auth token obtained")
-
-	// Force refresh
-	err = trader.refreshAuthToken()
-	if err != nil {
-		t.Errorf("refreshAuthToken failed: %v", err)
-	} else {
-		t.Log("✅ Auth token refreshed successfully")
-	}
-
-	// Verify token works by making API call
-	_, err = trader.GetBalance()
-	if err != nil {
-		t.Errorf("GetBalance after refresh failed: %v", err)
-	} else {
-		t.Log("✅ Token verified working after refresh")
-	}
-}
-
-// ==================== Error Handling Tests ====================
-
-func TestLighterInvalidSymbol(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Test with invalid symbol
-	_, err := trader.GetMarketPrice("INVALID_SYMBOL_XYZ")
-	if err == nil {
-		t.Error("Expected error for invalid symbol, got nil")
-	} else {
-		t.Logf("✅ Got expected error for invalid symbol: %v", err)
-	}
-}
-
-func TestLighterCancelNonExistentOrder(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Try to cancel non-existent order
-	err := trader.CancelOrder("ETH", "999999999999")
-	if err == nil {
-		t.Log("⚠️ No error for cancelling non-existent order (may be expected)")
-	} else {
-		t.Logf("✅ Got error for non-existent order: %v", err)
-	}
-}
-
-// ==================== OrderSync Tests ====================
-
-func TestLighterOrderSync(t *testing.T) {
-	skipIfNoEnv(t)
-
-	trader := createTestTrader(t)
-	defer trader.Cleanup()
-
-	// Get trades to simulate order sync
-	startTime := time.Now().Add(-24 * time.Hour)
-	trades, err := trader.GetTrades(startTime, 50)
-	if err != nil {
-		t.Fatalf("GetTrades failed: %v", err)
-	}
-
-	t.Logf("✅ OrderSync simulation: retrieved %d trades", len(trades))
-
-	// Analyze trades
-	openTrades := 0
-	closeTrades := 0
-	for _, trade := range trades {
-		if trade.OrderAction == "open_long" || trade.OrderAction == "open_short" {
-			openTrades++
-		} else if trade.OrderAction == "close_long" || trade.OrderAction == "close_short" {
-			closeTrades++
-		}
-	}
-
-	t.Logf("   Open trades: %d, Close trades: %d", openTrades, closeTrades)
-}
-
-// ==================== Benchmark Tests ====================
-
-func BenchmarkLighterGetBalance(b *testing.B) {
-	if os.Getenv("LIGHTER_TEST") != "1" {
-		b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 to run")
-	}
-
-	trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
-	if err != nil {
-		b.Fatalf("Failed to create trader: %v", err)
-	}
-	defer trader.Cleanup()
-
-	b.ResetTimer()
-	for i := 0; i < b.N; i++ {
-		_, err := trader.GetBalance()
-		if err != nil {
-			b.Fatalf("GetBalance failed: %v", err)
-		}
-	}
-}
-
-func BenchmarkLighterGetMarketPrice(b *testing.B) {
-	if os.Getenv("LIGHTER_TEST") != "1" {
-		b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 to run")
-	}
-
-	trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
-	if err != nil {
-		b.Fatalf("Failed to create trader: %v", err)
-	}
-	defer trader.Cleanup()
-
-	b.ResetTimer()
-	for i := 0; i < b.N; i++ {
-		_, err := trader.GetMarketPrice("ETH")
-		if err != nil {
-			b.Fatalf("GetMarketPrice failed: %v", err)
-		}
-	}
-}

trader/okx/order_sync.go

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

trader/okx/trader.go

@@ -1,4 +1,4 @@
-package trader
+package okx
 
 import (
 	"bytes"
@@ -16,6 +16,7 @@ import (
 	"strings"
 	"sync"
 	"time"
+	"nofx/trader/types"
 )
 
 // OKX API endpoints
@@ -1281,7 +1282,7 @@ var okxTag = func() string {
 
 // GetClosedPnL retrieves closed position PnL records from OKX
 // OKX API: /api/v5/account/positions-history
-func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
+func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
 	if limit <= 0 {
 		limit = 100
 	}
@@ -1328,10 +1329,10 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRec
 		return nil, fmt.Errorf("OKX API error: %s - %s", resp.Code, resp.Msg)
 	}
 
-	records := make([]ClosedPnLRecord, 0, len(resp.Data))
+	records := make([]types.ClosedPnLRecord, 0, len(resp.Data))
 
 	for _, pos := range resp.Data {
-		record := ClosedPnLRecord{}
+		record := types.ClosedPnLRecord{}
 
 		// Convert instrument ID to standard format (BTC-USDT-SWAP -> BTCUSDT)
 		parts := strings.Split(pos.InstID, "-")
@@ -1389,7 +1390,293 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRec
 }
 
 // GetOpenOrders gets all open/pending orders for a symbol
-func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
-	// TODO: Implement OKX open orders
+	instId := t.convertSymbol(symbol)
-	return []OpenOrder{}, nil
+	var result []types.OpenOrder
+
+	// 1. Get pending limit orders
+	path := fmt.Sprintf("%s?instId=%s&instType=SWAP", okxPendingOrdersPath, instId)
+	data, err := t.doRequest("GET", path, nil)
+	if err != nil {
+		logger.Warnf("[OKX] Failed to get pending orders: %v", err)
+	}
+	if err == nil && data != nil {
+		var orders []struct {
+			OrdId   string `json:"ordId"`
+			InstId  string `json:"instId"`
+			Side    string `json:"side"`    // buy/sell
+			PosSide string `json:"posSide"` // long/short/net
+			OrdType string `json:"ordType"` // limit/market/post_only
+			Px      string `json:"px"`      // price
+			Sz      string `json:"sz"`      // size
+			State   string `json:"state"`   // live/partially_filled
+		}
+		if err := json.Unmarshal(data, &orders); err == nil {
+			for _, order := range orders {
+				price, _ := strconv.ParseFloat(order.Px, 64)
+				quantity, _ := strconv.ParseFloat(order.Sz, 64)
+
+				// Convert OKX side to standard format
+				side := strings.ToUpper(order.Side)
+				positionSide := strings.ToUpper(order.PosSide)
+				if positionSide == "NET" {
+					positionSide = "BOTH"
+				}
+
+				result = append(result, types.OpenOrder{
+					OrderID:      order.OrdId,
+					Symbol:       symbol,
+					Side:         side,
+					PositionSide: positionSide,
+					Type:         strings.ToUpper(order.OrdType),
+					Price:        price,
+					StopPrice:    0,
+					Quantity:     quantity,
+					Status:       "NEW",
+				})
+			}
+		}
+	}
+
+	// 2. Get pending algo orders (stop-loss/take-profit)
+	// OKX requires ordType parameter for algo orders API
+	algoPath := fmt.Sprintf("%s?instId=%s&instType=SWAP&ordType=conditional", okxAlgoPendingPath, instId)
+	algoData, err := t.doRequest("GET", algoPath, nil)
+	if err != nil {
+		logger.Warnf("[OKX] Failed to get algo orders: %v", err)
+	}
+	if err == nil && algoData != nil {
+		var algoOrders []struct {
+			AlgoId      string `json:"algoId"`
+			InstId      string `json:"instId"`
+			Side        string `json:"side"`
+			PosSide     string `json:"posSide"`
+			OrdType     string `json:"ordType"` // conditional/oco/trigger
+			TriggerPx   string `json:"triggerPx"`
+			SlTriggerPx string `json:"slTriggerPx"` // Stop loss trigger price
+			TpTriggerPx string `json:"tpTriggerPx"` // Take profit trigger price
+			Sz          string `json:"sz"`
+			State       string `json:"state"`
+		}
+		if err := json.Unmarshal(algoData, &algoOrders); err == nil {
+			for _, order := range algoOrders {
+				quantity, _ := strconv.ParseFloat(order.Sz, 64)
+
+				side := strings.ToUpper(order.Side)
+				positionSide := strings.ToUpper(order.PosSide)
+				if positionSide == "NET" {
+					positionSide = "BOTH"
+				}
+
+				// Check for stop loss order (slTriggerPx is set)
+				if order.SlTriggerPx != "" {
+					slPrice, _ := strconv.ParseFloat(order.SlTriggerPx, 64)
+					if slPrice > 0 {
+						result = append(result, types.OpenOrder{
+							OrderID:      order.AlgoId + "_sl",
+							Symbol:       symbol,
+							Side:         side,
+							PositionSide: positionSide,
+							Type:         "STOP_MARKET",
+							Price:        0,
+							StopPrice:    slPrice,
+							Quantity:     quantity,
+							Status:       "NEW",
+						})
+					}
+				}
+
+				// Check for take profit order (tpTriggerPx is set)
+				if order.TpTriggerPx != "" {
+					tpPrice, _ := strconv.ParseFloat(order.TpTriggerPx, 64)
+					if tpPrice > 0 {
+						result = append(result, types.OpenOrder{
+							OrderID:      order.AlgoId + "_tp",
+							Symbol:       symbol,
+							Side:         side,
+							PositionSide: positionSide,
+							Type:         "TAKE_PROFIT_MARKET",
+							Price:        0,
+							StopPrice:    tpPrice,
+							Quantity:     quantity,
+							Status:       "NEW",
+						})
+					}
+				}
+
+				// Fallback for trigger orders (triggerPx is set)
+				if order.TriggerPx != "" && order.SlTriggerPx == "" && order.TpTriggerPx == "" {
+					triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
+					if triggerPrice > 0 {
+						result = append(result, types.OpenOrder{
+							OrderID:      order.AlgoId,
+							Symbol:       symbol,
+							Side:         side,
+							PositionSide: positionSide,
+							Type:         "STOP_MARKET",
+							Price:        0,
+							StopPrice:    triggerPrice,
+							Quantity:     quantity,
+							Status:       "NEW",
+						})
+					}
+				}
+			}
+		}
+	}
+
+	logger.Infof("✓ OKX GetOpenOrders: found %d open orders for %s", len(result), symbol)
+	return result, nil
+}
+
+// PlaceLimitOrder places a limit order for grid trading
+// Implements GridTrader interface
+func (t *OKXTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
+	instId := t.convertSymbol(req.Symbol)
+
+	// Get instrument info
+	inst, err := t.getInstrument(req.Symbol)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get instrument info: %w", err)
+	}
+
+	// Set leverage if specified
+	if req.Leverage > 0 {
+		if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
+			logger.Warnf("[OKX] Failed to set leverage: %v", err)
+		}
+	}
+
+	// Convert quantity to contract size
+	sz := req.Quantity / inst.CtVal
+	szStr := t.formatSize(sz, inst)
+
+	// Determine side and position side
+	side := "buy"
+	posSide := "long"
+	if req.Side == "SELL" {
+		side = "sell"
+		posSide = "short"
+	}
+
+	body := map[string]interface{}{
+		"instId":  instId,
+		"tdMode":  "cross",
+		"side":    side,
+		"posSide": posSide,
+		"ordType": "limit",
+		"sz":      szStr,
+		"px":      fmt.Sprintf("%.8f", req.Price),
+		"clOrdId": genOkxClOrdID(),
+		"tag":     okxTag,
+	}
+
+	// Add reduce only if specified
+	if req.ReduceOnly {
+		body["reduceOnly"] = true
+	}
+
+	logger.Infof("[OKX] PlaceLimitOrder: %s %s @ %.4f, sz=%s", instId, side, req.Price, szStr)
+
+	data, err := t.doRequest("POST", okxOrderPath, body)
+	if err != nil {
+		return nil, fmt.Errorf("failed to place limit order: %w", err)
+	}
+
+	var orders []struct {
+		OrdId   string `json:"ordId"`
+		ClOrdId string `json:"clOrdId"`
+		SCode   string `json:"sCode"`
+		SMsg    string `json:"sMsg"`
+	}
+
+	if err := json.Unmarshal(data, &orders); err != nil {
+		return nil, fmt.Errorf("failed to parse order response: %w", err)
+	}
+
+	if len(orders) == 0 {
+		return nil, fmt.Errorf("empty order response")
+	}
+
+	if orders[0].SCode != "0" {
+		return nil, fmt.Errorf("OKX order failed: %s", orders[0].SMsg)
+	}
+
+	logger.Infof("✓ [OKX] Limit order placed: %s %s @ %.4f, orderID=%s",
+		instId, side, req.Price, orders[0].OrdId)
+
+	return &types.LimitOrderResult{
+		OrderID:      orders[0].OrdId,
+		ClientID:     orders[0].ClOrdId,
+		Symbol:       req.Symbol,
+		Side:         req.Side,
+		PositionSide: req.PositionSide,
+		Price:        req.Price,
+		Quantity:     req.Quantity,
+		Status:       "NEW",
+	}, nil
+}
+
+// CancelOrder cancels a specific order by ID
+// Implements GridTrader interface
+func (t *OKXTrader) CancelOrder(symbol, orderID string) error {
+	instId := t.convertSymbol(symbol)
+
+	body := map[string]interface{}{
+		"instId": instId,
+		"ordId":  orderID,
+	}
+
+	_, err := t.doRequest("POST", "/api/v5/trade/cancel-order", body)
+	if err != nil {
+		return fmt.Errorf("failed to cancel order: %w", err)
+	}
+
+	logger.Infof("✓ [OKX] Order cancelled: %s %s", symbol, orderID)
+	return nil
+}
+
+// GetOrderBook gets the order book for a symbol
+// Implements GridTrader interface
+func (t *OKXTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	instId := t.convertSymbol(symbol)
+	path := fmt.Sprintf("/api/v5/market/books?instId=%s&sz=%d", instId, depth)
+
+	data, err := t.doRequest("GET", path, nil)
+	if err != nil {
+		return nil, nil, fmt.Errorf("failed to get order book: %w", err)
+	}
+
+	var result []struct {
+		Bids [][]string `json:"bids"`
+		Asks [][]string `json:"asks"`
+	}
+
+	if err := json.Unmarshal(data, &result); err != nil {
+		return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
+	}
+
+	if len(result) == 0 {
+		return nil, nil, nil
+	}
+
+	// Parse bids
+	for _, b := range result[0].Bids {
+		if len(b) >= 2 {
+			price, _ := strconv.ParseFloat(b[0], 64)
+			qty, _ := strconv.ParseFloat(b[1], 64)
+			bids = append(bids, []float64{price, qty})
+		}
+	}
+
+	// Parse asks
+	for _, a := range result[0].Asks {
+		if len(a) >= 2 {
+			price, _ := strconv.ParseFloat(a[0], 64)
+			qty, _ := strconv.ParseFloat(a[1], 64)
+			asks = append(asks, []float64{price, qty})
+		}
+	}
+
+	return bids, asks, nil
 }

trader/testutil/test_suite.go

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

trader/types/interface.go

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

web/public/exchange-icons/gate.svg

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

web/public/exchange-icons/indodax.svg

@@ -0,0 +1,3 @@
+<svg width="300" height="300" viewBox="0 0 300 300" fill="none" xmlns="http://www.w3.org/2000/svg">
+    <path d="M23.8095 0.263396C16.8864 1.28889 10.9524 4.62174 6.15385 10.2253C3.99267 12.7524 1.50183 17.8066 0.659341 21.3592C0.03663 24.1061 0 29.3434 0 150.022C0 270.7 0.03663 275.938 0.659341 278.684C1.50183 282.274 3.99267 287.291 6.26374 289.928C10.1832 294.58 15.7143 298.022 21.3187 299.341C24.0659 299.963 29.304 300 150 300C270.696 300 275.934 299.963 278.681 299.341C284.286 298.022 289.817 294.58 293.736 289.928C296.007 287.291 298.498 282.274 299.341 278.684C299.963 275.938 300 270.7 300 150.022C300 29.3434 299.963 24.1061 299.341 21.3592C297.033 11.6171 289.341 3.66949 279.414 0.849391L276.557 0.0436474L151.282 0.00702266C81.3919 -0.0296021 25.0549 0.0802721 23.8095 0.263396ZM92.381 77.2119C96.1905 81.0941 104.469 89.5911 110.769 96.037L122.234 107.83L124.249 108.05C126.777 108.343 128.645 109.295 130.293 111.126C131.905 112.921 132.564 114.789 132.527 117.426C132.454 122.517 128.645 126.216 123.443 126.216C118.681 126.216 115.421 123.432 114.322 118.525C114.139 117.682 108.901 112.189 89.1209 91.9717L85.1648 87.9429L77.3993 95.7074L69.5971 103.508L89.7436 123.652L109.89 143.796H116.374C119.963 143.796 122.894 143.905 122.894 144.089C122.894 144.235 110.952 156.065 96.337 170.349C81.7216 184.669 69.7802 196.425 69.7802 196.535C69.7802 196.645 73.2967 200.234 77.5824 204.519L85.4212 212.32L110.842 186.537L136.264 160.716L150.403 160.68L164.506 160.643L168.901 165.148C174.249 170.642 177.729 174.231 198.169 195.546L214.249 212.32L222.051 204.519C226.337 200.234 229.817 196.608 229.744 196.425C229.707 196.279 224.286 190.492 217.692 183.57C206.557 171.887 205.568 170.971 203.956 170.495C201.685 169.872 198.718 166.979 198.059 164.818C196.337 158.922 199.927 153.318 205.824 152.695C211.136 152.146 215.348 155.772 215.897 161.339L216.117 163.829L231.319 180.054C239.67 188.954 246.557 196.462 246.63 196.682C246.667 196.901 239.414 204.483 230.476 213.529L214.286 229.974L189.194 203.824C175.421 189.43 162.821 176.318 161.209 174.634L158.278 171.63H150.733H143.187L133.333 181.592C127.912 187.086 114.908 200.198 104.432 210.746L85.3846 229.9L68.6813 213.199L52.0147 196.535L75.2747 173.279L98.5348 150.022L75.2747 126.765L52.0147 103.508L68.6813 86.8442C77.8388 77.688 85.348 70.18 85.3846 70.18C85.4212 70.18 88.5348 73.3663 92.381 77.2119ZM231.355 86.5512C240.403 95.5243 247.802 103.032 247.802 103.215C247.802 103.435 242.381 109.039 235.788 115.704C209.121 142.697 191.209 161.009 191.209 161.375C191.209 161.559 196.374 167.382 202.674 174.304L214.139 186.903L216.154 187.342C220.366 188.295 223.26 191.957 223.26 196.352C223.26 201.553 219.341 205.435 214.103 205.398C209.414 205.398 205.751 202.102 205.018 197.304C204.762 195.473 204.652 195.363 188.205 178.443C179.084 169.067 171.612 161.229 171.612 161.046C171.612 160.863 172.711 159.691 174.103 158.409C177.802 154.93 229.67 104.168 229.78 103.875C229.927 103.508 214.506 88.0528 214.139 88.1993C213.846 88.3092 194.029 107.684 169.78 131.563L161.172 140.06L136.813 139.877L112.454 139.694L99.0843 126.399C86.4103 113.8 85.641 113.104 84.1392 112.884C81.0256 112.408 78.0586 110.138 76.8865 107.317C76.1538 105.559 76.2637 101.787 77.0696 100.029C77.9487 98.1246 80.696 95.5975 82.4542 95.1214C87.9487 93.5831 93.2234 96.623 94.359 101.934L94.7985 104.058L107.106 116.217L119.414 128.377H137.912L156.41 128.413L185.531 99.2966C201.538 83.2916 214.689 70.18 214.762 70.18C214.835 70.18 222.271 77.5415 231.355 86.5512ZM216.813 95.4876C218.718 96.0004 221.978 99.26 222.491 101.164C224.103 106.915 220.733 112.481 215.128 113.251C213.626 113.47 212.344 114.642 191.392 135.042L169.231 156.578L151.832 156.614H134.432L114.615 176.465C96.63 194.484 94.7253 196.499 94.5055 197.817C93.2967 204.812 85.2747 207.742 79.4506 203.311C75.3846 200.198 75.4212 192.69 79.5238 189.284C80.9158 188.112 83.7729 187.013 85.3846 187.013C85.9341 187.013 92.3443 180.86 107.802 165.404L129.414 143.796H146.923H164.469L184.432 124.311C204.249 104.937 204.396 104.79 204.652 103.032C205.568 97.209 210.952 93.8761 216.813 95.4876Z" fill="#0184B5"/>
+</svg>

web/public/exchange-icons/kucoin.svg

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

web/public/icons/claude.svg

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

web/src/App.tsx

@@ -14,6 +14,7 @@ import { FAQPage } from './pages/FAQPage'
 import { StrategyStudioPage } from './pages/StrategyStudioPage'
 import { DebateArenaPage } from './pages/DebateArenaPage'
 import { StrategyMarketPage } from './pages/StrategyMarketPage'
+import { DataPage } from './pages/DataPage'
 import { LoginRequiredOverlay } from './components/LoginRequiredOverlay'
 import HeaderBar from './components/HeaderBar'
 import { LanguageProvider, useLanguage } from './contexts/LanguageContext'
@@ -41,6 +42,7 @@ type Page =
   | 'backtest'
   | 'strategy'
   | 'strategy-market'
+  | 'data'
   | 'debate'
   | 'faq'
   | 'login'
@@ -68,6 +70,7 @@ function App() {
     if (path === '/backtest' || hash === 'backtest') return 'backtest'
     if (path === '/strategy' || hash === 'strategy') return 'strategy'
     if (path === '/strategy-market' || hash === 'strategy-market') return 'strategy-market'
+    if (path === '/data' || hash === 'data') return 'data'
     if (path === '/debate' || hash === 'debate') return 'debate'
     if (path === '/dashboard' || hash === 'trader' || hash === 'details')
       return 'trader'
@@ -88,6 +91,7 @@ function App() {
     const pathMap: Record<Page, string> = {
       'competition': '/competition',
       'strategy-market': '/strategy-market',
+      'data': '/data',
       'traders': '/traders',
       'trader': '/dashboard',
       'backtest': '/backtest',
@@ -152,6 +156,8 @@ function App() {
         setCurrentPage('strategy')
       } else if (path === '/strategy-market' || hash === 'strategy-market') {
         setCurrentPage('strategy-market')
+      } else if (path === '/data' || hash === 'data') {
+        setCurrentPage('data')
       } else if (path === '/debate' || hash === 'debate') {
         setCurrentPage('debate')
       } else if (
@@ -370,6 +376,51 @@ function App() {
   if (route === '/reset-password') {
     return <ResetPasswordPage />
   }
+  // Data page - publicly accessible with embedded dashboard
+  if (route === '/data') {
+    const dataPageNavigate = (page: Page) => {
+      const pathMap: Record<string, string> = {
+        'data': '/data',
+        'competition': '/competition',
+        'strategy-market': '/strategy-market',
+        'traders': '/traders',
+        'trader': '/dashboard',
+        'backtest': '/backtest',
+        'strategy': '/strategy',
+        'debate': '/debate',
+        'faq': '/faq',
+      }
+      const path = pathMap[page]
+      if (path) {
+        window.location.href = path
+      }
+    }
+    return (
+      <div
+        className="min-h-screen"
+        style={{ background: '#0B0E11', color: '#EAECEF' }}
+      >
+        <HeaderBar
+          isLoggedIn={!!user}
+          currentPage="data"
+          language={language}
+          onLanguageChange={setLanguage}
+          user={user}
+          onLogout={logout}
+          onLoginRequired={handleLoginRequired}
+          onPageChange={dataPageNavigate}
+        />
+        <main className="pt-16">
+          <DataPage />
+        </main>
+        <LoginRequiredOverlay
+          isOpen={loginOverlayOpen}
+          onClose={() => setLoginOverlayOpen(false)}
+          featureName={loginOverlayFeature}
+        />
+      </div>
+    )
+  }
   // Show landing page for root route
   if (route === '/' || route === '') {
     return <LandingPage />
@@ -408,6 +459,8 @@ function App() {
           >
             {currentPage === 'competition' ? (
               <CompetitionPage />
+            ) : currentPage === 'data' ? (
+              <DataPage />
             ) : currentPage === 'strategy-market' ? (
               <StrategyMarketPage />
             ) : currentPage === 'traders' ? (

web/src/components/AITradersPage.tsx

@@ -77,7 +77,7 @@ const AI_PROVIDER_CONFIG: Record<string, {
     apiName: 'OpenAI',
   },
   claude: {
-    defaultModel: 'claude-opus-4-5-20251101',
+    defaultModel: 'claude-opus-4-6',
     apiUrl: 'https://console.anthropic.com/settings/keys',
     apiName: 'Anthropic',
   },
@@ -1384,6 +1384,99 @@ export function AITradersPage({ onTraderSelect }: AITradersPageProps) {
   )
 }
 
+// Step indicator component for Model Config
+function ModelStepIndicator({ currentStep, labels }: { currentStep: number; labels: string[] }) {
+  return (
+    <div className="flex items-center justify-center gap-2 mb-6">
+      {labels.map((label, index) => (
+        <React.Fragment key={index}>
+          <div className="flex items-center gap-2">
+            <div
+              className="w-8 h-8 rounded-full flex items-center justify-center text-sm font-bold transition-all"
+              style={{
+                background: index < currentStep ? '#0ECB81' : index === currentStep ? '#8B5CF6' : '#2B3139',
+                color: index <= currentStep ? '#000' : '#848E9C',
+              }}
+            >
+              {index < currentStep ? <Check className="w-4 h-4" /> : index + 1}
+            </div>
+            <span
+              className="text-xs font-medium hidden sm:block"
+              style={{ color: index === currentStep ? '#EAECEF' : '#848E9C' }}
+            >
+              {label}
+            </span>
+          </div>
+          {index < labels.length - 1 && (
+            <div
+              className="w-8 h-0.5 mx-1"
+              style={{ background: index < currentStep ? '#0ECB81' : '#2B3139' }}
+            />
+          )}
+        </React.Fragment>
+      ))}
+    </div>
+  )
+}
+
+// Model card component
+function ModelCard({
+  model,
+  selected,
+  onClick,
+  configured,
+}: {
+  model: AIModel
+  selected: boolean
+  onClick: () => void
+  configured?: boolean
+}) {
+  return (
+    <button
+      type="button"
+      onClick={onClick}
+      className="flex flex-col items-center gap-2 p-4 rounded-xl transition-all hover:scale-105"
+      style={{
+        background: selected ? 'rgba(139, 92, 246, 0.15)' : '#0B0E11',
+        border: selected ? '2px solid #8B5CF6' : '2px solid #2B3139',
+      }}
+    >
+      <div className="relative">
+        <div className="w-12 h-12 rounded-xl flex items-center justify-center bg-black border border-white/10">
+          {getModelIcon(model.provider || model.id, { width: 32, height: 32 }) || (
+            <span className="text-lg font-bold" style={{ color: '#A78BFA' }}>{model.name[0]}</span>
+          )}
+        </div>
+        {selected && (
+          <div
+            className="absolute -top-1 -right-1 w-5 h-5 rounded-full flex items-center justify-center"
+            style={{ background: '#0ECB81' }}
+          >
+            <Check className="w-3 h-3 text-black" />
+          </div>
+        )}
+        {configured && !selected && (
+          <div
+            className="absolute -top-1 -right-1 w-4 h-4 rounded-full flex items-center justify-center"
+            style={{ background: '#F0B90B' }}
+          >
+            <Check className="w-2.5 h-2.5 text-black" />
+          </div>
+        )}
+      </div>
+      <span className="text-sm font-semibold" style={{ color: '#EAECEF' }}>
+        {getShortName(model.name)}
+      </span>
+      <span
+        className="text-[10px] px-2 py-0.5 rounded-full uppercase tracking-wide"
+        style={{ background: 'rgba(139, 92, 246, 0.2)', color: '#A78BFA' }}
+      >
+        {model.provider}
+      </span>
+    </button>
+  )
+}
+
 // Model Configuration Modal Component
 function ModelConfigModal({
   allModels,
@@ -1407,17 +1500,16 @@ function ModelConfigModal({
   onClose: () => void
   language: Language
 }) {
+  const [currentStep, setCurrentStep] = useState(editingModelId ? 1 : 0)
   const [selectedModelId, setSelectedModelId] = useState(editingModelId || '')
   const [apiKey, setApiKey] = useState('')
   const [baseUrl, setBaseUrl] = useState('')
   const [modelName, setModelName] = useState('')
 
-  // 获取当前编辑的模型信息 - 编辑时从已配置的模型中查找，新建时从所有支持的模型中查找
   const selectedModel = editingModelId
     ? configuredModels?.find((m) => m.id === selectedModelId)
     : allModels?.find((m) => m.id === selectedModelId)
 
-  // 如果是编辑现有模型，初始化API Key、Base URL和Model Name
   useEffect(() => {
     if (editingModelId && selectedModel) {
       setApiKey(selectedModel.apiKey || '')
@@ -1426,175 +1518,170 @@ function ModelConfigModal({
     }
   }, [editingModelId, selectedModel])
 
+  const handleSelectModel = (modelId: string) => {
+    setSelectedModelId(modelId)
+    setCurrentStep(1)
+  }
+
+  const handleBack = () => {
+    if (editingModelId) {
+      onClose()
+    } else {
+      setCurrentStep(0)
+      setSelectedModelId('')
+    }
+  }
+
   const handleSubmit = (e: React.FormEvent) => {
     e.preventDefault()
     if (!selectedModelId || !apiKey.trim()) return
-
+    onSave(selectedModelId, apiKey.trim(), baseUrl.trim() || undefined, modelName.trim() || undefined)
-    onSave(
-      selectedModelId,
-      apiKey.trim(),
-      baseUrl.trim() || undefined,
-      modelName.trim() || undefined
-    )
   }
 
-  // 可选择的模型列表（所有支持的模型）
   const availableModels = allModels || []
+  const configuredIds = new Set(configuredModels?.map(m => m.id) || [])
+  const stepLabels = language === 'zh' ? ['选择模型', '配置 API'] : ['Select Model', 'Configure API']
 
   return (
-    <div className="fixed inset-0 bg-black bg-opacity-50 flex items-center justify-center z-50 p-4 overflow-y-auto">
+    <div className="fixed inset-0 bg-black/60 flex items-center justify-center z-50 p-4 overflow-y-auto backdrop-blur-sm">
       <div
-        className="bg-gray-800 rounded-lg w-full max-w-lg relative my-8"
+        className="rounded-2xl w-full max-w-2xl relative my-8 shadow-2xl"
-        style={{
+        style={{ background: 'linear-gradient(180deg, #1E2329 0%, #181A20 100%)', maxHeight: 'calc(100vh - 4rem)' }}
-          background: '#1E2329',
-          maxHeight: 'calc(100vh - 4rem)',
-        }}
-      >
-        <div
-          className="flex items-center justify-between p-6 pb-4 sticky top-0 z-10"
-          style={{ background: '#1E2329' }}
       >
+        {/* Header */}
+        <div className="flex items-center justify-between p-6 pb-2">
+          <div className="flex items-center gap-3">
+            {currentStep > 0 && !editingModelId && (
+              <button type="button" onClick={handleBack} className="p-2 rounded-lg hover:bg-white/10 transition-colors">
+                <svg className="w-5 h-5" style={{ color: '#848E9C' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
+                  <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M15 19l-7-7 7-7" />
+                </svg>
+              </button>
+            )}
             <h3 className="text-xl font-bold" style={{ color: '#EAECEF' }}>
-            {editingModelId
+              {editingModelId ? t('editAIModel', language) : t('addAIModel', language)}
-              ? t('editAIModel', language)
-              : t('addAIModel', language)}
             </h3>
+          </div>
+          <div className="flex items-center gap-2">
             {editingModelId && (
               <button
                 type="button"
                 onClick={() => onDelete(editingModelId)}
-              className="p-2 rounded hover:bg-red-100 transition-colors"
+                className="p-2 rounded-lg hover:bg-red-500/20 transition-colors"
-              style={{ background: 'rgba(246, 70, 93, 0.1)', color: '#F6465D' }}
+                style={{ color: '#F6465D' }}
-              title={t('delete', language)}
               >
                 <Trash2 className="w-4 h-4" />
               </button>
             )}
+            <button type="button" onClick={onClose} className="p-2 rounded-lg hover:bg-white/10 transition-colors" style={{ color: '#848E9C' }}>
+              ✕
+            </button>
+          </div>
         </div>
 
-        <form onSubmit={handleSubmit} className="px-6 pb-6">
+        {/* Step Indicator */}
-          <div
-            className="space-y-4 overflow-y-auto"
-            style={{ maxHeight: 'calc(100vh - 16rem)' }}
-          >
         {!editingModelId && (
-              <div>
+          <div className="px-6">
-                <label
+            <ModelStepIndicator currentStep={currentStep} labels={stepLabels} />
-                  className="block text-sm font-semibold mb-2"
-                  style={{ color: '#EAECEF' }}
-                >
-                  {t('selectModel', language)}
-                </label>
-                <select
-                  value={selectedModelId}
-                  onChange={(e) => setSelectedModelId(e.target.value)}
-                  className="w-full px-3 py-2 rounded"
-                  style={{
-                    background: '#0B0E11',
-                    border: '1px solid #2B3139',
-                    color: '#EAECEF',
-                  }}
-                  required
-                >
-                  <option value="">{t('pleaseSelectModel', language)}</option>
-                  {availableModels.map((model) => (
-                    <option key={model.id} value={model.id}>
-                      {getShortName(model.name)} ({model.provider})
-                    </option>
-                  ))}
-                </select>
           </div>
         )}
 
-            {selectedModel && (
+        {/* Content */}
-              <div
+        <div className="px-6 pb-6 overflow-y-auto" style={{ maxHeight: 'calc(100vh - 16rem)' }}>
-                className="p-4 rounded"
+          {/* Step 0: Select Model */}
-                style={{ background: '#0B0E11', border: '1px solid #2B3139' }}
+          {currentStep === 0 && !editingModelId && (
-              >
+            <div className="space-y-4">
-                <div className="flex items-center gap-3 mb-3">
+              <div className="text-sm font-semibold" style={{ color: '#EAECEF' }}>
-                  <div className="w-8 h-8 flex items-center justify-center">
+                {language === 'zh' ? '选择 AI 模型提供商' : 'Choose Your AI Provider'}
-                    {getModelIcon(selectedModel.provider || selectedModel.id, {
-                      width: 32,
-                      height: 32,
-                    }) || (
-                        <div
-                          className="w-8 h-8 rounded-full flex items-center justify-center text-sm font-bold"
-                          style={{
-                            background:
-                              selectedModel.id === 'deepseek'
-                                ? '#60a5fa'
-                                : '#c084fc',
-                            color: '#fff',
-                          }}
-                        >
-                          {selectedModel.name[0]}
               </div>
+              <div className="grid grid-cols-3 sm:grid-cols-4 gap-3">
+                {availableModels.map((model) => (
+                  <ModelCard
+                    key={model.id}
+                    model={model}
+                    selected={selectedModelId === model.id}
+                    onClick={() => handleSelectModel(model.id)}
+                    configured={configuredIds.has(model.id)}
+                  />
+                ))}
+              </div>
+              <div className="text-xs text-center pt-2" style={{ color: '#848E9C' }}>
+                {language === 'zh' ? '带金色标记的模型已配置' : 'Models with gold badge are already configured'}
+              </div>
+            </div>
+          )}
+
+          {/* Step 1: Configure */}
+          {(currentStep === 1 || editingModelId) && selectedModel && (
+            <form onSubmit={handleSubmit} className="space-y-5">
+              {/* Selected Model Header */}
+              <div className="p-4 rounded-xl flex items-center gap-4" style={{ background: '#0B0E11', border: '1px solid #2B3139' }}>
+                <div className="w-12 h-12 rounded-xl flex items-center justify-center bg-black border border-white/10">
+                  {getModelIcon(selectedModel.provider || selectedModel.id, { width: 32, height: 32 }) || (
+                    <span className="text-lg font-bold" style={{ color: '#A78BFA' }}>{selectedModel.name[0]}</span>
                   )}
                 </div>
                 <div className="flex-1">
-                    <div className="font-semibold" style={{ color: '#EAECEF' }}>
+                  <div className="font-semibold text-lg" style={{ color: '#EAECEF' }}>
                     {getShortName(selectedModel.name)}
                   </div>
                   <div className="text-xs" style={{ color: '#848E9C' }}>
-                      {selectedModel.provider} • {selectedModel.id}
+                    {selectedModel.provider} • {AI_PROVIDER_CONFIG[selectedModel.provider]?.defaultModel || selectedModel.id}
                   </div>
                 </div>
-                </div>
-                {/* Default model info and API link */}
                 {AI_PROVIDER_CONFIG[selectedModel.provider] && (
-                  <div className="mt-3 pt-3" style={{ borderTop: '1px solid #2B3139' }}>
-                    <div className="text-xs mb-2" style={{ color: '#848E9C' }}>
-                      {t('defaultModel', language)}: <span style={{ color: '#F0B90B' }}>{AI_PROVIDER_CONFIG[selectedModel.provider].defaultModel}</span>
-                    </div>
                   <a
                     href={AI_PROVIDER_CONFIG[selectedModel.provider].apiUrl}
                     target="_blank"
                     rel="noopener noreferrer"
-                      className="inline-flex items-center gap-1.5 text-xs hover:underline"
+                    className="flex items-center gap-2 px-4 py-2 rounded-lg transition-all hover:scale-105"
-                      style={{ color: '#F0B90B' }}
+                    style={{ background: 'rgba(139, 92, 246, 0.1)', border: '1px solid rgba(139, 92, 246, 0.3)' }}
                   >
-                      <ExternalLink className="w-3 h-3" />
+                    <ExternalLink className="w-4 h-4" style={{ color: '#A78BFA' }} />
-                      {t('applyApiKey', language)} → {AI_PROVIDER_CONFIG[selectedModel.provider].apiName}
+                    <span className="text-sm font-medium" style={{ color: '#A78BFA' }}>
+                      {language === 'zh' ? '获取 API Key' : 'Get API Key'}
+                    </span>
                   </a>
+                )}
+              </div>
+
+              {/* Kimi Warning */}
               {selectedModel.provider === 'kimi' && (
-                      <div className="mt-2 text-xs p-2 rounded" style={{ background: 'rgba(246, 70, 93, 0.1)', color: '#F6465D' }}>
+                <div className="p-4 rounded-xl" style={{ background: 'rgba(246, 70, 93, 0.1)', border: '1px solid rgba(246, 70, 93, 0.3)' }}>
-                        ⚠️ {t('kimiApiNote', language)}
+                  <div className="flex items-start gap-2">
+                    <span style={{ fontSize: '16px' }}>⚠️</span>
+                    <div className="text-sm" style={{ color: '#F6465D' }}>
+                      {t('kimiApiNote', language)}
                     </div>
-                    )}
                   </div>
-                )}
                 </div>
               )}
 
-            {selectedModel && (
+              {/* API Key */}
-              <>
+              <div className="space-y-2">
-                <div>
+                <label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
-                  <label
+                  <svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
-                    className="block text-sm font-semibold mb-2"
+                    <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M15 7a2 2 0 012 2m4 0a6 6 0 01-7.743 5.743L11 17H9v2H7v2H4a1 1 0 01-1-1v-2.586a1 1 0 01.293-.707l5.964-5.964A6 6 0 1121 9z" />
-                    style={{ color: '#EAECEF' }}
+                  </svg>
-                  >
+                  API Key *
-                    API Key
                 </label>
                 <input
                   type="password"
                   value={apiKey}
                   onChange={(e) => setApiKey(e.target.value)}
                   placeholder={t('enterAPIKey', language)}
-                    className="w-full px-3 py-2 rounded"
+                  className="w-full px-4 py-3 rounded-xl"
-                    style={{
+                  style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
-                      background: '#0B0E11',
-                      border: '1px solid #2B3139',
-                      color: '#EAECEF',
-                    }}
                   required
                 />
               </div>
 
-                <div>
+              {/* Custom Base URL */}
-                  <label
+              <div className="space-y-2">
-                    className="block text-sm font-semibold mb-2"
+                <label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
-                    style={{ color: '#EAECEF' }}
+                  <svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
-                  >
+                    <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M13.828 10.172a4 4 0 00-5.656 0l-4 4a4 4 0 105.656 5.656l1.102-1.101m-.758-4.899a4 4 0 005.656 0l4-4a4 4 0 00-5.656-5.656l-1.1 1.1" />
+                  </svg>
                   {t('customBaseURL', language)}
                 </label>
                 <input
@@ -1602,23 +1689,20 @@ function ModelConfigModal({
                   value={baseUrl}
                   onChange={(e) => setBaseUrl(e.target.value)}
                   placeholder={t('customBaseURLPlaceholder', language)}
-                    className="w-full px-3 py-2 rounded"
+                  className="w-full px-4 py-3 rounded-xl"
-                    style={{
+                  style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
-                      background: '#0B0E11',
-                      border: '1px solid #2B3139',
-                      color: '#EAECEF',
-                    }}
                 />
-                  <div className="text-xs mt-1" style={{ color: '#848E9C' }}>
+                <div className="text-xs" style={{ color: '#848E9C' }}>
                   {t('leaveBlankForDefault', language)}
                 </div>
               </div>
 
-                <div>
+              {/* Custom Model Name */}
-                  <label
+              <div className="space-y-2">
-                    className="block text-sm font-semibold mb-2"
+                <label className="flex items-center gap-2 text-sm font-semibold" style={{ color: '#EAECEF' }}>
-                    style={{ color: '#EAECEF' }}
+                  <svg className="w-4 h-4" style={{ color: '#A78BFA' }} fill="none" stroke="currentColor" viewBox="0 0 24 24">
-                  >
+                    <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M7 7h.01M7 3h5c.512 0 1.024.195 1.414.586l7 7a2 2 0 010 2.828l-7 7a2 2 0 01-2.828 0l-7-7A1.994 1.994 0 013 12V7a4 4 0 014-4z" />
+                  </svg>
                   {t('customModelName', language)}
                 </label>
                 <input
@@ -1626,66 +1710,47 @@ function ModelConfigModal({
                   value={modelName}
                   onChange={(e) => setModelName(e.target.value)}
                   placeholder={t('customModelNamePlaceholder', language)}
-                    className="w-full px-3 py-2 rounded"
+                  className="w-full px-4 py-3 rounded-xl"
-                    style={{
+                  style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
-                      background: '#0B0E11',
-                      border: '1px solid #2B3139',
-                      color: '#EAECEF',
-                    }}
                 />
-                  <div className="text-xs mt-1" style={{ color: '#848E9C' }}>
+                <div className="text-xs" style={{ color: '#848E9C' }}>
                   {t('leaveBlankForDefaultModel', language)}
                 </div>
               </div>
 
-                <div
+              {/* Info Box */}
-                  className="p-4 rounded"
+              <div className="p-4 rounded-xl" style={{ background: 'rgba(139, 92, 246, 0.1)', border: '1px solid rgba(139, 92, 246, 0.2)' }}>
-                  style={{
+                <div className="text-sm font-semibold mb-2 flex items-center gap-2" style={{ color: '#A78BFA' }}>
-                    background: 'rgba(240, 185, 11, 0.1)',
+                  <Brain className="w-4 h-4" />
-                    border: '1px solid rgba(240, 185, 11, 0.2)',
+                  {t('information', language)}
-                  }}
-                >
-                  <div
-                    className="text-sm font-semibold mb-2"
-                    style={{ color: '#F0B90B' }}
-                  >
-                    ℹ️ {t('information', language)}
                 </div>
-                  <div
+                <div className="text-xs space-y-1" style={{ color: '#848E9C' }}>
-                    className="text-xs space-y-1"
+                  <div>• {t('modelConfigInfo1', language)}</div>
-                    style={{ color: '#848E9C' }}
+                  <div>• {t('modelConfigInfo2', language)}</div>
-                  >
+                  <div>• {t('modelConfigInfo3', language)}</div>
-                    <div>{t('modelConfigInfo1', language)}</div>
-                    <div>{t('modelConfigInfo2', language)}</div>
-                    <div>{t('modelConfigInfo3', language)}</div>
                 </div>
               </div>
-              </>
-            )}
-          </div>
 
-          <div
+              {/* Buttons */}
-            className="flex gap-3 mt-6 pt-4 sticky bottom-0"
+              <div className="flex gap-3 pt-4">
-            style={{ background: '#1E2329' }}
+                <button type="button" onClick={handleBack} className="flex-1 px-4 py-3 rounded-xl text-sm font-semibold transition-all hover:bg-white/5" style={{ background: '#2B3139', color: '#848E9C' }}>
-          >
+                  {editingModelId ? t('cancel', language) : (language === 'zh' ? '返回' : 'Back')}
-            <button
-              type="button"
-              onClick={onClose}
-              className="flex-1 px-4 py-2 rounded text-sm font-semibold"
-              style={{ background: '#2B3139', color: '#848E9C' }}
-            >
-              {t('cancel', language)}
                 </button>
                 <button
                   type="submit"
                   disabled={!selectedModel || !apiKey.trim()}
-              className="flex-1 px-4 py-2 rounded text-sm font-semibold disabled:opacity-50"
+                  className="flex-1 flex items-center justify-center gap-2 px-4 py-3 rounded-xl text-sm font-bold transition-all hover:scale-[1.02] disabled:opacity-50 disabled:cursor-not-allowed"
-              style={{ background: '#F0B90B', color: '#000' }}
+                  style={{ background: '#8B5CF6', color: '#fff' }}
                 >
                   {t('saveConfig', language)}
+                  <svg className="w-4 h-4" fill="none" stroke="currentColor" viewBox="0 0 24 24">
+                    <path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2} d="M14 5l7 7m0 0l-7 7m7-7H3" />
+                  </svg>
                 </button>
               </div>
             </form>
+          )}
+        </div>
       </div>
     </div>
   )