fix(grid): add isRunning checks to prevent trades after Stop() is called

fix(grid): improve GridRiskPanel layout and fix liquidation data
- Make panel collapsible with summary badges when collapsed - Use compact 2-column grid layout for detailed info - Fix auth token key (token -> auth_token) - Only calculate liquidation distance when position exists
2026-06-23 06:01:43 +08:00 · 2026-01-18 20:06:41 +08:00 · 2026-01-18 18:19:15 +08:00 · 2026-01-18 14:44:28 +08:00 · 2026-01-17 23:48:00 +08:00 · 2026-01-17 23:44:52 +08:00
108 changed files with 14806 additions and 1557 deletions
--- a/.github/PR_TITLE_GUIDE.md
+++ b/.github/PR_TITLE_GUIDE.md
@@ -1,16 +1,16 @@
-# PR 标题指南
+# PR Title Guide

-## 📋 概述
+## 📋 Overview

-我们使用 **Conventional Commits** 格式来保持 PR 标题的一致性，但这是**建议性的**，不会阻止你的 PR 被合并。
+We use the **Conventional Commits** format to maintain consistency in PR titles, but this is **recommended**, not mandatory. It will not prevent your PR from being merged.

-## ✅ 推荐格式
+## ✅ Recommended Format

 ```
 type(scope): description
 ```

-### 示例
+### Examples

 ```
 feat(trader): add new trading strategy
@@ -22,63 +22,63 @@ ci(workflow): improve GitHub Actions

 ---

-## 📖 详细说明
+## 📖 Detailed Guide

-### Type（类型）- 必需
+### Type - Required

-描述这次变更的类型：
+Describes the type of change:

-| Type | 说明 | 示例 |
-|------|------|------|
-| `feat` | 新功能 | `feat(trader): add stop-loss feature` |
-| `fix` | Bug 修复 | `fix(api): handle null response` |
-| `docs` | 文档变更 | `docs: update installation guide` |
-| `style` | 代码格式（不影响代码运行） | `style: format code with prettier` |
-| `refactor` | 重构（既不是新功能也不是修复） | `refactor(exchange): simplify connection logic` |
-| `perf` | 性能优化 | `perf(ai): optimize prompt processing` |
-| `test` | 添加或修改测试 | `test(trader): add unit tests` |
-| `chore` | 构建过程或辅助工具的变动 | `chore: update dependencies` |
-| `ci` | CI/CD 相关变更 | `ci: add test coverage report` |
-| `security` | 安全相关修复 | `security: update vulnerable dependencies` |
-| `build` | 构建系统或外部依赖项变更 | `build: upgrade webpack to v5` |
+| Type | Description | Example |
+|------|-------------|---------|
+| `feat` | New feature | `feat(trader): add stop-loss feature` |
+| `fix` | Bug fix | `fix(api): handle null response` |
+| `docs` | Documentation change | `docs: update installation guide` |
+| `style` | Code formatting (no functional change) | `style: format code with prettier` |
+| `refactor` | Code refactoring (neither feature nor fix) | `refactor(exchange): simplify connection logic` |
+| `perf` | Performance optimization | `perf(ai): optimize prompt processing` |
+| `test` | Add or modify tests | `test(trader): add unit tests` |
+| `chore` | Build process or auxiliary tool changes | `chore: update dependencies` |
+| `ci` | CI/CD related changes | `ci: add test coverage report` |
+| `security` | Security fixes | `security: update vulnerable dependencies` |
+| `build` | Build system or external dependency changes | `build: upgrade webpack to v5` |

-### Scope（范围）- 可选
+### Scope - Optional

-描述这次变更影响的范围：
+Describes the area affected by the change:

-| Scope | 说明 |
-|-------|------|
-| `exchange` | 交易所相关 |
-| `trader` | 交易员/交易策略 |
-| `ai` | AI 模型相关 |
-| `api` | API 接口 |
-| `ui` | 用户界面 |
-| `frontend` | 前端代码 |
-| `backend` | 后端代码 |
-| `security` | 安全相关 |
-| `deps` | 依赖项 |
+| Scope | Description |
+|-------|-------------|
+| `exchange` | Exchange-related |
+| `trader` | Trader/trading strategy |
+| `ai` | AI model related |
+| `api` | API interface |
+| `ui` | User interface |
+| `frontend` | Frontend code |
+| `backend` | Backend code |
+| `security` | Security related |
+| `deps` | Dependencies |
 | `workflow` | GitHub Actions workflows |
-| `github` | GitHub 配置 |
+| `github` | GitHub configuration |
 | `actions` | GitHub Actions |
-| `config` | 配置文件 |
-| `docker` | Docker 相关 |
-| `build` | 构建相关 |
-| `release` | 发布相关 |
+| `config` | Configuration files |
+| `docker` | Docker related |
+| `build` | Build related |
+| `release` | Release related |

-**注意：** 如果变更影响多个范围，可以省略 scope 或选择最主要的。
+**Note:** If the change affects multiple scopes, you can omit the scope or choose the most relevant one.

-### Description（描述）- 必需
+### Description - Required

- 使用现在时态（"add" 而不是 "added"）
- 首字母小写
- 结尾不加句号
- 简洁明了地描述变更内容
+- Use present tense ("add" not "added")
+- Start with lowercase
+- No period at the end
+- Concisely describe what changed

 ---

-## 🎯 完整示例
+## 🎯 Complete Examples

-### ✅ 好的 PR 标题
+### ✅ Good PR Titles

 ```
 feat(trader): add risk management system
@@ -94,38 +94,38 @@ security(api): fix SQL injection vulnerability
 build(docker): optimize Docker image size
 ```

-### ⚠️ 需要改进的标题
+### ⚠️ Titles That Need Improvement

-| 不好的标题 | 问题 | 改进后 |
-|-----------|------|--------|
-| `update code` | 太模糊 | `refactor(trader): simplify order execution logic` |
-| `Fixed bug` | 首字母大写，不够具体 | `fix(api): handle edge case in login` |
-| `Add new feature.` | 有句号，不够具体 | `feat(ui): add dark mode toggle` |
-| `changes` | 完全不符合格式 | `chore: update dependencies` |
-| `feat: Added new trading algo` | 时态错误 | `feat(trader): add new trading algorithm` |
+| Poor Title | Issue | Improved |
+|-----------|-------|----------|
+| `update code` | Too vague | `refactor(trader): simplify order execution logic` |
+| `Fixed bug` | Capitalized, not specific | `fix(api): handle edge case in login` |
+| `Add new feature.` | Has period, not specific | `feat(ui): add dark mode toggle` |
+| `changes` | Doesn't follow format | `chore: update dependencies` |
+| `feat: Added new trading algo` | Wrong tense | `feat(trader): add new trading algorithm` |

 ---

-## 🤖 自动检查行为
+## 🤖 Automated Check Behavior

-### 当 PR 标题不符合格式时
+### When PR Title Doesn't Follow Format

-1. **不会阻止合并** ✅
-   - 检查会标记为"建议"
-   - PR 仍然可以被审查和合并
+1. **Won't block merging** ✅
+   - Check is marked as "advisory"
+   - PR can still be reviewed and merged

-2. **会收到友好提示** 💬
-   - 机器人会在 PR 中留言
-   - 提供格式说明和示例
-   - 建议如何改进标题
+2. **Provides friendly reminder** 💬
+   - Bot will comment on the PR
+   - Provides format guidance and examples
+   - Suggests how to improve the title

-3. **可以随时更新** 🔄
-   - 更新 PR 标题后会重新检查
-   - 无需关闭和重新打开 PR
+3. **Can be updated anytime** 🔄
+   - Re-checks after updating PR title
+   - No need to close and reopen PR

-### 示例评论
+### Example Comment

-如果你的 PR 标题是 `update workflow`，你会收到这样的评论：
+If your PR title is `update workflow`, you'll receive a comment like this:

 ```markdown
 ## ⚠️ PR Title Format Suggestion
@@ -157,11 +157,11 @@ Your PR can still be reviewed and merged.

 ---

-## 🔧 配置详情
+## 🔧 Configuration Details

-### 支持的 Types
+### Supported Types

-在 `.github/workflows/pr-checks.yml` 中配置：
+Configured in `.github/workflows/pr-checks.yml`:

 ```yaml
 types: |
@@ -178,7 +178,7 @@ types: |
  build
 ```

-### 支持的 Scopes
+### Supported Scopes

 ```yaml
 scopes: |
@@ -200,38 +200,38 @@ scopes: |
  release
 ```

-### 添加新的 Scope
+### Adding New Scopes

-如果你需要添加新的 scope，请：
+If you need to add a new scope:

-1. 在 `.github/workflows/pr-checks.yml` 的 `scopes` 部分添加
-2. 在 `.github/workflows/pr-checks-run.yml` 更新正则表达式（可选）
-3. 更新本文档
+1. Add it to the `scopes` section in `.github/workflows/pr-checks.yml`
+2. Update the regex in `.github/workflows/pr-checks-run.yml` (optional)
+3. Update this documentation

 ---

-## 📚 为什么使用 Conventional Commits？
+## 📚 Why Use Conventional Commits?

-### 优点
+### Benefits

-1. **自动化 Changelog** 📝
-   - 可以自动生成版本更新日志
-   - 清晰地分类各种变更
+1. **Automated Changelog** 📝
+   - Automatically generate version changelogs
+   - Clearly categorize different types of changes

-2. **语义化版本** 🔢
-   - `feat` → MINOR 版本（1.1.0）
-   - `fix` → PATCH 版本（1.0.1）
-   - `BREAKING CHANGE` → MAJOR 版本（2.0.0）
+2. **Semantic Versioning** 🔢
+   - `feat` → MINOR version (1.1.0)
+   - `fix` → PATCH version (1.0.1)
+   - `BREAKING CHANGE` → MAJOR version (2.0.0)

-3. **更好的可读性** 👀
-   - 一眼看出 PR 的目的
-   - 更容易浏览 Git 历史
+3. **Better Readability** 👀
+   - Understand PR purpose at a glance
+   - Easier to browse Git history

-4. **团队协作** 🤝
-   - 统一的提交风格
-   - 降低沟通成本
+4. **Team Collaboration** 🤝
+   - Unified commit style
+   - Reduces communication overhead

-### 示例：自动生成的 Changelog
+### Example: Auto-generated Changelog

 ```markdown
 ## v1.2.0 (2025-11-02)
@@ -250,9 +250,9 @@ scopes: |

 ---

-## 🎓 学习资源
+## 🎓 Learning Resources

- **Conventional Commits 官网:** https://www.conventionalcommits.org/
+- **Conventional Commits:** https://www.conventionalcommits.org/
 - **Angular Commit Guidelines:** https://github.com/angular/angular/blob/main/CONTRIBUTING.md#commit
 - **Semantic Versioning:** https://semver.org/

@@ -260,33 +260,33 @@ scopes: |

 ## ❓ FAQ

-### Q: 我必须遵循这个格式吗？
+### Q: Must I follow this format?

-**A:** 不必须。这是建议性的，不会阻止你的 PR 被合并。但遵循格式可以提高项目的可维护性。
+**A:** No. This is recommended but not mandatory. It won't block your PR from being merged. However, following the format improves project maintainability.

-### Q: 如果我忘记了怎么办？
+### Q: What if I forget?

-**A:** 机器人会在 PR 中提醒你，你可以随时更新标题。
+**A:** The bot will remind you in the PR comments. You can update the title anytime.

-### Q: 我可以在一个 PR 中做多种类型的变更吗？
+### Q: Can I make multiple types of changes in one PR?

-**A:** 可以，但建议：
- 选择最主要的类型
- 或者考虑拆分成多个 PR（更易于审查）
+**A:** Yes, but it's recommended to:
+- Choose the most significant type
+- Or consider splitting into multiple PRs (easier to review)

-### Q: Scope 可以省略吗？
+### Q: Can I omit the scope?

-**A:** 可以。`requireScope: false` 表示 scope 是可选的。
+**A:** Yes. `requireScope: false` means scope is optional.

-示例：`docs: update README` （没有 scope 也可以）
+Example: `docs: update README` (no scope is fine)

-### Q: 我想添加新的 type 或 scope，怎么做？
+### Q: How do I add a new type or scope?

-**A:** 提一个 PR 修改 `.github/workflows/pr-checks.yml`，并在本文档中说明新增项的用途。
+**A:** Submit a PR to modify `.github/workflows/pr-checks.yml` and document the purpose of the new item in this guide.

-### Q: Breaking Changes 怎么表示？
+### Q: How do I indicate Breaking Changes?

-**A:** 在描述中添加 `BREAKING CHANGE:` 或在 type 后加 `!`：
+**A:** Add `BREAKING CHANGE:` in the description or add `!` after the type:

 ```
 feat!: remove deprecated API
@@ -297,9 +297,9 @@ BREAKING CHANGE: The old /auth endpoint is removed

 ---

-## 📊 统计
+## 📊 Statistics

-想看项目的 commit 类型分布？运行：
+Want to see the commit type distribution in your project? Run:

 ```bash
 git log --oneline --no-merges | \
@@ -309,14 +309,14 @@ git log --oneline --no-merges | \

 ---

-## ✅ 快速检查清单
+## ✅ Quick Checklist

-在提交 PR 前，检查你的标题是否：
+Before submitting a PR, check if your title:

- [ ] 包含有效的 type（feat, fix, docs 等）
- [ ] 使用小写字母开头
- [ ] 使用现在时态（"add" 而不是 "added"）
- [ ] 简洁明了（最好在 50 字符内）
- [ ] 准确描述了变更内容
+- [ ] Contains a valid type (feat, fix, docs, etc.)
+- [ ] Starts with lowercase
+- [ ] Uses present tense ("add" not "added")
+- [ ] Is concise (preferably under 50 characters)
+- [ ] Accurately describes the change

-**记住：** 这些都是建议，不是强制要求！
+**Remember:** These are recommendations, not requirements!
--- a/.github/PULL_REQUEST_TEMPLATE.md
+++ b/.github/PULL_REQUEST_TEMPLATE.md
@@ -1,104 +1,100 @@
-# Pull Request | PR 提交
+# Pull Request

-> **📋 选择专用模板 | Choose Specialized Template**
+> **📋 Choose Specialized Template**
 >
-> 我们现在提供了针对不同类型PR的专用模板，帮助你更快速地填写PR信息：
 > We now offer specialized templates for different types of PRs to help you fill out the information faster:
 >
-> - 🔧 **[Backend PR Template](./PULL_REQUEST_TEMPLATE/backend.md)** | 后端PR模板 - For Go/API/Trading changes
-> - 🎨 **[Frontend PR Template](./PULL_REQUEST_TEMPLATE/frontend.md)** | 前端PR模板 - For UI/UX changes
-> - 📝 **[Documentation PR Template](./PULL_REQUEST_TEMPLATE/docs.md)** | 文档PR模板 - For documentation updates
-> - 📦 **[General PR Template](./PULL_REQUEST_TEMPLATE/general.md)** | 通用PR模板 - For mixed or other changes
+> - 🔧 **[Backend PR Template](./PULL_REQUEST_TEMPLATE/backend.md)** - For Go/API/Trading changes
+> - 🎨 **[Frontend PR Template](./PULL_REQUEST_TEMPLATE/frontend.md)** - For UI/UX changes
+> - 📝 **[Documentation PR Template](./PULL_REQUEST_TEMPLATE/docs.md)** - For documentation updates
+> - 📦 **[General PR Template](./PULL_REQUEST_TEMPLATE/general.md)** - For mixed or other changes
 >
-> **如何使用？| How to use?**
-> - 创建PR时，在URL中添加 `?template=backend.md` 或其他模板名称
+> **How to use?**
 > - When creating a PR, add `?template=backend.md` or other template name to the URL
-> - 或者直接复制粘贴对应模板的内容
 > - Or simply copy and paste the content from the corresponding template

 ---

-> **💡 提示 Tip:** 推荐 PR 标题格式 `type(scope): description`
-> 例如: `feat(trader): add new strategy` | `fix(api): resolve auth issue`
+> **💡 Tip:** Recommended PR title format `type(scope): description`
+> Example: `feat(trader): add new strategy` | `fix(api): resolve auth issue`

 ---

-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description

+<!-- Describe your changes in detail -->


 ---

-## 🎯 Type of Change | 变更类型
+## 🎯 Type of Change

- [ ] 🐛 Bug fix | 修复 Bug
- [ ] ✨ New feature | 新功能
- [ ] 💥 Breaking change | 破坏性变更
- [ ] 📝 Documentation update | 文档更新
- [ ] 🎨 Code style update | 代码样式更新
- [ ] ♻️ Refactoring | 重构
- [ ] ⚡ Performance improvement | 性能优化
- [ ] ✅ Test update | 测试更新
- [ ] 🔧 Build/config change | 构建/配置变更
- [ ] 🔒 Security fix | 安全修复
+- [ ] 🐛 Bug fix
+- [ ] ✨ New feature
+- [ ] 💥 Breaking change
+- [ ] 📝 Documentation update
+- [ ] 🎨 Code style update
+- [ ] ♻️ Refactoring
+- [ ] ⚡ Performance improvement
+- [ ] ✅ Test update
+- [ ] 🔧 Build/config change
+- [ ] 🔒 Security fix

 ---

-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues

- Closes # | 关闭 #
- Related to # | 相关 #
+- Closes #
+- Related to #

 ---

-## 📋 Changes Made | 具体变更
+## 📋 Changes Made

-**English:** ｜ **中文：**
+<!-- List the specific changes made -->
 -
 -

 ---

-## 🧪 Testing | 测试
+## 🧪 Testing

- [ ] Tested locally | 本地测试通过
- [ ] Tests pass | 测试通过
- [ ] Verified no existing functionality broke | 确认没有破坏现有功能
+- [ ] Tested locally
+- [ ] Tests pass
+- [ ] Verified no existing functionality broke

 ---

-## ✅ Checklist | 检查清单
+## ✅ Checklist

-### Code Quality | 代码质量
- [ ] Code follows project style | 代码遵循项目风格
- [ ] Self-review completed | 已完成代码自查
- [ ] Comments added for complex logic | 已添加必要注释
+### Code Quality
+- [ ] Code follows project style
+- [ ] Self-review completed
+- [ ] Comments added for complex logic

-### Documentation | 文档
- [ ] Updated relevant documentation | 已更新相关文档
+### Documentation
+- [ ] Updated relevant documentation

 ### Git
- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts

 ---

-## 📚 Additional Notes | 补充说明
+## 📚 Additional Notes

-**English:** ｜ **中文：**
+<!-- Any additional information or context -->


 ---

-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**

- [ ] I have read the [Contributing Guidelines](../CONTRIBUTING.md) | 已阅读贡献指南
- [ ] I agree to the [Code of Conduct](../CODE_OF_CONDUCT.md) | 同意行为准则
- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0

 ---

-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**
--- a/.github/PULL_REQUEST_TEMPLATE/README.md
+++ b/.github/PULL_REQUEST_TEMPLATE/README.md
@@ -1,213 +1,177 @@
-# PR Templates | PR 模板
+# PR Templates

-## 📋 模板概述 | Template Overview
+## 📋 Template Overview

-我们提供了4种针对不同类型PR的专用模板，帮助贡献者快速填写PR信息：
 We offer 4 specialized templates for different types of PRs to help contributors quickly fill out PR information:

-### 1. 🔧 Backend Template | 后端模板
-**文件:** `backend.md`
+### 1. 🔧 Backend Template
+**File:** `backend.md`

-**适用于 | Use for:**
- Go代码变更 | Go code changes
- API端点开发 | API endpoint development
- 交易逻辑实现 | Trading logic implementation
- 后端性能优化 | Backend performance optimization
- 数据库相关改动 | Database-related changes
+**Use for:**
+- Go code changes
+- API endpoint development
+- Trading logic implementation
+- Backend performance optimization
+- Database-related changes

-**包含 | Includes:**
- Go测试环境配置 | Go test environment
- 安全考虑检查 | Security considerations
- 性能影响评估 | Performance impact assessment
- `go fmt` 和 `go build` 检查 | `go fmt` and `go build` checks
+**Includes:**
+- Go test environment
+- Security considerations
+- Performance impact assessment
+- `go fmt` and `go build` checks

-### 2. 🎨 Frontend Template | 前端模板
-**文件:** `frontend.md`
+### 2. 🎨 Frontend Template
+**File:** `frontend.md`

-**适用于 | Use for:**
- UI/UX变更 | UI/UX changes
- React/Vue组件开发 | React/Vue component development
- 前端样式更新 | Frontend styling updates
- 浏览器兼容性修复 | Browser compatibility fixes
- 前端性能优化 | Frontend performance optimization
+**Use for:**
+- UI/UX changes
+- React/Vue component development
+- Frontend styling updates
+- Browser compatibility fixes
+- Frontend performance optimization

-**包含 | Includes:**
- 截图/演示要求 | Screenshots/demo requirements
- 浏览器测试清单 | Browser testing checklist
- 国际化检查 | Internationalization checks
- 响应式设计验证 | Responsive design verification
- `npm run lint` 和 `npm run build` 检查 | Linting and build checks
+**Includes:**
+- Screenshots/demo requirements
+- Browser testing checklist
+- Internationalization checks
+- Responsive design verification
+- `npm run lint` and `npm run build` checks

-### 3. 📝 Documentation Template | 文档模板
-**文件:** `docs.md`
+### 3. 📝 Documentation Template
+**File:** `docs.md`

-**适用于 | Use for:**
- README更新 | README updates
- API文档编写 | API documentation
- 教程和指南 | Tutorials and guides
- 代码注释改进 | Code comment improvements
- 翻译工作 | Translation work
+**Use for:**
+- README updates
+- API documentation
+- Tutorials and guides
+- Code comment improvements
+- Translation work

-**包含 | Includes:**
- 文档类型分类 | Documentation type classification
- 内容质量检查 | Content quality checks
- 双语要求（中英文）| Bilingual requirements (EN/CN)
- 链接有效性验证 | Link validity verification
+**Includes:**
+- Documentation type classification
+- Content quality checks
+- Bilingual requirements (EN/CN)
+- Link validity verification

-### 4. 📦 General Template | 通用模板
-**文件:** `general.md`
+### 4. 📦 General Template
+**File:** `general.md`

-**适用于 | Use for:**
- 混合类型变更 | Mixed-type changes
- 跨多个领域的PR | Cross-domain PRs
- 构建配置变更 | Build configuration changes
- 依赖更新 | Dependency updates
- 不确定使用哪个模板时 | When unsure which template to use
+**Use for:**
+- Mixed-type changes
+- Cross-domain PRs
+- Build configuration changes
+- Dependency updates
+- When unsure which template to use

-## 🤖 自动模板建议 | Automatic Template Suggestion
+## 🤖 Automatic Template Suggestion

-我们的GitHub Action会自动分析你的PR并建议最合适的模板：
 Our GitHub Action automatically analyzes your PR and suggests the most suitable template:

-### 工作原理 | How it works:
+### How it works:

-1. **文件分析 | File Analysis**
-   - 检测PR中所有变更的文件类型
+1. **File Analysis**
   - Detects all changed file types in the PR

-2. **智能判断 | Smart Detection**
-   - 如果 >50% 是 `.go` 文件 → 建议**后端模板**
+2. **Smart Detection**
   - If >50% are `.go` files → Suggests **Backend template**
-   - 如果 >50% 是 `.js/.ts/.tsx/.vue` 文件 → 建议**前端模板**
   - If >50% are `.js/.ts/.tsx/.vue` files → Suggests **Frontend template**
-   - 如果 >70% 是 `.md` 文件 → 建议**文档模板**
   - If >70% are `.md` files → Suggests **Documentation template**

-3. **自动评论 | Auto-comment**
-   - 如果检测到你使用了默认模板，但应该用专用模板
+3. **Auto-comment**
   - If it detects you're using the default template but should use a specialized one
-   - 会自动添加友好的评论建议
   - It will automatically add a friendly comment suggestion

-4. **自动标签 | Auto-labeling**
-   - 自动添加对应的标签：`backend`、`frontend`、`documentation`
+4. **Auto-labeling**
   - Automatically adds corresponding labels: `backend`, `frontend`, `documentation`

-## 📖 使用方法 | How to Use
+## 📖 How to Use

-### 方法1: URL参数（推荐） | Method 1: URL Parameter (Recommended)
+### Method 1: URL Parameter (Recommended)

-创建PR时，在URL末尾添加模板参数：
 When creating a PR, add the template parameter to the URL:

 ```
 https://github.com/YOUR_ORG/nofx/compare/dev...YOUR_BRANCH?template=backend.md
 ```

-替换 `backend.md` 为：
 Replace `backend.md` with:
- `backend.md` - 后端模板 | Backend template
- `frontend.md` - 前端模板 | Frontend template
- `docs.md` - 文档模板 | Documentation template
- `general.md` - 通用模板 | General template
+- `backend.md` - Backend template
+- `frontend.md` - Frontend template
+- `docs.md` - Documentation template
+- `general.md` - General template

-### 方法2: 手动选择 | Method 2: Manual Selection
+### Method 2: Manual Selection

-1. 创建PR时，默认模板会显示
-   When creating a PR, the default template will be shown
+1. When creating a PR, the default template will be shown

-2. 根据顶部的指引链接，点击查看对应的模板
-   Follow the guidance links at the top to view the corresponding template
+2. Follow the guidance links at the top to view the corresponding template

-3. 复制模板内容到PR描述中
-   Copy the template content into the PR description
+3. Copy the template content into the PR description

-### 方法3: 跟随自动建议 | Method 3: Follow Auto-suggestion
+### Method 3: Follow Auto-suggestion

-1. 使用任何模板创建PR
-   Create a PR with any template
+1. Create a PR with any template

-2. GitHub Action会自动分析并评论建议
-   GitHub Action will automatically analyze and comment with a suggestion
+2. GitHub Action will automatically analyze and comment with a suggestion

-3. 根据建议更新PR描述
-   Update the PR description based on the suggestion
+3. Update the PR description based on the suggestion

-## 🎯 最佳实践 | Best Practices
+## 🎯 Best Practices

-1. **提前选择 | Choose in Advance**
-   - 在创建PR前确定变更类型
+1. **Choose in Advance**
   - Determine the change type before creating the PR

-2. **完整填写 | Complete Filling**
-   - 不要跳过必填项（标记为 required）
+2. **Complete Filling**
   - Don't skip required items

-3. **保持简洁 | Keep it Concise**
-   - 描述清晰但简洁
+3. **Keep it Concise**
   - Keep descriptions clear but concise

-4. **添加截图 | Add Screenshots**
-   - 对于UI变更，务必添加截图
+4. **Add Screenshots**
   - For UI changes, always add screenshots

-5. **测试证明 | Test Evidence**
-   - 提供测试通过的证据
+5. **Test Evidence**
   - Provide evidence that tests pass

-## 🔧 自定义 | Customization
+## 🔧 Customization

-如果需要修改模板或自动检测逻辑：
 If you need to modify templates or auto-detection logic:

-1. **修改模板** | **Modify Templates**
-   - 编辑 `.github/PULL_REQUEST_TEMPLATE/*.md` 文件
+1. **Modify Templates**
   - Edit `.github/PULL_REQUEST_TEMPLATE/*.md` files

-2. **调整检测阈值** | **Adjust Detection Threshold**
-   - 编辑 `.github/workflows/pr-template-suggester.yml`
+2. **Adjust Detection Threshold**
   - Edit `.github/workflows/pr-template-suggester.yml`
-   - 修改文件类型占比阈值（当前：50%后端，50%前端，70%文档）
   - Modify file type percentage thresholds (current: 50% backend, 50% frontend, 70% docs)

-3. **添加新模板** | **Add New Template**
-   - 在 `PULL_REQUEST_TEMPLATE/` 目录创建新的 `.md` 文件
+3. **Add New Template**
   - Create a new `.md` file in the `PULL_REQUEST_TEMPLATE/` directory
-   - 更新工作流以支持新的文件类型检测
   - Update the workflow to support new file type detection

 ## ❓ FAQ

-**Q: 我的PR既有前端又有后端代码，用哪个模板？**
 **Q: My PR has both frontend and backend code, which template should I use?**

-A: 使用**通用模板**（`general.md`），或选择主要变更类型的模板。
 A: Use the **General template** (`general.md`), or choose the template for the primary change type.

 ---

-**Q: 自动建议的模板不合适怎么办？**
 **Q: What if the automatically suggested template is not suitable?**

-A: 你可以忽略建议，继续使用当前模板。自动建议仅供参考。
 A: You can ignore the suggestion and continue using the current template. Auto-suggestions are for reference only.

 ---

-**Q: 可以不使用任何模板吗？**
 **Q: Can I not use any template?**

-A: 不推荐。模板帮助确保PR包含必要信息，加快审查速度。
 A: Not recommended. Templates help ensure PRs contain necessary information and speed up reviews.

 ---

-**Q: 如何禁用自动模板建议？**
 **Q: How to disable automatic template suggestions?**

-A: 删除或禁用 `.github/workflows/pr-template-suggester.yml` 文件。
 A: Delete or disable the `.github/workflows/pr-template-suggester.yml` file.

 ---

-🌟 **感谢使用我们的PR模板系统！| Thank you for using our PR template system!**
+🌟 **Thank you for using our PR template system!**
--- a/.github/PULL_REQUEST_TEMPLATE/backend.md
+++ b/.github/PULL_REQUEST_TEMPLATE/backend.md
@@ -1,121 +1,116 @@
-# Pull Request - Backend | 后端 PR
+# Pull Request - Backend

-> **💡 提示 Tip:** 推荐 PR 标题格式 `type(scope): description`
-> 例如: `feat(trader): add new strategy` | `fix(api): resolve auth issue`
+> **💡 Tip:** Recommended PR title format `type(scope): description`
+> Example: `feat(trader): add new strategy` | `fix(api): resolve auth issue`

 ---

-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description



 ---

-## 🎯 Type of Change | 变更类型
+## 🎯 Type of Change

- [ ] 🐛 Bug fix | 修复 Bug
- [ ] ✨ New feature | 新功能
- [ ] 💥 Breaking change | 破坏性变更
- [ ] ♻️ Refactoring | 重构
- [ ] ⚡ Performance improvement | 性能优化
- [ ] 🔒 Security fix | 安全修复
- [ ] 🔧 Build/config change | 构建/配置变更
+- [ ] 🐛 Bug fix
+- [ ] ✨ New feature
+- [ ] 💥 Breaking change
+- [ ] ♻️ Refactoring
+- [ ] ⚡ Performance improvement
+- [ ] 🔒 Security fix
+- [ ] 🔧 Build/config change

 ---

-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues

- Closes # | 关闭 #
- Related to # | 相关 #
+- Closes #
+- Related to #

 ---

-## 📋 Changes Made | 具体变更
+## 📋 Changes Made

-**English:** ｜ **中文：**
 -
 -

 ---

-## 🧪 Testing | 测试
+## 🧪 Testing

-### Test Environment | 测试环境
- **OS | 操作系统:**
- **Go Version | Go 版本:**
- **Exchange | 交易所:** [if applicable | 如适用]
+### Test Environment
+- **OS:**
+- **Go Version:**
+- **Exchange:** [if applicable]

-### Manual Testing | 手动测试
- [ ] Tested locally | 本地测试通过
- [ ] Tested on testnet | 测试网测试通过（交易所集成相关）
- [ ] Unit tests pass | 单元测试通过
- [ ] Verified no existing functionality broke | 确认没有破坏现有功能
+### Manual Testing
+- [ ] Tested locally
+- [ ] Tested on testnet (for exchange integration)
+- [ ] Unit tests pass
+- [ ] Verified no existing functionality broke

-### Test Results | 测试结果
+### Test Results
 ```
-Test output here | 测试输出
+Test output here
 ```

 ---

-## 🔒 Security Considerations | 安全考虑
+## 🔒 Security Considerations

- [ ] No API keys or secrets hardcoded | 没有硬编码 API 密钥
- [ ] User inputs properly validated | 用户输入已正确验证
- [ ] No SQL injection vulnerabilities | 无 SQL 注入漏洞
- [ ] Authentication/authorization properly handled | 认证/授权正确处理
- [ ] Sensitive data is encrypted | 敏感数据已加密
- [ ] N/A (not security-related) | 不适用
+- [ ] No API keys or secrets hardcoded
+- [ ] User inputs properly validated
+- [ ] No SQL injection vulnerabilities
+- [ ] Authentication/authorization properly handled
+- [ ] Sensitive data is encrypted
+- [ ] N/A (not security-related)

 ---

-## ⚡ Performance Impact | 性能影响
+## ⚡ Performance Impact

- [ ] No significant performance impact | 无显著性能影响
- [ ] Performance improved | 性能提升
- [ ] Performance may be impacted (explain below) | 性能可能受影响
+- [ ] No significant performance impact
+- [ ] Performance improved
+- [ ] Performance may be impacted (explain below)

-**If impacted, explain | 如果受影响，请说明：**
+**If impacted, explain:**


 ---

-## ✅ Checklist | 检查清单
+## ✅ Checklist

-### Code Quality | 代码质量
- [ ] Code follows project style | 代码遵循项目风格
- [ ] Self-review completed | 已完成代码自查
- [ ] Comments added for complex logic | 已添加必要注释
- [ ] Code compiles successfully | 代码编译成功 (`go build`)
- [ ] Ran `go fmt` | 已运行 `go fmt`
+### Code Quality
+- [ ] Code follows project style
+- [ ] Self-review completed
+- [ ] Comments added for complex logic
+- [ ] Code compiles successfully (`go build`)
+- [ ] Ran `go fmt`

-### Documentation | 文档
- [ ] Updated relevant documentation | 已更新相关文档
- [ ] Added inline comments where necessary | 已添加必要的代码注释
- [ ] Updated API documentation (if applicable) | 已更新 API 文档
+### Documentation
+- [ ] Updated relevant documentation
+- [ ] Added inline comments where necessary
+- [ ] Updated API documentation (if applicable)

 ### Git
- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts

 ---

-## 📚 Additional Notes | 补充说明
-
-**English:** ｜ **中文：**
+## 📚 Additional Notes


 ---

-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**

- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md) | 已阅读贡献指南
- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md) | 同意行为准则
- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0

 ---

-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**
--- a/.github/PULL_REQUEST_TEMPLATE/docs.md
+++ b/.github/PULL_REQUEST_TEMPLATE/docs.md
@@ -1,97 +1,91 @@
-# Pull Request - Documentation | 文档 PR
+# Pull Request - Documentation

-> **💡 提示 Tip:** 推荐 PR 标题格式 `docs(scope): description`
-> 例如: `docs(api): update trading endpoints` | `docs(readme): add setup guide`
+> **💡 Tip:** Recommended PR title format `docs(scope): description`
+> Example: `docs(api): update trading endpoints` | `docs(readme): add setup guide`

 ---

-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description


 ---

-## 📚 Type of Documentation | 文档类型
+## 📚 Type of Documentation

- [ ] 📖 README update | README 更新
- [ ] 📋 API documentation | API 文档
- [ ] 🎓 Tutorial/Guide | 教程/指南
- [ ] 📝 Code comments | 代码注释
- [ ] 🔧 Configuration docs | 配置文档
- [ ] 🐛 Fix typo/error | 修复拼写/错误
- [ ] 🌍 Translation | 翻译
+- [ ] 📖 README update
+- [ ] 📋 API documentation
+- [ ] 🎓 Tutorial/Guide
+- [ ] 📝 Code comments
+- [ ] 🔧 Configuration docs
+- [ ] 🐛 Fix typo/error
+- [ ] 🌍 Translation

 ---

-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues

- Closes # | 关闭 #
- Related to # | 相关 #
+- Closes #
+- Related to #

 ---

-## 📋 Changes Made | 具体变更
+## 📋 Changes Made

-**English:** ｜ **中文：**
 -
 -

 ---

-## 📸 Screenshots (if applicable) | 截图（如适用）
+## 📸 Screenshots (if applicable)

 <!-- For documentation with images, diagrams, or UI examples -->
-<!-- 用于包含图片、图表或 UI 示例的文档 -->


 ---

-## 🌐 Internationalization | 国际化
+## 🌐 Internationalization

- [ ] English version complete | 英文版本完整
- [ ] Chinese version complete | 中文版本完整
- [ ] Both versions are consistent | 两个版本内容一致
- [ ] N/A (only one language needed) | 不适用（只需要一种语言）
+- [ ] English version complete
+- [ ] Chinese version complete
+- [ ] Both versions are consistent
+- [ ] N/A (only one language needed)

 ---

-## ✅ Checklist | 检查清单
+## ✅ Checklist

-### Content Quality | 内容质量
- [ ] Information is accurate and up-to-date | 信息准确且最新
- [ ] Language is clear and concise | 语言清晰简洁
- [ ] No spelling or grammar errors | 无拼写或语法错误
- [ ] Links are valid and working | 链接有效且可用
- [ ] Code examples are tested and working | 代码示例已测试且可用
- [ ] Formatting is consistent | 格式一致
+### Content Quality
+- [ ] Information is accurate and up-to-date
+- [ ] Language is clear and concise
+- [ ] No spelling or grammar errors
+- [ ] Links are valid and working
+- [ ] Code examples are tested and working
+- [ ] Formatting is consistent

-### Documentation Standards | 文档标准
- [ ] Follows project documentation style | 遵循项目文档风格
- [ ] Includes necessary examples | 包含必要的示例
- [ ] Technical terms are explained | 技术术语已解释
- [ ] Self-review completed | 已完成自查
+### Documentation Standards
+- [ ] Follows project documentation style
+- [ ] Includes necessary examples
+- [ ] Technical terms are explained
+- [ ] Self-review completed

 ### Git
- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts

 ---

-## 📚 Additional Notes | 补充说明
-
-**English:** ｜ **中文：**
+## 📚 Additional Notes


 ---

-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**

- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md) | 已阅读贡献指南
- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md) | 同意行为准则
- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0

 ---

-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**
--- a/.github/PULL_REQUEST_TEMPLATE/frontend.md
+++ b/.github/PULL_REQUEST_TEMPLATE/frontend.md
@@ -1,119 +1,113 @@
-# Pull Request - Frontend | 前端 PR
+# Pull Request - Frontend

-> **💡 提示 Tip:** 推荐 PR 标题格式 `type(scope): description`
-> 例如: `feat(ui): add dark mode toggle` | `fix(form): resolve validation bug`
+> **💡 Tip:** Recommended PR title format `type(scope): description`
+> Example: `feat(ui): add dark mode toggle` | `fix(form): resolve validation bug`

 ---

-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description


 ---

-## 🎯 Type of Change | 变更类型
+## 🎯 Type of Change

- [ ] 🐛 Bug fix | 修复 Bug
- [ ] ✨ New feature | 新功能
- [ ] 💥 Breaking change | 破坏性变更
- [ ] 🎨 Code style update | 代码样式更新
- [ ] ♻️ Refactoring | 重构
- [ ] ⚡ Performance improvement | 性能优化
+- [ ] 🐛 Bug fix
+- [ ] ✨ New feature
+- [ ] 💥 Breaking change
+- [ ] 🎨 Code style update
+- [ ] ♻️ Refactoring
+- [ ] ⚡ Performance improvement

 ---

-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues

- Closes # | 关闭 #
- Related to # | 相关 #
+- Closes #
+- Related to #

 ---

-## 📋 Changes Made | 具体变更
+## 📋 Changes Made

-**English:** ｜ **中文：**
 -
 -

 ---

-## 📸 Screenshots / Demo | 截图/演示
+## 📸 Screenshots / Demo

 <!-- For UI changes, include before/after screenshots or video demo -->
-<!-- 对于 UI 变更，请包含变更前后的截图或视频演示 -->

-**Before | 变更前:**
+**Before:**


-**After | 变更后:**
+**After:**


 ---

-## 🧪 Testing | 测试
+## 🧪 Testing

-### Test Environment | 测试环境
- **OS | 操作系统:**
- **Node Version | Node 版本:**
- **Browser(s) | 浏览器:**
+### Test Environment
+- **OS:**
+- **Node Version:**
+- **Browser(s):**

-### Manual Testing | 手动测试
- [ ] Tested in development mode | 开发模式测试通过
- [ ] Tested production build | 生产构建测试通过
- [ ] Tested on multiple browsers | 多浏览器测试通过
- [ ] Tested responsive design | 响应式设计测试通过
- [ ] Verified no existing functionality broke | 确认没有破坏现有功能
+### Manual Testing
+- [ ] Tested in development mode
+- [ ] Tested production build
+- [ ] Tested on multiple browsers
+- [ ] Tested responsive design
+- [ ] Verified no existing functionality broke

 ---

-## 🌐 Internationalization | 国际化
+## 🌐 Internationalization

- [ ] All user-facing text supports i18n | 所有面向用户的文本支持国际化
- [ ] Both English and Chinese versions provided | 提供了中英文版本
- [ ] N/A | 不适用
+- [ ] All user-facing text supports i18n
+- [ ] Both English and Chinese versions provided
+- [ ] N/A

 ---

-## ✅ Checklist | 检查清单
+## ✅ Checklist

-### Code Quality | 代码质量
- [ ] Code follows project style | 代码遵循项目风格
- [ ] Self-review completed | 已完成代码自查
- [ ] Comments added for complex logic | 已添加必要注释
- [ ] Code builds successfully | 代码构建成功 (`npm run build`)
- [ ] Ran `npm run lint` | 已运行 `npm run lint`
- [ ] No console errors or warnings | 无控制台错误或警告
+### Code Quality
+- [ ] Code follows project style
+- [ ] Self-review completed
+- [ ] Comments added for complex logic
+- [ ] Code builds successfully (`npm run build`)
+- [ ] Ran `npm run lint`
+- [ ] No console errors or warnings

-### Testing | 测试
- [ ] Component tests added/updated | 已添加/更新组件测试
- [ ] Tests pass locally | 测试在本地通过
+### Testing
+- [ ] Component tests added/updated
+- [ ] Tests pass locally

-### Documentation | 文档
- [ ] Updated relevant documentation | 已更新相关文档
- [ ] Updated type definitions (TypeScript) | 已更新类型定义
- [ ] Added JSDoc comments where necessary | 已添加 JSDoc 注释
+### Documentation
+- [ ] Updated relevant documentation
+- [ ] Updated type definitions (TypeScript)
+- [ ] Added JSDoc comments where necessary

 ### Git
- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts

 ---

-## 📚 Additional Notes | 补充说明
-
-**English:** ｜ **中文：**
+## 📚 Additional Notes


 ---

-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**

- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md) | 已阅读贡献指南
- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md) | 同意行为准则
- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0

 ---

-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**
--- a/.github/PULL_REQUEST_TEMPLATE/general.md
+++ b/.github/PULL_REQUEST_TEMPLATE/general.md
@@ -1,98 +1,93 @@
-# Pull Request - General | 通用 PR
+# Pull Request - General

-> **💡 提示 Tip:** 推荐 PR 标题格式 `type(scope): description`
-> 例如: `feat(trader): add new strategy` | `fix(api): resolve auth issue` | `docs(readme): update`
+> **💡 Tip:** Recommended PR title format `type(scope): description`
+> Example: `feat(trader): add new strategy` | `fix(api): resolve auth issue` | `docs(readme): update`

 ---

-## 📝 Description | 描述
-
-**English:** ｜ **中文：**
+## 📝 Description


 ---

-## 🎯 Type of Change | 变更类型
+## 🎯 Type of Change

- [ ] 🐛 Bug fix | 修复 Bug
- [ ] ✨ New feature | 新功能
- [ ] 💥 Breaking change | 破坏性变更
- [ ] 📝 Documentation update | 文档更新
- [ ] 🎨 Code style update | 代码样式更新
- [ ] ♻️ Refactoring | 重构
- [ ] ⚡ Performance improvement | 性能优化
- [ ] ✅ Test update | 测试更新
- [ ] 🔧 Build/config change | 构建/配置变更
- [ ] 🔒 Security fix | 安全修复
+- [ ] 🐛 Bug fix
+- [ ] ✨ New feature
+- [ ] 💥 Breaking change
+- [ ] 📝 Documentation update
+- [ ] 🎨 Code style update
+- [ ] ♻️ Refactoring
+- [ ] ⚡ Performance improvement
+- [ ] ✅ Test update
+- [ ] 🔧 Build/config change
+- [ ] 🔒 Security fix

 ---

-## 🔗 Related Issues | 相关 Issue
+## 🔗 Related Issues

- Closes # | 关闭 #
- Related to # | 相关 #
+- Closes #
+- Related to #

 ---

-## 📋 Changes Made | 具体变更
+## 📋 Changes Made

-**English:** ｜ **中文：**
 -
 -

 ---

-## 🧪 Testing | 测试
+## 🧪 Testing

- [ ] Tested locally | 本地测试通过
- [ ] Tests pass | 测试通过
- [ ] Verified no existing functionality broke | 确认没有破坏现有功能
+- [ ] Tested locally
+- [ ] Tests pass
+- [ ] Verified no existing functionality broke

-**Test details | 测试详情：**
+**Test details:**


 ---

-## ✅ Checklist | 检查清单
+## ✅ Checklist

-### Code Quality | 代码质量
- [ ] Code follows project style | 代码遵循项目风格
- [ ] Self-review completed | 已完成代码自查
- [ ] Comments added for complex logic | 已添加必要注释
- [ ] No new warnings or errors | 无新的警告或错误
+### Code Quality
+- [ ] Code follows project style
+- [ ] Self-review completed
+- [ ] Comments added for complex logic
+- [ ] No new warnings or errors

-### Documentation | 文档
- [ ] Updated relevant documentation | 已更新相关文档
- [ ] Added inline comments where necessary | 已添加必要的代码注释
+### Documentation
+- [ ] Updated relevant documentation
+- [ ] Added inline comments where necessary

 ### Git
- [ ] Commits follow conventional format | 提交遵循 Conventional Commits 格式
- [ ] Rebased on latest `dev` branch | 已 rebase 到最新 `dev` 分支
- [ ] No merge conflicts | 无合并冲突
+- [ ] Commits follow conventional format
+- [ ] Rebased on latest `dev` branch
+- [ ] No merge conflicts

 ---

-## 🔒 Security (if applicable) | 安全（如适用）
+## 🔒 Security (if applicable)

- [ ] No API keys or secrets hardcoded | 没有硬编码 API 密钥
- [ ] User inputs properly validated | 用户输入已正确验证
- [ ] N/A | 不适用
+- [ ] No API keys or secrets hardcoded
+- [ ] User inputs properly validated
+- [ ] N/A

 ---

-## 📚 Additional Notes | 补充说明
-
-**English:** ｜ **中文：**
+## 📚 Additional Notes


 ---

-**By submitting this PR, I confirm | 提交此 PR，我确认：**
+**By submitting this PR, I confirm:**

- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md) | 已阅读贡献指南
- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md) | 同意行为准则
- [ ] My contribution is licensed under AGPL-3.0 | 贡献遵循 AGPL-3.0 许可证
+- [ ] I have read the [Contributing Guidelines](../../CONTRIBUTING.md)
+- [ ] I agree to the [Code of Conduct](../../CODE_OF_CONDUCT.md)
+- [ ] My contribution is licensed under AGPL-3.0

 ---

-🌟 **Thank you for your contribution! | 感谢你的贡献！**
+🌟 **Thank you for your contribution!**
--- a/Dockerfile.railway
+++ b/Dockerfile.railway
@@ -0,0 +1,40 @@
+# Railway All-in-One: 复用现有 GHCR 镜像
+# 从现有镜像提取内容，合并到一个容器
+
+# 从后端镜像提取二进制
+FROM ghcr.io/nofxaios/nofx/nofx-backend:latest AS backend
+
+# 从前端镜像提取静态文件
+FROM ghcr.io/nofxaios/nofx/nofx-frontend:latest AS frontend
+
+# 最终镜像
+FROM alpine:latest
+
+RUN apk add --no-cache ca-certificates tzdata sqlite nginx openssl gettext
+
+# 复制后端二进制
+COPY --from=backend /app/nofx /app/nofx
+
+# 复制 TA-Lib 库
+COPY --from=backend /usr/local/lib/libta_lib* /usr/local/lib/
+RUN ldconfig /usr/local/lib 2>/dev/null || true
+
+# 复制前端静态文件
+COPY --from=frontend /usr/share/nginx/html /usr/share/nginx/html
+
+WORKDIR /app
+RUN mkdir -p /app/data
+
+# 启动脚本（包含 nginx 配置生成）
+COPY railway/start.sh /app/start.sh
+RUN chmod +x /app/start.sh
+
+ENV DB_PATH=/app/data/data.db
+
+# Railway 会自动设置 PORT 环境变量
+EXPOSE 8080
+
+HEALTHCHECK --interval=30s --timeout=10s --start-period=60s --retries=3 \
+  CMD wget --no-verbose --tries=1 --spider http://localhost:${PORT:-8080}/health || exit 1
+
+CMD ["/app/start.sh"]
--- a/README.md
+++ b/README.md
@@ -42,6 +42,12 @@
 - **Tinkle** - [@Web3Tinkle](https://x.com/Web3Tinkle)
 - **Official Twitter** - [@nofx_official](https://x.com/nofx_official)

+### Official Links
+
+- **Official Website**: [https://nofxai.com](https://nofxai.com)
+- **Data Dashboard**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **API Documentation**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **Risk Warning**: This system is experimental. AI auto-trading carries significant risks. Strongly recommended for learning/research purposes or testing with small amounts only!

 ## Developer Community
@@ -50,6 +56,50 @@ Join our Telegram developer community: **[NOFX Developer Community](https://t.me

 ---

+## Before You Begin
+
+To use NOFX, you'll need:
+
+1. **Exchange Account** - Register on any supported exchange and create API credentials with trading permissions
+2. **AI Model API Key** - Get from any supported provider (DeepSeek recommended for cost-effectiveness)
+
+---
+
+## Supported Exchanges
+
+### CEX (Centralized Exchanges)
+
+| Exchange | Status | Register (Fee Discount) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ Supported | [Register](https://www.binance.com/join?ref=NOFXENG) |
+| **Bybit** | ✅ Supported | [Register](https://partner.bybit.com/b/83856) |
+| **OKX** | ✅ Supported | [Register](https://www.okx.com/join/1865360) |
+| **Bitget** | ✅ Supported | [Register](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+
+### Perp-DEX (Decentralized Perpetual Exchanges)
+
+| Exchange | Status | Register (Fee Discount) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ Supported | [Register](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ Supported | [Register](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ Supported | [Register](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## Supported AI Models
+
+| AI Model | Status | Get API Key |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ Supported | [Get API Key](https://platform.deepseek.com) |
+| **Qwen** | ✅ Supported | [Get API Key](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ Supported | [Get API Key](https://platform.openai.com) |
+| **Claude** | ✅ Supported | [Get API Key](https://console.anthropic.com) |
+| **Gemini** | ✅ Supported | [Get API Key](https://aistudio.google.com) |
+| **Grok** | ✅ Supported | [Get API Key](https://console.x.ai) |
+| **Kimi** | ✅ Supported | [Get API Key](https://platform.moonshot.cn) |
+
+---
+
 ## Screenshots

 ### Config Page
@@ -87,44 +137,9 @@ Join our Telegram developer community: **[NOFX Developer Community](https://t.me

 ---

-## Supported Exchanges
-
-### CEX (Centralized Exchanges)
-
-| Exchange | Status | Register (Fee Discount) |
-|----------|--------|-------------------------|
-| **Binance** | ✅ Supported | [Register](https://www.binance.com/join?ref=NOFXENG) |
-| **Bybit** | ✅ Supported | [Register](https://partner.bybit.com/b/83856) |
-| **OKX** | ✅ Supported | [Register](https://www.okx.com/join/1865360) |
-| **Bitget** | ✅ Supported | [Register](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
-
-### Perp-DEX (Decentralized Perpetual Exchanges)
-
-| Exchange | Status | Register (Fee Discount) |
-|----------|--------|-------------------------|
-| **Hyperliquid** | ✅ Supported | [Register](https://app.hyperliquid.xyz/join/AITRADING) |
-| **Aster DEX** | ✅ Supported | [Register](https://www.asterdex.com/en/referral/fdfc0e) |
-| **Lighter** | ✅ Supported | [Register](https://app.lighter.xyz/?referral=68151432) |
-
---
-
-## Supported AI Models
-
-| AI Model | Status | Get API Key |
-|----------|--------|-------------|
-| **DeepSeek** | ✅ Supported | [Get API Key](https://platform.deepseek.com) |
-| **Qwen** | ✅ Supported | [Get API Key](https://dashscope.console.aliyun.com) |
-| **OpenAI (GPT)** | ✅ Supported | [Get API Key](https://platform.openai.com) |
-| **Claude** | ✅ Supported | [Get API Key](https://console.anthropic.com) |
-| **Gemini** | ✅ Supported | [Get API Key](https://aistudio.google.com) |
-| **Grok** | ✅ Supported | [Get API Key](https://console.x.ai) |
-| **Kimi** | ✅ Supported | [Get API Key](https://platform.moonshot.cn) |
-
---
-
 ## Quick Start

-### One-Click Install (Recommended)
+### One-Click Install (Local/Server)

 **Linux / macOS:**
 ```bash
@@ -133,6 +148,14 @@ curl -fsSL https://raw.githubusercontent.com/NoFxAiOS/nofx/main/install.sh | bas

 That's it! Open **http://127.0.0.1:3000** in your browser.

+### One-Click Cloud Deploy (Railway)
+
+Deploy to Railway with one click - no server setup required:
+
+[![Deploy on Railway](https://railway.com/button.svg)](https://railway.com/deploy/nofx?referralCode=nofx)
+
+After deployment, Railway will provide a public URL to access your NOFX instance.
+
 ### Docker Compose (Manual)

 ```bash
--- a/api/server.go
+++ b/api/server.go
@@ -157,6 +157,7 @@ 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)
@@ -202,6 +203,7 @@ func (s *Server) setupRoutes() {
 			protected.GET("/trades", s.handleTrades)
 			protected.GET("/orders", s.handleOrders)               // Order list (all orders)
 			protected.GET("/orders/:id/fills", s.handleOrderFills) // Order fill details
+			protected.GET("/open-orders", s.handleOpenOrders)      // Open orders from exchange (pending SL/TP)
 			protected.GET("/decisions", s.handleDecisions)
 			protected.GET("/decisions/latest", s.handleLatestDecisions)
 			protected.GET("/statistics", s.handleStatistics)
@@ -1095,6 +1097,20 @@ 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")
@@ -1368,7 +1384,7 @@ 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
 	}

@@ -1452,9 +1468,9 @@ func (s *Server) recordClosePositionOrder(traderID, exchangeID, exchangeType, sy
 		FilledQuantity:  quantity,
 		AvgFillPrice:    exitPrice,
 		Commission:      fee,
-		FilledAt:        time.Now(),
-		CreatedAt:       time.Now(),
-		UpdatedAt:       time.Now(),
+		FilledAt:        time.Now().UTC().UnixMilli(),
+		CreatedAt:       time.Now().UTC().UnixMilli(),
+		UpdatedAt:       time.Now().UTC().UnixMilli(),
 	}

 	if err := s.store.Order().CreateOrder(orderRecord); err != nil {
@@ -1482,7 +1498,7 @@ func (s *Server) recordClosePositionOrder(traderID, exchangeID, exchangeType, sy
 		CommissionAsset: "USDT",
 		RealizedPnL:     0,
 		IsMaker:         false,
-		CreatedAt:       time.Now(),
+		CreatedAt:       time.Now().UTC().UnixMilli(),
 	}

 	if err := s.store.Order().CreateFill(fillRecord); err != nil {
@@ -1557,7 +1573,7 @@ func (s *Server) pollAndUpdateOrderStatus(orderRecordID int64, traderID, exchang
 					CommissionAsset: "USDT",
 					RealizedPnL:     0,
 					IsMaker:         false,
-					CreatedAt:       time.Now(),
+					CreatedAt:       time.Now().UTC().UnixMilli(),
 				}

 				if err := s.store.Order().CreateFill(fillRecord); err != nil {
@@ -1704,8 +1720,15 @@ 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)
@@ -1713,6 +1736,12 @@ 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 {
@@ -1824,8 +1853,15 @@ 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 {
+		// 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.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)
@@ -1833,6 +1869,12 @@ func (s *Server) handleUpdateExchangeConfigs(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 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 {
@@ -2294,28 +2336,14 @@ func (s *Server) handleOrders(c *gin.Context) {
 		return
 	}

-	// Get all orders for this trader
-	allOrders, err := store.Order().GetTraderOrders(trader.GetID(), limit)
+	// Get orders with filters applied at database level
+	orders, err := store.Order().GetTraderOrdersFiltered(trader.GetID(), symbol, statusFilter, limit)
 	if err != nil {
 		SafeInternalError(c, "Get orders", err)
 		return
 	}

-	// Filter by symbol and status if specified
-	result := make([]interface{}, 0)
-	for _, order := range allOrders {
-		// Filter by symbol
-		if symbol != "" && order.Symbol != symbol {
-			continue
-		}
-		// Filter by status
-		if statusFilter != "" && order.Status != statusFilter {
-			continue
-		}
-		result = append(result, order)
-	}
-
-	c.JSON(http.StatusOK, result)
+	c.JSON(http.StatusOK, orders)
 }

 // handleOrderFills Order fill details (all fills for a specific order)
@@ -2355,6 +2383,40 @@ func (s *Server) handleOrderFills(c *gin.Context) {
 	c.JSON(http.StatusOK, fills)
 }

+// handleOpenOrders Get open orders (pending SL/TP) from exchange
+func (s *Server) handleOpenOrders(c *gin.Context) {
+	_, traderID, err := s.getTraderFromQuery(c)
+	if err != nil {
+		SafeBadRequest(c, "Invalid trader ID")
+		return
+	}
+
+	trader, err := s.traderManager.GetTrader(traderID)
+	if err != nil {
+		SafeNotFound(c, "Trader")
+		return
+	}
+
+	// Get symbol parameter (required for exchange query)
+	symbol := c.Query("symbol")
+	if symbol == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "symbol parameter is required"})
+		return
+	}
+
+	// Normalize symbol
+	symbol = market.Normalize(symbol)
+
+	// Get open orders from exchange
+	openOrders, err := trader.GetOpenOrders(symbol)
+	if err != nil {
+		SafeInternalError(c, "Get open orders", err)
+		return
+	}
+
+	c.JSON(http.StatusOK, openOrders)
+}
+
 // handleKlines K-line data (supports multiple exchanges via coinank)
 func (s *Server) handleKlines(c *gin.Context) {
 	// Get query parameters
@@ -2968,7 +3030,44 @@ func (s *Server) handleRegister(c *gin.Context) {
 		return
 	}

-	// Check max users limit
+	var req struct {
+		Email    string `json:"email" binding:"required,email"`
+		Password string `json:"password" binding:"required,min=6"`
+	}
+
+	if err := c.ShouldBindJSON(&req); err != nil {
+		SafeBadRequest(c, "Invalid request parameters")
+		return
+	}
+
+	// Check if email already exists (must check before maxUsers to allow incomplete OTP users)
+	existingUser, 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
+	}
+
+	// Check max users limit (only for new users)
 	maxUsers := config.Get().MaxUsers
 	if maxUsers > 0 {
 		userCount, err := s.store.User().Count()
@@ -2982,23 +3081,6 @@ func (s *Server) handleRegister(c *gin.Context) {
 		}
 	}

-	var req struct {
-		Email    string `json:"email" binding:"required,email"`
-		Password string `json:"password" binding:"required,min=6"`
-	}
-
-	if err := c.ShouldBindJSON(&req); err != nil {
-		SafeBadRequest(c, "Invalid request parameters")
-		return
-	}
-
-	// Check if email already exists
-	_, err := s.store.User().GetByEmail(req.Email)
-	if err == nil {
-		c.JSON(http.StatusConflict, gin.H{"error": "Email already registered"})
-		return
-	}
-
 	// Generate password hash
 	passwordHash, err := auth.HashPassword(req.Password)
 	if err != nil {
@@ -3120,10 +3202,15 @@ func (s *Server) handleLogin(c *gin.Context) {

 	// Check if OTP is verified
 	if !user.OTPVerified {
-		c.JSON(http.StatusUnauthorized, gin.H{
-			"error":              "Account has not completed OTP setup",
+		// 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
 	}
--- a/backtest/account.go
+++ b/backtest/account.go
@@ -122,10 +122,10 @@ func (acc *BacktestAccount) Close(symbol, side string, quantity float64, price f
 	}

 	execPrice := applySlippage(price, acc.slippageRate, side, false)
-	notional := execPrice * quantity
-	closingFee := notional * acc.feeRate
+	closeNotional := execPrice * quantity // Notional at close price (for fee calculation)
+	closingFee := closeNotional * acc.feeRate

-	// Calculate proportional opening fee for the quantity being closed
+	// Calculate proportional values based on the portion being closed
 	closePortion := quantity / pos.Quantity
 	openingFeePortion := pos.AccumulatedFee * closePortion
 	totalFee := closingFee + openingFeePortion
@@ -133,13 +133,17 @@ func (acc *BacktestAccount) Close(symbol, side string, quantity float64, price f
 	realized := realizedPnL(pos, quantity, execPrice)

 	marginPortion := pos.Margin * closePortion
+	// BUG FIX: Calculate notional portion based on ENTRY price, not close price
+	// pos.Notional tracks the total notional at entry, so we must subtract proportionally
+	entryNotionalPortion := pos.Notional * closePortion
+
 	// Note: Opening fee was already deducted from cash when opening, so we only deduct closing fee here
 	acc.cash += marginPortion + realized - closingFee
 	// But for realized P&L tracking, we include both fees
 	acc.realizedPnL += realized - totalFee

 	pos.Quantity -= quantity
-	pos.Notional -= notional
+	pos.Notional -= entryNotionalPortion // FIX: Use entry notional portion, not close notional
 	pos.Margin -= marginPortion
 	pos.AccumulatedFee -= openingFeePortion // Reduce tracked opening fee

--- a/backtest/datafeed.go
+++ b/backtest/datafeed.go
@@ -124,11 +124,23 @@ func (df *DataFeed) DecisionBarCount() int {
 }

 func (df *DataFeed) DecisionTimestamp(index int) int64 {
+	// Bounds check to prevent panic
+	if index < 0 || index >= len(df.decisionTimes) {
+		return 0
+	}
 	return df.decisionTimes[index]
 }

 func (df *DataFeed) sliceUpTo(symbol, tf string, ts int64) []market.Kline {
-	series := df.symbolSeries[symbol].byTF[tf]
+	// Nil checks to prevent panic
+	ss, ok := df.symbolSeries[symbol]
+	if !ok || ss == nil {
+		return nil
+	}
+	series, ok := ss.byTF[tf]
+	if !ok || series == nil {
+		return nil
+	}
 	idx := sort.Search(len(series.closeTimes), func(i int) bool {
 		return series.closeTimes[i] > ts
 	})
--- a/backtest/metrics.go
+++ b/backtest/metrics.go
@@ -91,8 +91,13 @@ func maxDrawdown(points []EquityPoint, state *BacktestState) float64 {
 	return maxDD
 }

+// sharpeRatio calculates the Sharpe ratio from equity points.
+// Uses sample standard deviation (n-1) and annualizes assuming ~252 trading days.
+// Returns math.NaN() for edge cases (insufficient data, zero variance).
 func sharpeRatio(points []EquityPoint) float64 {
-	if len(points) < 2 {
+	// Need at least 10 data points for meaningful Sharpe calculation
+	const minDataPoints = 10
+	if len(points) < minDataPoints {
 		return 0
 	}

@@ -108,34 +113,42 @@ func sharpeRatio(points []EquityPoint) float64 {
 		returns = append(returns, ret)
 		prev = curr
 	}
-	if len(returns) == 0 {
+	if len(returns) < minDataPoints-1 {
 		return 0
 	}

+	// Calculate mean return
 	mean := 0.0
 	for _, r := range returns {
 		mean += r
 	}
 	mean /= float64(len(returns))

+	// Calculate sample variance (using n-1 for unbiased estimator)
 	variance := 0.0
 	for _, r := range returns {
 		diff := r - mean
 		variance += diff * diff
 	}
-	variance /= float64(len(returns))
+	if len(returns) > 1 {
+		variance /= float64(len(returns) - 1)
+	}

 	std := math.Sqrt(variance)
-	if std == 0 {
-		if mean > 0 {
-			return 999
-		}
-		if mean < 0 {
-			return -999
-		}
+	if std < 1e-10 {
+		// Zero or near-zero volatility - return 0 instead of infinity/NaN
 		return 0
 	}
-	return mean / std
+
+	// Calculate Sharpe ratio (assuming risk-free rate = 0 for crypto)
+	// Annualize by multiplying by sqrt(periods per year)
+	// Assuming each equity point represents ~1 hour, we have ~8760 periods/year
+	// For conservative estimate, use sqrt(252) as if daily returns
+	periodsPerYear := 252.0
+	annualizationFactor := math.Sqrt(periodsPerYear)
+
+	sharpe := (mean / std) * annualizationFactor
+	return sharpe
 }

 func fillTradeMetrics(metrics *Metrics, events []TradeEvent) {
@@ -189,7 +202,8 @@ func fillTradeMetrics(metrics *Metrics, events []TradeEvent) {
 	if totalLossAmount > 0 {
 		metrics.ProfitFactor = totalWinAmount / totalLossAmount
 	} else if totalWinAmount > 0 {
-		metrics.ProfitFactor = 999
+		// No losses but have wins - use a high but reasonable cap
+		metrics.ProfitFactor = 100.0
 	}

 	bestSymbol := ""
--- a/backtest/persistence_db.go
+++ b/backtest/persistence_db.go
@@ -2,15 +2,39 @@ package backtest

 import (
 	"database/sql"
+	"fmt"
+	"strings"
 )

 var persistenceDB *sql.DB
+var dbIsPostgres bool

 // UseDatabase enables database-backed persistence for all backtest storage operations.
+// If isPostgres is true, queries will use $1, $2... placeholders instead of ?
 func UseDatabase(db *sql.DB) {
 	persistenceDB = db
 }

+// UseDatabaseWithType enables database-backed persistence with explicit type.
+func UseDatabaseWithType(db *sql.DB, isPostgres bool) {
+	persistenceDB = db
+	dbIsPostgres = isPostgres
+}
+
 func usingDB() bool {
 	return persistenceDB != nil
 }
+
+// convertQuery converts ? placeholders to $1, $2, etc. for PostgreSQL
+func convertQuery(query string) string {
+	if !dbIsPostgres {
+		return query
+	}
+	result := query
+	index := 1
+	for strings.Contains(result, "?") {
+		result = strings.Replace(result, "?", fmt.Sprintf("$%d", index), 1)
+		index++
+	}
+	return result
+}
--- a/backtest/retention.go
+++ b/backtest/retention.go
@@ -73,12 +73,12 @@ func enforceRetentionDB(maxRuns int) {
 		RunStateFailed,
 		RunStateLiquidated,
 	}
-	query := `
+	query := convertQuery(`
 		SELECT run_id FROM backtest_runs
 		WHERE state IN (?, ?, ?, ?)
 		ORDER BY updated_at DESC
 		OFFSET ?
-	`
+	`)
 	rows, err := persistenceDB.Query(query,
 		finalStates[0], finalStates[1], finalStates[2], finalStates[3], maxRuns)
 	if err != nil {
--- a/backtest/runner.go
+++ b/backtest/runner.go
@@ -60,8 +60,9 @@ type Runner struct {
 	aiCache   *AICache
 	cachePath string

-	lockInfo *RunLockInfo
-	lockStop chan struct{}
+	lockInfo     *RunLockInfo
+	lockStop     chan struct{}
+	lockStopOnce sync.Once // Ensures lockStop is closed only once
 }

 // NewRunner constructs a backtest runner.
@@ -175,10 +176,12 @@ func (r *Runner) lockHeartbeatLoop() {
 }

 func (r *Runner) releaseLock() {
-	if r.lockStop != nil {
-		close(r.lockStop)
-		r.lockStop = nil
-	}
+	// Use sync.Once to ensure channel is closed exactly once, preventing panic on double-close
+	r.lockStopOnce.Do(func() {
+		if r.lockStop != nil {
+			close(r.lockStop)
+		}
+	})
 	if err := deleteRunLock(r.cfg.RunID); err != nil {
 		logger.Infof("failed to release lock for %s: %v", r.cfg.RunID, err)
 	}
@@ -297,9 +300,12 @@ func (r *Runner) stepOnce() error {
 	if shouldDecide {
 		ctx, rec, err := r.buildDecisionContext(ts, marketData, multiTF, priceMap, callCount)
 		if err != nil {
-			rec.Success = false
-			rec.ErrorMessage = fmt.Sprintf("failed to build trading context: %v", err)
-			_ = r.logDecision(rec)
+			// Defensive nil check to prevent panic if buildDecisionContext returns error with nil record
+			if rec != nil {
+				rec.Success = false
+				rec.ErrorMessage = fmt.Sprintf("failed to build trading context: %v", err)
+				_ = r.logDecision(rec)
+			}
 			return err
 		}
 		record = rec
@@ -617,6 +623,10 @@ func (r *Runner) invokeAIWithRetry(ctx *kernel.Context) (*kernel.FullDecision, e

 func (r *Runner) executeDecision(dec kernel.Decision, priceMap map[string]float64, ts int64, cycle int) (store.DecisionAction, []TradeEvent, string, error) {
 	symbol := dec.Symbol
+	if symbol == "" {
+		return store.DecisionAction{}, nil, "", fmt.Errorf("empty symbol in decision")
+	}
+
 	usedLeverage := r.resolveLeverage(dec.Leverage, symbol)
 	actionRecord := store.DecisionAction{
 		Action:    dec.Action,
@@ -625,9 +635,13 @@ func (r *Runner) executeDecision(dec kernel.Decision, priceMap map[string]float6
 		Timestamp: time.UnixMilli(ts).UTC(),
 	}

-	basePrice := priceMap[symbol]
-	if basePrice <= 0 {
-		return actionRecord, nil, "", fmt.Errorf("price unavailable for %s", symbol)
+	if priceMap == nil {
+		return actionRecord, nil, "", fmt.Errorf("priceMap is nil")
+	}
+
+	basePrice, ok := priceMap[symbol]
+	if !ok || basePrice <= 0 {
+		return actionRecord, nil, "", fmt.Errorf("price unavailable for %s (found=%v, price=%.4f)", symbol, ok, basePrice)
 	}
 	fillPrice := r.executionPrice(symbol, basePrice, ts)

@@ -757,6 +771,9 @@ func (r *Runner) executeDecision(dec kernel.Decision, priceMap map[string]float6
 	}
 }

+// MinPositionSizeUSD is the minimum position size in USD to avoid dust positions
+const MinPositionSizeUSD = 10.0
+
 func (r *Runner) determineQuantity(dec kernel.Decision, price float64) float64 {
 	snapshot := r.snapshotState()
 	equity := snapshot.Equity
@@ -788,6 +805,13 @@ func (r *Runner) determineQuantity(dec kernel.Decision, price float64) float64 {
 		sizeUSD = maxPositionValue
 	}

+	// Reject positions below minimum size to avoid dust positions
+	if sizeUSD < MinPositionSizeUSD {
+		logger.Infof("📊 Backtest: rejecting position size %.2f USD (below minimum %.2f USD)",
+			sizeUSD, MinPositionSizeUSD)
+		return 0
+	}
+
 	qty := sizeUSD / price
 	if qty < 0 {
 		qty = 0
@@ -805,20 +829,37 @@ func (r *Runner) determineCloseQuantity(symbol, side string, dec kernel.Decision
 }

 func (r *Runner) resolveLeverage(requested int, symbol string) int {
-	if requested > 0 {
-		return requested
-	}
 	sym := strings.ToUpper(symbol)
-	if sym == "BTCUSDT" || sym == "ETHUSDT" {
-		if r.cfg.Leverage.BTCETHLeverage > 0 {
-			return r.cfg.Leverage.BTCETHLeverage
+	isBTCETH := sym == "BTCUSDT" || sym == "ETHUSDT"
+
+	// Determine configured max leverage for this symbol type
+	var maxLeverage int
+	if isBTCETH {
+		maxLeverage = r.cfg.Leverage.BTCETHLeverage
+		if maxLeverage <= 0 {
+			maxLeverage = 10 // Default max for BTC/ETH
 		}
 	} else {
-		if r.cfg.Leverage.AltcoinLeverage > 0 {
-			return r.cfg.Leverage.AltcoinLeverage
+		maxLeverage = r.cfg.Leverage.AltcoinLeverage
+		if maxLeverage <= 0 {
+			maxLeverage = 5 // Default max for altcoins
 		}
 	}
-	return 5
+
+	// Use requested leverage if provided, otherwise use max as default
+	leverage := requested
+	if leverage <= 0 {
+		leverage = maxLeverage
+	}
+
+	// Enforce max leverage limit
+	if leverage > maxLeverage {
+		logger.Infof("📊 Backtest: capping leverage from %dx to %dx for %s",
+			leverage, maxLeverage, symbol)
+		leverage = maxLeverage
+	}
+
+	return leverage
 }

 func (r *Runner) remainingPosition(symbol, side string) float64 {
@@ -854,6 +895,12 @@ func (r *Runner) convertPositions(priceMap map[string]float64) []kernel.Position
 	list := make([]kernel.PositionInfo, 0, len(positions))
 	for _, pos := range positions {
 		price := priceMap[pos.Symbol]
+		pnl := unrealizedPnL(pos, price)
+		// Calculate P&L percentage based on entry notional (position cost)
+		pnlPct := 0.0
+		if pos.Notional > 0 {
+			pnlPct = (pnl / pos.Notional) * 100
+		}
 		list = append(list, kernel.PositionInfo{
 			Symbol:           pos.Symbol,
 			Side:             pos.Side,
@@ -861,8 +908,8 @@ func (r *Runner) convertPositions(priceMap map[string]float64) []kernel.Position
 			MarkPrice:        price,
 			Quantity:         pos.Quantity,
 			Leverage:         pos.Leverage,
-			UnrealizedPnL:    unrealizedPnL(pos, price),
-			UnrealizedPnLPct: 0,
+			UnrealizedPnL:    pnl,
+			UnrealizedPnLPct: pnlPct,
 			LiquidationPrice: pos.LiquidationPrice,
 			MarginUsed:       pos.Margin,
 			UpdateTime:       time.Now().UnixMilli(),
--- a/backtest/storage_db_impl.go
+++ b/backtest/storage_db_impl.go
@@ -17,17 +17,17 @@ func saveCheckpointDB(runID string, ckpt *Checkpoint) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_checkpoints (run_id, payload, updated_at)
 		VALUES (?, ?, CURRENT_TIMESTAMP)
 		ON CONFLICT(run_id) DO UPDATE SET payload=excluded.payload, updated_at=CURRENT_TIMESTAMP
-	`, runID, data)
+	`), runID, data)
 	return err
 }

 func loadCheckpointDB(runID string) (*Checkpoint, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT payload FROM backtest_checkpoints WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT payload FROM backtest_checkpoints WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		if errors.Is(err, sql.ErrNoRows) {
 			return nil, os.ErrNotExist
@@ -57,25 +57,25 @@ func saveConfigDB(runID string, cfg *BacktestConfig) error {
 	if userID == "" {
 		userID = "default"
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_runs (run_id, user_id, config_json, prompt_template, custom_prompt, override_prompt, ai_provider, ai_model, created_at, updated_at)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
 		ON CONFLICT(run_id) DO NOTHING
-	`, runID, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, now, now)
+	`), runID, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, now, now)
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET user_id = ?, config_json = ?, prompt_template = ?, custom_prompt = ?, override_prompt = ?, ai_provider = ?, ai_model = ?, updated_at = CURRENT_TIMESTAMP
 		WHERE run_id = ?
-	`, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, runID)
+	`), userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, runID)
 	return err
 }

 func loadConfigDB(runID string) (*BacktestConfig, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT config_json FROM backtest_runs WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT config_json FROM backtest_runs WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		return nil, err
 	}
@@ -96,18 +96,18 @@ func saveRunMetadataDB(meta *RunMetadata) error {
 	if userID == "" {
 		userID = "default"
 	}
-	if _, err := persistenceDB.Exec(`
+	if _, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_runs (run_id, user_id, label, last_error, created_at, updated_at)
 		VALUES (?, ?, ?, ?, ?, ?)
 		ON CONFLICT(run_id) DO NOTHING
-	`, meta.RunID, userID, meta.Label, meta.LastError, created, updated); err != nil {
+	`), meta.RunID, userID, meta.Label, meta.LastError, created, updated); err != nil {
 		return err
 	}
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET user_id = ?, state = ?, symbol_count = ?, decision_tf = ?, processed_bars = ?, progress_pct = ?, equity_last = ?, max_drawdown_pct = ?, liquidated = ?, liquidation_note = ?, label = ?, last_error = ?, updated_at = ?
 		WHERE run_id = ?
-	`, userID, string(meta.State), meta.Summary.SymbolCount, meta.Summary.DecisionTF, meta.Summary.ProcessedBars, meta.Summary.ProgressPct, meta.Summary.EquityLast, meta.Summary.MaxDrawdownPct, meta.Summary.Liquidated, meta.Summary.LiquidationNote, meta.Label, meta.LastError, updated, meta.RunID)
+	`), userID, string(meta.State), meta.Summary.SymbolCount, meta.Summary.DecisionTF, meta.Summary.ProcessedBars, meta.Summary.ProgressPct, meta.Summary.EquityLast, meta.Summary.MaxDrawdownPct, meta.Summary.Liquidated, meta.Summary.LiquidationNote, meta.Label, meta.LastError, updated, meta.RunID)
 	return err
 }

@@ -128,10 +128,10 @@ func loadRunMetadataDB(runID string) (*RunMetadata, error) {
 		createdISO      string
 		updatedISO      string
 	)
-	err := persistenceDB.QueryRow(`
+	err := persistenceDB.QueryRow(convertQuery(`
 		SELECT user_id, state, label, last_error, symbol_count, decision_tf, processed_bars, progress_pct, equity_last, max_drawdown_pct, liquidated, liquidation_note, created_at, updated_at
 		FROM backtest_runs WHERE run_id = ?
-	`, runID).Scan(&userID, &state, &label, &lastErr, &symbolCount, &decisionTF, &processedBars, &progressPct, &equityLast, &maxDD, &liquidated, &liquidationNote, &createdISO, &updatedISO)
+	`), runID).Scan(&userID, &state, &label, &lastErr, &symbolCount, &decisionTF, &processedBars, &progressPct, &equityLast, &maxDD, &liquidated, &liquidationNote, &createdISO, &updatedISO)
 	if err != nil {
 		return nil, err
 	}
@@ -183,18 +183,18 @@ func loadRunIDsDB() ([]string, error) {
 }

 func appendEquityPointDB(runID string, point EquityPoint) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_equity (run_id, ts, equity, available, pnl, pnl_pct, dd_pct, cycle)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?)
-	`, runID, point.Timestamp, point.Equity, point.Available, point.PnL, point.PnLPct, point.DrawdownPct, point.Cycle)
+	`), runID, point.Timestamp, point.Equity, point.Available, point.PnL, point.PnLPct, point.DrawdownPct, point.Cycle)
 	return err
 }

 func loadEquityPointsDB(runID string) ([]EquityPoint, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT ts, equity, available, pnl, pnl_pct, dd_pct, cycle
 		FROM backtest_equity WHERE run_id = ? ORDER BY ts ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return nil, err
 	}
@@ -211,18 +211,18 @@ func loadEquityPointsDB(runID string) ([]EquityPoint, error) {
 }

 func appendTradeEventDB(runID string, event TradeEvent) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_trades (run_id, ts, symbol, action, side, qty, price, fee, slippage, order_value, realized_pnl, leverage, cycle, position_after, liquidation, note)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
-	`, runID, event.Timestamp, event.Symbol, event.Action, event.Side, event.Quantity, event.Price, event.Fee, event.Slippage, event.OrderValue, event.RealizedPnL, event.Leverage, event.Cycle, event.PositionAfter, event.LiquidationFlag, event.Note)
+	`), runID, event.Timestamp, event.Symbol, event.Action, event.Side, event.Quantity, event.Price, event.Fee, event.Slippage, event.OrderValue, event.RealizedPnL, event.Leverage, event.Cycle, event.PositionAfter, event.LiquidationFlag, event.Note)
 	return err
 }

 func loadTradeEventsDB(runID string) ([]TradeEvent, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT ts, symbol, action, side, qty, price, fee, slippage, order_value, realized_pnl, leverage, cycle, position_after, liquidation, note
 		FROM backtest_trades WHERE run_id = ? ORDER BY ts ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return nil, err
 	}
@@ -243,17 +243,17 @@ func saveMetricsDB(runID string, metrics *Metrics) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_metrics (run_id, payload, updated_at)
 		VALUES (?, ?, CURRENT_TIMESTAMP)
 		ON CONFLICT(run_id) DO UPDATE SET payload=excluded.payload, updated_at=CURRENT_TIMESTAMP
-	`, runID, data)
+	`), runID, data)
 	return err
 }

 func loadMetricsDB(runID string) (*Metrics, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT payload FROM backtest_metrics WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT payload FROM backtest_metrics WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		return nil, err
 	}
@@ -265,22 +265,21 @@ func loadMetricsDB(runID string) (*Metrics, error) {
 }

 func saveProgressDB(runID string, payload progressPayload) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET progress_pct = ?, equity_last = ?, processed_bars = ?, liquidated = ?, updated_at = ?
 		WHERE run_id = ?
-	`, payload.ProgressPct, payload.Equity, payload.BarIndex, payload.Liquidated, payload.UpdatedAtISO, runID)
+	`), payload.ProgressPct, payload.Equity, payload.BarIndex, payload.Liquidated, payload.UpdatedAtISO, runID)
 	return err
 }

 func loadDecisionTraceDB(runID string, cycle int) (*store.DecisionRecord, error) {
-	query := `SELECT payload FROM backtest_decisions WHERE run_id = ?`
 	var rows *sql.Rows
 	var err error
 	if cycle > 0 {
-		rows, err = persistenceDB.Query(query+` AND cycle = ? ORDER BY created_at DESC LIMIT 1`, runID, cycle)
+		rows, err = persistenceDB.Query(convertQuery(`SELECT payload FROM backtest_decisions WHERE run_id = ? AND cycle = ? ORDER BY created_at DESC LIMIT 1`), runID, cycle)
 	} else {
-		rows, err = persistenceDB.Query(query+` ORDER BY created_at DESC LIMIT 1`, runID)
+		rows, err = persistenceDB.Query(convertQuery(`SELECT payload FROM backtest_decisions WHERE run_id = ? ORDER BY created_at DESC LIMIT 1`), runID)
 	}
 	if err != nil {
 		return nil, err
@@ -308,20 +307,20 @@ func saveDecisionRecordDB(runID string, record *store.DecisionRecord) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_decisions (run_id, cycle, payload)
 		VALUES (?, ?, ?)
-	`, runID, record.CycleNumber, data)
+	`), runID, record.CycleNumber, data)
 	return err
 }

 func loadDecisionRecordsDB(runID string, limit, offset int) ([]*store.DecisionRecord, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT payload FROM backtest_decisions
 		WHERE run_id = ?
 		ORDER BY id DESC
 		LIMIT ? OFFSET ?
-	`, runID, limit, offset)
+	`), runID, limit, offset)
 	if err != nil {
 		return nil, err
 	}
@@ -428,10 +427,10 @@ func writeJSONLinesToZip[T any](z *zip.Writer, name string, items []T) error {
 }

 func writeDecisionLogsToZip(z *zip.Writer, runID string) error {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT id, cycle, payload FROM backtest_decisions
 		WHERE run_id = ? ORDER BY id ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return err
 	}
@@ -494,6 +493,6 @@ func listIndexEntriesDB() ([]RunIndexEntry, error) {
 }

 func deleteRunDB(runID string) error {
-	_, err := persistenceDB.Exec(`DELETE FROM backtest_runs WHERE run_id = ?`, runID)
+	_, err := persistenceDB.Exec(convertQuery(`DELETE FROM backtest_runs WHERE run_id = ?`), runID)
 	return err
 }
--- a/cmd/lighter_test/main.go
+++ b/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)
+}
--- a/docs/i18n/ja/README.md
+++ b/docs/i18n/ja/README.md
@@ -22,6 +22,12 @@
 - **Web ベース設定**: JSON 編集不要 - Web インターフェースですべて設定
 - **リアルタイムダッシュボード**: ライブポジション、損益追跡、思考連鎖付き AI 決定ログ

+### 公式リンク
+
+- **公式サイト**: [https://nofxai.com](https://nofxai.com)
+- **データダッシュボード**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **API ドキュメント**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **リスク警告**: このシステムは実験的です。AI 自動取引には重大なリスクがあります。学習/研究目的または少額でのテストのみを強くお勧めします！

 ## 開発者コミュニティ
@@ -30,6 +36,50 @@ Telegram 開発者コミュニティに参加: **[NOFX 開発者コミュニテ

 ---

+## 始める前に
+
+NOFXを使用するには以下が必要です:
+
+1. **取引所アカウント** - サポートされている取引所に登録し、取引権限付きのAPI認証情報を作成
+2. **AI モデル API キー** - サポートされているプロバイダーから取得（コスト効率の良いDeepSeekを推奨）
+
+---
+
+## サポート取引所
+
+### CEX (中央集権型取引所)
+
+| 取引所 | ステータス | 登録 (手数料割引) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ サポート | [登録](https://www.binance.com/join?ref=NOFXENG) |
+| **Bybit** | ✅ サポート | [登録](https://partner.bybit.com/b/83856) |
+| **OKX** | ✅ サポート | [登録](https://www.okx.com/join/1865360) |
+| **Bitget** | ✅ サポート | [登録](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+
+### Perp-DEX (分散型永久先物取引所)
+
+| 取引所 | ステータス | 登録 (手数料割引) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ サポート | [登録](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ サポート | [登録](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ サポート | [登録](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## サポート AI モデル
+
+| AI モデル | ステータス | API キー取得 |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ サポート | [API キー取得](https://platform.deepseek.com) |
+| **Qwen** | ✅ サポート | [API キー取得](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ サポート | [API キー取得](https://platform.openai.com) |
+| **Claude** | ✅ サポート | [API キー取得](https://console.anthropic.com) |
+| **Gemini** | ✅ サポート | [API キー取得](https://aistudio.google.com) |
+| **Grok** | ✅ サポート | [API キー取得](https://console.x.ai) |
+| **Kimi** | ✅ サポート | [API キー取得](https://platform.moonshot.cn) |
+
+---
+
 ## クイックスタート

 ### オプション 1: Docker デプロイ（推奨）
--- a/docs/i18n/ko/README.md
+++ b/docs/i18n/ko/README.md
@@ -22,6 +22,12 @@
 - **웹 기반 설정**: JSON 편집 불필요 - 웹 인터페이스에서 모든 설정 완료
 - **실시간 대시보드**: 실시간 포지션, 손익 추적, 사고의 연쇄가 포함된 AI 결정 로그

+### 공식 링크
+
+- **공식 웹사이트**: [https://nofxai.com](https://nofxai.com)
+- **데이터 대시보드**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **API 문서**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **위험 경고**: 이 시스템은 실험적입니다. AI 자동 거래에는 상당한 위험이 있습니다. 학습/연구 목적 또는 소액 테스트만 강력히 권장합니다!

 ## 개발자 커뮤니티
@@ -30,6 +36,50 @@ Telegram 개발자 커뮤니티 참여: **[NOFX 개발자 커뮤니티](https://

 ---

+## 시작하기 전에
+
+NOFX를 사용하려면 다음이 필요합니다:
+
+1. **거래소 계정** - 지원되는 거래소에 등록하고 거래 권한이 있는 API 자격 증명 생성
+2. **AI 모델 API 키** - 지원되는 제공업체에서 획득 (비용 효율성을 위해 DeepSeek 권장)
+
+---
+
+## 지원 거래소
+
+### CEX (중앙화 거래소)
+
+| 거래소 | 상태 | 등록 (수수료 할인) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ 지원 | [등록](https://www.binance.com/join?ref=NOFXENG) |
+| **Bybit** | ✅ 지원 | [등록](https://partner.bybit.com/b/83856) |
+| **OKX** | ✅ 지원 | [등록](https://www.okx.com/join/1865360) |
+| **Bitget** | ✅ 지원 | [등록](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+
+### Perp-DEX (탈중앙화 영구 선물 거래소)
+
+| 거래소 | 상태 | 등록 (수수료 할인) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ 지원 | [등록](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ 지원 | [등록](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ 지원 | [등록](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## 지원 AI 모델
+
+| AI 모델 | 상태 | API 키 받기 |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ 지원 | [API 키 받기](https://platform.deepseek.com) |
+| **Qwen** | ✅ 지원 | [API 키 받기](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ 지원 | [API 키 받기](https://platform.openai.com) |
+| **Claude** | ✅ 지원 | [API 키 받기](https://console.anthropic.com) |
+| **Gemini** | ✅ 지원 | [API 키 받기](https://aistudio.google.com) |
+| **Grok** | ✅ 지원 | [API 키 받기](https://console.x.ai) |
+| **Kimi** | ✅ 지원 | [API 키 받기](https://platform.moonshot.cn) |
+
+---
+
 ## 빠른 시작

 ### 옵션 1: Docker 배포 (권장)
--- a/docs/i18n/ru/README.md
+++ b/docs/i18n/ru/README.md
@@ -22,6 +22,12 @@
 - **Веб-конфигурация**: Без редактирования JSON — настройка всего через веб-интерфейс
 - **Панель реального времени**: Живые позиции, отслеживание P/L, логи решений AI с цепочкой рассуждений

+### Официальные ссылки
+
+- **Официальный сайт**: [https://nofxai.com](https://nofxai.com)
+- **Панель данных**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **Документация API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **Предупреждение о рисках**: Эта система экспериментальная. AI автоторговля несёт значительные риски. Настоятельно рекомендуется использовать только для обучения/исследований или тестирования с небольшими суммами!

 ## Сообщество разработчиков
@@ -30,6 +36,50 @@

 ---

+## Перед началом
+
+Для использования NOFX вам понадобится:
+
+1. **Аккаунт биржи** - Зарегистрируйтесь на поддерживаемой бирже и создайте API ключи с правами торговли
+2. **API ключ AI модели** - Получите от любого поддерживаемого провайдера (рекомендуется DeepSeek для экономии)
+
+---
+
+## Поддерживаемые биржи
+
+### CEX (Централизованные биржи)
+
+| Биржа | Статус | Регистрация (скидка) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ Поддерживается | [Регистрация](https://www.binance.com/join?ref=NOFXENG) |
+| **Bybit** | ✅ Поддерживается | [Регистрация](https://partner.bybit.com/b/83856) |
+| **OKX** | ✅ Поддерживается | [Регистрация](https://www.okx.com/join/1865360) |
+| **Bitget** | ✅ Поддерживается | [Регистрация](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+
+### Perp-DEX (Децентрализованные биржи)
+
+| Биржа | Статус | Регистрация (скидка) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ Поддерживается | [Регистрация](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ Поддерживается | [Регистрация](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ Поддерживается | [Регистрация](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## Поддерживаемые AI модели
+
+| AI Модель | Статус | Получить API ключ |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ Поддерживается | [Получить](https://platform.deepseek.com) |
+| **Qwen** | ✅ Поддерживается | [Получить](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ Поддерживается | [Получить](https://platform.openai.com) |
+| **Claude** | ✅ Поддерживается | [Получить](https://console.anthropic.com) |
+| **Gemini** | ✅ Поддерживается | [Получить](https://aistudio.google.com) |
+| **Grok** | ✅ Поддерживается | [Получить](https://console.x.ai) |
+| **Kimi** | ✅ Поддерживается | [Получить](https://platform.moonshot.cn) |
+
+---
+
 ## Быстрый старт

 ### Вариант 1: Docker развёртывание (рекомендуется)
--- a/docs/i18n/uk/README.md
+++ b/docs/i18n/uk/README.md
@@ -22,6 +22,12 @@
 - **Веб-конфігурація**: Без редагування JSON — налаштування всього через веб-інтерфейс
 - **Панель реального часу**: Живі позиції, відстеження P/L, логи рішень AI з ланцюжком міркувань

+### Офіційні посилання
+
+- **Офіційний сайт**: [https://nofxai.com](https://nofxai.com)
+- **Панель даних**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **Документація API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **Попередження про ризики**: Ця система експериментальна. AI автоторгівля несе значні ризики. Наполегливо рекомендується використовувати лише для навчання/досліджень або тестування з невеликими сумами!

 ## Спільнота розробників
@@ -30,6 +36,50 @@

 ---

+## Перед початком
+
+Для використання NOFX вам знадобиться:
+
+1. **Акаунт біржі** - Зареєструйтесь на підтримуваній біржі та створіть API ключі з правами торгівлі
+2. **API ключ AI моделі** - Отримайте від будь-якого підтримуваного провайдера (рекомендується DeepSeek для економії)
+
+---
+
+## Підтримувані біржі
+
+### CEX (Централізовані біржі)
+
+| Біржа | Статус | Реєстрація (знижка) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ Підтримується | [Реєстрація](https://www.binance.com/join?ref=NOFXENG) |
+| **Bybit** | ✅ Підтримується | [Реєстрація](https://partner.bybit.com/b/83856) |
+| **OKX** | ✅ Підтримується | [Реєстрація](https://www.okx.com/join/1865360) |
+| **Bitget** | ✅ Підтримується | [Реєстрація](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+
+### Perp-DEX (Децентралізовані біржі)
+
+| Біржа | Статус | Реєстрація (знижка) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ Підтримується | [Реєстрація](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ Підтримується | [Реєстрація](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ Підтримується | [Реєстрація](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## Підтримувані AI моделі
+
+| AI Модель | Статус | Отримати API ключ |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ Підтримується | [Отримати](https://platform.deepseek.com) |
+| **Qwen** | ✅ Підтримується | [Отримати](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ Підтримується | [Отримати](https://platform.openai.com) |
+| **Claude** | ✅ Підтримується | [Отримати](https://console.anthropic.com) |
+| **Gemini** | ✅ Підтримується | [Отримати](https://aistudio.google.com) |
+| **Grok** | ✅ Підтримується | [Отримати](https://console.x.ai) |
+| **Kimi** | ✅ Підтримується | [Отримати](https://platform.moonshot.cn) |
+
+---
+
 ## Швидкий старт

 ### Варіант 1: Docker розгортання (рекомендовано)
--- a/docs/i18n/vi/README.md
+++ b/docs/i18n/vi/README.md
@@ -22,6 +22,12 @@
 - **Cấu Hình Web**: Không cần chỉnh sửa JSON - cấu hình mọi thứ qua giao diện web
 - **Dashboard Thời Gian Thực**: Vị thế trực tiếp, theo dõi P/L, nhật ký quyết định AI với chuỗi suy luận

+### Liên Kết Chính Thức
+
+- **Website Chính Thức**: [https://nofxai.com](https://nofxai.com)
+- **Bảng Điều Khiển Dữ Liệu**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **Tài Liệu API**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **Cảnh Báo Rủi Ro**: Hệ thống này mang tính thử nghiệm. Giao dịch tự động AI có rủi ro đáng kể. Chỉ nên sử dụng cho mục đích học tập/nghiên cứu hoặc kiểm tra với số tiền nhỏ!

 ## Cộng Đồng Nhà Phát Triển
@@ -30,6 +36,50 @@ Tham gia cộng đồng Telegram: **[NOFX Developer Community](https://t.me/nofx

 ---

+## Trước Khi Bắt Đầu
+
+Để sử dụng NOFX, bạn cần:
+
+1. **Tài khoản sàn giao dịch** - Đăng ký trên sàn được hỗ trợ và tạo API key với quyền giao dịch
+2. **API Key mô hình AI** - Lấy từ nhà cung cấp được hỗ trợ (khuyến nghị DeepSeek để tiết kiệm chi phí)
+
+---
+
+## Sàn Giao Dịch Được Hỗ Trợ
+
+### CEX (Sàn Tập Trung)
+
+| Sàn | Trạng thái | Đăng ký (Giảm phí) |
+|----------|--------|-------------------------|
+| **Binance** | ✅ Hỗ trợ | [Đăng ký](https://www.binance.com/join?ref=NOFXENG) |
+| **Bybit** | ✅ Hỗ trợ | [Đăng ký](https://partner.bybit.com/b/83856) |
+| **OKX** | ✅ Hỗ trợ | [Đăng ký](https://www.okx.com/join/1865360) |
+| **Bitget** | ✅ Hỗ trợ | [Đăng ký](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |
+
+### Perp-DEX (Sàn Phi Tập Trung)
+
+| Sàn | Trạng thái | Đăng ký (Giảm phí) |
+|----------|--------|-------------------------|
+| **Hyperliquid** | ✅ Hỗ trợ | [Đăng ký](https://app.hyperliquid.xyz/join/AITRADING) |
+| **Aster DEX** | ✅ Hỗ trợ | [Đăng ký](https://www.asterdex.com/en/referral/fdfc0e) |
+| **Lighter** | ✅ Hỗ trợ | [Đăng ký](https://app.lighter.xyz/?referral=68151432) |
+
+---
+
+## Mô Hình AI Được Hỗ Trợ
+
+| Mô hình AI | Trạng thái | Lấy API Key |
+|----------|--------|-------------|
+| **DeepSeek** | ✅ Hỗ trợ | [Lấy API Key](https://platform.deepseek.com) |
+| **Qwen** | ✅ Hỗ trợ | [Lấy API Key](https://dashscope.console.aliyun.com) |
+| **OpenAI (GPT)** | ✅ Hỗ trợ | [Lấy API Key](https://platform.openai.com) |
+| **Claude** | ✅ Hỗ trợ | [Lấy API Key](https://console.anthropic.com) |
+| **Gemini** | ✅ Hỗ trợ | [Lấy API Key](https://aistudio.google.com) |
+| **Grok** | ✅ Hỗ trợ | [Lấy API Key](https://console.x.ai) |
+| **Kimi** | ✅ Hỗ trợ | [Lấy API Key](https://platform.moonshot.cn) |
+
+---
+
 ## Bắt Đầu Nhanh

 ### Tùy chọn 1: Triển khai Docker (Khuyến nghị)
--- a/docs/i18n/zh-CN/README.md
+++ b/docs/i18n/zh-CN/README.md
@@ -34,6 +34,12 @@
 - **Tinkle** - [@Web3Tinkle](https://x.com/Web3Tinkle)
 - **官方 Twitter** - [@nofx_official](https://x.com/nofx_official)

+### 官方链接
+
+- **官网**: [https://nofxai.com](https://nofxai.com)
+- **数据站点**: [https://nofxos.ai/dashboard](https://nofxos.ai/dashboard)
+- **API 文档**: [https://nofxos.ai/api-docs](https://nofxos.ai/api-docs)
+
 > **风险提示**: 本系统为实验性质。AI 自动交易存在重大风险。强烈建议仅用于学习/研究目的或小额测试！

 ## 开发者社区
@@ -42,19 +48,12 @@

 ---

-## 截图
+## 开始之前

-### 竞赛模式 - 实时 AI 对战
-![竞赛页面](../../../screenshots/competition-page.png)
-*多 AI 排行榜，实时性能对比*
+使用 NOFX 你需要准备:

-### 仪表板 - 市场图表视图
-![仪表板市场图表](../../../screenshots/dashboard-market-chart.png)
-*专业交易仪表板，TradingView 风格图表*
-
-### 策略工作室
-![策略工作室](../../../screenshots/strategy-studio.png)
-*多数据源策略配置与 AI 测试*
+1. **交易所账户** - 在任意支持的交易所注册并创建具有交易权限的 API 凭证
+2. **AI 模型 API Key** - 从任意支持的提供商获取（推荐 DeepSeek，性价比最高）

 ---

@@ -67,6 +66,7 @@
 | **Binance** | ✅ 已支持 | [注册](https://www.binance.com/join?ref=NOFXENG) |
 | **Bybit** | ✅ 已支持 | [注册](https://partner.bybit.com/b/83856) |
 | **OKX** | ✅ 已支持 | [注册](https://www.okx.com/join/1865360) |
+| **Bitget** | ✅ 已支持 | [注册](https://www.bitget.com/referral/register?from=referral&clacCode=c8a43172) |

 ### Perp-DEX (去中心化永续交易所)

@@ -92,9 +92,25 @@

 ---

+## 截图
+
+### 竞赛模式 - 实时 AI 对战
+![竞赛页面](../../../screenshots/competition-page.png)
+*多 AI 排行榜，实时性能对比*
+
+### 仪表板 - 市场图表视图
+![仪表板市场图表](../../../screenshots/dashboard-market-chart.png)
+*专业交易仪表板，TradingView 风格图表*
+
+### 策略工作室
+![策略工作室](../../../screenshots/strategy-studio.png)
+*多数据源策略配置与 AI 测试*
+
+---
+
 ## 快速开始

-### 一键安装 (推荐)
+### 一键安装 (本地/服务器)

 **Linux / macOS:**
 ```bash
@@ -103,6 +119,14 @@ curl -fsSL https://raw.githubusercontent.com/NoFxAiOS/nofx/main/install.sh | bas

 完成！打开浏览器访问 **http://127.0.0.1:3000**

+### 一键云部署 (Railway)
+
+一键部署到 Railway - 无需自己搭建服务器：
+
+[![Deploy on Railway](https://railway.com/button.svg)](https://railway.com/deploy/nofx?referralCode=nofx)
+
+部署后，Railway 会提供一个公网 URL 访问你的 NOFX 实例。
+
 ### Docker Compose (手动)

 ```bash
--- a/docs/market-regime-classification-en.md
+++ b/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*
--- a/docs/market-regime-classification-zh.md
+++ b/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*
--- a/docs/plans/2026-01-14-grid-trading-fixes.md
+++ b/docs/plans/2026-01-14-grid-trading-fixes.md
--- a/docs/plans/2026-01-17-grid-market-regime-design.md
+++ b/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 |
--- a/docs/plans/2026-01-17-grid-market-regime-impl.md
+++ b/docs/plans/2026-01-17-grid-market-regime-impl.md
--- a/kernel/engine.go
+++ b/kernel/engine.go
@@ -130,7 +130,8 @@ type Context struct {
 // Decision AI trading decision
 type Decision struct {
 	Symbol string `json:"symbol"`
-	Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short", "hold", "wait"
+	Action string `json:"action"` // Standard: "open_long", "open_short", "close_long", "close_short", "hold", "wait"
+	// Grid actions: "place_buy_limit", "place_sell_limit", "cancel_order", "cancel_all_orders", "pause_grid", "resume_grid", "adjust_grid"

 	// Opening position parameters
 	Leverage        int     `json:"leverage,omitempty"`
@@ -138,6 +139,12 @@ type Decision struct {
 	StopLoss        float64 `json:"stop_loss,omitempty"`
 	TakeProfit      float64 `json:"take_profit,omitempty"`

+	// Grid trading parameters
+	Price      float64 `json:"price,omitempty"`       // Limit order price (for grid)
+	Quantity   float64 `json:"quantity,omitempty"`    // Order quantity (for grid)
+	LevelIndex int     `json:"level_index,omitempty"` // Grid level index
+	OrderID    string  `json:"order_id,omitempty"`    // Order ID (for cancel)
+
 	// Common parameters
 	Confidence int     `json:"confidence,omitempty"` // Confidence level (0-100)
 	RiskUSD    float64 `json:"risk_usd,omitempty"`   // Maximum USD risk
--- a/kernel/grid_engine.go
+++ b/kernel/grid_engine.go
@@ -0,0 +1,587 @@
+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 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))
+	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))
+	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
+}
--- a/kernel/schema.go
+++ b/kernel/schema.go
@@ -1,7 +1,5 @@
 package kernel

-import "fmt"
-
 // ============================================================================
 // Trading Data Schema - 交易数据字典
 // ============================================================================
@@ -481,18 +479,6 @@ func getSchemaPromptZH() string {
 		prompt += formatFieldDefZH(key, field)
 	}

-	// 交易规则
-	prompt += "\n## ⚖️ 交易规则\n\n"
-	prompt += "### 风险管理\n"
-	for name, rule := range TradingRules.RiskManagement {
-		prompt += "- **" + name + "**: " + rule.DescZH + "\n  理由：" + rule.ReasonZH + "\n"
-	}
-
-	prompt += "\n### 出场信号\n"
-	for name, rule := range TradingRules.ExitSignals {
-		prompt += "- **" + name + "**: " + rule.DescZH + "\n  理由：" + rule.ReasonZH + "\n"
-	}
-
 	// OI解读
 	prompt += "\n## 💹 持仓量(OI)变化解读\n\n"
 	prompt += "- **OI增加 + 价格上涨**: " + OIInterpretation.OIUp_PriceUp.ZH + "\n"
@@ -500,14 +486,6 @@ func getSchemaPromptZH() string {
 	prompt += "- **OI减少 + 价格上涨**: " + OIInterpretation.OIDown_PriceUp.ZH + "\n"
 	prompt += "- **OI减少 + 价格下跌**: " + OIInterpretation.OIDown_PriceDown.ZH + "\n"

-	// 常见错误
-	prompt += "\n## ⚠️ 常见错误（请避免）\n\n"
-	for i, mistake := range CommonMistakes {
-		prompt += fmt.Sprintf("**错误%d**: %s\n", i+1, mistake.ErrorZH)
-		prompt += "- 错误示例：" + mistake.ExampleZH + "\n"
-		prompt += "- 正确做法：" + mistake.CorrectZH + "\n\n"
-	}
-
 	return prompt
 }

@@ -540,18 +518,6 @@ func getSchemaPromptEN() string {
 		prompt += formatFieldDefEN(key, field)
 	}

-	// Trading Rules
-	prompt += "\n## ⚖️ Trading Rules\n\n"
-	prompt += "### Risk Management\n"
-	for name, rule := range TradingRules.RiskManagement {
-		prompt += "- **" + name + "**: " + rule.DescEN + "\n  Reason: " + rule.ReasonEN + "\n"
-	}
-
-	prompt += "\n### Exit Signals\n"
-	for name, rule := range TradingRules.ExitSignals {
-		prompt += "- **" + name + "**: " + rule.DescEN + "\n  Reason: " + rule.ReasonEN + "\n"
-	}
-
 	// OI Interpretation
 	prompt += "\n## 💹 Open Interest (OI) Change Interpretation\n\n"
 	prompt += "- **OI Up + Price Up**: " + OIInterpretation.OIUp_PriceUp.EN + "\n"
@@ -559,14 +525,6 @@ func getSchemaPromptEN() string {
 	prompt += "- **OI Down + Price Up**: " + OIInterpretation.OIDown_PriceUp.EN + "\n"
 	prompt += "- **OI Down + Price Down**: " + OIInterpretation.OIDown_PriceDown.EN + "\n"

-	// Common Mistakes
-	prompt += "\n## ⚠️ Common Mistakes to Avoid\n\n"
-	for i, mistake := range CommonMistakes {
-		prompt += fmt.Sprintf("**Mistake %d**: %s\n", i+1, mistake.ErrorEN)
-		prompt += "- Bad Example: " + mistake.ExampleEN + "\n"
-		prompt += "- Correct Approach: " + mistake.CorrectEN + "\n\n"
-	}
-
 	return prompt
 }

--- a/kernel/schema_test.go
+++ b/kernel/schema_test.go
@@ -147,10 +147,7 @@ func TestGetSchemaPrompt(t *testing.T) {
 			"交易指标",
 			"持仓指标",
 			"市场数据",
-			"交易规则",
-			"风险管理",
 			"持仓量(OI)变化解读",
-			"常见错误",
 		}

 		for _, keyword := range mustContain {
@@ -174,10 +171,7 @@ func TestGetSchemaPrompt(t *testing.T) {
 			"Trade Metrics",
 			"Position Metrics",
 			"Market Data",
-			"Trading Rules",
-			"Risk Management",
 			"Open Interest",
-			"Common Mistakes",
 		}

 		for _, keyword := range mustContain {
--- a/main.go
+++ b/main.go
@@ -78,7 +78,7 @@ func main() {
 		logger.Fatalf("❌ Failed to initialize database: %v", err)
 	}
 	defer st.Close()
-	backtest.UseDatabase(st.DB())
+	backtest.UseDatabaseWithType(st.DB(), st.DBType() == store.DBTypePostgres)

 	// Initialize installation ID for experience improvement (anonymous statistics)
 	initInstallationID(st)
--- a/manager/trader_manager.go
+++ 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
-			ctx, cancel := context.WithTimeout(context.Background(), 3*time.Second)
+			// Set timeout to 10 seconds for single trader (increased from 3s for DEX reliability)
+			ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
 			defer cancel()

 			// Use channel for timeout control
@@ -330,7 +330,7 @@ func (tm *TraderManager) getConcurrentTraderData(traders []*trader.AutoTrader) [
 				}
 			case err := <-errorChan:
 				// Failed to get account info
-				logger.Infof("⚠️ Failed to get account info for trader %s: %v", trader.GetID(), err)
+				logger.Infof("⚠️ Failed to get account info for trader %s (%s/%s): %v", trader.GetName(), trader.GetID(), trader.GetExchange(), err)
 				traderData = map[string]interface{}{
 					"trader_id":              trader.GetID(),
 					"trader_name":            trader.GetName(),
@@ -347,7 +347,7 @@ func (tm *TraderManager) getConcurrentTraderData(traders []*trader.AutoTrader) [
 				}
 			case <-ctx.Done():
 				// Timeout
-				logger.Infof("⏰ Timeout getting account info for trader %s", trader.GetID())
+				logger.Infof("⏰ Timeout (10s) getting account info for trader %s (%s/%s)", trader.GetName(), trader.GetID(), trader.GetExchange())
 				traderData = map[string]interface{}{
 					"trader_id":              trader.GetID(),
 					"trader_name":            trader.GetName(),
--- a/market/data.go
+++ b/market/data.go
@@ -1210,3 +1210,91 @@ 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", 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
+}
--- a/market/data_test.go
+++ b/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)
+	}
+}
--- a/market/types.go
+++ b/market/types.go
@@ -187,3 +187,42 @@ 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"
+)
--- a/railway.toml
+++ b/railway.toml
@@ -0,0 +1,8 @@
+[build]
+dockerfilePath = "Dockerfile.railway"
+
+[deploy]
+healthcheckPath = "/health"
+healthcheckTimeout = 60
+restartPolicyType = "ON_FAILURE"
+restartPolicyMaxRetries = 3
--- a/railway/start.sh
+++ b/railway/start.sh
@@ -0,0 +1,57 @@
+#!/bin/sh
+set -e
+
+# Railway 会设置 PORT 环境变量
+export PORT=${PORT:-8080}
+echo "🚀 Starting NOFX on port $PORT..."
+
+# 生成加密密钥（如果没有设置）
+if [ -z "$RSA_PRIVATE_KEY" ]; then
+    export RSA_PRIVATE_KEY=$(openssl genrsa 2048 2>/dev/null)
+fi
+if [ -z "$DATA_ENCRYPTION_KEY" ]; then
+    export DATA_ENCRYPTION_KEY=$(openssl rand -base64 32)
+fi
+
+# 生成 nginx 配置
+cat > /etc/nginx/http.d/default.conf << NGINX_EOF
+server {
+    listen $PORT;
+    server_name _;
+    root /usr/share/nginx/html;
+    index index.html;
+    gzip on;
+    gzip_types text/plain text/css application/json application/javascript;
+
+    location / {
+        try_files \$uri \$uri/ /index.html;
+    }
+
+    location /api/ {
+        proxy_pass http://127.0.0.1:8081/api/;
+        proxy_http_version 1.1;
+        proxy_set_header Host \$host;
+        proxy_set_header X-Real-IP \$remote_addr;
+        proxy_connect_timeout 300s;
+        proxy_send_timeout 300s;
+        proxy_read_timeout 300s;
+    }
+
+    location /health {
+        return 200 'OK';
+        add_header Content-Type text/plain;
+    }
+}
+NGINX_EOF
+
+# 启动后端（端口 8081）
+API_SERVER_PORT=8081 /app/nofx &
+sleep 2
+
+# 启动 nginx（后台）
+nginx
+
+echo "✅ NOFX started successfully"
+
+# 保持容器运行
+tail -f /dev/null
--- a/scripts/diagnose_orders.go
+++ b/scripts/diagnose_orders.go
@@ -7,6 +7,7 @@ import (
 	"nofx/store"
 	"os"
 	"path/filepath"
+	"time"
 )

 func main() {
@@ -83,7 +84,7 @@ func main() {
 			filledOrders++

 			// 检查 filled_at
-			if !order.FilledAt.IsZero() {
+			if order.FilledAt > 0 {
 				withFilledAt++
 			} else {
 				missingFilledAt++
@@ -119,8 +120,8 @@ func main() {
 		}

 		filledAtStr := "N/A"
-		if !order.FilledAt.IsZero() {
-			filledAtStr = order.FilledAt.Format("01-02 15:04")
+		if order.FilledAt > 0 {
+			filledAtStr = time.UnixMilli(order.FilledAt).Format("01-02 15:04")
 		}

 		fmt.Printf("%-15s %-10s %-10s %-15.2f %-10s %s\n",
--- a/scripts/test_lighter_orders.go
+++ b/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")
+}
--- a/store/ai_model.go
+++ b/store/ai_model.go
@@ -149,7 +149,7 @@ func (s *AIModelStore) Update(userID, id string, enabled bool, apiKey, customAPI
 			"enabled":           enabled,
 			"custom_api_url":    customAPIURL,
 			"custom_model_name": customModelName,
-			"updated_at":        time.Now(),
+			"updated_at":        time.Now().UTC(),
 		}
 		// If apiKey is not empty, update it (encryption handled by crypto.EncryptedString)
 		if apiKey != "" {
@@ -167,7 +167,7 @@ func (s *AIModelStore) Update(userID, id string, enabled bool, apiKey, customAPI
 			"enabled":           enabled,
 			"custom_api_url":    customAPIURL,
 			"custom_model_name": customModelName,
-			"updated_at":        time.Now(),
+			"updated_at":        time.Now().UTC(),
 		}
 		if apiKey != "" {
 			updates["api_key"] = crypto.EncryptedString(apiKey)
--- a/store/backtest.go
+++ b/store/backtest.go
@@ -147,7 +147,7 @@ func (BacktestCheckpoint) TableName() string {
 type BacktestEquity struct {
 	ID        int64   `gorm:"primaryKey;autoIncrement"`
 	RunID     string  `gorm:"column:run_id;not null;index:idx_backtest_equity_run_ts"`
-	TS        int64   `gorm:"column:ts;not null;index:idx_backtest_equity_run_ts"`
+	TS        int64   `gorm:"column:ts;type:bigint;not null;index:idx_backtest_equity_run_ts"`
 	Equity    float64 `gorm:"column:equity;not null"`
 	Available float64 `gorm:"column:available;not null"`
 	PnL       float64 `gorm:"column:pnl;not null"`
@@ -164,7 +164,7 @@ func (BacktestEquity) TableName() string {
 type BacktestTrade struct {
 	ID            int64   `gorm:"primaryKey;autoIncrement"`
 	RunID         string  `gorm:"column:run_id;not null;index:idx_backtest_trades_run_ts"`
-	TS            int64   `gorm:"column:ts;not null;index:idx_backtest_trades_run_ts"`
+	TS            int64   `gorm:"column:ts;type:bigint;not null;index:idx_backtest_trades_run_ts"`
 	Symbol        string  `gorm:"column:symbol;not null"`
 	Action        string  `gorm:"column:action;not null"`
 	Side          string  `gorm:"column:side;default:''"`
@@ -217,7 +217,10 @@ func (s *BacktestStore) initTables() error {
 		s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'backtest_runs'`).Scan(&tableExists)

 		if tableExists > 0 {
-			// Tables exist - just ensure indexes exist
+			// Tables exist - fix column types and ensure indexes exist
+			// Fix ts column type from INTEGER to BIGINT (timestamps in milliseconds exceed int4 max)
+			s.db.Exec(`ALTER TABLE backtest_equity ALTER COLUMN ts TYPE BIGINT`)
+			s.db.Exec(`ALTER TABLE backtest_trades ALTER COLUMN ts TYPE BIGINT`)
 			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_equity_run_ts ON backtest_equity(run_id, ts)`)
 			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_trades_run_ts ON backtest_trades(run_id, ts)`)
 			s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_decisions_run_cycle ON backtest_decisions(run_id, cycle)`)
--- a/store/exchange.go
+++ b/store/exchange.go
@@ -236,7 +236,7 @@ func (s *ExchangeStore) Update(userID, id string, enabled bool, apiKey, secretKe
 		"aster_signer":            asterSigner,
 		"lighter_wallet_addr":     lighterWalletAddr,
 		"lighter_api_key_index":   lighterApiKeyIndex,
-		"updated_at":              time.Now(),
+		"updated_at":              time.Now().UTC(),
 	}

 	// Only update encrypted fields if not empty
@@ -275,7 +275,7 @@ func (s *ExchangeStore) UpdateAccountName(userID, id, accountName string) error
 		Where("id = ? AND user_id = ?", id, userID).
 		Updates(map[string]interface{}{
 			"account_name": accountName,
-			"updated_at":   time.Now(),
+			"updated_at":   time.Now().UTC(),
 		})
 	if result.Error != nil {
 		return result.Error
--- a/store/gorm.go
+++ b/store/gorm.go
@@ -2,6 +2,7 @@ package store

 import (
 	"fmt"
+	"time"

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

 	db, err := gorm.Open(postgres.Open(dsn), &gorm.Config{
 		Logger: logger.Default.LogMode(logger.Silent),
+		// Use UTC for all auto-generated timestamps (autoCreateTime, autoUpdateTime)
+		NowFunc: func() time.Time {
+			return time.Now().UTC()
+		},
 	})
 	if err != nil {
 		return nil, fmt.Errorf("failed to open PostgreSQL database: %w", err)
--- a/store/grid.go
+++ b/store/grid.go
@@ -0,0 +1,585 @@
+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"`
+}
+
+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
+
+	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
+}
--- a/store/order.go
+++ b/store/order.go
@@ -2,43 +2,44 @@ package store

 import (
 	"fmt"
-	"strings"
+	"strconv"
 	"time"

 	"gorm.io/gorm"
 )

 // TraderOrder order record
+// All time fields use int64 millisecond timestamps (UTC) to avoid timezone issues
 type TraderOrder struct {
-	ID                int64     `gorm:"primaryKey;autoIncrement" json:"id"`
-	TraderID          string    `gorm:"column:trader_id;not null;index:idx_orders_trader_id" json:"trader_id"`
-	ExchangeID        string    `gorm:"column:exchange_id;not null;default:''" json:"exchange_id"`
-	ExchangeType      string    `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
-	ExchangeOrderID   string    `gorm:"column:exchange_order_id;not null;uniqueIndex:idx_orders_exchange_unique,priority:2" json:"exchange_order_id"`
-	ClientOrderID     string    `gorm:"column:client_order_id;default:''" json:"client_order_id"`
-	Symbol            string    `gorm:"column:symbol;not null;index:idx_orders_symbol" json:"symbol"`
-	Side              string    `gorm:"column:side;not null" json:"side"`
-	PositionSide      string    `gorm:"column:position_side;default:''" json:"position_side"`
-	Type              string    `gorm:"column:type;not null" json:"type"`
-	TimeInForce       string    `gorm:"column:time_in_force;default:GTC" json:"time_in_force"`
-	Quantity          float64   `gorm:"column:quantity;not null" json:"quantity"`
-	Price             float64   `gorm:"column:price;default:0" json:"price"`
-	StopPrice         float64   `gorm:"column:stop_price;default:0" json:"stop_price"`
-	Status            string    `gorm:"column:status;not null;default:NEW;index:idx_orders_status" json:"status"`
-	FilledQuantity    float64   `gorm:"column:filled_quantity;default:0" json:"filled_quantity"`
-	AvgFillPrice      float64   `gorm:"column:avg_fill_price;default:0" json:"avg_fill_price"`
-	Commission        float64   `gorm:"column:commission;default:0" json:"commission"`
-	CommissionAsset   string    `gorm:"column:commission_asset;default:USDT" json:"commission_asset"`
-	Leverage          int       `gorm:"column:leverage;default:1" json:"leverage"`
-	ReduceOnly        bool      `gorm:"column:reduce_only;default:false" json:"reduce_only"`
-	ClosePosition     bool      `gorm:"column:close_position;default:false" json:"close_position"`
-	WorkingType       string    `gorm:"column:working_type;default:CONTRACT_PRICE" json:"working_type"`
-	PriceProtect      bool      `gorm:"column:price_protect;default:false" json:"price_protect"`
-	OrderAction       string    `gorm:"column:order_action;default:''" json:"order_action"`
-	RelatedPositionID int64     `gorm:"column:related_position_id;default:0" json:"related_position_id"`
-	CreatedAt         time.Time `gorm:"column:created_at;autoCreateTime" json:"created_at"`
-	UpdatedAt         time.Time `gorm:"column:updated_at;autoUpdateTime" json:"updated_at"`
-	FilledAt          time.Time `gorm:"column:filled_at" json:"filled_at"`
+	ID                int64   `gorm:"primaryKey;autoIncrement" json:"id"`
+	TraderID          string  `gorm:"column:trader_id;not null;index:idx_orders_trader_id" json:"trader_id"`
+	ExchangeID        string  `gorm:"column:exchange_id;not null;default:''" json:"exchange_id"`
+	ExchangeType      string  `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
+	ExchangeOrderID   string  `gorm:"column:exchange_order_id;not null;uniqueIndex:idx_orders_exchange_unique,priority:2" json:"exchange_order_id"`
+	ClientOrderID     string  `gorm:"column:client_order_id;default:''" json:"client_order_id"`
+	Symbol            string  `gorm:"column:symbol;not null;index:idx_orders_symbol" json:"symbol"`
+	Side              string  `gorm:"column:side;not null" json:"side"`
+	PositionSide      string  `gorm:"column:position_side;default:''" json:"position_side"`
+	Type              string  `gorm:"column:type;not null" json:"type"`
+	TimeInForce       string  `gorm:"column:time_in_force;default:GTC" json:"time_in_force"`
+	Quantity          float64 `gorm:"column:quantity;not null" json:"quantity"`
+	Price             float64 `gorm:"column:price;default:0" json:"price"`
+	StopPrice         float64 `gorm:"column:stop_price;default:0" json:"stop_price"`
+	Status            string  `gorm:"column:status;not null;default:NEW;index:idx_orders_status" json:"status"`
+	FilledQuantity    float64 `gorm:"column:filled_quantity;default:0" json:"filled_quantity"`
+	AvgFillPrice      float64 `gorm:"column:avg_fill_price;default:0" json:"avg_fill_price"`
+	Commission        float64 `gorm:"column:commission;default:0" json:"commission"`
+	CommissionAsset   string  `gorm:"column:commission_asset;default:USDT" json:"commission_asset"`
+	Leverage          int     `gorm:"column:leverage;default:1" json:"leverage"`
+	ReduceOnly        bool    `gorm:"column:reduce_only;default:false" json:"reduce_only"`
+	ClosePosition     bool    `gorm:"column:close_position;default:false" json:"close_position"`
+	WorkingType       string  `gorm:"column:working_type;default:CONTRACT_PRICE" json:"working_type"`
+	PriceProtect      bool    `gorm:"column:price_protect;default:false" json:"price_protect"`
+	OrderAction       string  `gorm:"column:order_action;default:''" json:"order_action"`
+	RelatedPositionID int64   `gorm:"column:related_position_id;default:0" json:"related_position_id"`
+	CreatedAt         int64   `gorm:"column:created_at" json:"created_at"`         // Unix milliseconds UTC
+	UpdatedAt         int64   `gorm:"column:updated_at" json:"updated_at"`         // Unix milliseconds UTC
+	FilledAt          int64   `gorm:"column:filled_at" json:"filled_at"`           // Unix milliseconds UTC
 }

 // TableName returns the table name for TraderOrder
@@ -47,24 +48,25 @@ func (TraderOrder) TableName() string {
 }

 // TraderFill trade record
+// All time fields use int64 millisecond timestamps (UTC) to avoid timezone issues
 type TraderFill struct {
-	ID              int64     `gorm:"primaryKey;autoIncrement" json:"id"`
-	TraderID        string    `gorm:"column:trader_id;not null;index:idx_fills_trader_id" json:"trader_id"`
-	ExchangeID      string    `gorm:"column:exchange_id;not null;default:''" json:"exchange_id"`
-	ExchangeType    string    `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
-	OrderID         int64     `gorm:"column:order_id;not null;index:idx_fills_order_id" json:"order_id"`
-	ExchangeOrderID string    `gorm:"column:exchange_order_id;not null" json:"exchange_order_id"`
-	ExchangeTradeID string    `gorm:"column:exchange_trade_id;not null;uniqueIndex:idx_fills_exchange_unique,priority:2" json:"exchange_trade_id"`
-	Symbol          string    `gorm:"column:symbol;not null" json:"symbol"`
-	Side            string    `gorm:"column:side;not null" json:"side"`
-	Price           float64   `gorm:"column:price;not null" json:"price"`
-	Quantity        float64   `gorm:"column:quantity;not null" json:"quantity"`
-	QuoteQuantity   float64   `gorm:"column:quote_quantity;not null" json:"quote_quantity"`
-	Commission      float64   `gorm:"column:commission;not null" json:"commission"`
-	CommissionAsset string    `gorm:"column:commission_asset;not null" json:"commission_asset"`
-	RealizedPnL     float64   `gorm:"column:realized_pnl;default:0" json:"realized_pnl"`
-	IsMaker         bool      `gorm:"column:is_maker;default:false" json:"is_maker"`
-	CreatedAt       time.Time `gorm:"column:created_at;autoCreateTime" json:"created_at"`
+	ID              int64   `gorm:"primaryKey;autoIncrement" json:"id"`
+	TraderID        string  `gorm:"column:trader_id;not null;index:idx_fills_trader_id" json:"trader_id"`
+	ExchangeID      string  `gorm:"column:exchange_id;not null;default:''" json:"exchange_id"`
+	ExchangeType    string  `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
+	OrderID         int64   `gorm:"column:order_id;not null;index:idx_fills_order_id" json:"order_id"`
+	ExchangeOrderID string  `gorm:"column:exchange_order_id;not null" json:"exchange_order_id"`
+	ExchangeTradeID string  `gorm:"column:exchange_trade_id;not null;uniqueIndex:idx_fills_exchange_unique,priority:2" json:"exchange_trade_id"`
+	Symbol          string  `gorm:"column:symbol;not null" json:"symbol"`
+	Side            string  `gorm:"column:side;not null" json:"side"`
+	Price           float64 `gorm:"column:price;not null" json:"price"`
+	Quantity        float64 `gorm:"column:quantity;not null" json:"quantity"`
+	QuoteQuantity   float64 `gorm:"column:quote_quantity;not null" json:"quote_quantity"`
+	Commission      float64 `gorm:"column:commission;not null" json:"commission"`
+	CommissionAsset string  `gorm:"column:commission_asset;not null" json:"commission_asset"`
+	RealizedPnL     float64 `gorm:"column:realized_pnl;default:0" json:"realized_pnl"`
+	IsMaker         bool    `gorm:"column:is_maker;default:false" json:"is_maker"`
+	CreatedAt       int64   `gorm:"column:created_at" json:"created_at"` // Unix milliseconds UTC
 }

 // TableName returns the table name for TraderFill
@@ -105,6 +107,23 @@ func (s *OrderStore) InitTables() error {
 				s.db.Exec(fmt.Sprintf("ALTER TABLE %s ALTER COLUMN %s SET DEFAULT false", c.table, c.col))
 			}

+			// Migrate timestamp columns to bigint (Unix milliseconds UTC)
+			// Check if column is still timestamp type before migrating
+			timestampColumns := []struct{ table, col string }{
+				{"trader_orders", "created_at"},
+				{"trader_orders", "updated_at"},
+				{"trader_orders", "filled_at"},
+				{"trader_fills", "created_at"},
+			}
+			for _, c := range timestampColumns {
+				var dataType string
+				s.db.Raw(`SELECT data_type FROM information_schema.columns WHERE table_name = ? AND column_name = ?`, c.table, c.col).Scan(&dataType)
+				if dataType == "timestamp with time zone" || dataType == "timestamp without time zone" {
+					// Convert timestamp to Unix milliseconds (bigint)
+					s.db.Exec(fmt.Sprintf(`ALTER TABLE %s ALTER COLUMN %s TYPE BIGINT USING EXTRACT(EPOCH FROM %s) * 1000`, c.table, c.col, c.col))
+				}
+			}
+
 			// Ensure indexes exist
 			s.db.Exec(`CREATE UNIQUE INDEX IF NOT EXISTS idx_orders_exchange_unique ON trader_orders(exchange_id, exchange_order_id)`)
 			s.db.Exec(`CREATE UNIQUE INDEX IF NOT EXISTS idx_fills_exchange_unique ON trader_fills(exchange_id, exchange_trade_id)`)
@@ -153,10 +172,11 @@ func (s *OrderStore) UpdateOrderStatus(id int64, status string, filledQty, avgPr
 		"filled_quantity": filledQty,
 		"avg_fill_price":  avgPrice,
 		"commission":      commission,
+		"updated_at":      time.Now().UTC().UnixMilli(),
 	}

 	if status == "FILLED" {
-		updates["filled_at"] = time.Now()
+		updates["filled_at"] = time.Now().UTC().UnixMilli()
 	}

 	return s.db.Model(&TraderOrder{}).Where("id = ?", id).Updates(updates).Error
@@ -217,6 +237,27 @@ func (s *OrderStore) GetTraderOrders(traderID string, limit int) ([]*TraderOrder
 	return orders, nil
 }

+// GetTraderOrdersFiltered gets trader's order list with optional symbol and status filters
+func (s *OrderStore) GetTraderOrdersFiltered(traderID string, symbol string, status string, limit int) ([]*TraderOrder, error) {
+	var orders []*TraderOrder
+	query := s.db.Where("trader_id = ?", traderID)
+
+	if symbol != "" {
+		query = query.Where("symbol = ?", symbol)
+	}
+	if status != "" {
+		query = query.Where("status = ?", status)
+	}
+
+	err := query.Order("created_at DESC").
+		Limit(limit).
+		Find(&orders).Error
+	if err != nil {
+		return nil, fmt.Errorf("failed to query orders: %w", err)
+	}
+	return orders, nil
+}
+
 // GetOrderFills gets order's fill records
 func (s *OrderStore) GetOrderFills(orderID int64) ([]*TraderFill, error) {
 	var fills []*TraderFill
@@ -324,29 +365,59 @@ func (s *OrderStore) GetDuplicateFillsCount() (int, error) {

 // GetMaxTradeIDsByExchange returns max trade ID for each symbol for a given exchange
 func (s *OrderStore) GetMaxTradeIDsByExchange(exchangeID string) (map[string]int64, error) {
-	type symbolMaxID struct {
-		Symbol     string
-		MaxTradeID int64
+	type symbolTradeID struct {
+		Symbol          string
+		ExchangeTradeID string
 	}
-	var results []symbolMaxID
+	var results []symbolTradeID

+	// Query all trade IDs grouped by symbol, find max in Go to avoid database-specific CAST issues
+	// (PostgreSQL INTEGER is 32-bit, can't handle Binance trade IDs > 2.1B)
 	err := s.db.Model(&TraderFill{}).
-		Select("symbol, MAX(CAST(exchange_trade_id AS INTEGER)) as max_trade_id").
+		Select("symbol, exchange_trade_id").
 		Where("exchange_id = ? AND exchange_trade_id != ''", exchangeID).
-		Group("symbol").
 		Find(&results).Error
 	if err != nil {
-		// If CAST fails (non-numeric trade IDs), fallback to string comparison
-		if strings.Contains(err.Error(), "CAST") || strings.Contains(err.Error(), "invalid") {
-			return make(map[string]int64), nil
-		}
-		return nil, fmt.Errorf("failed to query max trade IDs: %w", err)
+		return nil, fmt.Errorf("failed to query trade IDs: %w", err)
 	}

+	// Find max trade ID per symbol in Go (handles 64-bit integers properly)
 	result := make(map[string]int64)
 	for _, r := range results {
-		result[r.Symbol] = r.MaxTradeID
+		tradeID, err := strconv.ParseInt(r.ExchangeTradeID, 10, 64)
+		if err != nil {
+			continue // Skip non-numeric trade IDs
+		}
+		if tradeID > result[r.Symbol] {
+			result[r.Symbol] = tradeID
+		}
 	}

 	return result, nil
 }
+
+// GetLastFillTimeByExchange returns the most recent fill time (Unix ms) for a given exchange
+// Used to recover sync state after service restart
+func (s *OrderStore) GetLastFillTimeByExchange(exchangeID string) (int64, error) {
+	var fill TraderFill
+	err := s.db.Where("exchange_id = ?", exchangeID).
+		Order("created_at DESC").
+		First(&fill).Error
+	if err != nil {
+		return 0, err
+	}
+	return fill.CreatedAt, nil
+}
+
+// GetRecentFillSymbolsByExchange returns distinct symbols with fills since given time (Unix ms)
+func (s *OrderStore) GetRecentFillSymbolsByExchange(exchangeID string, sinceMs int64) ([]string, error) {
+	var symbols []string
+	err := s.db.Model(&TraderFill{}).
+		Select("DISTINCT symbol").
+		Where("exchange_id = ? AND created_at >= ?", exchangeID, sinceMs).
+		Pluck("symbol", &symbols).Error
+	if err != nil {
+		return nil, err
+	}
+	return symbols, nil
+}
--- a/store/position.go
+++ b/store/position.go
@@ -25,30 +25,31 @@ type TraderStats struct {
 }

 // TraderPosition position record
+// All time fields use int64 millisecond timestamps (UTC) to avoid timezone issues
 type TraderPosition struct {
-	ID                 int64      `gorm:"primaryKey;autoIncrement" json:"id"`
-	TraderID           string     `gorm:"column:trader_id;not null;index:idx_positions_trader" json:"trader_id"`
-	ExchangeID         string     `gorm:"column:exchange_id;not null;default:'';index:idx_positions_exchange" json:"exchange_id"`
-	ExchangeType       string     `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
-	ExchangePositionID string     `gorm:"column:exchange_position_id;not null;default:''" json:"exchange_position_id"`
-	Symbol             string     `gorm:"column:symbol;not null" json:"symbol"`
-	Side               string     `gorm:"column:side;not null" json:"side"`
-	EntryQuantity      float64    `gorm:"column:entry_quantity;default:0" json:"entry_quantity"`
-	Quantity           float64    `gorm:"column:quantity;not null" json:"quantity"`
-	EntryPrice         float64    `gorm:"column:entry_price;not null" json:"entry_price"`
-	EntryOrderID       string     `gorm:"column:entry_order_id;default:''" json:"entry_order_id"`
-	EntryTime          time.Time  `gorm:"column:entry_time;not null;index:idx_positions_entry" json:"entry_time"`
-	ExitPrice          float64    `gorm:"column:exit_price;default:0" json:"exit_price"`
-	ExitOrderID        string     `gorm:"column:exit_order_id;default:''" json:"exit_order_id"`
-	ExitTime           *time.Time `gorm:"column:exit_time;index:idx_positions_exit" json:"exit_time"`
-	RealizedPnL        float64    `gorm:"column:realized_pnl;default:0" json:"realized_pnl"`
-	Fee                float64    `gorm:"column:fee;default:0" json:"fee"`
-	Leverage           int        `gorm:"column:leverage;default:1" json:"leverage"`
-	Status             string     `gorm:"column:status;default:OPEN;index:idx_positions_status" json:"status"`
-	CloseReason        string     `gorm:"column:close_reason;default:''" json:"close_reason"`
-	Source             string     `gorm:"column:source;default:system" json:"source"`
-	CreatedAt          time.Time  `gorm:"column:created_at;autoCreateTime" json:"created_at"`
-	UpdatedAt          time.Time  `gorm:"column:updated_at;autoUpdateTime" json:"updated_at"`
+	ID                 int64   `gorm:"primaryKey;autoIncrement" json:"id"`
+	TraderID           string  `gorm:"column:trader_id;not null;index:idx_positions_trader" json:"trader_id"`
+	ExchangeID         string  `gorm:"column:exchange_id;not null;default:'';index:idx_positions_exchange" json:"exchange_id"`
+	ExchangeType       string  `gorm:"column:exchange_type;not null;default:''" json:"exchange_type"`
+	ExchangePositionID string  `gorm:"column:exchange_position_id;not null;default:''" json:"exchange_position_id"`
+	Symbol             string  `gorm:"column:symbol;not null" json:"symbol"`
+	Side               string  `gorm:"column:side;not null" json:"side"`
+	EntryQuantity      float64 `gorm:"column:entry_quantity;default:0" json:"entry_quantity"`
+	Quantity           float64 `gorm:"column:quantity;not null" json:"quantity"`
+	EntryPrice         float64 `gorm:"column:entry_price;not null" json:"entry_price"`
+	EntryOrderID       string  `gorm:"column:entry_order_id;default:''" json:"entry_order_id"`
+	EntryTime          int64   `gorm:"column:entry_time;not null;index:idx_positions_entry" json:"entry_time"` // Unix milliseconds UTC
+	ExitPrice          float64 `gorm:"column:exit_price;default:0" json:"exit_price"`
+	ExitOrderID        string  `gorm:"column:exit_order_id;default:''" json:"exit_order_id"`
+	ExitTime           int64   `gorm:"column:exit_time;index:idx_positions_exit" json:"exit_time"` // Unix milliseconds UTC, 0 means not set
+	RealizedPnL        float64 `gorm:"column:realized_pnl;default:0" json:"realized_pnl"`
+	Fee                float64 `gorm:"column:fee;default:0" json:"fee"`
+	Leverage           int     `gorm:"column:leverage;default:1" json:"leverage"`
+	Status             string  `gorm:"column:status;default:OPEN;index:idx_positions_status" json:"status"`
+	CloseReason        string  `gorm:"column:close_reason;default:''" json:"close_reason"`
+	Source             string  `gorm:"column:source;default:system" json:"source"`
+	CreatedAt          int64   `gorm:"column:created_at" json:"created_at"`   // Unix milliseconds UTC
+	UpdatedAt          int64   `gorm:"column:updated_at" json:"updated_at"`   // Unix milliseconds UTC
 }

 // TableName returns the table name
@@ -78,6 +79,18 @@ func (s *PositionStore) InitTables() error {
 		var tableExists int64
 		s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'trader_positions'`).Scan(&tableExists)
 		if tableExists > 0 {
+			// Migrate timestamp columns to bigint (Unix milliseconds UTC)
+			// Check if column is still timestamp type before migrating
+			timestampColumns := []string{"entry_time", "exit_time", "created_at", "updated_at"}
+			for _, col := range timestampColumns {
+				var dataType string
+				s.db.Raw(`SELECT data_type FROM information_schema.columns WHERE table_name = 'trader_positions' AND column_name = ?`, col).Scan(&dataType)
+				if dataType == "timestamp with time zone" || dataType == "timestamp without time zone" {
+					// Convert timestamp to Unix milliseconds (bigint)
+					s.db.Exec(fmt.Sprintf(`ALTER TABLE trader_positions ALTER COLUMN %s TYPE BIGINT USING EXTRACT(EPOCH FROM %s) * 1000`, col, col))
+				}
+			}
+
 			// Just ensure index exists
 			s.db.Exec(`CREATE UNIQUE INDEX IF NOT EXISTS idx_positions_exchange_pos_unique ON trader_positions(exchange_id, exchange_position_id) WHERE exchange_position_id != ''`)
 			return nil
@@ -115,15 +128,16 @@ func (s *PositionStore) Create(pos *TraderPosition) error {

 // ClosePosition closes position
 func (s *PositionStore) ClosePosition(id int64, exitPrice float64, exitOrderID string, realizedPnL float64, fee float64, closeReason string) error {
-	now := time.Now()
+	nowMs := time.Now().UTC().UnixMilli()
 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
 		"exit_price":   exitPrice,
 		"exit_order_id": exitOrderID,
-		"exit_time":    now,
+		"exit_time":    nowMs,
 		"realized_pnl": realizedPnL,
 		"fee":          fee,
 		"status":       "CLOSED",
 		"close_reason": closeReason,
+		"updated_at":   nowMs,
 	}).Error
 }

@@ -190,7 +204,8 @@ func (s *PositionStore) UpdatePositionExchangeInfo(id int64, exchangeID, exchang
 }

 // ClosePositionFully marks position as fully closed
-func (s *PositionStore) ClosePositionFully(id int64, exitPrice float64, exitOrderID string, exitTime time.Time, totalRealizedPnL float64, totalFee float64, closeReason string) error {
+// exitTimeMs is Unix milliseconds UTC
+func (s *PositionStore) ClosePositionFully(id int64, exitPrice float64, exitOrderID string, exitTimeMs int64, totalRealizedPnL float64, totalFee float64, closeReason string) error {
 	var pos TraderPosition
 	if err := s.db.First(&pos, id).Error; err != nil {
 		return fmt.Errorf("failed to get position: %w", err)
@@ -205,11 +220,12 @@ func (s *PositionStore) ClosePositionFully(id int64, exitPrice float64, exitOrde
 		"quantity":       quantity,
 		"exit_price":     exitPrice,
 		"exit_order_id":  exitOrderID,
-		"exit_time":      exitTime,
+		"exit_time":      exitTimeMs,
 		"realized_pnl":   totalRealizedPnL,
 		"fee":            totalFee,
 		"status":         "CLOSED",
 		"close_reason":   closeReason,
+		"updated_at":     time.Now().UTC().UnixMilli(),
 	}).Error
 }

@@ -432,13 +448,13 @@ func (s *PositionStore) GetRecentTrades(traderID string, limit int) ([]RecentTra
 			EntryPrice:  pos.EntryPrice,
 			ExitPrice:   pos.ExitPrice,
 			RealizedPnL: pos.RealizedPnL,
-			EntryTime:   pos.EntryTime.Unix(),
+			EntryTime:   pos.EntryTime / 1000, // Convert ms to seconds for API compatibility
 		}

-		if pos.ExitTime != nil {
-			t.ExitTime = pos.ExitTime.Unix()
-			duration := pos.ExitTime.Sub(pos.EntryTime)
-			t.HoldDuration = formatDuration(duration)
+		if pos.ExitTime > 0 {
+			t.ExitTime = pos.ExitTime / 1000 // Convert ms to seconds
+			durationMs := pos.ExitTime - pos.EntryTime
+			t.HoldDuration = formatDurationMs(durationMs)
 		}

 		if pos.EntryPrice > 0 {
@@ -457,26 +473,34 @@ func (s *PositionStore) GetRecentTrades(traderID string, limit int) ([]RecentTra

 // formatDuration formats a duration
 func formatDuration(d time.Duration) string {
-	if d < time.Minute {
-		return fmt.Sprintf("%ds", int(d.Seconds()))
+	return formatDurationMs(d.Milliseconds())
+}
+
+// formatDurationMs formats a duration in milliseconds
+func formatDurationMs(ms int64) string {
+	seconds := ms / 1000
+	minutes := seconds / 60
+	hours := minutes / 60
+	days := hours / 24
+
+	if seconds < 60 {
+		return fmt.Sprintf("%ds", seconds)
 	}
-	if d < time.Hour {
-		return fmt.Sprintf("%dm", int(d.Minutes()))
+	if minutes < 60 {
+		return fmt.Sprintf("%dm", minutes)
 	}
-	if d < 24*time.Hour {
-		hours := int(d.Hours())
-		minutes := int(d.Minutes()) % 60
-		if minutes == 0 {
+	if hours < 24 {
+		remainingMins := minutes % 60
+		if remainingMins == 0 {
 			return fmt.Sprintf("%dh", hours)
 		}
-		return fmt.Sprintf("%dh%dm", hours, minutes)
+		return fmt.Sprintf("%dh%dm", hours, remainingMins)
 	}
-	days := int(d.Hours()) / 24
-	hours := int(d.Hours()) % 24
-	if hours == 0 {
+	remainingHours := hours % 24
+	if remainingHours == 0 {
 		return fmt.Sprintf("%dd", days)
 	}
-	return fmt.Sprintf("%dd%dh", days, hours)
+	return fmt.Sprintf("%dd%dh", days, remainingHours)
 }

 // calculateSharpeRatioFromPnls calculates Sharpe ratio
@@ -566,8 +590,8 @@ func (s *PositionStore) GetSymbolStats(traderID string, limit int) ([]SymbolStat
 			s.WinTrades++
 		}

-		if pos.ExitTime != nil {
-			holdMins := pos.ExitTime.Sub(pos.EntryTime).Minutes()
+		if pos.ExitTime > 0 {
+			holdMins := float64(pos.ExitTime-pos.EntryTime) / 60000.0 // ms to minutes
 			symbolHoldMins[pos.Symbol] = append(symbolHoldMins[pos.Symbol], holdMins)
 		}
 	}
@@ -615,7 +639,7 @@ type HoldingTimeStats struct {
 // GetHoldingTimeStats analyzes performance by holding duration
 func (s *PositionStore) GetHoldingTimeStats(traderID string) ([]HoldingTimeStats, error) {
 	var positions []TraderPosition
-	err := s.db.Where("trader_id = ? AND status = ? AND exit_time IS NOT NULL", traderID, "CLOSED").Find(&positions).Error
+	err := s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").Find(&positions).Error
 	if err != nil {
 		return nil, fmt.Errorf("failed to query holding time stats: %w", err)
 	}
@@ -632,10 +656,10 @@ func (s *PositionStore) GetHoldingTimeStats(traderID string) ([]HoldingTimeStats
 	}

 	for _, pos := range positions {
-		if pos.ExitTime == nil {
+		if pos.ExitTime == 0 {
 			continue
 		}
-		holdHours := pos.ExitTime.Sub(pos.EntryTime).Hours()
+		holdHours := float64(pos.ExitTime-pos.EntryTime) / 3600000.0 // ms to hours

 		var rangeKey string
 		switch {
@@ -792,12 +816,12 @@ func (s *PositionStore) GetHistorySummary(traderID string) (*HistorySummary, err

 	// Calculate average holding time
 	var positions []TraderPosition
-	s.db.Where("trader_id = ? AND status = ? AND exit_time IS NOT NULL", traderID, "CLOSED").Find(&positions)
+	s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").Find(&positions)
 	if len(positions) > 0 {
 		var totalMins float64
 		for _, pos := range positions {
-			if pos.ExitTime != nil {
-				totalMins += pos.ExitTime.Sub(pos.EntryTime).Minutes()
+			if pos.ExitTime > 0 {
+				totalMins += float64(pos.ExitTime-pos.EntryTime) / 60000.0 // ms to minutes
 			}
 		}
 		summary.AvgHoldingMins = totalMins / float64(len(positions))
@@ -917,6 +941,7 @@ func (s *PositionStore) GetOpenPositionByExchangePositionID(exchangeID, exchange
 }

 // ClosedPnLRecord represents a closed position record from exchange
+// All time fields use int64 millisecond timestamps (UTC)
 type ClosedPnLRecord struct {
 	Symbol      string
 	Side        string
@@ -926,8 +951,8 @@ type ClosedPnLRecord struct {
 	RealizedPnL float64
 	Fee         float64
 	Leverage    int
-	EntryTime   time.Time
-	ExitTime    time.Time
+	EntryTime   int64 // Unix milliseconds UTC
+	ExitTime    int64 // Unix milliseconds UTC
 	OrderID     string
 	CloseType   string
 	ExchangeID  string
@@ -954,7 +979,7 @@ func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType s

 	exchangePositionID := record.ExchangeID
 	if exchangePositionID == "" {
-		exchangePositionID = fmt.Sprintf("%s_%s_%d_%.8f", record.Symbol, side, record.ExitTime.UnixMilli(), record.RealizedPnL)
+		exchangePositionID = fmt.Sprintf("%s_%s_%d_%.8f", record.Symbol, side, record.ExitTime, record.RealizedPnL)
 	}

 	exists, err := s.ExistsWithExchangePositionID(exchangeID, exchangePositionID)
@@ -965,19 +990,22 @@ func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType s
 		return false, nil
 	}

-	exitTime := record.ExitTime
-	entryTime := record.EntryTime
+	exitTimeMs := record.ExitTime
+	entryTimeMs := record.EntryTime

-	if exitTime.IsZero() || exitTime.Year() < 2000 {
+	// Validate timestamps (must be after year 2000 = ~946684800000 ms)
+	minValidTime := int64(946684800000) // 2000-01-01 UTC in milliseconds
+	if exitTimeMs < minValidTime {
 		return false, nil
 	}
-	if entryTime.IsZero() || entryTime.Year() < 2000 {
-		entryTime = exitTime
+	if entryTimeMs < minValidTime {
+		entryTimeMs = exitTimeMs
 	}
-	if entryTime.After(exitTime) {
-		entryTime = exitTime
+	if entryTimeMs > exitTimeMs {
+		entryTimeMs = exitTimeMs
 	}

+	nowMs := time.Now().UTC().UnixMilli()
 	pos := &TraderPosition{
 		TraderID:           traderID,
 		ExchangeID:         exchangeID,
@@ -988,16 +1016,18 @@ func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType s
 		Quantity:           record.Quantity,
 		EntryQuantity:      record.Quantity,
 		EntryPrice:         record.EntryPrice,
-		EntryTime:          entryTime,
+		EntryTime:          entryTimeMs,
 		ExitPrice:          record.ExitPrice,
 		ExitOrderID:        record.OrderID,
-		ExitTime:           &exitTime,
+		ExitTime:           exitTimeMs,
 		RealizedPnL:        record.RealizedPnL,
 		Fee:                record.Fee,
 		Leverage:           record.Leverage,
 		Status:             "CLOSED",
 		CloseReason:        record.CloseType,
 		Source:             "sync",
+		CreatedAt:          nowMs,
+		UpdatedAt:          nowMs,
 	}

 	err = s.db.Create(pos).Error
@@ -1011,21 +1041,21 @@ func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType s
 	return true, nil
 }

-// GetLastClosedPositionTime gets the most recent exit time
-func (s *PositionStore) GetLastClosedPositionTime(traderID string) (time.Time, error) {
+// GetLastClosedPositionTime gets the most recent exit time (Unix ms)
+func (s *PositionStore) GetLastClosedPositionTime(traderID string) (int64, error) {
 	var pos TraderPosition
-	err := s.db.Where("trader_id = ? AND status = ? AND exit_time IS NOT NULL", traderID, "CLOSED").
+	err := s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").
 		Order("exit_time DESC").
 		First(&pos).Error

-	if err == gorm.ErrRecordNotFound || pos.ExitTime == nil {
-		return time.Now().Add(-30 * 24 * time.Hour), nil
+	if err == gorm.ErrRecordNotFound || pos.ExitTime == 0 {
+		return time.Now().UTC().Add(-30 * 24 * time.Hour).UnixMilli(), nil
 	}
 	if err != nil {
-		return time.Time{}, fmt.Errorf("failed to get last closed position time: %w", err)
+		return 0, fmt.Errorf("failed to get last closed position time: %w", err)
 	}

-	return *pos.ExitTime, nil
+	return pos.ExitTime, nil
 }

 // CreateOpenPosition creates an open position
@@ -1076,15 +1106,17 @@ func (s *PositionStore) CreateOpenPosition(pos *TraderPosition) error {
 }

 // ClosePositionWithAccurateData closes a position with accurate data from exchange
-func (s *PositionStore) ClosePositionWithAccurateData(id int64, exitPrice float64, exitOrderID string, exitTime time.Time, realizedPnL float64, fee float64, closeReason string) error {
+// exitTimeMs is Unix milliseconds UTC
+func (s *PositionStore) ClosePositionWithAccurateData(id int64, exitPrice float64, exitOrderID string, exitTimeMs int64, realizedPnL float64, fee float64, closeReason string) error {
 	return s.db.Model(&TraderPosition{}).Where("id = ?", id).Updates(map[string]interface{}{
 		"exit_price":    exitPrice,
 		"exit_order_id": exitOrderID,
-		"exit_time":     exitTime,
+		"exit_time":     exitTimeMs,
 		"realized_pnl":  realizedPnL,
 		"fee":           fee,
 		"status":        "CLOSED",
 		"close_reason":  closeReason,
+		"updated_at":    time.Now().UTC().UnixMilli(),
 	}).Error
 }

--- a/store/position_builder.go
+++ b/store/position_builder.go
@@ -25,25 +25,27 @@ func NewPositionBuilder(positionStore *PositionStore) *PositionBuilder {
 }

 // ProcessTrade processes a single trade and updates position accordingly
+// tradeTimeMs is Unix milliseconds UTC
 func (pb *PositionBuilder) ProcessTrade(
 	traderID, exchangeID, exchangeType, symbol, side, action string,
 	quantity, price, fee, realizedPnL float64,
-	tradeTime time.Time,
+	tradeTimeMs int64,
 	orderID string,
 ) error {
 	if strings.HasPrefix(action, "open_") {
-		return pb.handleOpen(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, tradeTime, orderID)
+		return pb.handleOpen(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, tradeTimeMs, orderID)
 	} else if strings.HasPrefix(action, "close_") {
-		return pb.handleClose(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, realizedPnL, tradeTime, orderID)
+		return pb.handleClose(traderID, exchangeID, exchangeType, symbol, side, quantity, price, fee, realizedPnL, tradeTimeMs, orderID)
 	}
 	return nil
 }

 // handleOpen handles opening positions (create new or average into existing)
+// tradeTimeMs is Unix milliseconds UTC
 func (pb *PositionBuilder) handleOpen(
 	traderID, exchangeID, exchangeType, symbol, side string,
 	quantity, price, fee float64,
-	tradeTime time.Time,
+	tradeTimeMs int64,
 	orderID string,
 ) error {
 	// Get existing OPEN position for (symbol, side)
@@ -52,25 +54,26 @@ func (pb *PositionBuilder) handleOpen(
 		return fmt.Errorf("failed to get open position: %w", err)
 	}

+	nowMs := time.Now().UTC().UnixMilli()
 	if existing == nil {
 		// Create new position
 		position := &TraderPosition{
 			TraderID:           traderID,
 			ExchangeID:         exchangeID,
 			ExchangeType:       exchangeType,
-			ExchangePositionID: fmt.Sprintf("sync_%s_%s_%d", symbol, side, tradeTime.UnixMilli()),
+			ExchangePositionID: fmt.Sprintf("sync_%s_%s_%d", symbol, side, tradeTimeMs),
 			Symbol:             symbol,
 			Side:               side,
 			Quantity:           quantity,
 			EntryPrice:         price,
 			EntryOrderID:       orderID,
-			EntryTime:          tradeTime,
+			EntryTime:          tradeTimeMs,
 			Leverage:           1,
 			Status:             "OPEN",
 			Source:             "sync",
 			Fee:                fee,
-			CreatedAt:          time.Now(),
-			UpdatedAt:          time.Now(),
+			CreatedAt:          nowMs,
+			UpdatedAt:          nowMs,
 		}
 		return pb.positionStore.CreateOpenPosition(position)
 	}
@@ -90,10 +93,11 @@ func (pb *PositionBuilder) handleOpen(
 }

 // handleClose handles closing positions (partial or full)
+// tradeTimeMs is Unix milliseconds UTC
 func (pb *PositionBuilder) handleClose(
 	traderID, exchangeID, exchangeType, symbol, side string,
 	quantity, price, fee, realizedPnL float64,
-	tradeTime time.Time,
+	tradeTimeMs int64,
 	orderID string,
 ) error {
 	// Get OPEN position
@@ -161,7 +165,7 @@ func (pb *PositionBuilder) handleClose(
 			position.ID,
 			finalExitPrice,
 			orderID,
-			tradeTime,
+			tradeTimeMs,
 			totalPnL,
 			totalFee,
 			"sync",
--- a/store/store.go
+++ b/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 {
--- a/store/strategy.go
+++ b/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 +48,39 @@ 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"`
 }

 // PromptSectionsConfig editable sections of System Prompt
@@ -328,7 +364,7 @@ func (s *StrategyStore) Update(strategy *Strategy) error {
 			"config":         strategy.Config,
 			"is_public":      strategy.IsPublic,
 			"config_visible": strategy.ConfigVisible,
-			"updated_at":     time.Now(),
+			"updated_at":     time.Now().UTC(),
 		}).Error
 }

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

--- a/trader/aster_order_sync.go
+++ b/trader/aster_order_sync.go
@@ -34,7 +34,7 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex

 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(trades, func(i, j int) bool {
-		return trades[i].Time.Before(trades[j].Time)
+		return trades[i].Time.UnixMilli() < trades[j].Time.UnixMilli()
 	})

 	// Process trades one by one (no transaction to avoid deadlock)
@@ -68,7 +68,8 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 		// Normalize side for storage
 		side := strings.ToUpper(trade.Side)

-		// Create order record
+		// Create order record - use Unix milliseconds UTC
+		tradeTimeMs := trade.Time.UTC().UnixMilli()
 		orderRecord := &store.TraderOrder{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -85,9 +86,9 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 			FilledQuantity:  trade.Quantity,
 			AvgFillPrice:    trade.Price,
 			Commission:      trade.Fee,
-			FilledAt:        trade.Time,
-			CreatedAt:       trade.Time,
-			UpdatedAt:       trade.Time,
+			FilledAt:        tradeTimeMs,
+			CreatedAt:       tradeTimeMs,
+			UpdatedAt:       tradeTimeMs,
 		}

 		// Insert order record
@@ -96,7 +97,7 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 			continue
 		}

-		// Create fill record
+		// Create fill record - use Unix milliseconds UTC
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -113,7 +114,7 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 			CommissionAsset: "USDT",
 			RealizedPnL:     trade.RealizedPnL,
 			IsMaker:         false,
-			CreatedAt:       trade.Time,
+			CreatedAt:       tradeTimeMs,
 		}

 		if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -125,7 +126,7 @@ func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, ex
 			traderID, exchangeID, exchangeType,
 			symbol, positionSide, orderAction,
 			trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
-			trade.Time, trade.TradeID,
+			tradeTimeMs, trade.TradeID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
 		} else {
--- a/trader/aster_trader.go
+++ b/trader/aster_trader.go
@@ -1407,10 +1407,201 @@ func (t *AsterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord,
 			Quantity:     qty,
 			RealizedPnL:  pnl,
 			Fee:          fee,
-			Time:         time.UnixMilli(at.Time),
+			Time:         time.UnixMilli(at.Time).UTC(),
 		}
 		result = append(result, trade)
 	}

 	return result, nil
 }
+
+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *AsterTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+	params := map[string]interface{}{
+		"symbol": symbol,
+	}
+
+	body, err := t.request("GET", "/fapi/v3/openOrders", params)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get open orders: %w", err)
+	}
+
+	var orders []struct {
+		OrderID      int64  `json:"orderId"`
+		Symbol       string `json:"symbol"`
+		Side         string `json:"side"`
+		PositionSide string `json:"positionSide"`
+		Type         string `json:"type"`
+		Price        string `json:"price"`
+		StopPrice    string `json:"stopPrice"`
+		OrigQty      string `json:"origQty"`
+		Status       string `json:"status"`
+	}
+
+	if err := json.Unmarshal(body, &orders); err != nil {
+		return nil, fmt.Errorf("failed to parse open orders: %w", err)
+	}
+
+	var result []OpenOrder
+	for _, order := range orders {
+		price, _ := strconv.ParseFloat(order.Price, 64)
+		stopPrice, _ := strconv.ParseFloat(order.StopPrice, 64)
+		quantity, _ := strconv.ParseFloat(order.OrigQty, 64)
+
+		result = append(result, OpenOrder{
+			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 *LimitOrderRequest) (*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 &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
+}
--- a/trader/auto_trader.go
+++ b/trader/auto_trader.go
@@ -123,6 +123,7 @@ 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
@@ -419,9 +420,25 @@ func (at *AutoTrader) Run() error {
 	ticker := time.NewTicker(at.config.ScanInterval)
 	defer ticker.Stop()

+	// Check if this is a grid trading strategy
+	isGridStrategy := at.IsGridStrategy()
+	if isGridStrategy {
+		logger.Infof("🔲 [%s] Grid trading strategy detected, initializing grid...", at.name)
+		if err := at.InitializeGrid(); err != nil {
+			logger.Errorf("❌ [%s] Failed to initialize grid: %v", at.name, err)
+			return fmt.Errorf("grid initialization failed: %w", err)
+		}
+	}
+
 	// Execute immediately on first run
-	if err := at.runCycle(); err != nil {
-		logger.Infof("❌ Execution failed: %v", err)
+	if isGridStrategy {
+		if err := at.RunGridCycle(); err != nil {
+			logger.Infof("❌ Grid execution failed: %v", err)
+		}
+	} else {
+		if err := at.runCycle(); err != nil {
+			logger.Infof("❌ Execution failed: %v", err)
+		}
 	}

 	for {
@@ -435,8 +452,14 @@ func (at *AutoTrader) Run() error {

 		select {
 		case <-ticker.C:
-			if err := at.runCycle(); err != nil {
-				logger.Infof("❌ Execution failed: %v", err)
+			if isGridStrategy {
+				if err := at.RunGridCycle(); err != nil {
+					logger.Infof("❌ Grid execution failed: %v", err)
+				}
+			} else {
+				if err := at.runCycle(); err != nil {
+					logger.Infof("❌ Execution failed: %v", err)
+				}
 			}
 		case <-at.stopMonitorCh:
 			logger.Infof("[%s] ⏹ Stop signal received, exiting automatic trading main loop", at.name)
@@ -637,7 +660,7 @@ func (at *AutoTrader) runCycle() error {
 			TakeProfit: d.TakeProfit,
 			Confidence: d.Confidence,
 			Reasoning:  d.Reasoning,
-			Timestamp:  time.Now(),
+			Timestamp:  time.Now().UTC(),
 			Success:    false,
 		}

@@ -744,8 +767,8 @@ func (at *AutoTrader) buildTradingContext() (*kernel.Context, error) {
 		// Priority 1: Get from database (trader_positions table) - most accurate
 		if at.store != nil {
 			if dbPos, err := at.store.Position().GetOpenPositionBySymbol(at.id, symbol, side); err == nil && dbPos != nil {
-				if !dbPos.EntryTime.IsZero() {
-					updateTime = dbPos.EntryTime.UnixMilli()
+				if dbPos.EntryTime > 0 {
+					updateTime = dbPos.EntryTime
 				}
 			}
 		}
@@ -1365,6 +1388,12 @@ 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 +1500,7 @@ 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 +1515,16 @@ 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)
@@ -1967,6 +2006,7 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
 	switch action {
 	case "open_long", "open_short":
 		// Open position: create new position record
+		nowMs := time.Now().UTC().UnixMilli()
 		pos := &store.TraderPosition{
 			TraderID:     at.id,
 			ExchangeID:   at.exchangeID, // Exchange account UUID
@@ -1976,9 +2016,11 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
 			Quantity:     quantity,
 			EntryPrice:   price,
 			EntryOrderID: orderID,
-			EntryTime:    time.Now(),
+			EntryTime:    nowMs,
 			Leverage:     leverage,
 			Status:       "OPEN",
+			CreatedAt:    nowMs,
+			UpdatedAt:    nowMs,
 		}
 		if err := at.store.Position().Create(pos); err != nil {
 			logger.Infof("  ⚠️ Failed to record position: %v", err)
@@ -1996,7 +2038,7 @@ func (at *AutoTrader) recordPositionChange(orderID, symbol, side, action string,
 			at.id, at.exchangeID, at.exchange,
 			symbol, side, action,
 			quantity, price, fee, 0, // realizedPnL will be calculated
-			time.Now(), orderID,
+			time.Now().UTC().UnixMilli(), orderID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to process close position: %v", err)
 		} else {
@@ -2049,8 +2091,8 @@ func (at *AutoTrader) createOrderRecord(orderID, symbol, action, positionSide st
 		ReduceOnly:      reduceOnly,
 		ClosePosition:   reduceOnly,
 		OrderAction:     orderAction,
-		CreatedAt:       time.Now(),
-		UpdatedAt:       time.Now(),
+		CreatedAt:       time.Now().UTC().UnixMilli(),
+		UpdatedAt:       time.Now().UTC().UnixMilli(),
 	}
 }

@@ -2091,7 +2133,7 @@ func (at *AutoTrader) recordOrderFill(orderRecordID int64, exchangeOrderID, symb
 		CommissionAsset:  "USDT",
 		RealizedPnL:      0, // Will be calculated for close orders
 		IsMaker:          false, // Market orders are usually taker
-		CreatedAt:        time.Now(),
+		CreatedAt:        time.Now().UTC().UnixMilli(),
 	}

 	// Calculate realized PnL for close orders
@@ -2215,3 +2257,8 @@ func getSideFromAction(action string) string {
 	}
 }

+// GetOpenOrders returns open orders (pending SL/TP) from exchange
+func (at *AutoTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+	return at.trader.GetOpenOrders(symbol)
+}
+
--- a/trader/auto_trader_grid.go
+++ b/trader/auto_trader_grid.go
--- a/trader/binance_futures.go
+++ b/trader/binance_futures.go
@@ -716,6 +716,125 @@ 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 *LimitOrderRequest) (*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 &LimitOrderResult{
+		OrderID:      fmt.Sprintf("%d", order.OrderID),
+		ClientID:     order.ClientOrderID,
+		Symbol:       order.Symbol,
+		Side:         string(order.Side),
+		PositionSide: string(order.PositionSide),
+		Price:        req.Price,
+		Quantity:     req.Quantity,
+		Status:       string(order.Status),
+	}, nil
+}
+
+// CancelOrder cancels a specific order by ID
+// This implements the GridTrader interface for FuturesTrader
+func (t *FuturesTrader) CancelOrder(symbol, orderID string) error {
+	// Parse order ID to int64
+	orderIDInt, err := strconv.ParseInt(orderID, 10, 64)
+	if err != nil {
+		return fmt.Errorf("invalid order ID: %w", err)
+	}
+
+	_, err = t.client.NewCancelOrderService().
+		Symbol(symbol).
+		OrderID(orderIDInt).
+		Do(context.Background())
+
+	if err != nil {
+		return fmt.Errorf("failed to cancel order: %w", err)
+	}
+
+	logger.Infof("✓ [Grid] Cancelled order: %s/%s", symbol, orderID)
+	return nil
+}
+
+// GetOrderBook gets the order book for a symbol
+// This implements the GridTrader interface for FuturesTrader
+func (t *FuturesTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
+	book, err := t.client.NewDepthService().
+		Symbol(symbol).
+		Limit(depth).
+		Do(context.Background())
+
+	if err != nil {
+		return nil, nil, fmt.Errorf("failed to get order book: %w", err)
+	}
+
+	// Convert bids
+	bids = make([][]float64, len(book.Bids))
+	for i, bid := range book.Bids {
+		price, _ := strconv.ParseFloat(bid.Price, 64)
+		qty, _ := strconv.ParseFloat(bid.Quantity, 64)
+		bids[i] = []float64{price, qty}
+	}
+
+	// Convert asks
+	asks = make([][]float64, len(book.Asks))
+	for i, ask := range book.Asks {
+		price, _ := strconv.ParseFloat(ask.Price, 64)
+		qty, _ := strconv.ParseFloat(ask.Quantity, 64)
+		asks[i] = []float64{price, qty}
+	}
+
+	return bids, asks, nil
+}
+
 // CancelStopOrders cancels take-profit/stop-loss orders for this symbol (used to adjust TP/SL positions)
 // Now uses both legacy API and new Algo Order API (Binance migrated stop orders to Algo system)
 func (t *FuturesTrader) CancelStopOrders(symbol string) error {
@@ -776,6 +895,64 @@ func (t *FuturesTrader) CancelStopOrders(symbol string) error {
 	return nil
 }

+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *FuturesTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+	var result []OpenOrder
+
+	// 1. Get legacy open orders
+	orders, err := t.client.NewListOpenOrdersService().
+		Symbol(symbol).
+		Do(context.Background())
+
+	if err != nil {
+		return nil, fmt.Errorf("failed to get open orders: %w", err)
+	}
+
+	for _, order := range orders {
+		price, _ := strconv.ParseFloat(order.Price, 64)
+		stopPrice, _ := strconv.ParseFloat(order.StopPrice, 64)
+		quantity, _ := strconv.ParseFloat(order.OrigQuantity, 64)
+
+		result = append(result, OpenOrder{
+			OrderID:      fmt.Sprintf("%d", order.OrderID),
+			Symbol:       order.Symbol,
+			Side:         string(order.Side),
+			PositionSide: string(order.PositionSide),
+			Type:         string(order.Type),
+			Price:        price,
+			StopPrice:    stopPrice,
+			Quantity:     quantity,
+			Status:       string(order.Status),
+		})
+	}
+
+	// 2. Get Algo orders (new API for stop-loss/take-profit)
+	algoOrders, err := t.client.NewListOpenAlgoOrdersService().
+		Symbol(symbol).
+		Do(context.Background())
+
+	if err == nil {
+		for _, algoOrder := range algoOrders {
+			triggerPrice, _ := strconv.ParseFloat(algoOrder.TriggerPrice, 64)
+			quantity, _ := strconv.ParseFloat(algoOrder.Quantity, 64)
+
+			result = append(result, OpenOrder{
+				OrderID:      fmt.Sprintf("%d", algoOrder.AlgoId),
+				Symbol:       algoOrder.Symbol,
+				Side:         string(algoOrder.Side),
+				PositionSide: string(algoOrder.PositionSide),
+				Type:         string(algoOrder.OrderType),
+				Price:        0, // Algo orders use stop price
+				StopPrice:    triggerPrice,
+				Quantity:     quantity,
+				Status:       "NEW",
+			})
+		}
+	}
+
+	return result, nil
+}
+
 // GetMarketPrice gets market price
 func (t *FuturesTrader) GetMarketPrice(symbol string) (float64, error) {
 	prices, err := t.client.NewListPricesService().Symbol(symbol).Do(context.Background())
@@ -977,6 +1154,42 @@ 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)
@@ -1122,7 +1335,7 @@ func (t *FuturesTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord
 			TradeID:     strconv.FormatInt(income.TranID, 10),
 			Symbol:      income.Symbol,
 			RealizedPnL: pnl,
-			Time:        time.UnixMilli(income.Time),
+			Time:        time.UnixMilli(income.Time).UTC(),
 			// Note: Income API doesn't provide price, quantity, side, fee
 			// For accurate data, use GetTradesForSymbol with specific symbol
 		}
@@ -1167,7 +1380,7 @@ func (t *FuturesTrader) GetTradesForSymbol(symbol string, startTime time.Time, l
 			Quantity:     qty,
 			RealizedPnL:  pnl,
 			Fee:          fee,
-			Time:         time.UnixMilli(at.Time),
+			Time:         time.UnixMilli(at.Time).UTC(),
 		}
 		trades = append(trades, trade)
 	}
@@ -1210,7 +1423,7 @@ func (t *FuturesTrader) GetTradesForSymbolFromID(symbol string, fromID int64, li
 			Quantity:     qty,
 			RealizedPnL:  pnl,
 			Fee:          fee,
-			Time:         time.UnixMilli(at.Time),
+			Time:         time.UnixMilli(at.Time).UTC(),
 		}
 		trades = append(trades, trade)
 	}
@@ -1244,3 +1457,30 @@ func (t *FuturesTrader) GetCommissionSymbols(lastSyncTime time.Time) ([]string,

 	return symbols, nil
 }
+
+// GetPnLSymbols returns symbols that have REALIZED_PNL records since lastSyncTime
+// This is a fallback when COMMISSION detection fails (VIP users, BNB fee discount)
+func (t *FuturesTrader) GetPnLSymbols(lastSyncTime time.Time) ([]string, error) {
+	incomes, err := t.client.NewGetIncomeHistoryService().
+		IncomeType("REALIZED_PNL").
+		StartTime(lastSyncTime.UnixMilli()).
+		Limit(1000).
+		Do(context.Background())
+	if err != nil {
+		return nil, fmt.Errorf("failed to get PnL history: %w", err)
+	}
+
+	symbolMap := make(map[string]bool)
+	for _, income := range incomes {
+		if income.Symbol != "" {
+			symbolMap[income.Symbol] = true
+		}
+	}
+
+	var symbols []string
+	for symbol := range symbolMap {
+		symbols = append(symbols, symbol)
+	}
+
+	return symbols, nil
+}
--- a/trader/binance_order_sync.go
+++ b/trader/binance_order_sync.go
@@ -11,9 +11,9 @@ import (
 	"time"
 )

-// syncState stores the last sync time for incremental sync
+// syncState stores the last sync time (Unix ms) for incremental sync
 var (
-	binanceSyncState      = make(map[string]time.Time) // exchangeID -> lastSyncTime
+	binanceSyncState      = make(map[string]int64) // exchangeID -> lastSyncTimeMs (Unix ms)
 	binanceSyncStateMutex sync.RWMutex
 )

@@ -25,42 +25,106 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		return fmt.Errorf("store is nil")
 	}

-	// Get last sync time (default to 24 hours ago for first sync)
+	orderStore := st.Order()
+
+	// Get last sync time (Unix ms) - first try memory, then database, then default
 	binanceSyncStateMutex.RLock()
-	lastSyncTime, exists := binanceSyncState[exchangeID]
+	lastSyncTimeMs, exists := binanceSyncState[exchangeID]
 	binanceSyncStateMutex.RUnlock()

+	nowMs := time.Now().UTC().UnixMilli()
 	if !exists {
-		lastSyncTime = time.Now().Add(-24 * time.Hour)
+		// Try to get last fill time from database (persist across restarts)
+		lastFillTimeMs, err := orderStore.GetLastFillTimeByExchange(exchangeID)
+		if err == nil && lastFillTimeMs > 0 {
+			// If recovered time is in the future, it's clearly wrong - use default
+			if lastFillTimeMs > nowMs {
+				logger.Infof("⚠️ DB sync time %d is in the future (now: %d), using default",
+					lastFillTimeMs, nowMs)
+				lastSyncTimeMs = nowMs - 24*60*60*1000 // 24 hours ago
+			} else {
+				// Add 1 second buffer to avoid re-fetching the same fill
+				lastSyncTimeMs = lastFillTimeMs + 1000
+				logger.Infof("📅 Recovered last sync time from DB: %s (UTC)",
+					time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"))
+			}
+		} else {
+			// First sync: go back 24 hours
+			lastSyncTimeMs = nowMs - 24*60*60*1000
+			logger.Infof("📅 First sync, starting from 24 hours ago: %s (UTC)",
+				time.UnixMilli(lastSyncTimeMs).UTC().Format("2006-01-02 15:04:05"))
+		}
 	}

 	// Record current time BEFORE querying, to avoid missing trades during sync
 	// This prevents race condition where trades happen between query and lastSyncTime update
-	syncStartTime := time.Now()
+	syncStartTimeMs := nowMs

-	logger.Infof("🔄 Syncing Binance trades from: %s", lastSyncTime.Format(time.RFC3339))
+	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
-	orderStore := st.Order()
 	maxTradeIDs, err := orderStore.GetMaxTradeIDsByExchange(exchangeID)
 	if err != nil {
 		logger.Infof("  ⚠️ Failed to get max trade IDs: %v, will use time-based query", err)
 		maxTradeIDs = make(map[string]int64)
 	}

-	// Step 2: Use COMMISSION to detect which symbols have new trades (1 API call)
-	changedSymbols, err := t.GetCommissionSymbols(lastSyncTime)
+	// Step 2: Detect symbols to sync using multiple methods
+	// COMMISSION detection may miss trades (VIP users, BNB discount, 0-fee trades)
+	symbolMap := make(map[string]bool)
+	lastSyncTime := time.UnixMilli(lastSyncTimeMs) // Convert to time.Time for API calls
+
+	// Method 1: COMMISSION income detection
+	commissionSymbols, err := t.GetCommissionSymbols(lastSyncTime)
 	if err != nil {
-		logger.Infof("  ⚠️ Failed to get commission symbols: %v, falling back to positions", err)
-		// Fallback: only sync symbols with active positions
-		changedSymbols = t.getPositionSymbols()
+		logger.Infof("  ⚠️ Failed to get commission symbols: %v", err)
+	} else {
+		logger.Infof("  📋 COMMISSION symbols found: %d - %v", len(commissionSymbols), commissionSymbols)
+		for _, s := range commissionSymbols {
+			symbolMap[s] = true
+		}
+	}
+
+	// Method 2: Always include active positions (catches trades that COMMISSION missed)
+	positionSymbols := t.getPositionSymbols()
+	logger.Infof("  📋 Position symbols found: %d - %v", len(positionSymbols), positionSymbols)
+	for _, s := range positionSymbols {
+		symbolMap[s] = true
+	}
+
+	// Method 3: Include symbols from recent fills in DB (in case some were partially synced)
+	recentSymbols, _ := orderStore.GetRecentFillSymbolsByExchange(exchangeID, lastSyncTimeMs)
+	logger.Infof("  📋 Recent fill symbols found: %d - %v", len(recentSymbols), recentSymbols)
+	for _, s := range recentSymbols {
+		symbolMap[s] = true
+	}
+
+	// Method 4: FALLBACK - 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 {
+		logger.Infof("  🔍 No symbols found, trying REALIZED_PNL fallback...")
+		pnlSymbols, err := t.GetPnLSymbols(lastSyncTime)
+		if err != nil {
+			logger.Infof("  ⚠️ Failed to get PnL symbols: %v", err)
+		} else {
+			logger.Infof("  📋 REALIZED_PNL symbols found: %d - %v", len(pnlSymbols), pnlSymbols)
+			for _, s := range pnlSymbols {
+				symbolMap[s] = true
+			}
+		}
+	}
+
+	var changedSymbols []string
+	for s := range symbolMap {
+		changedSymbols = append(changedSymbols, s)
 	}

 	if len(changedSymbols) == 0 {
 		logger.Infof("📭 No symbols with new trades to sync")
 		// Update last sync time even if no changes
 		binanceSyncStateMutex.Lock()
-		binanceSyncState[exchangeID] = syncStartTime
+		binanceSyncState[exchangeID] = syncStartTimeMs
 		binanceSyncStateMutex.Unlock()
 		return nil
 	}
@@ -98,7 +162,7 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 	// This prevents data loss when some symbols fail due to rate limit or network issues
 	if len(failedSymbols) == 0 {
 		binanceSyncStateMutex.Lock()
-		binanceSyncState[exchangeID] = syncStartTime
+		binanceSyncState[exchangeID] = syncStartTimeMs
 		binanceSyncStateMutex.Unlock()
 	} else {
 		logger.Infof("  ⚠️ %d symbols failed, not updating lastSyncTime to retry next time: %v", len(failedSymbols), failedSymbols)
@@ -110,7 +174,7 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string

 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(allTrades, func(i, j int) bool {
-		return allTrades[i].Time.Before(allTrades[j].Time)
+		return allTrades[i].Time.UnixMilli() < allTrades[j].Time.UnixMilli()
 	})

 	// Process trades one by one
@@ -145,7 +209,8 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		// Normalize side
 		side := strings.ToUpper(trade.Side)

-		// Create order record
+		// Create order record - use Unix milliseconds UTC
+		tradeTimeMs := trade.Time.UTC().UnixMilli()
 		orderRecord := &store.TraderOrder{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,
@@ -162,9 +227,9 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			FilledQuantity:  trade.Quantity,
 			AvgFillPrice:    trade.Price,
 			Commission:      trade.Fee,
-			FilledAt:        trade.Time,
-			CreatedAt:       trade.Time,
-			UpdatedAt:       trade.Time,
+			FilledAt:        tradeTimeMs,
+			CreatedAt:       tradeTimeMs,
+			UpdatedAt:       tradeTimeMs,
 		}

 		// Insert order record
@@ -173,7 +238,7 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			continue
 		}

-		// Create fill record
+		// Create fill record - use Unix milliseconds UTC
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,
@@ -190,7 +255,7 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			CommissionAsset: "USDT",
 			RealizedPnL:     trade.RealizedPnL,
 			IsMaker:         false,
-			CreatedAt:       trade.Time,
+			CreatedAt:       tradeTimeMs,
 		}

 		if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -202,7 +267,7 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 			traderID, exchangeID, exchangeType,
 			symbol, positionSide, orderAction,
 			trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
-			trade.Time, trade.TradeID,
+			tradeTimeMs, trade.TradeID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
 		} else {
@@ -210,8 +275,9 @@ func (t *FuturesTrader) SyncOrdersFromBinance(traderID string, exchangeID string
 		}

 		syncedCount++
-		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
-			trade.TradeID, symbol, side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction)
+		logger.Infof("  ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s time=%s(UTC)",
+			trade.TradeID, symbol, side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction,
+			trade.Time.UTC().Format("01-02 15:04:05"))
 	}

 	logger.Infof("✅ Binance order sync completed: %d new trades synced", syncedCount)
@@ -278,6 +344,15 @@ func (t *FuturesTrader) determineOrderAction(side, positionSide string, realized

 // StartOrderSync starts background order sync task for Binance
 func (t *FuturesTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
+	// Run first sync immediately
+	go func() {
+		logger.Infof("🔄 Running initial Binance order sync...")
+		if err := t.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st); err != nil {
+			logger.Infof("⚠️  Initial Binance order sync failed: %v", err)
+		}
+	}()
+
+	// Then run periodically
 	ticker := time.NewTicker(interval)
 	go func() {
 		for range ticker.C {
--- a/trader/binance_order_sync_test.go
+++ b/trader/binance_order_sync_test.go
@@ -0,0 +1,461 @@
+package trader
+
+import (
+	"context"
+	"fmt"
+	"os"
+	"testing"
+	"time"
+)
+
+func skipIfNoLiveTest(t *testing.T) {
+	if os.Getenv("BINANCE_LIVE_TEST") != "1" {
+		t.Skip("Skipping live test. Set BINANCE_LIVE_TEST=1 to run")
+	}
+}
+
+func getBinanceTestCredentials(t *testing.T) (string, string) {
+	apiKey := os.Getenv("BINANCE_TEST_API_KEY")
+	secretKey := os.Getenv("BINANCE_TEST_SECRET_KEY")
+	if apiKey == "" || secretKey == "" {
+		t.Skip("Skipping test. Set BINANCE_TEST_API_KEY and BINANCE_TEST_SECRET_KEY env vars")
+	}
+	return apiKey, secretKey
+}
+
+func createBinanceTestTrader(t *testing.T) *FuturesTrader {
+	apiKey, secretKey := getBinanceTestCredentials(t)
+	trader := NewFuturesTrader(apiKey, secretKey, "test-user")
+	return trader
+}
+
+// TestBinanceConnection tests basic API connectivity
+func TestBinanceConnection(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	balance, err := trader.GetBalance()
+	if err != nil {
+		t.Fatalf("Failed to get balance: %v", err)
+	}
+	t.Logf("✅ Connection OK - Balance: %v", balance)
+}
+
+// TestBinanceGetPositions tests position retrieval
+func TestBinanceGetPositions(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	positions, err := trader.GetPositions()
+	if err != nil {
+		t.Fatalf("Failed to get positions: %v", err)
+	}
+
+	t.Logf("📊 Found %d positions with non-zero amount:", len(positions))
+	for i, pos := range positions {
+		symbol := pos["symbol"].(string)
+		side := pos["side"].(string)
+		posAmt := pos["positionAmt"].(float64)
+		entryPrice := pos["entryPrice"].(float64)
+		unrealizedPnl := pos["unRealizedProfit"].(float64)
+
+		t.Logf("  [%d] %s %s: qty=%.6f entry=%.4f pnl=%.4f",
+			i+1, symbol, side, posAmt, entryPrice, unrealizedPnl)
+	}
+}
+
+// TestBinanceGetCommissionSymbols tests COMMISSION income detection
+func TestBinanceGetCommissionSymbols(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	// Test different time ranges
+	timeRanges := []struct {
+		name     string
+		duration time.Duration
+	}{
+		{"1 hour", 1 * time.Hour},
+		{"24 hours", 24 * time.Hour},
+		{"7 days", 7 * 24 * time.Hour},
+		{"30 days", 30 * 24 * time.Hour},
+	}
+
+	for _, tr := range timeRanges {
+		startTime := time.Now().Add(-tr.duration)
+		symbols, err := trader.GetCommissionSymbols(startTime)
+		if err != nil {
+			t.Logf("❌ %s: Failed to get commission symbols: %v", tr.name, err)
+			continue
+		}
+		t.Logf("📋 %s: COMMISSION symbols = %d - %v", tr.name, len(symbols), symbols)
+	}
+}
+
+// TestBinanceGetPnLSymbols tests REALIZED_PNL income detection
+func TestBinanceGetPnLSymbols(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	timeRanges := []struct {
+		name     string
+		duration time.Duration
+	}{
+		{"1 hour", 1 * time.Hour},
+		{"24 hours", 24 * time.Hour},
+		{"7 days", 7 * 24 * time.Hour},
+		{"30 days", 30 * 24 * time.Hour},
+	}
+
+	for _, tr := range timeRanges {
+		startTime := time.Now().Add(-tr.duration)
+		symbols, err := trader.GetPnLSymbols(startTime)
+		if err != nil {
+			t.Logf("❌ %s: Failed to get PnL symbols: %v", tr.name, err)
+			continue
+		}
+		t.Logf("📋 %s: REALIZED_PNL symbols = %d - %v", tr.name, len(symbols), symbols)
+	}
+}
+
+// TestBinanceGetAllIncomeTypes tests all income types to understand data availability
+func TestBinanceGetAllIncomeTypes(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	// All possible income types from Binance API
+	incomeTypes := []string{
+		"TRANSFER",
+		"WELCOME_BONUS",
+		"REALIZED_PNL",
+		"FUNDING_FEE",
+		"COMMISSION",
+		"INSURANCE_CLEAR",
+		"REFERRAL_KICKBACK",
+		"COMMISSION_REBATE",
+		"API_REBATE",
+		"CONTEST_REWARD",
+		"CROSS_COLLATERAL_TRANSFER",
+		"OPTIONS_PREMIUM_FEE",
+		"OPTIONS_SETTLE_PROFIT",
+		"INTERNAL_TRANSFER",
+		"AUTO_EXCHANGE",
+		"DELIVERED_SETTELMENT",
+		"COIN_SWAP_DEPOSIT",
+		"COIN_SWAP_WITHDRAW",
+		"POSITION_LIMIT_INCREASE_FEE",
+	}
+
+	startTime := time.Now().Add(-7 * 24 * time.Hour)
+	t.Logf("🔍 Checking all income types from %s:", startTime.Format(time.RFC3339))
+
+	for _, incomeType := range incomeTypes {
+		incomes, err := trader.client.NewGetIncomeHistoryService().
+			IncomeType(incomeType).
+			StartTime(startTime.UnixMilli()).
+			Limit(100).
+			Do(context.Background())
+		if err != nil {
+			t.Logf("  ❌ %s: error - %v", incomeType, err)
+			continue
+		}
+
+		if len(incomes) > 0 {
+			symbolMap := make(map[string]int)
+			for _, inc := range incomes {
+				if inc.Symbol != "" {
+					symbolMap[inc.Symbol]++
+				}
+			}
+			t.Logf("  ✅ %s: %d records, symbols: %v", incomeType, len(incomes), symbolMap)
+		} else {
+			t.Logf("  ⚪ %s: 0 records", incomeType)
+		}
+	}
+}
+
+// TestBinanceGetTradesForSymbol tests trade retrieval for specific symbols
+func TestBinanceGetTradesForSymbol(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	// Common trading pairs
+	symbols := []string{"BTCUSDT", "ETHUSDT", "SOLUSDT", "BNBUSDT", "XRPUSDT"}
+	startTime := time.Now().Add(-7 * 24 * time.Hour)
+
+	t.Logf("🔍 Checking trades for common symbols from %s:", startTime.Format(time.RFC3339))
+
+	for _, symbol := range symbols {
+		trades, err := trader.GetTradesForSymbol(symbol, startTime, 100)
+		if err != nil {
+			t.Logf("  ❌ %s: error - %v", symbol, err)
+			continue
+		}
+
+		if len(trades) > 0 {
+			t.Logf("  ✅ %s: %d trades", symbol, len(trades))
+			// Print first and last trade
+			first := trades[0]
+			last := trades[len(trades)-1]
+			t.Logf("      First: %s %s %s qty=%.6f price=%.4f pnl=%.4f time=%s",
+				first.TradeID, first.Symbol, first.Side,
+				first.Quantity, first.Price, first.RealizedPnL,
+				first.Time.Format(time.RFC3339))
+			if len(trades) > 1 {
+				t.Logf("      Last:  %s %s %s qty=%.6f price=%.4f pnl=%.4f time=%s",
+					last.TradeID, last.Symbol, last.Side,
+					last.Quantity, last.Price, last.RealizedPnL,
+					last.Time.Format(time.RFC3339))
+			}
+		} else {
+			t.Logf("  ⚪ %s: 0 trades", symbol)
+		}
+	}
+}
+
+// TestBinanceTimestampFormats tests different timestamp formats
+func TestBinanceTimestampFormats(t *testing.T) {
+	skipIfNoLiveTest(t)
+
+	now := time.Now()
+	nowUTC := time.Now().UTC()
+
+	t.Logf("🕐 Time comparison:")
+	t.Logf("  time.Now():        %s (UnixMilli: %d)", now.Format(time.RFC3339), now.UnixMilli())
+	t.Logf("  time.Now().UTC():  %s (UnixMilli: %d)", nowUTC.Format(time.RFC3339), nowUTC.UnixMilli())
+	t.Logf("  Difference: %v", now.Sub(nowUTC))
+
+	// The key insight: UnixMilli() should be the SAME regardless of timezone
+	if now.UnixMilli() != nowUTC.UnixMilli() {
+		t.Errorf("❌ UnixMilli() differs between local and UTC! This should never happen.")
+	} else {
+		t.Logf("  ✅ UnixMilli() is the same (correct behavior)")
+	}
+
+	// Test what happens when we parse a time stored in DB
+	// Simulate old DB value stored in local time
+	oldLocalTime := time.Date(2026, 1, 6, 18, 0, 0, 0, time.Local) // 18:00 local
+	oldLocalTimeAsUTC := time.Date(2026, 1, 6, 18, 0, 0, 0, time.UTC) // Same numbers but UTC
+
+	t.Logf("\n🔍 Timezone mismatch scenario:")
+	t.Logf("  Old DB time (local):     %s (UnixMilli: %d)", oldLocalTime.Format(time.RFC3339), oldLocalTime.UnixMilli())
+	t.Logf("  Same time parsed as UTC: %s (UnixMilli: %d)", oldLocalTimeAsUTC.Format(time.RFC3339), oldLocalTimeAsUTC.UnixMilli())
+	t.Logf("  Difference: %v", time.Duration(oldLocalTimeAsUTC.UnixMilli()-oldLocalTime.UnixMilli())*time.Millisecond)
+
+	// If server is in +8 timezone, the difference should be 8 hours
+	_, offset := now.Zone()
+	t.Logf("  Local timezone offset: %d seconds (%d hours)", offset, offset/3600)
+}
+
+// TestBinanceFullSyncSimulation simulates the full sync process
+func TestBinanceFullSyncSimulation(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	t.Logf("🔄 Simulating full sync process...")
+
+	// Step 1: Determine lastSyncTime (simulating first run)
+	lastSyncTime := time.Now().UTC().Add(-7 * 24 * time.Hour)
+	t.Logf("\n📅 Step 1: lastSyncTime = %s", lastSyncTime.Format(time.RFC3339))
+
+	// Step 2: Detect symbols using all methods
+	symbolMap := make(map[string]bool)
+
+	// Method 1: COMMISSION
+	commissionSymbols, err := trader.GetCommissionSymbols(lastSyncTime)
+	if err != nil {
+		t.Logf("  ⚠️ COMMISSION failed: %v", err)
+	} else {
+		t.Logf("  📋 COMMISSION symbols: %d - %v", len(commissionSymbols), commissionSymbols)
+		for _, s := range commissionSymbols {
+			symbolMap[s] = true
+		}
+	}
+
+	// Method 2: Positions
+	positions, err := trader.GetPositions()
+	if err != nil {
+		t.Logf("  ⚠️ GetPositions failed: %v", err)
+	} else {
+		var posSymbols []string
+		for _, pos := range positions {
+			if symbol, ok := pos["symbol"].(string); ok && symbol != "" {
+				posSymbols = append(posSymbols, symbol)
+				symbolMap[symbol] = true
+			}
+		}
+		t.Logf("  📋 Position symbols: %d - %v", len(posSymbols), posSymbols)
+	}
+
+	// Method 3: REALIZED_PNL (fallback)
+	pnlSymbols, err := trader.GetPnLSymbols(lastSyncTime)
+	if err != nil {
+		t.Logf("  ⚠️ REALIZED_PNL failed: %v", err)
+	} else {
+		t.Logf("  📋 REALIZED_PNL symbols: %d - %v", len(pnlSymbols), pnlSymbols)
+		for _, s := range pnlSymbols {
+			symbolMap[s] = true
+		}
+	}
+
+	// Collect all symbols
+	var allSymbols []string
+	for s := range symbolMap {
+		allSymbols = append(allSymbols, s)
+	}
+	t.Logf("\n📊 Step 2: Total unique symbols to sync: %d - %v", len(allSymbols), allSymbols)
+
+	if len(allSymbols) == 0 {
+		t.Logf("❌ No symbols found! This is the bug - nothing to sync")
+		t.Logf("\n🔍 Investigating why no symbols found...")
+
+		// Try to query all income (without type filter) to see if there's ANY activity
+		incomes, err := trader.client.NewGetIncomeHistoryService().
+			StartTime(lastSyncTime.UnixMilli()).
+			Limit(100).
+			Do(context.Background())
+		if err != nil {
+			t.Logf("  Failed to get all income: %v", err)
+		} else {
+			t.Logf("  All income records (no type filter): %d", len(incomes))
+			typeCount := make(map[string]int)
+			for _, inc := range incomes {
+				typeCount[inc.IncomeType]++
+			}
+			t.Logf("  Income types breakdown: %v", typeCount)
+		}
+		return
+	}
+
+	// Step 3: Query trades for each symbol
+	t.Logf("\n📥 Step 3: Querying trades for each symbol...")
+	totalTrades := 0
+	for _, symbol := range allSymbols {
+		trades, err := trader.GetTradesForSymbol(symbol, lastSyncTime, 500)
+		if err != nil {
+			t.Logf("  ❌ %s: error - %v", symbol, err)
+			continue
+		}
+		totalTrades += len(trades)
+		t.Logf("  ✅ %s: %d trades", symbol, len(trades))
+
+		// Print sample trades
+		for i, trade := range trades {
+			if i >= 3 {
+				t.Logf("      ... and %d more trades", len(trades)-3)
+				break
+			}
+			t.Logf("      [%d] %s %s %s qty=%.6f price=%.4f pnl=%.4f fee=%.6f time=%s",
+				i+1, trade.TradeID, trade.Symbol, trade.Side,
+				trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee,
+				trade.Time.Format(time.RFC3339))
+		}
+	}
+
+	t.Logf("\n✅ Sync simulation complete: %d total trades found across %d symbols",
+		totalTrades, len(allSymbols))
+}
+
+// TestBinanceTradeIDRange tests trade ID ranges to understand the data
+func TestBinanceTradeIDRange(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	// First find symbols with trades
+	startTime := time.Now().Add(-30 * 24 * time.Hour)
+	commissionSymbols, _ := trader.GetCommissionSymbols(startTime)
+	pnlSymbols, _ := trader.GetPnLSymbols(startTime)
+
+	symbolMap := make(map[string]bool)
+	for _, s := range commissionSymbols {
+		symbolMap[s] = true
+	}
+	for _, s := range pnlSymbols {
+		symbolMap[s] = true
+	}
+
+	if len(symbolMap) == 0 {
+		t.Log("No symbols with activity found")
+		return
+	}
+
+	t.Logf("🔍 Checking trade ID ranges for symbols with activity:")
+
+	for symbol := range symbolMap {
+		trades, err := trader.GetTradesForSymbol(symbol, startTime, 100)
+		if err != nil || len(trades) == 0 {
+			continue
+		}
+
+		var minID, maxID int64 = 1<<62, 0
+		for _, trade := range trades {
+			var id int64
+			fmt.Sscanf(trade.TradeID, "%d", &id)
+			if id < minID {
+				minID = id
+			}
+			if id > maxID {
+				maxID = id
+			}
+		}
+
+		t.Logf("  %s: %d trades, ID range [%d - %d]", symbol, len(trades), minID, maxID)
+
+		// Check if any ID exceeds PostgreSQL INTEGER max
+		if maxID > 2147483647 {
+			t.Logf("    ⚠️ Max trade ID %d exceeds PostgreSQL INTEGER max (2147483647)", maxID)
+		}
+	}
+}
+
+// TestBinanceIncomeAPIDirectCall makes direct API call to understand response
+func TestBinanceIncomeAPIDirectCall(t *testing.T) {
+	skipIfNoLiveTest(t)
+	trader := createBinanceTestTrader(t)
+
+	startTime := time.Now().Add(-24 * time.Hour)
+	t.Logf("🔍 Direct income API call from %s:", startTime.Format(time.RFC3339))
+	t.Logf("   StartTime UnixMilli: %d", startTime.UnixMilli())
+
+	// Call without income type filter to get ALL income
+	incomes, err := trader.client.NewGetIncomeHistoryService().
+		StartTime(startTime.UnixMilli()).
+		Limit(1000).
+		Do(context.Background())
+	if err != nil {
+		t.Fatalf("Failed to get income: %v", err)
+	}
+
+	t.Logf("📋 Total income records: %d", len(incomes))
+
+	// Group by type and symbol
+	typeSymbolCount := make(map[string]map[string]int)
+	for _, inc := range incomes {
+		if typeSymbolCount[inc.IncomeType] == nil {
+			typeSymbolCount[inc.IncomeType] = make(map[string]int)
+		}
+		typeSymbolCount[inc.IncomeType][inc.Symbol]++
+	}
+
+	for incType, symbols := range typeSymbolCount {
+		t.Logf("  %s:", incType)
+		for symbol, count := range symbols {
+			if symbol == "" {
+				symbol = "(no symbol)"
+			}
+			t.Logf("    %s: %d records", symbol, count)
+		}
+	}
+
+	// Print sample records
+	if len(incomes) > 0 {
+		t.Logf("\n📝 Sample income records (first 5):")
+		for i, inc := range incomes {
+			if i >= 5 {
+				break
+			}
+			t.Logf("  [%d] Type=%s Symbol=%s Amount=%s Time=%s",
+				i+1, inc.IncomeType, inc.Symbol, inc.Income,
+				time.UnixMilli(inc.Time).Format(time.RFC3339))
+		}
+	}
+}
--- a/trader/binance_sync_e2e_test.go
+++ b/trader/binance_sync_e2e_test.go
@@ -0,0 +1,218 @@
+package trader
+
+import (
+	"nofx/store"
+	"os"
+	"testing"
+	"time"
+)
+
+// TestBinanceSyncE2E tests the complete sync flow end-to-end
+func TestBinanceSyncE2E(t *testing.T) {
+	skipIfNoLiveTest(t)
+
+	// Get credentials from environment
+	apiKey, secretKey := getBinanceTestCredentials(t)
+
+	// Create test database using full store initialization (includes table creation)
+	testDBPath := "/tmp/test_binance_sync.db"
+	os.Remove(testDBPath) // Clean up previous test
+
+	st, err := store.New(testDBPath)
+	if err != nil {
+		t.Fatalf("Failed to init test store: %v", err)
+	}
+	db := st.GormDB()
+
+	// Create trader
+	trader := NewFuturesTrader(apiKey, secretKey, "test-user")
+
+	// Test parameters
+	traderID := "test-trader-id"
+	exchangeID := "test-exchange-id"
+	exchangeType := "binance"
+
+	t.Logf("🧪 Running end-to-end sync test...")
+	t.Logf("   DB Path: %s", testDBPath)
+
+	// Run sync
+	t.Logf("\n📥 Running SyncOrdersFromBinance...")
+	startTime := time.Now()
+	err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
+	elapsed := time.Since(startTime)
+
+	if err != nil {
+		t.Fatalf("❌ Sync failed: %v", err)
+	}
+	t.Logf("✅ Sync completed in %v", elapsed)
+
+	// Check results in database
+	orderStore := st.Order()
+
+	// Count orders
+	var orderCount int64
+	db.Model(&store.TraderOrder{}).Where("exchange_id = ?", exchangeID).Count(&orderCount)
+	t.Logf("\n📊 Results:")
+	t.Logf("   Orders in DB: %d", orderCount)
+
+	// Count fills
+	var fillCount int64
+	db.Model(&store.TraderFill{}).Where("exchange_id = ?", exchangeID).Count(&fillCount)
+	t.Logf("   Fills in DB: %d", fillCount)
+
+	// Get symbols
+	var symbols []string
+	db.Model(&store.TraderFill{}).
+		Select("DISTINCT symbol").
+		Where("exchange_id = ?", exchangeID).
+		Pluck("symbol", &symbols)
+	t.Logf("   Unique symbols: %d - %v", len(symbols), symbols)
+
+	// Check max trade IDs (test the fix)
+	maxTradeIDs, err := orderStore.GetMaxTradeIDsByExchange(exchangeID)
+	if err != nil {
+		t.Logf("   ⚠️ GetMaxTradeIDsByExchange error: %v", err)
+	} else {
+		t.Logf("   Max trade IDs per symbol:")
+		for symbol, maxID := range maxTradeIDs {
+			if maxID > 2147483647 {
+				t.Logf("      %s: %d (⚠️ exceeds PostgreSQL INTEGER max)", symbol, maxID)
+			} else {
+				t.Logf("      %s: %d", symbol, maxID)
+			}
+		}
+	}
+
+	// Sample some orders
+	var sampleOrders []store.TraderOrder
+	db.Where("exchange_id = ?", exchangeID).Limit(5).Find(&sampleOrders)
+	if len(sampleOrders) > 0 {
+		t.Logf("\n📝 Sample orders:")
+		for i, order := range sampleOrders {
+			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,
+				time.UnixMilli(order.FilledAt).Format(time.RFC3339))
+		}
+	}
+
+	// Test incremental sync - run again, should find no new trades
+	t.Logf("\n🔄 Running incremental sync (should skip existing trades)...")
+	startTime = time.Now()
+	err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
+	elapsed = time.Since(startTime)
+	if err != nil {
+		t.Fatalf("❌ Incremental sync failed: %v", err)
+	}
+	t.Logf("✅ Incremental sync completed in %v", elapsed)
+
+	// Check counts again - should be the same
+	var newOrderCount int64
+	db.Model(&store.TraderOrder{}).Where("exchange_id = ?", exchangeID).Count(&newOrderCount)
+	t.Logf("   Orders after incremental sync: %d (was %d)", newOrderCount, orderCount)
+
+	if newOrderCount != orderCount {
+		t.Logf("   ⚠️ Order count changed - possible duplicate detection issue")
+	} else {
+		t.Logf("   ✅ No duplicates - incremental sync working correctly")
+	}
+
+	// Test GetLastFillTimeByExchange
+	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)
+		now := time.Now().UTC()
+		if lastFillTime.After(now) {
+			t.Logf("   ❌ BUG: Last fill time is in the future! (now: %s)", now.Format(time.RFC3339))
+		} else {
+			t.Logf("   ✅ Last fill time is in the past (correct)")
+		}
+	}
+
+	// Cleanup
+	os.Remove(testDBPath)
+	t.Logf("\n✅ E2E test completed successfully!")
+}
+
+// TestBinanceSyncWithExistingData tests sync behavior with pre-existing data
+func TestBinanceSyncWithExistingData(t *testing.T) {
+	skipIfNoLiveTest(t)
+
+	// Get credentials from environment
+	apiKey, secretKey := getBinanceTestCredentials(t)
+
+	testDBPath := "/tmp/test_binance_sync_existing.db"
+	os.Remove(testDBPath)
+
+	st, err := store.New(testDBPath)
+	if err != nil {
+		t.Fatalf("Failed to init test store: %v", err)
+	}
+	db := st.GormDB()
+	orderStore := st.Order()
+
+	trader := NewFuturesTrader(apiKey, secretKey, "test-user")
+
+	traderID := "test-trader-id"
+	exchangeID := "test-exchange-id"
+	exchangeType := "binance"
+
+	// Insert a fake "old" fill with LOCAL time (simulating the bug scenario)
+	// This tests that our timezone fix works
+	localTime := time.Now().Add(8 * time.Hour) // Simulate +8 timezone stored as if it were UTC
+	fakeFill := &store.TraderFill{
+		TraderID:        traderID,
+		ExchangeID:      exchangeID,
+		ExchangeType:    exchangeType,
+		ExchangeOrderID: "fake-old-order",
+		ExchangeTradeID: "fake-old-trade",
+		Symbol:          "BTCUSDT",
+		Side:            "BUY",
+		Price:           50000,
+		Quantity:        0.001,
+		QuoteQuantity:   50,
+		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)
+	}
+
+	t.Logf("🧪 Testing sync with existing 'future' data...")
+	t.Logf("   Fake fill time: %s", localTime.Format(time.RFC3339))
+	t.Logf("   Current UTC time: %s", time.Now().UTC().Format(time.RFC3339))
+
+	// Check GetLastFillTimeByExchange
+	lastFillTimeMs2, _ := orderStore.GetLastFillTimeByExchange(exchangeID)
+	lastFillTime2 := time.UnixMilli(lastFillTimeMs2)
+	t.Logf("   GetLastFillTimeByExchange returned: %s", lastFillTime2.Format(time.RFC3339))
+
+	if lastFillTime2.After(time.Now().UTC()) {
+		t.Logf("   ⚠️ Last fill time is in the future - this is the bug scenario!")
+	}
+
+	// Run sync - it should detect the future time and fall back
+	t.Logf("\n📥 Running sync (should detect future time and fall back)...")
+	err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
+	if err != nil {
+		t.Fatalf("❌ Sync failed: %v", err)
+	}
+	t.Logf("✅ Sync completed")
+
+	// Check that trades were actually synced despite the bad data
+	var fillCount int64
+	db.Model(&store.TraderFill{}).Where("exchange_id = ?", exchangeID).Count(&fillCount)
+	t.Logf("   Total fills in DB: %d (includes 1 fake)", fillCount)
+
+	if fillCount > 1 {
+		t.Logf("   ✅ Real trades were synced despite 'future' data!")
+	} else {
+		t.Logf("   ❌ No real trades synced - the bug might still exist")
+	}
+
+	os.Remove(testDBPath)
+}
--- a/trader/binance_sync_verify_test.go
+++ b/trader/binance_sync_verify_test.go
@@ -0,0 +1,511 @@
+package trader
+
+import (
+	"context"
+	"math"
+	"nofx/store"
+	"os"
+	"sort"
+	"strings"
+	"testing"
+	"time"
+)
+
+func repeatStr(s string, n int) string {
+	return strings.Repeat(s, n)
+}
+
+// TestBinanceSyncVerification verifies synced data matches exchange data exactly
+func TestBinanceSyncVerification(t *testing.T) {
+	skipIfNoLiveTest(t)
+
+	// Get credentials from environment
+	apiKey, secretKey := getBinanceTestCredentials(t)
+
+	// Create test database
+	testDBPath := "/tmp/test_binance_verify.db"
+	os.Remove(testDBPath)
+
+	st, err := store.New(testDBPath)
+	if err != nil {
+		t.Fatalf("Failed to init test store: %v", err)
+	}
+	db := st.GormDB()
+
+	trader := NewFuturesTrader(apiKey, secretKey, "test-user")
+
+	traderID := "test-trader-id"
+	exchangeID := "test-exchange-id"
+	exchangeType := "binance"
+
+	// Step 1: Run sync
+	t.Logf("%s", repeatStr("=", 60))
+	t.Logf("STEP 1: Running order sync...")
+	t.Logf("%s", repeatStr("=", 60))
+
+	err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
+	if err != nil {
+		t.Fatalf("Sync failed: %v", err)
+	}
+
+	// Step 2: Get all trades from exchange for verification
+	t.Logf("\n%s", repeatStr("=", 60))
+	t.Logf("STEP 2: Fetching trades from exchange for verification...")
+	t.Logf("%s", repeatStr("=", 60))
+
+	startTime := time.Now().UTC().Add(-7 * 24 * time.Hour)
+
+	// Get symbols from DB
+	var symbols []string
+	db.Model(&store.TraderFill{}).
+		Select("DISTINCT symbol").
+		Where("exchange_id = ?", exchangeID).
+		Pluck("symbol", &symbols)
+
+	t.Logf("Symbols to verify: %v", symbols)
+
+	// Fetch all trades from exchange
+	type ExchangeTrade struct {
+		TradeID     string
+		Symbol      string
+		Side        string
+		Price       float64
+		Quantity    float64
+		Fee         float64
+		RealizedPnL float64
+		Time        time.Time
+	}
+
+	var exchangeTrades []ExchangeTrade
+	for _, symbol := range symbols {
+		trades, err := trader.GetTradesForSymbol(symbol, startTime, 1000)
+		if err != nil {
+			t.Logf("⚠️ Failed to get trades for %s: %v", symbol, err)
+			continue
+		}
+		for _, trade := range trades {
+			exchangeTrades = append(exchangeTrades, ExchangeTrade{
+				TradeID:     trade.TradeID,
+				Symbol:      trade.Symbol,
+				Side:        trade.Side,
+				Price:       trade.Price,
+				Quantity:    trade.Quantity,
+				Fee:         trade.Fee,
+				RealizedPnL: trade.RealizedPnL,
+				Time:        trade.Time,
+			})
+		}
+	}
+
+	t.Logf("Total trades from exchange: %d", len(exchangeTrades))
+
+	// Step 3: Get all fills from DB
+	t.Logf("\n%s", repeatStr("=", 60))
+	t.Logf("STEP 3: Comparing with local database...")
+	t.Logf("%s", repeatStr("=", 60))
+
+	var dbFills []store.TraderFill
+	db.Where("exchange_id = ?", exchangeID).Find(&dbFills)
+
+	t.Logf("Total fills in DB: %d", len(dbFills))
+
+	// Create maps for comparison
+	exchangeTradeMap := make(map[string]ExchangeTrade)
+	for _, t := range exchangeTrades {
+		exchangeTradeMap[t.TradeID] = t
+	}
+
+	dbFillMap := make(map[string]store.TraderFill)
+	for _, f := range dbFills {
+		dbFillMap[f.ExchangeTradeID] = f
+	}
+
+	// Step 4: Check for missing trades
+	t.Logf("\n%s", repeatStr("=", 60))
+	t.Logf("STEP 4: Checking for MISSING trades (in exchange but not in DB)...")
+	t.Logf("%s", repeatStr("=", 60))
+
+	var missingTrades []ExchangeTrade
+	for tradeID, trade := range exchangeTradeMap {
+		if _, exists := dbFillMap[tradeID]; !exists {
+			missingTrades = append(missingTrades, trade)
+		}
+	}
+
+	if len(missingTrades) > 0 {
+		t.Logf("❌ MISSING %d trades:", len(missingTrades))
+		for i, trade := range missingTrades {
+			if i >= 10 {
+				t.Logf("   ... and %d more", len(missingTrades)-10)
+				break
+			}
+			t.Logf("   - %s %s %s qty=%.6f price=%.4f time=%s",
+				trade.TradeID, trade.Symbol, trade.Side,
+				trade.Quantity, trade.Price, trade.Time.Format(time.RFC3339))
+		}
+	} else {
+		t.Logf("✅ No missing trades")
+	}
+
+	// Step 5: Check for extra/duplicate trades
+	t.Logf("\n%s", repeatStr("=", 60))
+	t.Logf("STEP 5: Checking for EXTRA trades (in DB but not in exchange)...")
+	t.Logf("%s", repeatStr("=", 60))
+
+	var extraTrades []store.TraderFill
+	for tradeID, fill := range dbFillMap {
+		if _, exists := exchangeTradeMap[tradeID]; !exists {
+			extraTrades = append(extraTrades, fill)
+		}
+	}
+
+	if len(extraTrades) > 0 {
+		t.Logf("❌ EXTRA %d trades in DB:", len(extraTrades))
+		for i, fill := range extraTrades {
+			if i >= 10 {
+				t.Logf("   ... and %d more", len(extraTrades)-10)
+				break
+			}
+			t.Logf("   - %s %s %s qty=%.6f price=%.4f",
+				fill.ExchangeTradeID, fill.Symbol, fill.Side,
+				fill.Quantity, fill.Price)
+		}
+	} else {
+		t.Logf("✅ No extra/duplicate trades")
+	}
+
+	// Step 6: Check for data accuracy
+	t.Logf("\n%s", repeatStr("=", 60))
+	t.Logf("STEP 6: Verifying data accuracy (price, qty, fee, pnl)...")
+	t.Logf("%s", repeatStr("=", 60))
+
+	type DataMismatch struct {
+		TradeID string
+		Field   string
+		DB      float64
+		Exchange float64
+	}
+
+	var mismatches []DataMismatch
+	for tradeID, exchangeTrade := range exchangeTradeMap {
+		dbFill, exists := dbFillMap[tradeID]
+		if !exists {
+			continue
+		}
+
+		// Compare price
+		if !floatEqual(dbFill.Price, exchangeTrade.Price, 0.0001) {
+			mismatches = append(mismatches, DataMismatch{
+				TradeID: tradeID, Field: "Price",
+				DB: dbFill.Price, Exchange: exchangeTrade.Price,
+			})
+		}
+
+		// Compare quantity
+		if !floatEqual(dbFill.Quantity, exchangeTrade.Quantity, 0.000001) {
+			mismatches = append(mismatches, DataMismatch{
+				TradeID: tradeID, Field: "Quantity",
+				DB: dbFill.Quantity, Exchange: exchangeTrade.Quantity,
+			})
+		}
+
+		// Compare fee
+		if !floatEqual(dbFill.Commission, exchangeTrade.Fee, 0.000001) {
+			mismatches = append(mismatches, DataMismatch{
+				TradeID: tradeID, Field: "Fee",
+				DB: dbFill.Commission, Exchange: exchangeTrade.Fee,
+			})
+		}
+
+		// Compare realized PnL
+		if !floatEqual(dbFill.RealizedPnL, exchangeTrade.RealizedPnL, 0.01) {
+			mismatches = append(mismatches, DataMismatch{
+				TradeID: tradeID, Field: "RealizedPnL",
+				DB: dbFill.RealizedPnL, Exchange: exchangeTrade.RealizedPnL,
+			})
+		}
+	}
+
+	if len(mismatches) > 0 {
+		t.Logf("❌ DATA MISMATCHES: %d", len(mismatches))
+		for i, m := range mismatches {
+			if i >= 20 {
+				t.Logf("   ... and %d more", len(mismatches)-20)
+				break
+			}
+			t.Logf("   - %s %s: DB=%.6f, Exchange=%.6f",
+				m.TradeID, m.Field, m.DB, m.Exchange)
+		}
+	} else {
+		t.Logf("✅ All data matches exactly")
+	}
+
+	// Step 7: Summary by symbol
+	t.Logf("\n%s", repeatStr("=", 60))
+	t.Logf("STEP 7: Summary by symbol...")
+	t.Logf("%s", repeatStr("=", 60))
+
+	type SymbolSummary struct {
+		Symbol          string
+		ExchangeCount   int
+		DBCount         int
+		TotalQty        float64
+		TotalFee        float64
+		TotalPnL        float64
+		ExchangeTotalQty float64
+		ExchangeTotalFee float64
+		ExchangeTotalPnL float64
+	}
+
+	summaryMap := make(map[string]*SymbolSummary)
+
+	for _, trade := range exchangeTrades {
+		if summaryMap[trade.Symbol] == nil {
+			summaryMap[trade.Symbol] = &SymbolSummary{Symbol: trade.Symbol}
+		}
+		s := summaryMap[trade.Symbol]
+		s.ExchangeCount++
+		s.ExchangeTotalQty += trade.Quantity
+		s.ExchangeTotalFee += trade.Fee
+		s.ExchangeTotalPnL += trade.RealizedPnL
+	}
+
+	for _, fill := range dbFills {
+		if summaryMap[fill.Symbol] == nil {
+			summaryMap[fill.Symbol] = &SymbolSummary{Symbol: fill.Symbol}
+		}
+		s := summaryMap[fill.Symbol]
+		s.DBCount++
+		s.TotalQty += fill.Quantity
+		s.TotalFee += fill.Commission
+		s.TotalPnL += fill.RealizedPnL
+	}
+
+	t.Logf("\n%-15s %10s %10s %15s %15s %15s", "Symbol", "Exchange", "DB", "Fee(Exc/DB)", "PnL(Exc/DB)", "Match")
+	t.Logf("%s", repeatStr("-", 80))
+
+	for _, s := range summaryMap {
+		countMatch := s.ExchangeCount == s.DBCount
+		feeMatch := floatEqual(s.ExchangeTotalFee, s.TotalFee, 0.01)
+		pnlMatch := floatEqual(s.ExchangeTotalPnL, s.TotalPnL, 0.01)
+
+		matchStr := "✅"
+		if !countMatch || !feeMatch || !pnlMatch {
+			matchStr = "❌"
+		}
+
+		t.Logf("%-15s %10d %10d %7.2f/%-7.2f %7.2f/%-7.2f %s",
+			s.Symbol, s.ExchangeCount, s.DBCount,
+			s.ExchangeTotalFee, s.TotalFee,
+			s.ExchangeTotalPnL, s.TotalPnL,
+			matchStr)
+	}
+
+	// Step 8: Position verification
+	t.Logf("\n%s", repeatStr("=", 60))
+	t.Logf("STEP 8: Verifying position calculations...")
+	t.Logf("%s", repeatStr("=", 60))
+
+	// Get positions from DB
+	var dbPositions []store.TraderPosition
+	db.Where("exchange_id = ? AND status = ?", exchangeID, "closed").Find(&dbPositions)
+
+	t.Logf("Closed positions in DB: %d", len(dbPositions))
+
+	// Get current positions from exchange
+	exchangePositions, err := trader.GetPositions()
+	if err != nil {
+		t.Logf("⚠️ Failed to get exchange positions: %v", err)
+	} else {
+		t.Logf("Active positions on exchange: %d", len(exchangePositions))
+		for _, pos := range exchangePositions {
+			t.Logf("   - %s %s qty=%.6f entry=%.4f pnl=%.4f",
+				pos["symbol"], pos["side"],
+				pos["positionAmt"], pos["entryPrice"], pos["unRealizedProfit"])
+		}
+	}
+
+	// Calculate total PnL from trades
+	var totalRealizedPnL float64
+	var totalFees float64
+	for _, fill := range dbFills {
+		totalRealizedPnL += fill.RealizedPnL
+		totalFees += fill.Commission
+	}
+
+	t.Logf("\n📊 PnL Summary from DB:")
+	t.Logf("   Total Realized PnL: %.4f USDT", totalRealizedPnL)
+	t.Logf("   Total Fees:         %.4f USDT", totalFees)
+	t.Logf("   Net PnL:            %.4f USDT", totalRealizedPnL-totalFees)
+
+	// Calculate from exchange
+	var exchangeTotalPnL float64
+	var exchangeTotalFees float64
+	for _, trade := range exchangeTrades {
+		exchangeTotalPnL += trade.RealizedPnL
+		exchangeTotalFees += trade.Fee
+	}
+
+	t.Logf("\n📊 PnL Summary from Exchange:")
+	t.Logf("   Total Realized PnL: %.4f USDT", exchangeTotalPnL)
+	t.Logf("   Total Fees:         %.4f USDT", exchangeTotalFees)
+	t.Logf("   Net PnL:            %.4f USDT", exchangeTotalPnL-exchangeTotalFees)
+
+	// Compare
+	pnlMatch := floatEqual(totalRealizedPnL, exchangeTotalPnL, 0.01)
+	feeMatch := floatEqual(totalFees, exchangeTotalFees, 0.01)
+
+	t.Logf("\n%s", repeatStr("=", 60))
+	t.Logf("FINAL VERIFICATION RESULT")
+	t.Logf("%s", repeatStr("=", 60))
+
+	allPassed := true
+
+	if len(missingTrades) > 0 {
+		t.Logf("❌ Missing trades: %d", len(missingTrades))
+		allPassed = false
+	} else {
+		t.Logf("✅ No missing trades")
+	}
+
+	if len(extraTrades) > 0 {
+		t.Logf("❌ Extra/duplicate trades: %d", len(extraTrades))
+		allPassed = false
+	} else {
+		t.Logf("✅ No extra/duplicate trades")
+	}
+
+	if len(mismatches) > 0 {
+		t.Logf("❌ Data mismatches: %d", len(mismatches))
+		allPassed = false
+	} else {
+		t.Logf("✅ All data accurate")
+	}
+
+	if !pnlMatch {
+		t.Logf("❌ PnL mismatch: DB=%.4f, Exchange=%.4f", totalRealizedPnL, exchangeTotalPnL)
+		allPassed = false
+	} else {
+		t.Logf("✅ PnL matches")
+	}
+
+	if !feeMatch {
+		t.Logf("❌ Fee mismatch: DB=%.4f, Exchange=%.4f", totalFees, exchangeTotalFees)
+		allPassed = false
+	} else {
+		t.Logf("✅ Fees match")
+	}
+
+	if allPassed {
+		t.Logf("\n🎉 ALL VERIFICATIONS PASSED!")
+	} else {
+		t.Logf("\n⚠️ SOME VERIFICATIONS FAILED - CHECK ABOVE FOR DETAILS")
+	}
+
+	// Cleanup
+	os.Remove(testDBPath)
+}
+
+// floatEqual compares two floats with tolerance
+func floatEqual(a, b, tolerance float64) bool {
+	return math.Abs(a-b) <= tolerance
+}
+
+// TestBinanceDetailedTradeComparison shows detailed trade-by-trade comparison
+func TestBinanceDetailedTradeComparison(t *testing.T) {
+	skipIfNoLiveTest(t)
+
+	// Get credentials from environment
+	apiKey, secretKey := getBinanceTestCredentials(t)
+	trader := NewFuturesTrader(apiKey, secretKey, "test-user")
+
+	startTime := time.Now().UTC().Add(-24 * time.Hour)
+
+	// Get all income (to find symbols with activity)
+	incomes, err := trader.client.NewGetIncomeHistoryService().
+		StartTime(startTime.UnixMilli()).
+		Limit(100).
+		Do(context.Background())
+	if err != nil {
+		t.Fatalf("Failed to get income: %v", err)
+	}
+
+	// Find unique symbols
+	symbolMap := make(map[string]bool)
+	for _, inc := range incomes {
+		if inc.Symbol != "" {
+			symbolMap[inc.Symbol] = true
+		}
+	}
+
+	if len(symbolMap) == 0 {
+		t.Log("No trading activity in the last 24 hours")
+		return
+	}
+
+	t.Logf("=%s", repeatStr("=", 100))
+	t.Logf("DETAILED TRADE REPORT (Last 24 hours)")
+	t.Logf("=%s", repeatStr("=", 100))
+
+	var grandTotalQty float64
+	var grandTotalFee float64
+	var grandTotalPnL float64
+
+	for symbol := range symbolMap {
+		trades, err := trader.GetTradesForSymbol(symbol, startTime, 500)
+		if err != nil {
+			t.Logf("⚠️ Failed to get trades for %s: %v", symbol, err)
+			continue
+		}
+
+		if len(trades) == 0 {
+			continue
+		}
+
+		// Sort by time
+		sort.Slice(trades, func(i, j int) bool {
+			return trades[i].Time.Before(trades[j].Time)
+		})
+
+		t.Logf("\n%s", repeatStr("-", 100))
+		t.Logf("📊 %s - %d trades", symbol, len(trades))
+		t.Logf("%s", repeatStr("-", 100))
+		t.Logf("%-15s %-6s %12s %12s %12s %12s %20s",
+			"TradeID", "Side", "Quantity", "Price", "Fee", "PnL", "Time")
+
+		var totalQty, totalFee, totalPnL float64
+		var buyQty, sellQty float64
+
+		for _, trade := range trades {
+			t.Logf("%-15s %-6s %12.6f %12.4f %12.6f %12.4f %20s",
+				trade.TradeID, trade.Side,
+				trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
+				trade.Time.Format("2006-01-02 15:04:05"))
+
+			totalQty += trade.Quantity
+			totalFee += trade.Fee
+			totalPnL += trade.RealizedPnL
+
+			if trade.Side == "BUY" {
+				buyQty += trade.Quantity
+			} else {
+				sellQty += trade.Quantity
+			}
+		}
+
+		t.Logf("%s", repeatStr("-", 100))
+		t.Logf("SUBTOTAL: %d trades, Buy=%.6f, Sell=%.6f, Fee=%.6f, PnL=%.4f",
+			len(trades), buyQty, sellQty, totalFee, totalPnL)
+
+		grandTotalQty += totalQty
+		grandTotalFee += totalFee
+		grandTotalPnL += totalPnL
+	}
+
+	t.Logf("\n%s", repeatStr("=", 100))
+	t.Logf("GRAND TOTAL")
+	t.Logf("=%s", repeatStr("=", 100))
+	t.Logf("Total Fee:  %.6f USDT", grandTotalFee)
+	t.Logf("Total PnL:  %.4f USDT", grandTotalPnL)
+	t.Logf("Net PnL:    %.4f USDT", grandTotalPnL-grandTotalFee)
+}
--- a/trader/bitget_order_sync.go
+++ b/trader/bitget_order_sync.go
@@ -110,7 +110,7 @@ func (t *BitgetTrader) GetTrades(startTime time.Time, limit int) ([]BitgetTrade,
 			FillQty:     fillQty,
 			Fee:         -fee, // Bitget returns negative fee
 			FeeAsset:    fill.FeeCcy,
-			ExecTime:    time.UnixMilli(cTime),
+			ExecTime:    time.UnixMilli(cTime).UTC(),
 			ProfitLoss:  profit,
 			OrderType:   "MARKET",
 			OrderAction: orderAction,
@@ -146,7 +146,7 @@ func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string,

 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(trades, func(i, j int) bool {
-		return trades[i].ExecTime.Before(trades[j].ExecTime)
+		return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli()
 	})

 	// Process trades one by one (no transaction to avoid deadlock)
@@ -174,7 +174,8 @@ func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string,
 		// Normalize side for storage
 		side := strings.ToUpper(trade.Side)

-		// Create order record
+		// 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
@@ -191,9 +192,9 @@ func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string,
 			FilledQuantity:  trade.FillQty,
 			AvgFillPrice:    trade.FillPrice,
 			Commission:      trade.Fee,
-			FilledAt:        trade.ExecTime,
-			CreatedAt:       trade.ExecTime,
-			UpdatedAt:       trade.ExecTime,
+			FilledAt:        execTimeMs,
+			CreatedAt:       execTimeMs,
+			UpdatedAt:       execTimeMs,
 		}

 		// Insert order record
@@ -202,7 +203,7 @@ func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string,
 			continue
 		}

-		// Create fill record
+		// Create fill record - use UTC time in milliseconds
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -219,7 +220,7 @@ func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string,
 			CommissionAsset: trade.FeeAsset,
 			RealizedPnL:     trade.ProfitLoss,
 			IsMaker:         false,
-			CreatedAt:       trade.ExecTime,
+			CreatedAt:       execTimeMs,
 		}

 		if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -231,7 +232,7 @@ func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string,
 			traderID, exchangeID, exchangeType,
 			symbol, positionSide, trade.OrderAction,
 			trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
-			trade.ExecTime, trade.TradeID,
+			execTimeMs, trade.TradeID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
 		} else {
--- a/trader/bitget_trader.go
+++ b/trader/bitget_trader.go
@@ -1069,8 +1069,8 @@ func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnL

 		cTime, _ := strconv.ParseInt(pos.CTime, 10, 64)
 		uTime, _ := strconv.ParseInt(pos.UTime, 10, 64)
-		record.EntryTime = time.UnixMilli(cTime)
-		record.ExitTime = time.UnixMilli(uTime)
+		record.EntryTime = time.UnixMilli(cTime).UTC()
+		record.ExitTime = time.UnixMilli(uTime).UTC()

 		record.CloseType = "unknown"
 		records = append(records, record)
@@ -1096,3 +1096,243 @@ func genBitgetClientOid() string {
 	rand := time.Now().Nanosecond() % 100000
 	return fmt.Sprintf("nofx%d%05d", timestamp, rand)
 }
+
+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+	symbol = t.convertSymbol(symbol)
+	var result []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, 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)
+	planParams := map[string]interface{}{
+		"symbol":      symbol,
+		"productType": "USDT-FUTURES",
+	}
+
+	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"` // normal_plan/profit_plan/loss_plan
+				TriggerPrice  string `json:"triggerPrice"`
+				Size          string `json:"size"`
+				State         string `json:"state"`
+			} `json:"entrustedList"`
+		}
+		if err := json.Unmarshal(planData, &planOrders); err == nil {
+			for _, order := range planOrders.EntrustedList {
+				triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
+				quantity, _ := strconv.ParseFloat(order.Size, 64)
+
+				side := strings.ToUpper(order.Side)
+				positionSide := strings.ToUpper(order.PosSide)
+
+				// Map Bitget plan type to order type
+				orderType := "STOP_MARKET"
+				if order.PlanType == "profit_plan" {
+					orderType = "TAKE_PROFIT_MARKET"
+				}
+
+				result = append(result, OpenOrder{
+					OrderID:      order.OrderId,
+					Symbol:       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 *LimitOrderRequest) (*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 &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
+}
--- a/trader/bybit_order_sync.go
+++ b/trader/bybit_order_sync.go
@@ -127,7 +127,7 @@ func (t *BybitTrader) parseTradesResult(list []map[string]interface{}) ([]BybitT
 		closedSize, _ := strconv.ParseFloat(closedSizeStr, 64)
 		closedPnl, _ := strconv.ParseFloat(closedPnlStr, 64)
 		execTimeMs, _ := strconv.ParseInt(execTimeStr, 10, 64)
-		execTime := time.UnixMilli(execTimeMs)
+		execTime := time.UnixMilli(execTimeMs).UTC()

 		// Determine order action based on side and closedSize
 		// If closedSize > 0, it's a close trade
@@ -195,7 +195,7 @@ func (t *BybitTrader) SyncOrdersFromBybit(traderID string, exchangeID string, ex

 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(trades, func(i, j int) bool {
-		return trades[i].ExecTime.Before(trades[j].ExecTime)
+		return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli()
 	})

 	// Process trades one by one (no transaction to avoid deadlock)
@@ -223,7 +223,8 @@ func (t *BybitTrader) SyncOrdersFromBybit(traderID string, exchangeID string, ex
 		// Normalize side for storage
 		side := strings.ToUpper(trade.Side)

-		// Create order record
+		// 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
@@ -240,9 +241,9 @@ func (t *BybitTrader) SyncOrdersFromBybit(traderID string, exchangeID string, ex
 			FilledQuantity:  trade.ExecQty,
 			AvgFillPrice:    trade.ExecPrice,
 			Commission:      trade.ExecFee,
-			FilledAt:        trade.ExecTime,
-			CreatedAt:       trade.ExecTime,
-			UpdatedAt:       trade.ExecTime,
+			FilledAt:        execTimeMs,
+			CreatedAt:       execTimeMs,
+			UpdatedAt:       execTimeMs,
 		}

 		// Insert order record
@@ -251,7 +252,7 @@ func (t *BybitTrader) SyncOrdersFromBybit(traderID string, exchangeID string, ex
 			continue
 		}

-		// Create fill record
+		// Create fill record - use UTC time
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -268,7 +269,7 @@ func (t *BybitTrader) SyncOrdersFromBybit(traderID string, exchangeID string, ex
 			CommissionAsset: "USDT",
 			RealizedPnL:     trade.ClosedPnL,
 			IsMaker:         trade.IsMaker,
-			CreatedAt:       trade.ExecTime,
+			CreatedAt:       execTimeMs,
 		}

 		if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -280,7 +281,7 @@ func (t *BybitTrader) SyncOrdersFromBybit(traderID string, exchangeID string, ex
 			traderID, exchangeID, exchangeType,
 			symbol, positionSide, trade.OrderAction,
 			trade.ExecQty, trade.ExecPrice, trade.ExecFee, trade.ClosedPnL,
-			trade.ExecTime, trade.ExecID,
+			execTimeMs, trade.ExecID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.ExecID, err)
 		} else {
--- a/trader/bybit_trader.go
+++ b/trader/bybit_trader.go
@@ -1032,8 +1032,8 @@ func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLR
 			RealizedPnL: closedPnL,
 			Fee:         fee,
 			Leverage:    int(leverage),
-			EntryTime:   time.UnixMilli(createdTime),
-			ExitTime:    time.UnixMilli(updatedTime),
+			EntryTime:   time.UnixMilli(createdTime).UTC(),
+			ExitTime:    time.UnixMilli(updatedTime).UTC(),
 			OrderID:     orderId,
 			CloseType:   "unknown", // Bybit doesn't provide close type directly
 			ExchangeID:  orderId,   // Use orderId as exchange ID
@@ -1044,3 +1044,220 @@ func (t *BybitTrader) parseClosedPnLResult(resultData interface{}) ([]ClosedPnLR

 	return records, nil
 }
+
+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *BybitTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+	var result []OpenOrder
+
+	// Get conditional orders (stop-loss, take-profit)
+	params := map[string]interface{}{
+		"category":    "linear",
+		"symbol":      symbol,
+		"orderFilter": "StopOrder",
+	}
+
+	resp, err := t.client.NewUtaBybitServiceWithParams(params).GetOpenOrders(context.Background())
+	if err != nil {
+		return nil, fmt.Errorf("failed to get open orders: %w", err)
+	}
+
+	if resp.RetCode == 0 {
+		resultData, ok := resp.Result.(map[string]interface{})
+		if ok {
+			list, _ := resultData["list"].([]interface{})
+			for _, item := range list {
+				order, ok := item.(map[string]interface{})
+				if !ok {
+					continue
+				}
+
+				orderId, _ := order["orderId"].(string)
+				sym, _ := order["symbol"].(string)
+				side, _ := order["side"].(string)
+				orderType, _ := order["orderType"].(string)
+				stopOrderType, _ := order["stopOrderType"].(string)
+				triggerPrice, _ := order["triggerPrice"].(string)
+				qty, _ := order["qty"].(string)
+
+				price, _ := strconv.ParseFloat(triggerPrice, 64)
+				quantity, _ := strconv.ParseFloat(qty, 64)
+
+				// Determine type based on stopOrderType
+				displayType := orderType
+				if stopOrderType != "" {
+					displayType = stopOrderType
+				}
+
+				result = append(result, OpenOrder{
+					OrderID:      orderId,
+					Symbol:       sym,
+					Side:         side,
+					PositionSide: "", // Bybit doesn't use positionSide for UTA
+					Type:         displayType,
+					Price:        0,
+					StopPrice:    price,
+					Quantity:     quantity,
+					Status:       "NEW",
+				})
+			}
+		}
+	}
+
+	return result, nil
+}
+
+// PlaceLimitOrder places a limit order for grid trading
+// Implements GridTrader interface
+func (t *BybitTrader) PlaceLimitOrder(req *LimitOrderRequest) (*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 &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
+}
--- a/trader/exchange_sync_test.go
+++ b/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 {
--- a/trader/grid_regime.go
+++ b/trader/grid_regime.go
@@ -0,0 +1,196 @@
+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
+	}
+}
--- a/trader/grid_regime_test.go
+++ b/trader/grid_regime_test.go
@@ -0,0 +1,122 @@
+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)
+			}
+		})
+	}
+}
--- a/trader/hyperliquid_order_sync.go
+++ b/trader/hyperliquid_order_sync.go
@@ -34,7 +34,7 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI

 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(trades, func(i, j int) bool {
-		return trades[i].Time.Before(trades[j].Time)
+		return trades[i].Time.UnixMilli() < trades[j].Time.UnixMilli()
 	})

 	// Process trades one by one (no transaction to avoid deadlock)
@@ -61,7 +61,8 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI
 				positionSide = "SHORT"
 			}

-			// Create order record
+			// Create order record - use Unix milliseconds UTC
+			tradeTimeMs := trade.Time.UTC().UnixMilli()
 			orderRecord := &store.TraderOrder{
 				TraderID:        traderID,
 				ExchangeID:      exchangeID,   // UUID
@@ -78,9 +79,9 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI
 				FilledQuantity:  trade.Quantity,
 				AvgFillPrice:    trade.Price,
 				Commission:      trade.Fee,
-				FilledAt:        trade.Time,
-				CreatedAt:       trade.Time,
-				UpdatedAt:       trade.Time,
+				FilledAt:        tradeTimeMs,
+				CreatedAt:       tradeTimeMs,
+				UpdatedAt:       tradeTimeMs,
 			}

 			// Insert order record
@@ -89,7 +90,7 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI
 				continue
 			}

-			// Create fill record
+			// Create fill record - use Unix milliseconds UTC
 			fillRecord := &store.TraderFill{
 				TraderID:        traderID,
 				ExchangeID:      exchangeID,   // UUID
@@ -106,7 +107,7 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI
 				CommissionAsset: "USDT",
 				RealizedPnL:     trade.RealizedPnL,
 				IsMaker:         false, // Hyperliquid GetTrades doesn't provide maker/taker info
-				CreatedAt:       trade.Time,
+				CreatedAt:       tradeTimeMs,
 			}

 			if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -118,7 +119,7 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI
 				traderID, exchangeID, exchangeType,
 				symbol, positionSide, orderAction,
 				trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
-				trade.Time, trade.TradeID,
+				tradeTimeMs, trade.TradeID,
 			); err != nil {
 				logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
 			} else {
--- a/trader/hyperliquid_sync_test.go
+++ b/trader/hyperliquid_sync_test.go
@@ -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 {
--- a/trader/hyperliquid_trader.go
+++ b/trader/hyperliquid_trader.go
@@ -1402,15 +1402,12 @@ func (t *HyperliquidTrader) placeXyzOrder(coin string, isBuy bool, size float64,
 		},
 	}

-	// Create OrderAction with builder (xyz dex requires builder info for order routing)
+	// Create OrderAction (no builder to avoid requiring builder fee approval)
 	action := hyperliquid.OrderAction{
 		Type:     "order",
 		Orders:   []hyperliquid.OrderWire{orderWire},
 		Grouping: "na",
-		Builder: &hyperliquid.BuilderInfo{
-			Builder: "0x891dc6f05ad47a3c1a05da55e7a7517971faaf0d",
-			Fee:     10,
-		},
+		Builder:  nil,
 	}

 	// Sign the action
@@ -1592,15 +1589,12 @@ func (t *HyperliquidTrader) placeXyzTriggerOrder(coin string, isBuy bool, size f
 		},
 	}

-	// Create OrderAction with builder
+	// Create OrderAction (no builder to avoid requiring builder fee approval)
 	action := hyperliquid.OrderAction{
 		Type:     "order",
 		Orders:   []hyperliquid.OrderWire{orderWire},
 		Grouping: "na",
-		Builder: &hyperliquid.BuilderInfo{
-			Builder: "0x891dc6f05ad47a3c1a05da55e7a7517971faaf0d",
-			Fee:     10,
-		},
+		Builder:  nil,
 	}

 	// Sign the action
@@ -2070,7 +2064,7 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 			Quantity:     qty,
 			RealizedPnL:  pnl,
 			Fee:          fee,
-			Time:         time.UnixMilli(fill.Time),
+			Time:         time.UnixMilli(fill.Time).UTC(),
 		}
 		trades = append(trades, trade)
 	}
@@ -2079,7 +2073,159 @@ func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]TradeRe
 }

 // defaultBuilder is the builder info for order routing
-var defaultBuilder = &hyperliquid.BuilderInfo{
-	Builder: "0x891dc6f05ad47a3c1a05da55e7a7517971faaf0d",
-	Fee:     10,
+// Set to nil to avoid requiring builder fee approval
+//
+//	var defaultBuilder = &hyperliquid.BuilderInfo{
+//		Builder: "0x891dc6f05ad47a3c1a05da55e7a7517971faaf0d",
+//		Fee:     10,
+//	}
+var defaultBuilder *hyperliquid.BuilderInfo = nil
+
+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *HyperliquidTrader) GetOpenOrders(symbol string) ([]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
+	for _, order := range openOrders {
+		if order.Coin != symbol {
+			continue
+		}
+
+		side := "BUY"
+		if order.Side == "A" {
+			side = "SELL"
+		}
+
+		result = append(result, OpenOrder{
+			OrderID:      fmt.Sprintf("%d", order.Oid),
+			Symbol:       order.Coin,
+			Side:         side,
+			PositionSide: "",
+			Type:         "LIMIT",
+			Price:        order.LimitPx,
+			StopPrice:    0,
+			Quantity:     order.Size,
+			Status:       "NEW",
+		})
+	}
+
+	return result, nil
+}
+
+// PlaceLimitOrder places a limit order for grid trading
+// Implements GridTrader interface
+func (t *HyperliquidTrader) PlaceLimitOrder(req *LimitOrderRequest) (*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 &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
 }
--- a/trader/interface.go
+++ b/trader/interface.go
@@ -1,6 +1,10 @@
 package trader

-import "time"
+import (
+	"fmt"
+	"nofx/logger"
+	"time"
+)

 // ClosedPnLRecord represents a single closed position record from exchange
 type ClosedPnLRecord struct {
@@ -94,4 +98,133 @@ type Trader interface {
 	// 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
 }
--- a/trader/lighter_integration_test.go
+++ b/trader/lighter_integration_test.go
@@ -1,25 +1,41 @@
 package trader

 import (
+	"fmt"
 	"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)
-)
+// Test configuration - uses environment variables for security
+// Run with:
+//   LIGHTER_TEST=1 LIGHTER_WALLET=0x... LIGHTER_API_KEY=... LIGHTER_API_KEY_INDEX=2 go test -v ./trader -run TestLighter -timeout 300s
+// Run with trading:
+//   LIGHTER_TEST=1 LIGHTER_TRADE_TEST=1 LIGHTER_WALLET=0x... LIGHTER_API_KEY=... go test -v ./trader -run TestLighter -timeout 300s
+
+// getTestConfig returns test configuration from environment variables
+func getTestConfig() (walletAddr, apiKey string, apiKeyIndex int) {
+	walletAddr = os.Getenv("LIGHTER_WALLET")
+	apiKey = os.Getenv("LIGHTER_API_KEY")
+	// All credentials must be provided via environment variables for security
+	apiKeyIndex = 2 // Default to index 2 (more stable than index 0)
+	if idx := os.Getenv("LIGHTER_API_KEY_INDEX"); idx != "" {
+		fmt.Sscanf(idx, "%d", &apiKeyIndex)
+	}
+	return
+}

 func skipIfNoEnv(t *testing.T) {
 	if os.Getenv("LIGHTER_TEST") != "1" {
 		t.Skip("Skipping Lighter integration test. Set LIGHTER_TEST=1 to run")
 	}
+	if os.Getenv("LIGHTER_WALLET") == "" {
+		t.Skip("Skipping: LIGHTER_WALLET environment variable not set")
+	}
+	if os.Getenv("LIGHTER_API_KEY") == "" {
+		t.Skip("Skipping: LIGHTER_API_KEY environment variable not set")
+	}
 }

 // skipIfJurisdictionRestricted checks if error is due to geographic restriction
@@ -31,7 +47,8 @@ func skipIfJurisdictionRestricted(t *testing.T, err error) {
 }

 func createTestTrader(t *testing.T) *LighterTraderV2 {
-	trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
+	walletAddr, apiKey, apiKeyIndex := getTestConfig()
+	trader, err := NewLighterTraderV2(walletAddr, apiKey, apiKeyIndex, false)
 	if err != nil {
 		t.Fatalf("Failed to create trader: %v", err)
 	}
@@ -46,9 +63,9 @@ func TestLighterAccountInit(t *testing.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)
+	// Verify account index is valid (non-zero)
+	if trader.accountIndex <= 0 {
+		t.Errorf("Expected valid account index, got %d", trader.accountIndex)
 	}

 	t.Logf("✅ Account initialized: index=%d", trader.accountIndex)
@@ -253,11 +270,11 @@ func TestLighterCreateAndCancelLimitOrder(t *testing.T) {
 		t.Fatalf("CreateOrder failed: %v", err)
 	}

-	orderID, _ := result["order_id"].(string)
+	orderID, _ := result["orderId"].(string)
 	t.Logf("✅ Order created: %s", orderID)

 	if orderID == "" {
-		t.Fatal("Expected order ID in response")
+		t.Fatal("Expected orderId in response")
 	}

 	// Wait a moment for order to be processed
@@ -517,11 +534,12 @@ func TestLighterOrderSync(t *testing.T) {
 // ==================== Benchmark Tests ====================

 func BenchmarkLighterGetBalance(b *testing.B) {
-	if os.Getenv("LIGHTER_TEST") != "1" {
-		b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 to run")
+	if os.Getenv("LIGHTER_TEST") != "1" || os.Getenv("LIGHTER_API_KEY") == "" {
+		b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 and LIGHTER_API_KEY to run")
 	}

-	trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
+	walletAddr, apiKey, apiKeyIndex := getTestConfig()
+	trader, err := NewLighterTraderV2(walletAddr, apiKey, apiKeyIndex, false)
 	if err != nil {
 		b.Fatalf("Failed to create trader: %v", err)
 	}
@@ -537,11 +555,12 @@ func BenchmarkLighterGetBalance(b *testing.B) {
 }

 func BenchmarkLighterGetMarketPrice(b *testing.B) {
-	if os.Getenv("LIGHTER_TEST") != "1" {
-		b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 to run")
+	if os.Getenv("LIGHTER_TEST") != "1" || os.Getenv("LIGHTER_API_KEY") == "" {
+		b.Skip("Skipping benchmark. Set LIGHTER_TEST=1 and LIGHTER_API_KEY to run")
 	}

-	trader, err := NewLighterTraderV2(testWalletAddr, testAPIKeyPrivateKey, testAPIKeyIndex, false)
+	walletAddr, apiKey, apiKeyIndex := getTestConfig()
+	trader, err := NewLighterTraderV2(walletAddr, apiKey, apiKeyIndex, false)
 	if err != nil {
 		b.Fatalf("Failed to create trader: %v", err)
 	}
@@ -555,3 +574,533 @@ func BenchmarkLighterGetMarketPrice(b *testing.B) {
 		}
 	}
 }
+
+// ==================== GetOpenOrders Tests ====================
+
+func TestLighterGetOpenOrders(t *testing.T) {
+	skipIfNoEnv(t)
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Test GetOpenOrders
+	orders, err := trader.GetOpenOrders("ETH")
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Fatalf("GetOpenOrders failed: %v", err)
+	}
+
+	t.Logf("✅ GetOpenOrders: found %d open orders", len(orders))
+	for i, order := range orders {
+		if i >= 5 {
+			t.Logf("   ... and %d more", len(orders)-5)
+			break
+		}
+		t.Logf("   [%d] %s %s %s: qty=%.4f @ %.2f, status=%s",
+			i+1, order.Symbol, order.Side, order.Type, order.Quantity, order.Price, order.Status)
+	}
+}
+
+func TestLighterGetActiveOrders(t *testing.T) {
+	skipIfNoEnv(t)
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Test GetActiveOrders (internal API)
+	orders, err := trader.GetActiveOrders("ETH")
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Fatalf("GetActiveOrders failed: %v", err)
+	}
+
+	t.Logf("✅ GetActiveOrders: found %d active orders", len(orders))
+	for i, order := range orders {
+		if i >= 5 {
+			t.Logf("   ... and %d more", len(orders)-5)
+			break
+		}
+		t.Logf("   [%d] OrderID=%s, Type=%s, Price=%s, RemainingAmount=%s",
+			i+1, order.OrderID, order.Type, order.Price, order.RemainingBaseAmount)
+	}
+}
+
+// ==================== OrderBook Tests ====================
+
+func TestLighterGetOrderBook(t *testing.T) {
+	skipIfNoEnv(t)
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Test GetOrderBook
+	bids, asks, err := trader.GetOrderBook("ETH", 10)
+	if err != nil {
+		// OrderBook API may not be available in all regions or require special permissions
+		if strings.Contains(err.Error(), "403") || strings.Contains(err.Error(), "restricted") {
+			t.Skipf("Skipping: OrderBook API not available: %v", err)
+		}
+		t.Fatalf("GetOrderBook failed: %v", err)
+	}
+
+	t.Logf("✅ GetOrderBook: %d bids, %d asks", len(bids), len(asks))
+
+	if len(bids) > 0 {
+		t.Logf("   Best Bid: %.2f @ %.4f", bids[0][0], bids[0][1])
+	}
+	if len(asks) > 0 {
+		t.Logf("   Best Ask: %.2f @ %.4f", asks[0][0], asks[0][1])
+	}
+
+	// Verify spread makes sense
+	if len(bids) > 0 && len(asks) > 0 {
+		spread := asks[0][0] - bids[0][0]
+		spreadPct := spread / bids[0][0] * 100
+		t.Logf("   Spread: %.2f (%.4f%%)", spread, spreadPct)
+
+		if spread < 0 {
+			t.Error("Invalid spread: ask < bid")
+		}
+	}
+}
+
+// ==================== PlaceLimitOrder (GridTrader) Tests ====================
+
+func TestLighterPlaceLimitOrder(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 using PlaceLimitOrder (GridTrader interface)
+	// Buy order at 75% of market price (won't fill)
+	limitPrice := marketPrice * 0.75
+	quantity := 0.01
+
+	req := &LimitOrderRequest{
+		Symbol:       "ETH",
+		Side:         "BUY",
+		PositionSide: "LONG",
+		Price:        limitPrice,
+		Quantity:     quantity,
+		Leverage:     10,
+		ClientID:     "test-order-001",
+		ReduceOnly:   false,
+	}
+
+	t.Logf("Placing limit order via PlaceLimitOrder: %s %.4f @ %.2f", req.Side, req.Quantity, req.Price)
+
+	result, err := trader.PlaceLimitOrder(req)
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Fatalf("PlaceLimitOrder failed: %v", err)
+	}
+
+	t.Logf("✅ PlaceLimitOrder result: OrderID=%s, Status=%s", result.OrderID, result.Status)
+
+	if result.OrderID == "" {
+		t.Fatal("Expected OrderID in result")
+	}
+
+	// Wait and cancel
+	time.Sleep(3 * time.Second)
+
+	// Cancel the order
+	err = trader.CancelOrder("ETH", result.OrderID)
+	if err != nil {
+		t.Logf("⚠️ Failed to cancel order: %v", err)
+	} else {
+		t.Log("✅ Order cancelled successfully")
+	}
+}
+
+// ==================== SetMarginMode Tests ====================
+
+func TestLighterSetMarginMode(t *testing.T) {
+	skipIfNoEnv(t)
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Test setting cross margin
+	t.Log("Setting margin mode to CROSS...")
+	err := trader.SetMarginMode("ETH", true)
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Errorf("SetMarginMode(cross) failed: %v", err)
+	} else {
+		t.Log("✅ SetMarginMode(cross) succeeded")
+	}
+
+	time.Sleep(2 * time.Second)
+
+	// Note: Isolated margin may fail if there's an open position
+	// Just test cross margin for safety
+}
+
+// ==================== Stop-Loss/Take-Profit Tests ====================
+
+func TestLighterStopLossOrder(t *testing.T) {
+	skipIfNoEnv(t)
+
+	if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
+		t.Skip("Skipping stop-loss test. Set LIGHTER_TRADE_TEST=1 to run")
+	}
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Check if we have a position first
+	pos, err := trader.GetPosition("ETH")
+	if err != nil {
+		t.Fatalf("GetPosition failed: %v", err)
+	}
+
+	if pos == nil || pos.Size == 0 {
+		t.Skip("No ETH position to set stop-loss for")
+	}
+
+	// Calculate stop-loss price (5% below entry for long, 5% above for short)
+	var stopPrice float64
+	if pos.Side == "long" {
+		stopPrice = pos.EntryPrice * 0.95
+	} else {
+		stopPrice = pos.EntryPrice * 1.05
+	}
+
+	t.Logf("Position: %s %s, size=%.4f, entry=%.2f", pos.Symbol, pos.Side, pos.Size, pos.EntryPrice)
+	t.Logf("Setting stop-loss at %.2f", stopPrice)
+
+	err = trader.SetStopLoss("ETH", strings.ToUpper(pos.Side), pos.Size, stopPrice)
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Errorf("SetStopLoss failed: %v", err)
+	} else {
+		t.Log("✅ SetStopLoss succeeded")
+	}
+}
+
+func TestLighterTakeProfitOrder(t *testing.T) {
+	skipIfNoEnv(t)
+
+	if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
+		t.Skip("Skipping take-profit test. Set LIGHTER_TRADE_TEST=1 to run")
+	}
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Check if we have a position first
+	pos, err := trader.GetPosition("ETH")
+	if err != nil {
+		t.Fatalf("GetPosition failed: %v", err)
+	}
+
+	if pos == nil || pos.Size == 0 {
+		t.Skip("No ETH position to set take-profit for")
+	}
+
+	// Calculate take-profit price (10% above entry for long, 10% below for short)
+	var takeProfitPrice float64
+	if pos.Side == "long" {
+		takeProfitPrice = pos.EntryPrice * 1.10
+	} else {
+		takeProfitPrice = pos.EntryPrice * 0.90
+	}
+
+	t.Logf("Position: %s %s, size=%.4f, entry=%.2f", pos.Symbol, pos.Side, pos.Size, pos.EntryPrice)
+	t.Logf("Setting take-profit at %.2f", takeProfitPrice)
+
+	err = trader.SetTakeProfit("ETH", strings.ToUpper(pos.Side), pos.Size, takeProfitPrice)
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Errorf("SetTakeProfit failed: %v", err)
+	} else {
+		t.Log("✅ SetTakeProfit succeeded")
+	}
+}
+
+// ==================== Full Trading Flow Tests ====================
+
+func TestLighterFullTradingFlow(t *testing.T) {
+	skipIfNoEnv(t)
+
+	if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
+		t.Skip("Skipping full trading flow test. Set LIGHTER_TRADE_TEST=1 to run")
+	}
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	symbol := "ETH"
+	quantity := 0.01 // Minimum quantity
+	leverage := 10
+
+	// Step 1: Get initial state
+	t.Log("=== Step 1: Get Initial State ===")
+	balance, _ := trader.GetBalance()
+	if equity, ok := balance["total_equity"].(float64); ok {
+		t.Logf("   Initial equity: %.2f", equity)
+	}
+
+	marketPrice, err := trader.GetMarketPrice(symbol)
+	if err != nil {
+		t.Fatalf("Failed to get market price: %v", err)
+	}
+	t.Logf("   Market price: %.2f", marketPrice)
+
+	// Step 2: Set leverage
+	t.Log("=== Step 2: Set Leverage ===")
+	err = trader.SetLeverage(symbol, leverage)
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Fatalf("SetLeverage failed: %v", err)
+	}
+	t.Logf("   Leverage set to %dx", leverage)
+	time.Sleep(2 * time.Second)
+
+	// Step 3: Open Long Position
+	t.Log("=== Step 3: Open Long Position ===")
+	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)
+
+	// Step 4: Verify position
+	t.Log("=== Step 4: Verify Position ===")
+	pos, err := trader.GetPosition(symbol)
+	if err != nil {
+		t.Errorf("GetPosition failed: %v", err)
+	} else if pos != nil {
+		t.Logf("   Position: %s %s, size=%.4f, entry=%.2f, pnl=%.2f",
+			pos.Symbol, pos.Side, pos.Size, pos.EntryPrice, pos.UnrealizedPnL)
+	}
+
+	// Step 5: Place limit order (sell at higher price)
+	t.Log("=== Step 5: Place Limit Sell Order ===")
+	limitPrice := marketPrice * 1.05 // 5% above market
+	limitResult, err := trader.CreateOrder(symbol, true, quantity, limitPrice, "limit", true)
+	if err != nil {
+		t.Logf("   Failed to place limit order: %v", err)
+	} else {
+		t.Logf("   Limit order placed: %v", limitResult)
+	}
+	time.Sleep(2 * time.Second)
+
+	// Step 6: Get open orders
+	t.Log("=== Step 6: Get Open Orders ===")
+	orders, err := trader.GetOpenOrders(symbol)
+	if err != nil {
+		t.Logf("   Failed to get open orders: %v", err)
+	} else {
+		t.Logf("   Open orders: %d", len(orders))
+		for _, o := range orders {
+			t.Logf("     - %s %s: qty=%.4f @ %.2f", o.Side, o.Type, o.Quantity, o.Price)
+		}
+	}
+
+	// Step 7: Cancel all orders
+	t.Log("=== Step 7: Cancel All Orders ===")
+	err = trader.CancelAllOrders(symbol)
+	if err != nil {
+		t.Logf("   Failed to cancel orders: %v", err)
+	} else {
+		t.Log("   All orders cancelled")
+	}
+	time.Sleep(2 * time.Second)
+
+	// Step 8: Close position
+	t.Log("=== Step 8: Close Position ===")
+	closeResult, err := trader.CloseLong(symbol, 0) // 0 = close all
+	if err != nil {
+		t.Errorf("CloseLong failed: %v", err)
+	} else {
+		t.Logf("   CloseLong result: %v", closeResult)
+	}
+	time.Sleep(3 * time.Second)
+
+	// Step 9: Verify position closed
+	t.Log("=== Step 9: Verify Position Closed ===")
+	pos, _ = trader.GetPosition(symbol)
+	if pos == nil || pos.Size == 0 {
+		t.Log("   ✅ Position closed successfully")
+	} else {
+		t.Logf("   ⚠️ Position still exists: size=%.4f", pos.Size)
+	}
+
+	// Step 10: Get final balance
+	t.Log("=== Step 10: Get Final State ===")
+	balance, _ = trader.GetBalance()
+	if equity, ok := balance["total_equity"].(float64); ok {
+		t.Logf("   Final equity: %.2f", equity)
+	}
+
+	t.Log("=== Full Trading Flow Completed ===")
+}
+
+// ==================== API Key Validation Tests ====================
+
+func TestLighterAPIKeyValid(t *testing.T) {
+	skipIfNoEnv(t)
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Check if API key is valid
+	if trader.apiKeyValid {
+		t.Log("✅ API key is VALID and matches server")
+	} else {
+		t.Error("❌ API key is INVALID - does not match server")
+	}
+
+	// Verify by checking the actual API key
+	err := trader.checkClient()
+	if err != nil {
+		t.Errorf("API key verification error: %v", err)
+	} else {
+		t.Log("✅ API key verification passed")
+	}
+}
+
+// ==================== Market Order Tests ====================
+
+func TestLighterMarketOrderBuy(t *testing.T) {
+	skipIfNoEnv(t)
+
+	if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
+		t.Skip("Skipping market order test. Set LIGHTER_TRADE_TEST=1 to run")
+	}
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Create a small market buy order
+	quantity := 0.01
+	t.Logf("Creating market buy order: %.4f ETH", quantity)
+
+	result, err := trader.CreateOrder("ETH", false, quantity, 0, "market", false)
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Fatalf("Market buy failed: %v", err)
+	}
+
+	t.Logf("✅ Market buy result: %v", result)
+
+	// Wait and close
+	time.Sleep(3 * time.Second)
+
+	// Close the position
+	_, err = trader.CloseLong("ETH", quantity)
+	if err != nil {
+		t.Logf("⚠️ Failed to close position: %v", err)
+	} else {
+		t.Log("✅ Position closed")
+	}
+}
+
+func TestLighterMarketOrderSell(t *testing.T) {
+	skipIfNoEnv(t)
+
+	if os.Getenv("LIGHTER_TRADE_TEST") != "1" {
+		t.Skip("Skipping market order test. Set LIGHTER_TRADE_TEST=1 to run")
+	}
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Create a small market sell order (short)
+	quantity := 0.01
+	t.Logf("Creating market sell order (short): %.4f ETH", quantity)
+
+	result, err := trader.CreateOrder("ETH", true, quantity, 0, "market", false)
+	skipIfJurisdictionRestricted(t, err)
+	if err != nil {
+		t.Fatalf("Market sell failed: %v", err)
+	}
+
+	t.Logf("✅ Market sell result: %v", result)
+
+	// Wait and close
+	time.Sleep(3 * time.Second)
+
+	// Close the position
+	_, err = trader.CloseShort("ETH", quantity)
+	if err != nil {
+		t.Logf("⚠️ Failed to close position: %v", err)
+	} else {
+		t.Log("✅ Position closed")
+	}
+}
+
+// ==================== GetPosition Tests ====================
+
+func TestLighterGetPosition(t *testing.T) {
+	skipIfNoEnv(t)
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Test GetPosition for ETH
+	pos, err := trader.GetPosition("ETH")
+	if err != nil {
+		t.Fatalf("GetPosition failed: %v", err)
+	}
+
+	if pos == nil {
+		t.Log("✅ No ETH position (pos is nil)")
+	} else if pos.Size == 0 {
+		t.Log("✅ No ETH position (size is 0)")
+	} else {
+		t.Logf("✅ ETH position found:")
+		t.Logf("   Symbol: %s", pos.Symbol)
+		t.Logf("   Side: %s", pos.Side)
+		t.Logf("   Size: %.4f", pos.Size)
+		t.Logf("   Entry Price: %.2f", pos.EntryPrice)
+		t.Logf("   Mark Price: %.2f", pos.MarkPrice)
+		t.Logf("   Liquidation Price: %.2f", pos.LiquidationPrice)
+		t.Logf("   Unrealized PnL: %.2f", pos.UnrealizedPnL)
+		t.Logf("   Leverage: %.1fx", pos.Leverage)
+	}
+}
+
+// ==================== Symbol Normalization Tests ====================
+
+func TestLighterSymbolNormalization(t *testing.T) {
+	skipIfNoEnv(t)
+
+	trader := createTestTrader(t)
+	defer trader.Cleanup()
+
+	// Test different symbol formats
+	testCases := []struct {
+		input    string
+		expected string
+	}{
+		{"ETH", "ETH"},
+		{"ETH-PERP", "ETH"},
+		{"ETHUSDT", "ETH"},
+		{"ETH/USDT", "ETH"},
+		{"BTC", "BTC"},
+		{"BTCUSDT", "BTC"},
+	}
+
+	for _, tc := range testCases {
+		// Try to get market price with different formats
+		price, err := trader.GetMarketPrice(tc.input)
+		if err != nil {
+			t.Logf("⚠️ GetMarketPrice(%s) failed: %v", tc.input, err)
+		} else {
+			t.Logf("✅ GetMarketPrice(%s) = %.2f", tc.input, price)
+		}
+	}
+}
--- a/trader/lighter_order_sync.go
+++ b/trader/lighter_order_sync.go
@@ -34,7 +34,7 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID stri

 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(trades, func(i, j int) bool {
-		return trades[i].Time.Before(trades[j].Time)
+		return trades[i].Time.UnixMilli() < trades[j].Time.UnixMilli()
 	})

 	// Process trades one by one (no transaction to avoid deadlock)
@@ -70,7 +70,8 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID stri
 			}
 		}

-		// Create order record
+		// Create order record - use Unix milliseconds UTC
+		tradeTimeMs := trade.Time.UTC().UnixMilli()
 		orderRecord := &store.TraderOrder{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -87,9 +88,9 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID stri
 			FilledQuantity:  trade.Quantity,
 			AvgFillPrice:    trade.Price,
 			Commission:      trade.Fee,
-			FilledAt:        trade.Time,
-			CreatedAt:       trade.Time,
-			UpdatedAt:       trade.Time,
+			FilledAt:        tradeTimeMs,
+			CreatedAt:       tradeTimeMs,
+			UpdatedAt:       tradeTimeMs,
 		}

 		// Insert order record
@@ -98,7 +99,7 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID stri
 			continue
 		}

-		// Create fill record
+		// Create fill record - use Unix milliseconds UTC
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -115,7 +116,7 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID stri
 			CommissionAsset: "USDT",
 			RealizedPnL:     trade.RealizedPnL,
 			IsMaker:         false,
-			CreatedAt:       trade.Time,
+			CreatedAt:       tradeTimeMs,
 		}

 		if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -127,7 +128,7 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID stri
 			traderID, exchangeID, exchangeType,
 			symbol, positionSide, orderAction,
 			trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
-			trade.Time, trade.TradeID,
+			tradeTimeMs, trade.TradeID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
 		} else {
--- a/trader/lighter_trader_v2.go
+++ b/trader/lighter_trader_v2.go
@@ -74,6 +74,7 @@ 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
@@ -85,8 +86,10 @@ type LighterTraderV2 struct {
 	precisionMutex  sync.RWMutex

 	// Market index cache
-	marketIndexMap map[string]uint16 // symbol -> market_id
-	marketMutex    sync.RWMutex
+	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 +130,6 @@ 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 +162,18 @@ 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)
-		logger.Warnf("⚠️  The API key may not be registered on-chain. Authenticated API calls (like GetTrades) will fail.")
-		logger.Warnf("⚠️  To fix: Register this API key using change_api_key transaction from app.lighter.xyz")
-		// Don't fail here, allow trader to continue (may work with some operations)
+		trader.apiKeyValid = false
+		logger.Warnf("⚠️  API Key verification FAILED: %v", err)
+		logger.Warnf("⚠️  ❌ The API key stored in NOFX does NOT match the API key registered on Lighter.")
+		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)",
-		trader.accountIndex, trader.apiKeyIndex, testnet)
+	logger.Infof("✓ LIGHTER trader initialized (account=%d, apiKey=%d, testnet=%v, apiKeyValid=%v)",
+		trader.accountIndex, trader.apiKeyIndex, testnet, trader.apiKeyValid)

 	return trader, nil
 }
@@ -212,7 +216,7 @@ 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 +242,10 @@ 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
-	logger.Infof("Found %d accounts (main: %d, sub: %d)", len(allAccounts), len(accountResp.Accounts), len(accountResp.SubAccounts))
+	// Log account summary
+	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 +257,79 @@ 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
-	publicKey, err := t.httpClient.GetApiKey(t.accountIndex, t.apiKeyIndex)
+	// Get API Key public key registered on server (using our own HTTP client)
+	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 {
-		return fmt.Errorf("API Key mismatch: local=%s, server=%s", localPubKey, publicKey)
+	if serverPubKey != localPubKey {
+		return fmt.Errorf("API Key mismatch: local=%s, server=%s", localPubKey, serverPubKey)
 	}

 	logger.Infof("✓ API Key verification passed")
@@ -436,12 +493,8 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 		return []TradeRecord{}, nil
 	}

-	// Debug: log raw response (first 500 chars)
-	logBody := string(body)
-	if len(logBody) > 500 {
-		logBody = logBody[:500] + "..."
-	}
-	logger.Infof("📋 Lighter trades API raw response: %s", logBody)
+	// Debug: log raw response
+	logger.Debugf("Lighter trades API response: %s", string(body))

 	var response LighterTradeResponse
 	if err := json.Unmarshal(body, &response); err != nil {
@@ -537,7 +590,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 		// - signChanged with position flip: split into close + open

 		const EPSILON = 0.0001
-		tradeTime := time.UnixMilli(lt.Timestamp)
+		tradeTime := time.UnixMilli(lt.Timestamp).UTC()

 		// Calculate position after trade
 		var posAfter float64
@@ -628,7 +681,7 @@ func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeReco
 			Quantity:     qty,
 			RealizedPnL:  0, // Not available in API
 			Fee:          fee,
-			Time:         time.UnixMilli(lt.Timestamp),
+			Time:         time.UnixMilli(lt.Timestamp).UTC(),
 		}
 		result = append(result, trade)
 	}
--- a/trader/lighter_trader_v2_account.go
+++ b/trader/lighter_trader_v2_account.go
@@ -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)

@@ -34,20 +35,47 @@ 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 {
-		return nil, fmt.Errorf("no account found for wallet address: %s", t.walletAddr)
+	// Check for API error code
+	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]
-	// Use index field if account_index is 0
-	if account.AccountIndex == 0 && account.Index != 0 {
-		account.AccountIndex = account.Index
+	// 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
@@ -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
-func (t *LighterTraderV2) GetOrderBook(symbol string) (bestBid, bestAsk float64, err error) {
+// GetOrderBook Get order book (implements GridTrader interface)
+// 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)
-	if len(apiResp.Data.Bids) > 0 && len(apiResp.Data.Bids[0]) >= 1 {
-		if price, ok := apiResp.Data.Bids[0][0].(float64); ok {
-			bestBid = price
-		} else if priceStr, ok := apiResp.Data.Bids[0][0].(string); ok {
-			bestBid, _ = strconv.ParseFloat(priceStr, 64)
+	// Helper to parse price/quantity from interface{}
+	parseFloat := func(v interface{}) float64 {
+		if f, ok := v.(float64); ok {
+			return f
+		}
+		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)
-	if len(apiResp.Data.Asks) > 0 && len(apiResp.Data.Asks[0]) >= 1 {
-		if price, ok := apiResp.Data.Asks[0][0].(float64); ok {
-			bestAsk = price
-		} else if priceStr, ok := apiResp.Data.Asks[0][0].(string); ok {
-			bestAsk, _ = strconv.ParseFloat(priceStr, 64)
+	// Convert asks to [][]float64
+	maxAsks := len(apiResp.Data.Asks)
+	if depth > 0 && depth < maxAsks {
+		maxAsks = depth
+	}
+	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 {
-		return 0, 0, fmt.Errorf("invalid order book prices: bid=%.2f, ask=%.2f", bestBid, bestAsk)
+	if len(bids) > 0 && len(asks) > 0 {
+		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 bestBid, bestAsk, nil
+	return bids, asks, nil
 }
--- a/trader/lighter_trader_v2_orders.go
+++ b/trader/lighter_trader_v2_orders.go
@@ -1,12 +1,11 @@
 package trader

 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
-	endpoint := fmt.Sprintf("%s/api/v1/order/%s", t.baseURL, orderID)
+	// URL encode auth token (contains colons that need encoding)
+	// 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
-	endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=%d",
-		t.baseURL, t.accountIndex, marketIndex)
+	// URL encode auth token (contains colons that need encoding)
+	// 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/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))
-	return apiResp.Data, nil
+	logger.Infof("✓ LIGHTER - Retrieved %d active orders", len(apiResp.Orders))
+	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{
-		Nonce: &nonce,
+		FromAccountIndex: &t.accountIndex,
+		ApiKeyIndex:      &apiKeyIdx,
+		Nonce:            &nonce,
 	})
 	if err != nil {
 		return fmt.Errorf("failed to sign cancel order: %w", err)
 	}

-	// Serialize transaction
-	txBytes, err := json.Marshal(tx)
+	// Get tx_info from SDK (consistent with CreateOrder and other transactions)
+	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
-	_, err = t.submitCancelOrder(txBytes)
+	// Submit cancel order to LIGHTER API using unified submitOrder function
+	_, 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
-func (t *LighterTraderV2) submitCancelOrder(signedTx []byte) (map[string]interface{}, error) {
-	const TX_TYPE_CANCEL_ORDER = 15
-
-	// 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)
+// getOrderIndexByTxHash finds the numeric order_index by searching active orders for the tx_hash
+func (t *LighterTraderV2) getOrderIndexByTxHash(symbol, txHash string) (int64, error) {
+	// Get all active orders for this symbol
+	orders, err := t.GetActiveOrders(symbol)
 	if err != nil {
-		return nil, err
+		return 0, fmt.Errorf("failed to get active orders: %w", err)
 	}

-	httpReq.Header.Set("Content-Type", writer.FormDataContentType())
-
-	resp, err := t.client.Do(httpReq)
-	if err != nil {
-		return nil, err
-	}
-	defer resp.Body.Close()
-
-	respBody, err := io.ReadAll(resp.Body)
-	if err != nil {
-		return nil, err
+	// Search for the order with matching tx_hash (order_id)
+	for _, order := range orders {
+		if order.OrderID == txHash {
+			logger.Debugf("📋 LIGHTER Found order_index %d for tx_hash %s", order.OrderIndex, txHash)
+			return order.OrderIndex, nil
+		}
 	}

-	// Parse response
-	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
+	return 0, fmt.Errorf("order not found with tx_hash: %s (may already be filled or cancelled)", txHash)
 }
--- a/trader/lighter_trader_v2_orders_test.go
+++ b/trader/lighter_trader_v2_orders_test.go
@@ -0,0 +1,421 @@
+package trader
+
+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)
+	}
+}
--- a/trader/lighter_trader_v2_trading.go
+++ b/trader/lighter_trader_v2_trading.go
@@ -273,9 +273,13 @@ 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{
-		Nonce: &nonce,
+		FromAccountIndex: &t.accountIndex,
+		ApiKeyIndex:      &apiKeyIdx,
+		Nonce:            &nonce,
 	})
 	if err != nil {
 		return nil, fmt.Errorf("failed to sign order: %w", err)
@@ -288,7 +292,7 @@ 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 +306,16 @@ 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 +400,19 @@ 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 +426,45 @@ 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 +482,7 @@ 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 +518,18 @@ 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)
@@ -514,14 +575,20 @@ func (t *LighterTraderV2) fetchMarketList() ([]MarketInfo, error) {
 	for _, market := range apiResp.OrderBooks {
 		if market.Status == "active" {
 			markets = append(markets, MarketInfo{
-				Symbol:           market.Symbol,
-				MarketID:         market.MarketID,
-				SizeDecimals:     market.SupportedSizeDecimals,
-				PriceDecimals:    market.SupportedPriceDecimals,
+				Symbol:        market.Symbol,
+				MarketID:      market.MarketID,
+				SizeDecimals:  market.SupportedSizeDecimals,
+				PriceDecimals: market.SupportedPriceDecimals,
 			})
 		}
 	}

+	// 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 +617,132 @@ 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
-	logger.Infof("⚙️  Setting leverage: %s = %dx", symbol, leverage)
+	// Validate leverage range (1x to 50x typical max)
+	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"
-	if isCrossMargin {
-		modeStr = "cross"
+	// Get market info
+	marketInfo, err := t.getMarketInfo(symbol)
+	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 +821,7 @@ 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)
@@ -686,3 +854,120 @@ func pow10(n int) int64 {
 	}
 	return result
 }
+
+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+	// Get active orders from Lighter API
+	activeOrders, err := t.GetActiveOrders(symbol)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get active orders: %w", err)
+	}
+
+	var result []OpenOrder
+	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 := 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 *LimitOrderRequest) (*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 &LimitOrderResult{
+		OrderID:      orderID,
+		ClientID:     req.ClientID,
+		Symbol:       req.Symbol,
+		Side:         req.Side,
+		PositionSide: req.PositionSide,
+		Price:        req.Price,
+		Quantity:     req.Quantity,
+		Status:       "NEW",
+	}, nil
+}
--- a/trader/lighter_types.go
+++ b/trader/lighter_types.go
@@ -41,18 +41,24 @@ 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"`
-	Side         string  `json:"side"`
-	OrderType    string  `json:"order_type"`
-	Quantity     float64 `json:"quantity"`
-	Price        float64 `json:"price"`
-	Status       string  `json:"status"` // "open", "filled", "cancelled"
-	FilledQty    float64 `json:"filled_qty"`
-	RemainingQty float64 `json:"remaining_qty"`
-	CreateTime   int64   `json:"create_time"`
+	OrderID             string `json:"order_id"`
+	OrderIndex          int64  `json:"order_index"`
+	MarketIndex         int    `json:"market_index"`
+	Side                string `json:"side"`                  // "bid" or "ask"
+	Type                string `json:"type"`                  // "limit", "market", etc.
+	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"
+	TriggerPrice        string `json:"trigger_price"`         // For stop orders
+	ReduceOnly          bool   `json:"reduce_only"`
+	Timestamp           int64  `json:"timestamp"`
+	CreatedAt           int64  `json:"created_at"`
 }

 // LighterTradeResponse represents the response from Lighter trades API
--- a/trader/okx_order_sync.go
+++ b/trader/okx_order_sync.go
@@ -133,7 +133,7 @@ func (t *OKXTrader) GetTrades(startTime time.Time, limit int) ([]OKXTrade, error
 			FillQtyBase: fillQtyBase,
 			Fee:         -fee, // OKX returns negative fee
 			FeeAsset:    fill.FeeCcy,
-			ExecTime:    time.UnixMilli(ts),
+			ExecTime:    time.UnixMilli(ts).UTC(),
 			IsMaker:     fill.ExecType == "M",
 			OrderType:   "MARKET",
 			OrderAction: orderAction,
@@ -169,7 +169,7 @@ func (t *OKXTrader) SyncOrdersFromOKX(traderID string, exchangeID string, exchan

 	// Sort trades by time ASC (oldest first) for proper position building
 	sort.Slice(trades, func(i, j int) bool {
-		return trades[i].ExecTime.Before(trades[j].ExecTime)
+		return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli()
 	})

 	// Process trades one by one (no transaction to avoid deadlock)
@@ -197,7 +197,8 @@ func (t *OKXTrader) SyncOrdersFromOKX(traderID string, exchangeID string, exchan
 		// Normalize side for storage
 		side := strings.ToUpper(trade.Side)

-		// Create order record
+		// 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
@@ -214,9 +215,9 @@ func (t *OKXTrader) SyncOrdersFromOKX(traderID string, exchangeID string, exchan
 			FilledQuantity:  trade.FillQtyBase,
 			AvgFillPrice:    trade.FillPrice,
 			Commission:      trade.Fee,
-			FilledAt:        trade.ExecTime,
-			CreatedAt:       trade.ExecTime,
-			UpdatedAt:       trade.ExecTime,
+			FilledAt:        execTimeMs,
+			CreatedAt:       execTimeMs,
+			UpdatedAt:       execTimeMs,
 		}

 		// Insert order record
@@ -225,7 +226,7 @@ func (t *OKXTrader) SyncOrdersFromOKX(traderID string, exchangeID string, exchan
 			continue
 		}

-		// Create fill record
+		// Create fill record - use UTC time in milliseconds
 		fillRecord := &store.TraderFill{
 			TraderID:        traderID,
 			ExchangeID:      exchangeID,   // UUID
@@ -242,7 +243,7 @@ func (t *OKXTrader) SyncOrdersFromOKX(traderID string, exchangeID string, exchan
 			CommissionAsset: trade.FeeAsset,
 			RealizedPnL:     0, // OKX fills don't include PnL per trade
 			IsMaker:         trade.IsMaker,
-			CreatedAt:       trade.ExecTime,
+			CreatedAt:       execTimeMs,
 		}

 		if err := orderStore.CreateFill(fillRecord); err != nil {
@@ -254,7 +255,7 @@ func (t *OKXTrader) SyncOrdersFromOKX(traderID string, exchangeID string, exchan
 			traderID, exchangeID, exchangeType,
 			symbol, positionSide, trade.OrderAction,
 			trade.FillQtyBase, trade.FillPrice, trade.Fee, 0, // No per-trade PnL from OKX
-			trade.ExecTime, trade.TradeID,
+			execTimeMs, trade.TradeID,
 		); err != nil {
 			logger.Infof("  ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
 		} else {
--- a/trader/okx_trader.go
+++ b/trader/okx_trader.go
@@ -1366,8 +1366,8 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRec
 		// Times
 		cTime, _ := strconv.ParseInt(pos.CTime, 10, 64)
 		uTime, _ := strconv.ParseInt(pos.UTime, 10, 64)
-		record.EntryTime = time.UnixMilli(cTime)
-		record.ExitTime = time.UnixMilli(uTime)
+		record.EntryTime = time.UnixMilli(cTime).UTC()
+		record.ExitTime = time.UnixMilli(uTime).UTC()

 		// Close type
 		switch pos.Type {
@@ -1387,3 +1387,257 @@ func (t *OKXTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRec

 	return records, nil
 }
+
+// GetOpenOrders gets all open/pending orders for a symbol
+func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
+	instId := t.convertSymbol(symbol)
+	var result []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, 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)
+	algoPath := fmt.Sprintf("%s?instId=%s&instType=SWAP", 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"`
+			Sz          string `json:"sz"`
+			State       string `json:"state"`
+		}
+		if err := json.Unmarshal(algoData, &algoOrders); err == nil {
+			for _, order := range algoOrders {
+				triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
+				quantity, _ := strconv.ParseFloat(order.Sz, 64)
+
+				side := strings.ToUpper(order.Side)
+				positionSide := strings.ToUpper(order.PosSide)
+				if positionSide == "NET" {
+					positionSide = "BOTH"
+				}
+
+				// Map OKX algo order type
+				orderType := "STOP_MARKET"
+				if order.OrdType == "oco" {
+					orderType = "TAKE_PROFIT_MARKET"
+				}
+
+				result = append(result, OpenOrder{
+					OrderID:      order.AlgoId,
+					Symbol:       symbol,
+					Side:         side,
+					PositionSide: positionSide,
+					Type:         orderType,
+					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 *LimitOrderRequest) (*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 &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
+}
--- a/trader/position_snapshot.go
+++ b/trader/position_snapshot.go
@@ -40,7 +40,7 @@ func CreatePositionSnapshot(traderID, exchangeID, exchangeType string, trader Tr
 	logger.Infof("📥 Found %d positions on exchange", len(positions))

 	// Step 3: Create snapshot record for each position
-	now := time.Now()
+	nowMs := time.Now().UnixMilli()
 	createdCount := 0

 	for _, posMap := range positions {
@@ -74,18 +74,18 @@ func CreatePositionSnapshot(traderID, exchangeID, exchangeType string, trader Tr
 			TraderID:           traderID,
 			ExchangeID:         exchangeID,
 			ExchangeType:       exchangeType,
-			ExchangePositionID: fmt.Sprintf("snapshot_%s_%s_%d", symbol, side, now.UnixMilli()),
+			ExchangePositionID: fmt.Sprintf("snapshot_%s_%s_%d", symbol, side, nowMs),
 			Symbol:             symbol,
 			Side:               side,
 			Quantity:           positionAmt,
 			EntryPrice:         entryPrice,
 			EntryOrderID:       "snapshot", // Mark as snapshot
-			EntryTime:          now,
+			EntryTime:          nowMs,
 			Leverage:           int(leverage),
 			Status:             "OPEN",
 			Source:             "snapshot", // Mark source as snapshot
-			CreatedAt:          now,
-			UpdatedAt:          now,
+			CreatedAt:          nowMs,
+			UpdatedAt:          nowMs,
 		}

 		if err := positionStore.CreateOpenPosition(snapshotPosition); err != nil {
--- a/web/src/App.tsx
+++ b/web/src/App.tsx
@@ -1,7 +1,6 @@
-import { useEffect, useState, useRef } from 'react'
+import { useEffect, useState } from 'react'
 import { motion, AnimatePresence } from 'framer-motion'
-// Force HMR Update - Reliability Fix v3 (Emergency Recovery)
-import useSWR, { mutate } from 'swr'
+import useSWR from 'swr'
 import { api } from './lib/api'
 import { TraderDashboardPage } from './pages/TraderDashboardPage'

@@ -15,18 +14,17 @@ 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'
 import { AuthProvider, useAuth } from './contexts/AuthContext'
 import { ConfirmDialogProvider } from './components/ConfirmDialog'
-import { t, type Language } from './i18n/translations'
-import { confirmToast, notify } from './lib/notify'
+import { t } from './i18n/translations'
 import { useSystemConfig } from './hooks/useSystemConfig'

 import { OFFICIAL_LINKS } from './constants/branding'
 import { BacktestPage } from './components/BacktestPage'
-import { LogOut, Loader2 } from 'lucide-react'
 import type {
  SystemStatus,
  AccountInfo,
@@ -44,6 +42,7 @@ type Page =
  | 'backtest'
  | 'strategy'
  | 'strategy-market'
+  | 'data'
  | 'debate'
  | 'faq'
  | 'login'
@@ -71,6 +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'
@@ -91,6 +91,7 @@ function App() {
    const pathMap: Record<Page, string> = {
      'competition': '/competition',
      'strategy-market': '/strategy-market',
+      'data': '/data',
      'traders': '/traders',
      'trader': '/dashboard',
      'backtest': '/backtest',
@@ -155,6 +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 (
@@ -373,6 +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 />
@@ -411,6 +459,8 @@ function App() {
          >
            {currentPage === 'competition' ? (
              <CompetitionPage />
+            ) : currentPage === 'data' ? (
+              <DataPage />
            ) : currentPage === 'strategy-market' ? (
              <StrategyMarketPage />
            ) : currentPage === 'traders' ? (
--- a/web/src/components/AdvancedChart.tsx
+++ b/web/src/components/AdvancedChart.tsx
@@ -31,6 +31,19 @@ interface OrderMarker {
  symbol: string
 }

+// 挂单接口定义 (交易所的止盈止损订单)
+interface OpenOrder {
+  order_id: string
+  symbol: string
+  side: string          // BUY/SELL
+  position_side: string // LONG/SHORT
+  type: string          // LIMIT/STOP_MARKET/TAKE_PROFIT_MARKET
+  price: number         // 限价单价格
+  stop_price: number    // 触发价格 (止损/止盈)
+  quantity: number
+  status: string
+}
+
 interface AdvancedChartProps {
  symbol: string
  interval?: string
@@ -101,6 +114,7 @@ export function AdvancedChart({
  const seriesMarkersRef = useRef<any>(null) // Markers primitive for v5
  const currentMarkersDataRef = useRef<any[]>([]) // 存储当前的标记数据
  const klineDataRef = useRef<Map<number, { volume: number; quoteVolume: number }>>(new Map()) // 存储 kline 额外数据
+  const priceLinesRef = useRef<any[]>([]) // 存储挂单价格线

  const [loading, setLoading] = useState(true)
  const [error, setError] = useState<string | null>(null)
@@ -179,9 +193,15 @@ export function AdvancedChart({
      return 0
    }

-    // 如果已经是数字（Unix 时间戳），直接返回
+    // 如果已经是数字（Unix 时间戳）
    if (typeof time === 'number') {
-      console.log('[AdvancedChart] ✅ Unix timestamp:', time, '(', new Date(time * 1000).toISOString(), ')')
+      // 判断是毫秒还是秒：如果大于 10^12 则认为是毫秒（2001年之后的毫秒时间戳）
+      if (time > 1000000000000) {
+        const seconds = Math.floor(time / 1000)
+        console.log('[AdvancedChart] ✅ Unix timestamp (ms→s):', time, '→', seconds, '(', new Date(time).toISOString(), ')')
+        return seconds
+      }
+      console.log('[AdvancedChart] ✅ Unix timestamp (s):', time, '(', new Date(time * 1000).toISOString(), ')')
      return time
    }

@@ -221,8 +241,8 @@ export function AdvancedChart({
  const fetchOrders = async (traderID: string, symbol: string): Promise<OrderMarker[]> => {
    try {
      console.log('[AdvancedChart] Fetching orders for trader:', traderID, 'symbol:', symbol)
-      // 获取已成交的订单，限制50条避免标记太多重叠
-      const result = await httpClient.get(`/api/orders?trader_id=${traderID}&symbol=${symbol}&status=FILLED&limit=50`)
+      // 获取已成交的订单，增加到200条以显示更多历史订单
+      const result = await httpClient.get(`/api/orders?trader_id=${traderID}&symbol=${symbol}&status=FILLED&limit=200`)

      console.log('[AdvancedChart] Orders API response:', result)

@@ -301,13 +321,33 @@ export function AdvancedChart({
    }
  }

+  // 获取交易所挂单 (止盈止损订单)
+  const fetchOpenOrders = async (traderID: string, symbol: string): Promise<OpenOrder[]> => {
+    try {
+      console.log('[AdvancedChart] Fetching open orders for trader:', traderID, 'symbol:', symbol)
+      const result = await httpClient.get(`/api/open-orders?trader_id=${traderID}&symbol=${symbol}`)
+
+      console.log('[AdvancedChart] Open orders API response:', result)
+
+      if (!result.success || !result.data) {
+        console.warn('[AdvancedChart] No open orders found')
+        return []
+      }
+
+      return result.data as OpenOrder[]
+    } catch (err) {
+      console.error('[AdvancedChart] Error fetching open orders:', err)
+      return []
+    }
+  }
+
  // 初始化图表
  useEffect(() => {
    if (!chartContainerRef.current) return

    const chart = createChart(chartContainerRef.current, {
-      width: chartContainerRef.current.clientWidth,
-      height: height,
+      width: chartContainerRef.current.clientWidth || 800,
+      height: chartContainerRef.current.clientHeight || height,
      layout: {
        background: { color: '#0B0E11' },
        textColor: '#B7BDC6',
@@ -407,16 +447,16 @@ export function AdvancedChart({
    })
    volumeSeriesRef.current = volumeSeries as any

-    // 响应式调整
-    const handleResize = () => {
-      if (chartContainerRef.current && chartRef.current) {
-        chartRef.current.applyOptions({
-          width: chartContainerRef.current.clientWidth,
-        })
-      }
-    }
+    // 响应式调整 (ResizeObserver)
+    const resizeObserver = new ResizeObserver((entries) => {
+      if (entries.length === 0 || !entries[0].contentRect) return
+      const { width, height } = entries[0].contentRect
+      chart.applyOptions({ width, height })
+    })

-    window.addEventListener('resize', handleResize)
+    if (chartContainerRef.current) {
+      resizeObserver.observe(chartContainerRef.current)
+    }

    // 监听鼠标移动，显示 OHLC 信息
    chart.subscribeCrosshairMove((param) => {
@@ -450,10 +490,11 @@ export function AdvancedChart({
    })

    return () => {
-      window.removeEventListener('resize', handleResize)
+      resizeObserver.disconnect()
      chart.remove()
    }
-  }, [height])
+  }, []) // Chart is created once, ResizeObserver handles dimension changes
+

  // 加载数据和指标
  useEffect(() => {
@@ -580,15 +621,8 @@ export function AdvancedChart({
              return klineTimes[left]
            }

-            // 过滤并对齐订单到 K 线时间
-            const markers: Array<{
-              time: Time
-              position: 'belowBar'
-              color: string
-              shape: 'circle'
-              text: string
-              size: number
-            }> = []
+            // 按 K 线时间分组统计订单
+            const ordersByCandle = new Map<number, { buys: number; sells: number }>()

            orders.forEach(order => {
              // 使用二分查找找到对应的 K 线蜡烛时间
@@ -600,15 +634,48 @@ export function AdvancedChart({
                return
              }

-              const isBuy = order.rawSide === 'buy'
-              markers.push({
-                time: candleTime as Time,
-                position: 'belowBar' as const,
-                color: isBuy ? '#0ECB81' : '#F6465D',
-                shape: 'circle' as const,
-                text: isBuy ? 'B' : 'S',
-                size: 1,
-              })
+              const existing = ordersByCandle.get(candleTime) || { buys: 0, sells: 0 }
+              if (order.rawSide === 'buy') {
+                existing.buys++
+              } else {
+                existing.sells++
+              }
+              ordersByCandle.set(candleTime, existing)
+            })
+
+            // 为每个有订单的 K 线创建标记
+            const markers: Array<{
+              time: Time
+              position: 'belowBar' | 'aboveBar'
+              color: string
+              shape: 'circle'
+              text: string
+              size: number
+            }> = []
+
+            ordersByCandle.forEach((counts, candleTime) => {
+              // 显示买入标记（绿色，在K线下方）
+              if (counts.buys > 0) {
+                markers.push({
+                  time: candleTime as Time,
+                  position: 'belowBar' as const,
+                  color: '#0ECB81',
+                  shape: 'circle' as const,
+                  text: counts.buys > 1 ? `B${counts.buys}` : 'B',
+                  size: 1,
+                })
+              }
+              // 显示卖出标记（红色，在K线上方）
+              if (counts.sells > 0) {
+                markers.push({
+                  time: candleTime as Time,
+                  position: 'aboveBar' as const,
+                  color: '#F6465D',
+                  shape: 'circle' as const,
+                  text: counts.sells > 1 ? `S${counts.sells}` : 'S',
+                  size: 1,
+                })
+              }
            })

            // 按时间排序（lightweight-charts 要求标记按时间顺序）
@@ -674,6 +741,87 @@ export function AdvancedChart({
    return () => clearInterval(refreshInterval)
  }, [symbol, interval, traderID, exchange])

+  // 单独刷新挂单价格线 (60秒刷新一次，避免频繁调用交易所API)
+  useEffect(() => {
+    if (!traderID || !candlestickSeriesRef.current) return
+
+    // 加载挂单并显示价格线
+    const loadOpenOrders = async () => {
+      try {
+        // 先清除旧的价格线
+        priceLinesRef.current.forEach(line => {
+          try {
+            candlestickSeriesRef.current?.removePriceLine(line)
+          } catch (e) {
+            // 忽略清除错误
+          }
+        })
+        priceLinesRef.current = []
+
+        const openOrders = await fetchOpenOrders(traderID, symbol)
+        console.log('[AdvancedChart] Open orders for price lines:', openOrders)
+
+        if (openOrders.length > 0 && candlestickSeriesRef.current) {
+          openOrders.forEach(order => {
+            // 获取触发价格 (止损/止盈用 stop_price，限价单用 price)
+            const linePrice = order.stop_price > 0 ? order.stop_price : order.price
+            if (linePrice <= 0) return
+
+            // 判断订单类型
+            const isStopLoss = order.type.includes('STOP') || order.type.includes('SL')
+            const isTakeProfit = order.type.includes('TAKE_PROFIT') || order.type.includes('TP')
+            const isLimit = order.type === 'LIMIT'
+
+            // 设置价格线样式
+            let lineColor = '#F0B90B' // 默认黄色
+            const lineStyle = 2 // 虚线
+            let title = ''
+
+            if (isStopLoss) {
+              lineColor = '#F6465D' // 红色 - 止损
+              title = `SL ${order.quantity}`
+            } else if (isTakeProfit) {
+              lineColor = '#0ECB81' // 绿色 - 止盈
+              title = `TP ${order.quantity}`
+            } else if (isLimit) {
+              lineColor = '#F0B90B' // 黄色 - 限价单
+              title = `Limit ${order.side} ${order.quantity}`
+            } else {
+              title = `${order.type} ${order.quantity}`
+            }
+
+            const priceLine = candlestickSeriesRef.current?.createPriceLine({
+              price: linePrice,
+              color: lineColor,
+              lineWidth: 1,
+              lineStyle: lineStyle,
+              axisLabelVisible: true,
+              title: title,
+            })
+
+            if (priceLine) {
+              priceLinesRef.current.push(priceLine)
+            }
+          })
+          console.log('[AdvancedChart] ✅ Created', priceLinesRef.current.length, 'price lines for pending orders')
+        }
+      } catch (err) {
+        console.error('[AdvancedChart] Error loading open orders:', err)
+      }
+    }
+
+    // 初始加载 (延迟1秒等待图表初始化完成)
+    const initialTimeout = setTimeout(loadOpenOrders, 1000)
+
+    // 60秒刷新一次挂单
+    const openOrdersInterval = setInterval(loadOpenOrders, 60000)
+
+    return () => {
+      clearTimeout(initialTimeout)
+      clearInterval(openOrdersInterval)
+    }
+  }, [symbol, traderID])
+
  // 单独处理订单标记的显示/隐藏，避免重新加载数据
  useEffect(() => {
    if (!seriesMarkersRef.current) return
@@ -767,12 +915,15 @@ export function AdvancedChart({
        borderRadius: '12px',
        overflow: 'hidden',
        border: '1px solid rgba(43, 49, 57, 0.5)',
+        height: '100%',
+        display: 'flex',
+        flexDirection: 'column',
      }}
    >
      {/* Compact Professional Header */}
      <div
        className="flex items-center justify-between px-4 py-2"
-        style={{ borderBottom: '1px solid rgba(43, 49, 57, 0.6)', background: '#0D1117' }}
+        style={{ borderBottom: '1px solid rgba(43, 49, 57, 0.6)', background: '#0D1117', flexShrink: 0 }}
      >
        {/* Left: Symbol Info + Price */}
        <div className="flex items-center gap-4">
@@ -929,8 +1080,8 @@ export function AdvancedChart({
      )}

      {/* 图表容器 */}
-      <div style={{ position: 'relative' }}>
-        <div ref={chartContainerRef} />
+      <div style={{ position: 'relative', flex: 1, minHeight: 0 }}>
+        <div ref={chartContainerRef} style={{ height: '100%', width: '100%' }} />

        {/* OHLC Tooltip */}
        {tooltipData && (
--- a/web/src/components/BacktestPage.tsx
+++ b/web/src/components/BacktestPage.tsx
@@ -1486,7 +1486,7 @@ export function BacktestPage() {
                        </div>
                      </div>

-                      <div className="grid grid-cols-3 gap-2">
+                      <div className="grid grid-cols-1 sm:grid-cols-3 gap-2">
                        <div>
                          <label className="block text-xs mb-1" style={{ color: '#848E9C' }}>
                            {tr('form.feeLabel')}
--- a/web/src/components/ChartTabs.tsx
+++ b/web/src/components/ChartTabs.tsx
@@ -145,14 +145,19 @@ export function ChartTabs({ traderId, selectedSymbol, updateKey, exchangeId }: C
  console.log('[ChartTabs] rendering, activeTab:', activeTab)

  return (
-    <div className="nofx-glass rounded-lg border border-white/5 relative z-10 w-full h-[600px] flex flex-col">
-      {/* Clean Professional Toolbar */}
+    <div className={`nofx-glass rounded-lg border border-white/5 relative z-10 w-full flex flex-col transition-all duration-300 ${typeof window !== 'undefined' && window.innerWidth < 768 ? 'h-[500px]' : 'h-[600px]'
+      }`}>
+      {/* 
+        Premium Professional Toolbar 
+        Mobile: Single row, horizontal scroll with gradient mask
+        Desktop: Standard flex-wrap/nowrap
+      */}
      <div
        className="relative z-20 flex flex-wrap md:flex-nowrap items-center justify-between gap-y-2 px-3 py-2 shrink-0 backdrop-blur-md bg-[#0B0E11]/80 rounded-t-lg"
        style={{ borderBottom: '1px solid rgba(255, 255, 255, 0.05)' }}
      >
        {/* Left: Tab Switcher */}
-        <div className="flex items-center gap-1">
+        <div className="flex flex-wrap items-center gap-1">
          <button
            onClick={() => setActiveTab('equity')}
            className={`flex items-center gap-1.5 px-3 py-1.5 rounded-md text-[11px] font-medium transition-all ${activeTab === 'equity'
@@ -161,7 +166,8 @@ export function ChartTabs({ traderId, selectedSymbol, updateKey, exchangeId }: C
              }`}
          >
            <BarChart3 className="w-3.5 h-3.5" />
-            <span>{t('accountEquityCurve', language)}</span>
+            <span className="hidden md:inline">{t('accountEquityCurve', language)}</span>
+            <span className="md:hidden">Eq</span>
          </button>

          <button
@@ -172,33 +178,31 @@ export function ChartTabs({ traderId, selectedSymbol, updateKey, exchangeId }: C
              }`}
          >
            <CandlestickChart className="w-3.5 h-3.5" />
-            <span>{t('marketChart', language)}</span>
+            <span className="hidden md:inline">{t('marketChart', language)}</span>
+            <span className="md:hidden">Kline</span>
          </button>

-          {/* Market Type Pills - Only when kline active */}
+          {/* Market Type Pills - Only when kline active, HIDDEN on mobile to save space */}
          {activeTab === 'kline' && (
-            <>
-              <div className="w-px h-4 bg-white/10 mx-2" />
-              <div className="flex items-center gap-1">
-                {(Object.keys(MARKET_CONFIG) as MarketType[]).map((type) => {
-                  const config = MARKET_CONFIG[type]
-                  const isActive = marketType === type
-                  return (
-                    <button
-                      key={type}
-                      onClick={() => handleMarketTypeChange(type)}
-                      className={`px-2.5 py-1 text-[10px] font-medium rounded transition-all border ${isActive
-                        ? 'bg-white/10 text-white border-white/20'
-                        : 'text-nofx-text-muted border-transparent hover:text-nofx-text-main hover:bg-white/5'
-                        }`}
-                    >
-                      <span className="mr-1 opacity-70">{config.icon}</span>
-                      {language === 'zh' ? config.label.zh : config.label.en}
-                    </button>
-                  )
-                })}
-              </div>
-            </>
+            <div className="hidden md:flex items-center gap-1 ml-2 border-l border-white/10 pl-2">
+              {(Object.keys(MARKET_CONFIG) as MarketType[]).map((type) => {
+                const config = MARKET_CONFIG[type]
+                const isActive = marketType === type
+                return (
+                  <button
+                    key={type}
+                    onClick={() => handleMarketTypeChange(type)}
+                    className={`px-2.5 py-1 text-[10px] font-medium rounded transition-all border ${isActive
+                      ? 'bg-white/10 text-white border-white/20'
+                      : 'text-nofx-text-muted border-transparent hover:text-nofx-text-main hover:bg-white/5'
+                      }`}
+                  >
+                    <span className="mr-1 opacity-70">{config.icon}</span>
+                    {language === 'zh' ? config.label.zh : config.label.en}
+                  </button>
+                )
+              })}
+            </div>
          )}
        </div>

@@ -294,8 +298,8 @@ export function ChartTabs({ traderId, selectedSymbol, updateKey, exchangeId }: C
        )}
      </div>

-      {/* Tab Content */}
-      <div className="relative flex-1 bg-[#0B0E11]/50 rounded-b-lg overflow-hidden">
+      {/* Tab Content - Chart autosizes to this container */}
+      <div className="relative flex-1 bg-[#0B0E11]/50 rounded-b-lg overflow-hidden h-full min-h-0">
        <AnimatePresence mode="wait">
          {activeTab === 'equity' ? (
            <motion.div
@@ -321,8 +325,7 @@ export function ChartTabs({ traderId, selectedSymbol, updateKey, exchangeId }: C
                symbol={chartSymbol}
                interval={interval}
                traderID={traderId}
-                // Dynamic height to fill container
-                height={550}
+                // Dynamic auto-sizing via ResizeObserver
                exchange={currentExchange}
                onSymbolChange={setChartSymbol}
              />
--- a/web/src/components/ChartWithOrders.tsx
+++ b/web/src/components/ChartWithOrders.tsx
@@ -63,9 +63,15 @@ export function ChartWithOrders({
      return 0
    }

-    // 如果已经是数字（Unix 时间戳），直接返回
+    // 如果已经是数字（Unix 时间戳）
    if (typeof time === 'number') {
-      console.log('[ChartWithOrders] ✅ Unix timestamp:', time, '(', new Date(time * 1000).toISOString(), ')')
+      // 判断是毫秒还是秒：如果大于 10^12 则认为是毫秒（2001年之后的毫秒时间戳）
+      if (time > 1000000000000) {
+        const seconds = Math.floor(time / 1000)
+        console.log('[ChartWithOrders] ✅ Unix timestamp (ms→s):', time, '→', seconds, '(', new Date(time).toISOString(), ')')
+        return seconds
+      }
+      console.log('[ChartWithOrders] ✅ Unix timestamp (s):', time, '(', new Date(time * 1000).toISOString(), ')')
      return time
    }

--- a/web/src/components/DeepVoidBackground.tsx
+++ b/web/src/components/DeepVoidBackground.tsx
@@ -1,5 +1,4 @@
 import React from 'react'
-import { motion } from 'framer-motion'

 interface DeepVoidBackgroundProps extends React.HTMLAttributes<HTMLDivElement> {
    children?: React.ReactNode
--- a/web/src/components/HeaderBar.tsx
+++ b/web/src/components/HeaderBar.tsx
@@ -1,6 +1,6 @@
 import { useState, useEffect, useRef } from 'react'
 import { useNavigate } from 'react-router-dom'
-import { motion } from 'framer-motion'
+import { motion, AnimatePresence } from 'framer-motion'
 import { Menu, X, ChevronDown } from 'lucide-react'
 import { t, type Language } from '../i18n/translations'
 import { useSystemConfig } from '../hooks/useSystemConfig'
@@ -13,6 +13,7 @@ type Page =
  | 'backtest'
  | 'strategy'
  | 'strategy-market'
+  | 'data'
  | 'debate'
  | 'faq'
  | 'login'
@@ -98,6 +99,7 @@ export default function HeaderBar({
            {(() => {
              // Define all navigation tabs
              const navTabs: { page: Page; path: string; label: string; requiresAuth: boolean }[] = [
+                { page: 'data', path: '/data', label: language === 'zh' ? '数据' : 'Data', requiresAuth: false },
                { page: 'strategy-market', path: '/strategy-market', label: language === 'zh' ? '策略市场' : 'Market', requiresAuth: true },
                { page: 'traders', path: '/traders', label: t('configNav', language), requiresAuth: true },
                { page: 'trader', path: '/dashboard', label: t('dashboardNav', language), requiresAuth: true },
@@ -306,209 +308,171 @@ export default function HeaderBar({
        </motion.button>
      </div>

-      {/* Mobile Menu */}
-      <motion.div
-        initial={false}
-        animate={
-          mobileMenuOpen
-            ? { height: 'auto', opacity: 1 }
-            : { height: 0, opacity: 0 }
-        }
-        transition={{ duration: 0.3 }}
-        className="md:hidden overflow-hidden bg-nofx-bg-lighter border-t border-nofx-gold/10"
-      >
-        <div className="px-4 py-4 space-y-2">
-          {/* Mobile Navigation Tabs - Show all tabs */}
-          {(() => {
-            const navTabs: { page: Page; path: string; label: string; requiresAuth: boolean }[] = [
-              { page: 'strategy-market', path: '/strategy-market', label: language === 'zh' ? '策略市场' : 'Market', requiresAuth: true },
-              { page: 'traders', path: '/traders', label: t('configNav', language), requiresAuth: true },
-              { page: 'trader', path: '/dashboard', label: t('dashboardNav', language), requiresAuth: true },
-              { page: 'strategy', path: '/strategy', label: t('strategyNav', language), requiresAuth: true },
-              { page: 'competition', path: '/competition', label: t('realtimeNav', language), requiresAuth: true },
-              { page: 'debate', path: '/debate', label: t('debateNav', language), requiresAuth: true },
-              { page: 'backtest', path: '/backtest', label: 'Backtest', requiresAuth: true },
-              { page: 'faq', path: '/faq', label: t('faqNav', language), requiresAuth: false },
-            ]
-
-            const handleMobileNavClick = (tab: typeof navTabs[0]) => {
-              if (tab.requiresAuth && !isLoggedIn) {
-                onLoginRequired?.(tab.label)
-                setMobileMenuOpen(false)
-                return
-              }
-              if (onPageChange) {
-                onPageChange(tab.page)
-              }
-              navigate(tab.path)
-              setMobileMenuOpen(false)
-            }
-
-            return navTabs.map((tab) => (
-              <button
-                key={tab.page}
-                onClick={() => handleMobileNavClick(tab)}
-                className={`block text-sm font-bold transition-all duration-300 relative focus:outline-2 focus:outline-yellow-500 w-full text-left px-4 py-3 rounded-lg
-                  ${currentPage === tab.page ? 'text-nofx-gold' : 'text-nofx-text-muted hover:text-white hover:bg-white/5'}`}
-              >
-                {currentPage === tab.page && (
-                  <span
-                    className="absolute inset-0 rounded-lg bg-nofx-gold/15 -z-10"
-                  />
-                )}
-                {tab.label}
-                {tab.requiresAuth && !isLoggedIn && (
-                  <span className="ml-2 text-[10px] px-1.5 py-0.5 rounded bg-nofx-gold/20 text-nofx-gold">
-                    {language === 'zh' ? '需登录' : 'Login'}
-                  </span>
-                )}
-              </button>
-            ))
-          })()}
-
-          {/* Original Navigation Items - Only on home page */}
-          {isHomePage &&
-            [
-              { key: 'features', label: t('features', language) },
-              { key: 'howItWorks', label: t('howItWorks', language) },
-            ].map((item) => (
-              <a
-                key={item.key}
-                href={`#${item.key === 'features' ? 'features' : 'how-it-works'}`}
-                className="block text-sm py-2 text-nofx-text-muted hover:text-white"
-              >
-                {item.label}
-              </a>
-            ))}
-
-          {/* Social Links - Mobile */}
-          <div className="py-3 flex items-center gap-3 border-t border-nofx-gold/20">
-            <a
-              href={OFFICIAL_LINKS.github}
-              target="_blank"
-              rel="noopener noreferrer"
-              className="p-2 rounded-lg text-nofx-text-muted bg-white/5 hover:text-white"
+      {/* Mobile Menu Overlay */}
+      <AnimatePresence>
+        {mobileMenuOpen && (
+          <motion.div
+            initial={{ opacity: 0 }}
+            animate={{ opacity: 1 }}
+            exit={{ opacity: 0 }}
+            transition={{ duration: 0.2 }}
+            className="fixed inset-0 z-40 md:hidden bg-black/90 backdrop-blur-xl"
+            style={{ top: '64px' }} // Below header
+          >
+            <motion.div
+              initial={{ y: -20, opacity: 0 }}
+              animate={{ y: 0, opacity: 1 }}
+              transition={{ delay: 0.1, duration: 0.3 }}
+              className="flex flex-col h-[calc(100vh-64px)] overflow-y-auto px-6 py-8"
            >
-              <svg width="20" height="20" viewBox="0 0 16 16" fill="currentColor">
-                <path d="M8 0C3.58 0 0 3.58 0 8c0 3.54 2.29 6.53 5.47 7.59.4.07.55-.17.55-.38 0-.19-.01-.82-.01-1.49-2.01.37-2.53-.49-2.69-.94-.09-.23-.48-.94-.82-1.13-.28-.15-.68-.52-.01-.53.63-.01 1.08.58 1.23.82.72 1.21 1.87.87 2.33.66.07-.52.28-.87.51-1.07-1.78-.2-3.64-.89-3.64-3.95 0-.87.31-1.59.82-2.15-.08-.2-.36-1.02.08-2.12 0 0 .67-.21 2.2.82.64-.18 1.32-.27 2-.27.68 0 1.36.09 2 .27 1.53-1.04 2.2-.82 2.2-.82.44 1.1.16 1.92.08 2.12.51.56.82 1.27.82 2.15 0 3.07-1.87 3.75-3.65 3.95.29.25.54.73.54 1.48 0 1.07-.01 1.93-.01 2.2 0 .21.15.46.55.38A8.013 8.013 0 0016 8c0-4.42-3.58-8-8-8z" />
-              </svg>
-            </a>
-            <a
-              href={OFFICIAL_LINKS.twitter}
-              target="_blank"
-              rel="noopener noreferrer"
-              className="p-2 rounded-lg text-nofx-text-muted bg-white/5 hover:text-[#1DA1F2]"
-            >
-              <svg width="18" height="18" viewBox="0 0 24 24" fill="currentColor">
-                <path d="M18.244 2.25h3.308l-7.227 8.26 8.502 11.24H16.17l-5.214-6.817L4.99 21.75H1.68l7.73-8.835L1.254 2.25H8.08l4.713 6.231zm-1.161 17.52h1.833L7.084 4.126H5.117z" />
-              </svg>
-            </a>
-            <a
-              href={OFFICIAL_LINKS.telegram}
-              target="_blank"
-              rel="noopener noreferrer"
-              className="p-2 rounded-lg text-nofx-text-muted bg-white/5 hover:text-[#0088cc]"
-            >
-              <svg width="18" height="18" viewBox="0 0 24 24" fill="currentColor">
-                <path d="M11.944 0A12 12 0 0 0 0 12a12 12 0 0 0 12 12 12 12 0 0 0 12-12A12 12 0 0 0 12 0a12 12 0 0 0-.056 0zm4.962 7.224c.1-.002.321.023.465.14a.506.506 0 0 1 .171.325c.016.093.036.306.02.472-.18 1.898-.962 6.502-1.36 8.627-.168.9-.499 1.201-.82 1.23-.696.065-1.225-.46-1.9-.902-1.056-.693-1.653-1.124-2.678-1.8-1.185-.78-.417-1.21.258-1.91.177-.184 3.247-2.977 3.307-3.23.007-.032.014-.15-.056-.212s-.174-.041-.249-.024c-.106.024-1.793 1.14-5.061 3.345-.48.33-.913.49-1.302.48-.428-.008-1.252-.241-1.865-.44-.752-.245-1.349-.374-1.297-.789.027-.216.325-.437.893-.663 3.498-1.524 5.83-2.529 6.998-3.014 3.332-1.386 4.025-1.627 4.476-1.635z" />
-              </svg>
-            </a>
-          </div>
+              {/* Navigation Links */}
+              <div className="flex flex-col gap-6 mb-12">
+                {(() => {
+                  const navTabs: { page: Page; path: string; label: string; requiresAuth: boolean }[] = [
+                    { page: 'data', path: '/data', label: language === 'zh' ? '数据' : 'Data', requiresAuth: false },
+                    { page: 'strategy-market', path: '/strategy-market', label: language === 'zh' ? '策略市场' : 'Market', requiresAuth: true },
+                    { page: 'traders', path: '/traders', label: t('configNav', language), requiresAuth: true },
+                    { page: 'trader', path: '/dashboard', label: t('dashboardNav', language), requiresAuth: true },
+                    { page: 'strategy', path: '/strategy', label: t('strategyNav', language), requiresAuth: true },
+                    { page: 'competition', path: '/competition', label: t('realtimeNav', language), requiresAuth: true },
+                    { page: 'debate', path: '/debate', label: t('debateNav', language), requiresAuth: true },
+                    { page: 'backtest', path: '/backtest', label: 'Backtest', requiresAuth: true },
+                    { page: 'faq', path: '/faq', label: t('faqNav', language), requiresAuth: false },
+                  ]

-          {/* Language Toggle */}
-          <div className="py-2">
-            <div className="flex items-center gap-2 mb-2">
-              <span className="text-xs text-nofx-text-muted">
-                {t('language', language)}:
-              </span>
-            </div>
-            <div className="space-y-1">
-              <button
-                onClick={() => {
-                  onLanguageChange?.('zh')
-                  setMobileMenuOpen(false)
-                }}
-                className={`w-full flex items-center gap-3 px-3 py-2 rounded transition-colors ${language === 'zh'
-                  ? 'bg-yellow-500 text-black'
-                  : 'text-gray-400 hover:text-white'
-                  }`}
-              >
-                <span className="text-lg">🇨🇳</span>
-                <span className="text-sm">中文</span>
-              </button>
-              <button
-                onClick={() => {
-                  onLanguageChange?.('en')
-                  setMobileMenuOpen(false)
-                }}
-                className={`w-full flex items-center gap-3 px-3 py-2 rounded transition-colors ${language === 'en'
-                  ? 'bg-yellow-500 text-black'
-                  : 'text-gray-400 hover:text-white'
-                  }`}
-              >
-                <span className="text-lg">🇺🇸</span>
-                <span className="text-sm">English</span>
-              </button>
-            </div>
-          </div>
-
-          {/* User info and logout for mobile when logged in */}
-          {isLoggedIn && user && (
-            <div
-              className="mt-4 pt-4 border-t border-nofx-gold/20"
-            >
-              <div className="flex items-center gap-2 px-3 py-2 mb-2 rounded bg-nofx-bg-lighter">
-                <div className="w-6 h-6 rounded-full flex items-center justify-center text-xs font-bold bg-nofx-gold text-black">
-                  {user.email[0].toUpperCase()}
-                </div>
-                <div>
-                  <div className="text-xs text-nofx-text-muted">
-                    {t('loggedInAs', language)}
-                  </div>
-                  <div className="text-sm text-nofx-text-muted">
-                    {user.email}
-                  </div>
-                </div>
-              </div>
-              {onLogout && (
-                <button
-                  onClick={() => {
-                    onLogout()
+                  const handleMobileNavClick = (tab: typeof navTabs[0]) => {
+                    if (tab.requiresAuth && !isLoggedIn) {
+                      onLoginRequired?.(tab.label)
+                      setMobileMenuOpen(false)
+                      return
+                    }
+                    if (onPageChange) {
+                      onPageChange(tab.page)
+                    }
+                    navigate(tab.path)
                    setMobileMenuOpen(false)
-                  }}
-                  className="w-full px-4 py-2 rounded text-sm font-semibold transition-colors text-center bg-nofx-danger/20 text-nofx-danger"
-                >
-                  {t('exitLogin', language)}
-                </button>
-              )}
-            </div>
-          )}
+                  }

-          {/* Show login/register buttons when not logged in and not on login/register pages */}
-          {!isLoggedIn &&
-            currentPage !== 'login' &&
-            currentPage !== 'register' && (
-              <div className="space-y-2 mt-2">
-                <a
-                  href="/login"
-                  className="block w-full px-4 py-2 rounded text-sm font-medium text-center transition-colors text-nofx-text-muted border border-nofx-text-muted hover:text-white hover:border-white"
-                  onClick={() => setMobileMenuOpen(false)}
-                >
-                  {t('signIn', language)}
-                </a>
-                {registrationEnabled && (
-                  <a
-                    href="/register"
-                    className="block w-full px-4 py-2 rounded font-semibold text-sm text-center transition-colors bg-nofx-gold text-black hover:opacity-90"
-                    onClick={() => setMobileMenuOpen(false)}
-                  >
-                    {t('signUp', language)}
-                  </a>
+                  return navTabs.map((tab, i) => (
+                    <motion.button
+                      key={tab.page}
+                      initial={{ x: -20, opacity: 0 }}
+                      animate={{ x: 0, opacity: 1 }}
+                      transition={{ delay: 0.1 + i * 0.05 }}
+                      onClick={() => handleMobileNavClick(tab)}
+                      className={`text-2xl font-black tracking-tight text-left flex items-center gap-3
+                        ${currentPage === tab.page ? 'text-nofx-gold' : 'text-zinc-500'}`}
+                    >
+                      {currentPage === tab.page && (
+                        <motion.div
+                          layoutId="active-indicator"
+                          className="w-1.5 h-1.5 rounded-full bg-nofx-gold"
+                        />
+                      )}
+                      {tab.label}
+                      {tab.requiresAuth && !isLoggedIn && (
+                        <span className="text-[10px] px-1.5 py-0.5 rounded border border-zinc-800 text-zinc-500 font-normal tracking-wide uppercase align-middle relative -top-1">
+                          LOGIN_REQ
+                        </span>
+                      )}
+                    </motion.button>
+                  ))
+                })()}
+
+                {/* Original Page Links */}
+                {isHomePage && (
+                  <div className="pt-6 border-t border-white/5 space-y-4">
+                    {[
+                      { key: 'features', label: t('features', language) },
+                      { key: 'howItWorks', label: t('howItWorks', language) },
+                    ].map((item, i) => (
+                      <motion.a
+                        key={item.key}
+                        initial={{ opacity: 0 }}
+                        animate={{ opacity: 1 }}
+                        transition={{ delay: 0.5 + i * 0.1 }}
+                        href={`#${item.key === 'features' ? 'features' : 'how-it-works'}`}
+                        className="block text-lg font-mono text-zinc-600 hover:text-white"
+                        onClick={() => setMobileMenuOpen(false)}
+                      >
+                        {'>'} {item.label}
+                      </motion.a>
+                    ))}
+                  </div>
                )}
              </div>
-            )}
-        </div>
-      </motion.div>
+
+              {/* Bottom Actions */}
+              <div className="mt-auto space-y-8">
+                {/* Social Links */}
+                <div className="flex items-center gap-4">
+                  {[
+                    { href: OFFICIAL_LINKS.github, icon: <path d="M8 0C3.58 0 0 3.58 0 8c0 3.54 2.29 6.53 5.47 7.59.4.07.55-.17.55-.38 0-.19-.01-.82-.01-1.49-2.01.37-2.53-.49-2.69-.94-.09-.23-.48-.94-.82-1.13-.28-.15-.68-.52-.01-.53.63-.01 1.08.58 1.23.82.72 1.21 1.87.87 2.33.66.07-.52.28-.87.51-1.07-1.78-.2-3.64-.89-3.64-3.95 0-.87.31-1.59.82-2.15-.08-.2-.36-1.02.08-2.12 0 0 .67-.21 2.2.82.64-.18 1.32-.27 2-.27.68 0 1.36.09 2 .27 1.53-1.04 2.2-.82 2.2-.82.44 1.1.16 1.92.08 2.12.51.56.82 1.27.82 2.15 0 3.07-1.87 3.75-3.65 3.95.29.25.54.73.54 1.48 0 1.07-.01 1.93-.01 2.2 0 .21.15.46.55.38A8.013 8.013 0 0016 8c0-4.42-3.58-8-8-8z" /> },
+                    { href: OFFICIAL_LINKS.twitter, icon: <path d="M18.244 2.25h3.308l-7.227 8.26 8.502 11.24H16.17l-5.214-6.817L4.99 21.75H1.68l7.73-8.835L1.254 2.25H8.08l4.713 6.231zm-1.161 17.52h1.833L7.084 4.126H5.117z" /> },
+                    { href: OFFICIAL_LINKS.telegram, icon: <path d="M11.944 0A12 12 0 0 0 0 12a12 12 0 0 0 12 12 12 12 0 0 0 12-12A12 12 0 0 0 12 0a12 12 0 0 0-.056 0zm4.962 7.224c.1-.002.321.023.465.14a.506.506 0 0 1 .171.325c.016.093.036.306.02.472-.18 1.898-.962 6.502-1.36 8.627-.168.9-.499 1.201-.82 1.23-.696.065-1.225-.46-1.9-.902-1.056-.693-1.653-1.124-2.678-1.8-1.185-.78-.417-1.21.258-1.91.177-.184 3.247-2.977 3.307-3.23.007-.032.014-.15-.056-.212s-.174-.041-.249-.024c-.106.024-1.793 1.14-5.061 3.345-.48.33-.913.49-1.302.48-.428-.008-1.252-.241-1.865-.44-.752-.245-1.349-.374-1.297-.789.027-.216.325-.437.893-.663 3.498-1.524 5.83-2.529 6.998-3.014 3.332-1.386 4.025-1.627 4.476-1.635z" /> }
+                  ].map((link, i) => (
+                    <a
+                      key={i}
+                      href={link.href}
+                      target="_blank"
+                      rel="noopener noreferrer"
+                      className="w-12 h-12 rounded-full bg-zinc-900 border border-zinc-800 flex items-center justify-center text-zinc-500 hover:text-nofx-gold hover:border-nofx-gold transition-colors"
+                    >
+                      <svg width="20" height="20" viewBox="0 0 16 16" fill="currentColor">
+                        {link.icon}
+                      </svg>
+                    </a>
+                  ))}
+                </div>
+
+                {/* Account / Lang */}
+                <div className="grid grid-cols-2 gap-4">
+                  {/* Lang Switcher */}
+                  <div className="flex bg-zinc-900 rounded-lg p-1 border border-zinc-800">
+                    {['zh', 'en'].map((lang) => (
+                      <button
+                        key={lang}
+                        onClick={() => {
+                          onLanguageChange?.(lang as Language)
+                          setMobileMenuOpen(false)
+                        }}
+                        className={`flex-1 py-3 text-sm font-bold rounded-md transition-colors ${language === lang
+                          ? 'bg-zinc-800 text-white shadow-sm'
+                          : 'text-zinc-500'
+                          }`}
+                      >
+                        {lang === 'zh' ? 'CN' : 'EN'}
+                      </button>
+                    ))}
+                  </div>
+
+                  {/* Auth Actions */}
+                  {isLoggedIn && user ? (
+                    <button
+                      onClick={() => {
+                        onLogout?.()
+                        setMobileMenuOpen(false)
+                      }}
+                      className="bg-red-500/10 border border-red-500/20 text-red-500 rounded-lg font-bold text-sm hover:bg-red-500/20 transition-colors"
+                    >
+                      {t('exitLogin', language)}
+                    </button>
+                  ) : (
+                    currentPage !== 'login' && currentPage !== 'register' && (
+                      <a
+                        href="/login"
+                        className="flex items-center justify-center bg-nofx-gold text-black rounded-lg font-bold text-sm hover:bg-yellow-400 transition-colors"
+                      >
+                        {t('signIn', language)}
+                      </a>
+                    )
+                  )}
+                </div>
+              </div>
+            </motion.div>
+          </motion.div>
+        )}
+      </AnimatePresence>
    </nav>
  )
 }
--- a/web/src/components/LoginPage.tsx
+++ b/web/src/components/LoginPage.tsx
@@ -10,13 +10,15 @@ import { useSystemConfig } from '../hooks/useSystemConfig'

 export function LoginPage() {
  const { language } = useLanguage()
-  const { login, loginAdmin, verifyOTP } = useAuth()
-  const [step, setStep] = useState<'login' | 'otp'>('login')
+  const { login, loginAdmin, verifyOTP, completeRegistration } = useAuth()
+  const [step, setStep] = useState<'login' | 'otp' | 'setup-otp'>('login')
  const [email, setEmail] = useState('')
  const [password, setPassword] = useState('')
  const [showPassword, setShowPassword] = useState(false)
  const [otpCode, setOtpCode] = useState('')
  const [userID, setUserID] = useState('')
+  const [qrCodeURL, setQrCodeURL] = useState('') // New state for recovery
+  const [otpSecret, setOtpSecret] = useState('') // New state for recovery
  const [error, setError] = useState('')
  const [loading, setLoading] = useState(false)
  const [adminPassword, setAdminPassword] = useState('')
@@ -62,9 +64,25 @@ export function LoginPage() {
    const result = await login(email, password)

    if (result.success) {
-      if (result.requiresOTP && result.userID) {
+      // Check for incomplete OTP setup (user registered but didn't complete 2FA)
+      if (result.requiresOTPSetup && result.userID) {
        setUserID(result.userID)
-        setStep('otp')
+        setQrCodeURL(result.qrCodeURL || '')
+        setOtpSecret(result.otpSecret || '')
+        setStep('setup-otp')
+        toast.info("Pending 2FA setup detected. Please complete configuration.")
+      } else if (result.requiresOTP && result.userID) {
+        setUserID(result.userID)
+
+        // Check if backend provided recovery data (meaning 2FA is pending setup)
+        if (result.qrCodeURL) {
+          setQrCodeURL(result.qrCodeURL)
+          setOtpSecret(result.otpSecret || '')
+          setStep('setup-otp')
+          toast.info("Pending 2FA setup detected. Please complete configuration.")
+        } else {
+          setStep('otp')
+        }
      } else {
        // Dismiss the "login expired" toast on successful login (no OTP required)
        if (expiredToastId) {
@@ -72,9 +90,18 @@ export function LoginPage() {
        }
      }
    } else {
-      const msg = result.message || t('loginFailed', language)
-      setError(msg)
-      toast.error(msg)
+      // Check if we have recovery data despite the error (e.g. "Account has not completed OTP setup")
+      if (result.qrCodeURL) {
+        setUserID(result.userID || '') // We might need to ensure userID is returned in error case too, or derived
+        setQrCodeURL(result.qrCodeURL)
+        setOtpSecret(result.otpSecret || '')
+        setStep('setup-otp')
+        toast.warning(t('completeGapSetup', language) || "Incomplete setup detected. Please configure 2FA.")
+      } else {
+        const msg = result.message || t('loginFailed', language)
+        setError(msg)
+        toast.error(msg)
+      }
    }

    setLoading(false)
@@ -85,7 +112,11 @@ export function LoginPage() {
    setError('')
    setLoading(true)

-    const result = await verifyOTP(userID, otpCode)
+    // If we have qrCodeURL, it means user needs to complete registration (first time OTP setup)
+    // Otherwise, it's a normal login OTP verification
+    const result = qrCodeURL
+      ? await completeRegistration(userID, otpCode)
+      : await verifyOTP(userID, otpCode)

    if (!result.success) {
      const msg = result.message || t('verificationFailed', language)
@@ -96,12 +127,20 @@ export function LoginPage() {
      if (expiredToastId) {
        toast.dismiss(expiredToastId)
      }
+      // Clear qrCodeURL after successful completion
+      setQrCodeURL('')
+      setOtpSecret('')
    }
    // 成功的话AuthContext会自动处理登录状态

    setLoading(false)
  }

+  const copyToClipboard = (text: string) => {
+    navigator.clipboard.writeText(text)
+    toast.success('Copied to clipboard')
+  }
+
  return (
    <DeepVoidBackground className="min-h-screen flex items-center justify-center py-12 font-mono" disableAnimation>

@@ -202,6 +241,66 @@ export function LoginPage() {
                  {loading ? '> VERIFYING...' : '> EXECUTE_LOGIN'}
                </button>
              </form>
+            ) : step === 'setup-otp' ? (
+              <div className="space-y-6">
+                <div className="text-center bg-zinc-900/50 p-4 rounded border border-zinc-800">
+                  <div className="text-xs font-mono text-zinc-400 mb-2">COMPLETE 2FA CONFIGURATION</div>
+                  {qrCodeURL ? (
+                    <div className="bg-white p-2 rounded inline-block shadow-[0_0_30px_rgba(255,255,255,0.1)]">
+                      <img
+                        src={`https://api.qrserver.com/v1/create-qr-code/?size=150x150&data=${encodeURIComponent(`otpauth://totp/NoFX:${email}?secret=${otpSecret}&issuer=NoFX`)}`}
+                        alt="QR Code"
+                        className="w-32 h-32"
+                      />
+                    </div>
+                  ) : (
+                    <div className="w-32 h-32 bg-zinc-800 animate-pulse rounded inline-block"></div>
+                  )}
+                  <div className="mt-4">
+                    <p className="text-[10px] text-zinc-500 uppercase tracking-widest mb-1">Backup Secret Key</p>
+                    <div className="flex items-center gap-2 justify-center bg-black/50 p-2 rounded border border-zinc-700/50 max-w-[200px] mx-auto">
+                      <code className="text-xs font-mono text-nofx-gold">{otpSecret}</code>
+                      <button
+                        onClick={() => copyToClipboard(otpSecret)}
+                        className="text-zinc-500 hover:text-white transition-colors"
+                      >
+                        <span className="text-[10px] uppercase border border-zinc-700 px-1 rounded">Copy</span>
+                      </button>
+                    </div>
+                  </div>
+                </div>
+
+                <div className="space-y-4 font-mono text-xs text-zinc-400 bg-black/20 p-4 rounded border border-zinc-800/50">
+                  <div className="flex gap-3 items-start">
+                    <span className="text-nofx-gold font-bold mt-0.5">01</span>
+                    <div>
+                      <p className="font-bold text-white mb-1">Install Authenticator App</p>
+                      <p className="mb-2">Recommended: <span className="text-nofx-gold">Google Authenticator</span>.</p>
+                      <div className="flex gap-2">
+                        <span className="px-1.5 py-0.5 bg-zinc-800 rounded text-[10px] text-zinc-300 border border-zinc-700">iOS</span>
+                        <span className="px-1.5 py-0.5 bg-zinc-800 rounded text-[10px] text-zinc-300 border border-zinc-700">Android</span>
+                      </div>
+                    </div>
+                  </div>
+
+                  <div className="w-full h-px bg-zinc-800/50"></div>
+
+                  <div className="flex gap-3 items-start">
+                    <span className="text-nofx-gold font-bold mt-0.5">02</span>
+                    <div>
+                      <p className="font-bold text-white mb-1">Scan & Verify</p>
+                      <p>Scan code above, then enter the 6-digit token below to activate your account.</p>
+                    </div>
+                  </div>
+                </div>
+
+                <button
+                  onClick={() => setStep('otp')}
+                  className="w-full bg-nofx-gold text-black font-bold py-3 px-4 rounded text-sm tracking-wide uppercase hover:bg-yellow-400 transition-colors font-mono shadow-lg"
+                >
+                  I HAVE SCANNED THE CODE →
+                </button>
+              </div>
            ) : step === 'login' ? (
              <form onSubmit={handleLogin} className="space-y-5">
                <div className="space-y-4">
--- a/web/src/components/PositionHistory.tsx
+++ b/web/src/components/PositionHistory.tsx
@@ -303,6 +303,11 @@ function PositionRow({ position }: { position: HistoricalPosition }) {
        {displayQty.toFixed(4)}
      </td>

+      {/* Position Value (Entry Price * Quantity) */}
+      <td className="py-3 px-4 text-right font-mono" style={{ color: '#EAECEF' }}>
+        {formatNumber(entryPrice * displayQty)}
+      </td>
+
      {/* P&L */}
      <td className="py-3 px-4 text-right">
        <div className="font-mono font-semibold" style={{ color: pnlColor }}>
@@ -764,6 +769,12 @@ export function PositionHistory({ traderId }: PositionHistoryProps) {
                >
                  {t('positionHistory.qty', language)}
                </th>
+                <th
+                  className="py-3 px-4 text-right text-xs font-semibold uppercase tracking-wider"
+                  style={{ color: '#848E9C' }}
+                >
+                  {t('positionHistory.value', language)}
+                </th>
                <th
                  className="py-3 px-4 text-right text-xs font-semibold uppercase tracking-wider"
                  style={{ color: '#848E9C' }}
--- a/web/src/components/RegisterPage.tsx
+++ b/web/src/components/RegisterPage.tsx
@@ -348,7 +348,7 @@ export function RegisterPage() {
                  {qrCodeURL ? (
                    <div className="bg-white p-2 rounded inline-block shadow-[0_0_30px_rgba(255,255,255,0.1)]">
                      <img
-                        src={`https://api.qrserver.com/v1/create-qr-code/?size=150x150&data=${encodeURIComponent(qrCodeURL)}`}
+                        src={`https://api.qrserver.com/v1/create-qr-code/?size=150x150&data=${encodeURIComponent(`otpauth://totp/NoFX:${email}?secret=${otpSecret}&issuer=NoFX`)}`}
                        alt="QR Code"
                        className="w-32 h-32"
                      />
@@ -370,18 +370,42 @@ export function RegisterPage() {
                  </div>
                </div>

-                <div className="space-y-3 font-mono text-xs text-zinc-400">
-                  <div className="flex gap-3">
-                    <span className="text-nofx-gold mt-0.5">01</span>
-                    <p>Install Google Authenticator or Authy on your mobile device.</p>
+                <div className="space-y-4 font-mono text-xs text-zinc-400 bg-black/20 p-4 rounded border border-zinc-800/50">
+                  <div className="flex gap-3 items-start">
+                    <span className="text-nofx-gold font-bold mt-0.5">01</span>
+                    <div>
+                      <p className="font-bold text-white mb-1">Install Authenticator App</p>
+                      <p className="mb-2">We highly recommend <span className="text-nofx-gold">Google Authenticator</span> for compatibility.</p>
+                      <div className="flex gap-2">
+                        <span className="px-1.5 py-0.5 bg-zinc-800 rounded text-[10px] text-zinc-300 border border-zinc-700">iOS</span>
+                        <span className="px-1.5 py-0.5 bg-zinc-800 rounded text-[10px] text-zinc-300 border border-zinc-700">Android</span>
+                      </div>
+                    </div>
                  </div>
-                  <div className="flex gap-3">
-                    <span className="text-nofx-gold mt-0.5">02</span>
-                    <p>Scan the QR code above or manually enter the secret key.</p>
+
+                  <div className="w-full h-px bg-zinc-800/50"></div>
+
+                  <div className="flex gap-3 items-start">
+                    <span className="text-nofx-gold font-bold mt-0.5">02</span>
+                    <div>
+                      <p className="font-bold text-white mb-1">Scan QR Code</p>
+                      <p>Open Google Authenticator, tap the <span className="text-white">+</span> button, and scan the code above.</p>
+                      <p className="text-[10px] text-zinc-500 mt-1 italic">Protocol: Time-Based OTP (TOTP)</p>
+                    </div>
                  </div>
-                  <div className="flex gap-3">
-                    <span className="text-nofx-gold mt-0.5">03</span>
-                    <p>Proceed to verify the generated 6-digit token.</p>
+
+                  <div className="w-full h-px bg-zinc-800/50"></div>
+
+                  <div className="flex gap-3 items-start">
+                    <span className="text-nofx-gold font-bold mt-0.5">03</span>
+                    <div>
+                      <p className="font-bold text-white mb-1">Verify Token</p>
+                      <p>Enter the 6-digit code generated by the app.</p>
+                      <div className="mt-2 p-2 bg-yellow-500/10 border border-yellow-500/20 rounded text-[10px] text-yellow-500/80 flex gap-2 items-start">
+                        <span className="mt-px">⚠️</span>
+                        <span>Stuck? Ensure your phone's time is set to "Automatic". Time drift causes codes to fail.</span>
+                      </div>
+                    </div>
                  </div>
                </div>

--- a/web/src/components/landing/core/AgentGrid.tsx
+++ b/web/src/components/landing/core/AgentGrid.tsx
@@ -1,5 +1,6 @@
 import { motion } from 'framer-motion'
 import { TrendingUp, Layers, Zap, Hexagon, Crosshair } from 'lucide-react'
+import { useAuth } from '../../../contexts/AuthContext'

 const agents = [
    {
@@ -31,10 +32,10 @@ const agents = [
    {
        name: "GAMMA-RAY",
        class: "ARBITRAGE",
-        desc: "Risk-free spatial price equalization.",
+        desc: "Low-risk spatial price equalization.",
        apy: "24%",
        winRate: "99%",
-        risk: "ZERO",
+        risk: "LOW",
        color: "text-purple-400",
        border: "border-purple-400/30",
        bg_glow: "shadow-[0_0_30px_rgba(192,132,252,0.1)]",
@@ -43,7 +44,15 @@ const agents = [
 ]

 export default function AgentGrid() {
-    // Simplified State to prevent crash
+    const { user } = useAuth()
+
+    const handleInitialize = () => {
+        if (user) {
+            window.location.href = '/strategy-market'
+        } else {
+            window.location.href = '/login'
+        }
+    }

    return (
        <section id="market-scanner" className="py-16 md:py-24 bg-nofx-bg relative overflow-hidden">
@@ -118,7 +127,10 @@ export default function AgentGrid() {
                                    </div>

                                    {/* Action Btn */}
-                                    <button className={`w-full py-4 text-xs font-bold font-mono uppercase tracking-[0.2em] border border-zinc-700 hover:border-${agent.color === 'text-nofx-gold' ? 'nofx-gold' : 'white'} hover:bg-white/5 transition-all flex items-center justify-center gap-2 group-hover:text-white`}>
+                                    <button
+                                        onClick={handleInitialize}
+                                        className={`w-full py-4 text-xs font-bold font-mono uppercase tracking-[0.2em] border border-zinc-700 hover:border-${agent.color === 'text-nofx-gold' ? 'nofx-gold' : 'white'} hover:bg-white/5 transition-all flex items-center justify-center gap-2 group-hover:text-white cursor-pointer`}
+                                    >
                                        <span className={agent.color}>[</span> INITIALIZE <span className={agent.color}>]</span>
                                    </button>
                                </div>
--- a/web/src/components/landing/core/TerminalHero.tsx
+++ b/web/src/components/landing/core/TerminalHero.tsx
@@ -174,7 +174,7 @@ export default function TerminalHero() {
                    {/* Main Title - Massive & Impactful */}
                    {/* Main Title - Massive & Impactful */}
                    <div className="relative z-20 mix-blend-hard-light md:mix-blend-normal">
-                        <h1 className="text-6xl sm:text-6xl md:text-8xl lg:text-9xl font-black tracking-tighter leading-[0.9] md:leading-[0.8] mb-6 select-none bg-clip-text text-transparent bg-gradient-to-b from-white via-white to-zinc-600 drop-shadow-2xl">
+                        <h1 className="text-5xl sm:text-6xl md:text-8xl lg:text-9xl font-black tracking-tighter leading-[0.9] md:leading-[0.8] mb-6 select-none bg-clip-text text-transparent bg-gradient-to-b from-white via-white to-zinc-600 drop-shadow-2xl">
                            AGENTIC<br />
                            <span className="text-transparent bg-clip-text bg-gradient-to-r from-nofx-gold via-white to-nofx-gold animate-shimmer bg-[length:200%_auto] tracking-tight filter drop-shadow-[0_0_15px_rgba(234,179,8,0.3)]">TRADING</span>
                        </h1>
@@ -344,14 +344,14 @@ function CommunityStats() {
    const stats = [
        {
            label: 'GITHUB STARS',
-            value: isLoading ? '...' : (error ? '9.5k+' : stars.toLocaleString()),
+            value: isLoading ? '...' : (error ? '9,700+' : stars.toLocaleString()),
            icon: Star,
            color: 'text-yellow-400',
            href: OFFICIAL_LINKS.github
        },
        {
            label: 'FORKS',
-            value: isLoading ? '...' : (error ? '2.5k+' : forks.toLocaleString()),
+            value: isLoading ? '...' : (error ? '2,600+' : forks.toLocaleString()),
            icon: GitFork,
            color: 'text-blue-400',
            href: `${OFFICIAL_LINKS.github}/fork`
@@ -365,7 +365,7 @@ function CommunityStats() {
        },
        {
            label: 'DEV COMMUNITY',
-            value: '5,800+', // Hardcoded as per user request
+            value: '6,000+', // Updated as per user request
            icon: MessageCircle,
            color: 'text-blue-500',
            href: OFFICIAL_LINKS.telegram
--- a/web/src/components/strategy/GridConfigEditor.tsx
+++ b/web/src/components/strategy/GridConfigEditor.tsx
@@ -0,0 +1,424 @@
+import { Grid, DollarSign, TrendingUp, Shield } from 'lucide-react'
+import type { GridStrategyConfig } from '../../types'
+
+interface GridConfigEditorProps {
+  config: GridStrategyConfig
+  onChange: (config: GridStrategyConfig) => void
+  disabled?: boolean
+  language: string
+}
+
+// Default grid config
+export const defaultGridConfig: GridStrategyConfig = {
+  symbol: 'BTCUSDT',
+  grid_count: 10,
+  total_investment: 1000,
+  leverage: 5,
+  upper_price: 0,
+  lower_price: 0,
+  use_atr_bounds: true,
+  atr_multiplier: 2.0,
+  distribution: 'gaussian',
+  max_drawdown_pct: 15,
+  stop_loss_pct: 5,
+  daily_loss_limit_pct: 10,
+  use_maker_only: true,
+}
+
+export function GridConfigEditor({
+  config,
+  onChange,
+  disabled,
+  language,
+}: GridConfigEditorProps) {
+  const t = (key: string) => {
+    const translations: Record<string, Record<string, string>> = {
+      // Section titles
+      tradingPair: { zh: '交易设置', en: 'Trading Setup' },
+      gridParameters: { zh: '网格参数', en: 'Grid Parameters' },
+      priceBounds: { zh: '价格边界', en: 'Price Bounds' },
+      riskControl: { zh: '风险控制', en: 'Risk Control' },
+
+      // Trading pair
+      symbol: { zh: '交易对', en: 'Trading Pair' },
+      symbolDesc: { zh: '选择要进行网格交易的交易对', en: 'Select trading pair for grid trading' },
+
+      // Investment
+      totalInvestment: { zh: '投资金额 (USDT)', en: 'Investment (USDT)' },
+      totalInvestmentDesc: { zh: '网格策略的总投资金额', en: 'Total investment for grid strategy' },
+      leverage: { zh: '杠杆倍数', en: 'Leverage' },
+      leverageDesc: { zh: '交易使用的杠杆倍数 (1-20)', en: 'Leverage for trading (1-20)' },
+
+      // Grid parameters
+      gridCount: { zh: '网格数量', en: 'Grid Count' },
+      gridCountDesc: { zh: '网格层级数量 (5-50)', en: 'Number of grid levels (5-50)' },
+      distribution: { zh: '资金分配方式', en: 'Distribution' },
+      distributionDesc: { zh: '网格层级的资金分配方式', en: 'Fund allocation across grid levels' },
+      uniform: { zh: '均匀分配', en: 'Uniform' },
+      gaussian: { zh: '高斯分配 (推荐)', en: 'Gaussian (Recommended)' },
+      pyramid: { zh: '金字塔分配', en: 'Pyramid' },
+
+      // Price bounds
+      useAtrBounds: { zh: '自动计算边界 (ATR)', en: 'Auto-calculate Bounds (ATR)' },
+      useAtrBoundsDesc: { zh: '基于 ATR 自动计算网格上下边界', en: 'Auto-calculate bounds based on ATR' },
+      atrMultiplier: { zh: 'ATR 倍数', en: 'ATR Multiplier' },
+      atrMultiplierDesc: { zh: '边界距离当前价格的 ATR 倍数', en: 'ATR multiplier for bounds distance' },
+      upperPrice: { zh: '上边界价格', en: 'Upper Price' },
+      upperPriceDesc: { zh: '网格上边界价格 (0=自动计算)', en: 'Grid upper bound (0=auto)' },
+      lowerPrice: { zh: '下边界价格', en: 'Lower Price' },
+      lowerPriceDesc: { zh: '网格下边界价格 (0=自动计算)', en: 'Grid lower bound (0=auto)' },
+
+      // Risk control
+      maxDrawdown: { zh: '最大回撤 (%)', en: 'Max Drawdown (%)' },
+      maxDrawdownDesc: { zh: '触发紧急退出的最大回撤百分比', en: 'Max drawdown before emergency exit' },
+      stopLoss: { zh: '止损 (%)', en: 'Stop Loss (%)' },
+      stopLossDesc: { zh: '单仓位止损百分比', en: 'Stop loss per position' },
+      dailyLossLimit: { zh: '日损失限制 (%)', en: 'Daily Loss Limit (%)' },
+      dailyLossLimitDesc: { zh: '每日最大亏损百分比', en: 'Maximum daily loss percentage' },
+      useMakerOnly: { zh: '仅使用 Maker 订单', en: 'Maker Only Orders' },
+      useMakerOnlyDesc: { zh: '使用限价单以降低手续费', en: 'Use limit orders for lower fees' },
+    }
+    return translations[key]?.[language] || key
+  }
+
+  const updateField = <K extends keyof GridStrategyConfig>(
+    key: K,
+    value: GridStrategyConfig[K]
+  ) => {
+    if (!disabled) {
+      onChange({ ...config, [key]: value })
+    }
+  }
+
+  const inputStyle = {
+    background: '#1E2329',
+    border: '1px solid #2B3139',
+    color: '#EAECEF',
+  }
+
+  const sectionStyle = {
+    background: '#0B0E11',
+    border: '1px solid #2B3139',
+  }
+
+  return (
+    <div className="space-y-6">
+      {/* Trading Setup */}
+      <div>
+        <div className="flex items-center gap-2 mb-4">
+          <DollarSign className="w-5 h-5" style={{ color: '#F0B90B' }} />
+          <h3 className="font-medium" style={{ color: '#EAECEF' }}>
+            {t('tradingPair')}
+          </h3>
+        </div>
+
+        <div className="grid grid-cols-1 md:grid-cols-3 gap-4">
+          {/* Symbol */}
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('symbol')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('symbolDesc')}
+            </p>
+            <select
+              value={config.symbol}
+              onChange={(e) => updateField('symbol', e.target.value)}
+              disabled={disabled}
+              className="w-full px-3 py-2 rounded"
+              style={inputStyle}
+            >
+              <option value="BTCUSDT">BTC/USDT</option>
+              <option value="ETHUSDT">ETH/USDT</option>
+              <option value="SOLUSDT">SOL/USDT</option>
+              <option value="BNBUSDT">BNB/USDT</option>
+              <option value="XRPUSDT">XRP/USDT</option>
+              <option value="DOGEUSDT">DOGE/USDT</option>
+            </select>
+          </div>
+
+          {/* Investment */}
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('totalInvestment')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('totalInvestmentDesc')}
+            </p>
+            <input
+              type="number"
+              value={config.total_investment}
+              onChange={(e) => updateField('total_investment', parseFloat(e.target.value) || 1000)}
+              disabled={disabled}
+              min={100}
+              step={100}
+              className="w-full px-3 py-2 rounded"
+              style={inputStyle}
+            />
+          </div>
+
+          {/* Leverage */}
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('leverage')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('leverageDesc')}
+            </p>
+            <input
+              type="number"
+              value={config.leverage}
+              onChange={(e) => updateField('leverage', parseInt(e.target.value) || 5)}
+              disabled={disabled}
+              min={1}
+              max={20}
+              className="w-full px-3 py-2 rounded"
+              style={inputStyle}
+            />
+          </div>
+        </div>
+      </div>
+
+      {/* Grid Parameters */}
+      <div>
+        <div className="flex items-center gap-2 mb-4">
+          <Grid className="w-5 h-5" style={{ color: '#F0B90B' }} />
+          <h3 className="font-medium" style={{ color: '#EAECEF' }}>
+            {t('gridParameters')}
+          </h3>
+        </div>
+
+        <div className="grid grid-cols-1 md:grid-cols-2 gap-4">
+          {/* Grid Count */}
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('gridCount')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('gridCountDesc')}
+            </p>
+            <input
+              type="number"
+              value={config.grid_count}
+              onChange={(e) => updateField('grid_count', parseInt(e.target.value) || 10)}
+              disabled={disabled}
+              min={5}
+              max={50}
+              className="w-full px-3 py-2 rounded"
+              style={inputStyle}
+            />
+          </div>
+
+          {/* Distribution */}
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('distribution')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('distributionDesc')}
+            </p>
+            <select
+              value={config.distribution}
+              onChange={(e) => updateField('distribution', e.target.value as 'uniform' | 'gaussian' | 'pyramid')}
+              disabled={disabled}
+              className="w-full px-3 py-2 rounded"
+              style={inputStyle}
+            >
+              <option value="uniform">{t('uniform')}</option>
+              <option value="gaussian">{t('gaussian')}</option>
+              <option value="pyramid">{t('pyramid')}</option>
+            </select>
+          </div>
+        </div>
+      </div>
+
+      {/* Price Bounds */}
+      <div>
+        <div className="flex items-center gap-2 mb-4">
+          <TrendingUp className="w-5 h-5" style={{ color: '#F0B90B' }} />
+          <h3 className="font-medium" style={{ color: '#EAECEF' }}>
+            {t('priceBounds')}
+          </h3>
+        </div>
+
+        {/* ATR Toggle */}
+        <div className="p-4 rounded-lg mb-4" style={sectionStyle}>
+          <div className="flex items-center justify-between">
+            <div>
+              <label className="block text-sm" style={{ color: '#EAECEF' }}>
+                {t('useAtrBounds')}
+              </label>
+              <p className="text-xs" style={{ color: '#848E9C' }}>
+                {t('useAtrBoundsDesc')}
+              </p>
+            </div>
+            <label className="relative inline-flex items-center cursor-pointer">
+              <input
+                type="checkbox"
+                checked={config.use_atr_bounds}
+                onChange={(e) => updateField('use_atr_bounds', e.target.checked)}
+                disabled={disabled}
+                className="sr-only peer"
+              />
+              <div className="w-11 h-6 bg-gray-600 peer-focus:outline-none rounded-full peer peer-checked:after:translate-x-full rtl:peer-checked:after:-translate-x-full peer-checked:after:border-white after:content-[''] after:absolute after:top-[2px] after:start-[2px] after:bg-white after:rounded-full after:h-5 after:w-5 after:transition-all peer-checked:bg-[#F0B90B]"></div>
+            </label>
+          </div>
+        </div>
+
+        {config.use_atr_bounds ? (
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('atrMultiplier')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('atrMultiplierDesc')}
+            </p>
+            <input
+              type="number"
+              value={config.atr_multiplier}
+              onChange={(e) => updateField('atr_multiplier', parseFloat(e.target.value) || 2.0)}
+              disabled={disabled}
+              min={1}
+              max={5}
+              step={0.5}
+              className="w-32 px-3 py-2 rounded"
+              style={inputStyle}
+            />
+          </div>
+        ) : (
+          <div className="grid grid-cols-1 md:grid-cols-2 gap-4">
+            <div className="p-4 rounded-lg" style={sectionStyle}>
+              <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+                {t('upperPrice')}
+              </label>
+              <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+                {t('upperPriceDesc')}
+              </p>
+              <input
+                type="number"
+                value={config.upper_price}
+                onChange={(e) => updateField('upper_price', parseFloat(e.target.value) || 0)}
+                disabled={disabled}
+                min={0}
+                step={0.01}
+                className="w-full px-3 py-2 rounded"
+                style={inputStyle}
+              />
+            </div>
+            <div className="p-4 rounded-lg" style={sectionStyle}>
+              <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+                {t('lowerPrice')}
+              </label>
+              <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+                {t('lowerPriceDesc')}
+              </p>
+              <input
+                type="number"
+                value={config.lower_price}
+                onChange={(e) => updateField('lower_price', parseFloat(e.target.value) || 0)}
+                disabled={disabled}
+                min={0}
+                step={0.01}
+                className="w-full px-3 py-2 rounded"
+                style={inputStyle}
+              />
+            </div>
+          </div>
+        )}
+      </div>
+
+      {/* Risk Control */}
+      <div>
+        <div className="flex items-center gap-2 mb-4">
+          <Shield className="w-5 h-5" style={{ color: '#F0B90B' }} />
+          <h3 className="font-medium" style={{ color: '#EAECEF' }}>
+            {t('riskControl')}
+          </h3>
+        </div>
+
+        <div className="grid grid-cols-1 md:grid-cols-3 gap-4 mb-4">
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('maxDrawdown')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('maxDrawdownDesc')}
+            </p>
+            <input
+              type="number"
+              value={config.max_drawdown_pct}
+              onChange={(e) => updateField('max_drawdown_pct', parseFloat(e.target.value) || 15)}
+              disabled={disabled}
+              min={5}
+              max={50}
+              className="w-full px-3 py-2 rounded"
+              style={inputStyle}
+            />
+          </div>
+
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('stopLoss')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('stopLossDesc')}
+            </p>
+            <input
+              type="number"
+              value={config.stop_loss_pct}
+              onChange={(e) => updateField('stop_loss_pct', parseFloat(e.target.value) || 5)}
+              disabled={disabled}
+              min={1}
+              max={20}
+              className="w-full px-3 py-2 rounded"
+              style={inputStyle}
+            />
+          </div>
+
+          <div className="p-4 rounded-lg" style={sectionStyle}>
+            <label className="block text-sm mb-1" style={{ color: '#EAECEF' }}>
+              {t('dailyLossLimit')}
+            </label>
+            <p className="text-xs mb-2" style={{ color: '#848E9C' }}>
+              {t('dailyLossLimitDesc')}
+            </p>
+            <input
+              type="number"
+              value={config.daily_loss_limit_pct}
+              onChange={(e) => updateField('daily_loss_limit_pct', parseFloat(e.target.value) || 10)}
+              disabled={disabled}
+              min={1}
+              max={30}
+              className="w-full px-3 py-2 rounded"
+              style={inputStyle}
+            />
+          </div>
+        </div>
+
+        {/* Maker Only Toggle */}
+        <div className="p-4 rounded-lg" style={sectionStyle}>
+          <div className="flex items-center justify-between">
+            <div>
+              <label className="block text-sm" style={{ color: '#EAECEF' }}>
+                {t('useMakerOnly')}
+              </label>
+              <p className="text-xs" style={{ color: '#848E9C' }}>
+                {t('useMakerOnlyDesc')}
+              </p>
+            </div>
+            <label className="relative inline-flex items-center cursor-pointer">
+              <input
+                type="checkbox"
+                checked={config.use_maker_only}
+                onChange={(e) => updateField('use_maker_only', e.target.checked)}
+                disabled={disabled}
+                className="sr-only peer"
+              />
+              <div className="w-11 h-6 bg-gray-600 peer-focus:outline-none rounded-full peer peer-checked:after:translate-x-full rtl:peer-checked:after:-translate-x-full peer-checked:after:border-white after:content-[''] after:absolute after:top-[2px] after:start-[2px] after:bg-white after:rounded-full after:h-5 after:w-5 after:transition-all peer-checked:bg-[#F0B90B]"></div>
+            </label>
+          </div>
+        </div>
+      </div>
+    </div>
+  )
+}
--- a/web/src/components/strategy/GridRiskPanel.tsx
+++ b/web/src/components/strategy/GridRiskPanel.tsx
@@ -0,0 +1,372 @@
+import { useState, useEffect, useCallback } from 'react'
+import { Shield, TrendingUp, AlertTriangle, Activity, Box, ChevronDown, ChevronUp } from 'lucide-react'
+import type { GridRiskInfo } from '../../types'
+
+interface GridRiskPanelProps {
+  traderId: string
+  language?: string
+  refreshInterval?: number // ms, default 5000
+}
+
+export function GridRiskPanel({
+  traderId,
+  language = 'en',
+  refreshInterval = 5000,
+}: GridRiskPanelProps) {
+  const [riskInfo, setRiskInfo] = useState<GridRiskInfo | null>(null)
+  const [loading, setLoading] = useState(true)
+  const [error, setError] = useState<string | null>(null)
+  const [expanded, setExpanded] = useState(false)
+
+  const t = (key: string) => {
+    const translations: Record<string, Record<string, string>> = {
+      // Section titles
+      gridRisk: { zh: '网格风控', en: 'Grid Risk' },
+      leverageInfo: { zh: '杠杆', en: 'Leverage' },
+      positionInfo: { zh: '仓位', en: 'Position' },
+      liquidationInfo: { zh: '清算', en: 'Liquidation' },
+      marketState: { zh: '市场', en: 'Market' },
+      boxState: { zh: '箱体', en: 'Box' },
+
+      // Leverage
+      currentLeverage: { zh: '当前', en: 'Current' },
+      effectiveLeverage: { zh: '有效', en: 'Effective' },
+      recommendedLeverage: { zh: '建议', en: 'Recommend' },
+
+      // Position
+      currentPosition: { zh: '当前', en: 'Current' },
+      maxPosition: { zh: '最大', en: 'Max' },
+      positionPercent: { zh: '占比', en: 'Usage' },
+
+      // Liquidation
+      liquidationPrice: { zh: '清算价', en: 'Liq Price' },
+      liquidationDistance: { zh: '距离', en: 'Distance' },
+
+      // Market
+      regimeLevel: { zh: '波动', en: 'Regime' },
+      currentPrice: { zh: '价格', en: 'Price' },
+      breakoutLevel: { zh: '突破', en: 'Breakout' },
+      breakoutDirection: { zh: '方向', en: 'Direction' },
+
+      // Box
+      shortBox: { zh: '短期', en: 'Short' },
+      midBox: { zh: '中期', en: 'Mid' },
+      longBox: { zh: '长期', en: 'Long' },
+
+      // Regime levels
+      narrow: { zh: '窄幅', en: 'Narrow' },
+      standard: { zh: '标准', en: 'Standard' },
+      wide: { zh: '宽幅', en: 'Wide' },
+      volatile: { zh: '剧烈', en: 'Volatile' },
+      trending: { zh: '趋势', en: 'Trending' },
+
+      // Breakout levels
+      none: { zh: '无', en: 'None' },
+      short: { zh: '短期', en: 'Short' },
+      mid: { zh: '中期', en: 'Mid' },
+      long: { zh: '长期', en: 'Long' },
+
+      // Directions
+      up: { zh: '↑', en: '↑' },
+      down: { zh: '↓', en: '↓' },
+
+      // Status
+      loading: { zh: '加载中...', en: 'Loading...' },
+      error: { zh: '加载失败', en: 'Load Failed' },
+      noData: { zh: '暂无数据', en: 'No Data' },
+    }
+    return translations[key]?.[language] || key
+  }
+
+  const fetchRiskInfo = useCallback(async () => {
+    try {
+      const token = localStorage.getItem('auth_token')
+      const response = await fetch(`/api/traders/${traderId}/grid-risk`, {
+        headers: {
+          Authorization: `Bearer ${token}`,
+        },
+      })
+
+      if (!response.ok) {
+        throw new Error(`HTTP ${response.status}`)
+      }
+
+      const data = await response.json()
+      setRiskInfo(data)
+      setError(null)
+    } catch (err) {
+      setError(err instanceof Error ? err.message : 'Unknown error')
+    } finally {
+      setLoading(false)
+    }
+  }, [traderId])
+
+  useEffect(() => {
+    fetchRiskInfo()
+    const interval = setInterval(fetchRiskInfo, refreshInterval)
+    return () => clearInterval(interval)
+  }, [fetchRiskInfo, refreshInterval])
+
+  const getRegimeColor = (regime: string) => {
+    switch (regime) {
+      case 'narrow': return '#0ECB81'
+      case 'standard': return '#F0B90B'
+      case 'wide': return '#F7931A'
+      case 'volatile': return '#F6465D'
+      case 'trending': return '#8B5CF6'
+      default: return '#848E9C'
+    }
+  }
+
+  const getBreakoutColor = (level: string) => {
+    switch (level) {
+      case 'none': return '#0ECB81'
+      case 'short': return '#F0B90B'
+      case 'mid': return '#F7931A'
+      case 'long': return '#F6465D'
+      default: return '#848E9C'
+    }
+  }
+
+  const getPositionColor = (percent: number) => {
+    if (percent < 50) return '#0ECB81'
+    if (percent < 80) return '#F0B90B'
+    return '#F6465D'
+  }
+
+  const formatPrice = (price: number) => {
+    if (price === 0) return '-'
+    if (price >= 1000) return price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 2 })
+    if (price >= 1) return price.toFixed(4)
+    return price.toFixed(6)
+  }
+
+  const formatUSD = (value: number) => {
+    return `$${value.toLocaleString('en-US', { minimumFractionDigits: 0, maximumFractionDigits: 0 })}`
+  }
+
+  const cardStyle = {
+    background: '#0B0E11',
+    border: '1px solid #2B3139',
+  }
+
+  if (loading) {
+    return (
+      <div className="p-3 text-center text-xs" style={{ color: '#848E9C' }}>
+        {t('loading')}
+      </div>
+    )
+  }
+
+  if (error) {
+    return (
+      <div className="p-3 text-center text-xs" style={{ color: '#F6465D' }}>
+        {t('error')}: {error}
+      </div>
+    )
+  }
+
+  if (!riskInfo) {
+    return (
+      <div className="p-3 text-center text-xs" style={{ color: '#848E9C' }}>
+        {t('noData')}
+      </div>
+    )
+  }
+
+  return (
+    <div className="rounded-lg" style={cardStyle}>
+      {/* Collapsible Header */}
+      <div
+        className="flex items-center justify-between p-3 cursor-pointer hover:bg-[#1E2329] transition-colors"
+        onClick={() => setExpanded(!expanded)}
+      >
+        <div className="flex items-center gap-2">
+          <Shield className="w-4 h-4" style={{ color: '#F0B90B' }} />
+          <span className="font-medium text-sm" style={{ color: '#EAECEF' }}>
+            {t('gridRisk')}
+          </span>
+        </div>
+        <div className="flex items-center gap-3">
+          {/* Summary badges when collapsed */}
+          <div className="flex items-center gap-2 text-xs">
+            <span
+              className="px-2 py-0.5 rounded"
+              style={{ background: getRegimeColor(riskInfo.regime_level) + '20', color: getRegimeColor(riskInfo.regime_level) }}
+            >
+              {t(riskInfo.regime_level || 'standard')}
+            </span>
+            <span className="font-mono" style={{ color: '#EAECEF' }}>
+              {riskInfo.effective_leverage.toFixed(1)}x
+            </span>
+            <span
+              className="font-mono"
+              style={{ color: getPositionColor(riskInfo.position_percent) }}
+            >
+              {riskInfo.position_percent.toFixed(0)}%
+            </span>
+          </div>
+          {expanded ? (
+            <ChevronUp className="w-4 h-4" style={{ color: '#848E9C' }} />
+          ) : (
+            <ChevronDown className="w-4 h-4" style={{ color: '#848E9C' }} />
+          )}
+        </div>
+      </div>
+
+      {/* Expanded Content */}
+      {expanded && (
+        <div className="px-3 pb-3 space-y-3">
+          {/* Row 1: Leverage & Position */}
+          <div className="grid grid-cols-2 gap-3">
+            {/* Leverage */}
+            <div className="p-2 rounded" style={{ background: '#1E2329' }}>
+              <div className="flex items-center gap-1 mb-2">
+                <TrendingUp className="w-3 h-3" style={{ color: '#F0B90B' }} />
+                <span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('leverageInfo')}</span>
+              </div>
+              <div className="grid grid-cols-3 gap-1 text-xs">
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('currentLeverage')}</div>
+                  <div className="font-mono" style={{ color: '#EAECEF' }}>{riskInfo.current_leverage}x</div>
+                </div>
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('effectiveLeverage')}</div>
+                  <div className="font-mono" style={{ color: '#F0B90B' }}>{riskInfo.effective_leverage.toFixed(2)}x</div>
+                </div>
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('recommendedLeverage')}</div>
+                  <div
+                    className="font-mono"
+                    style={{ color: riskInfo.current_leverage > riskInfo.recommended_leverage ? '#F6465D' : '#0ECB81' }}
+                  >
+                    {riskInfo.recommended_leverage}x
+                  </div>
+                </div>
+              </div>
+            </div>
+
+            {/* Position */}
+            <div className="p-2 rounded" style={{ background: '#1E2329' }}>
+              <div className="flex items-center gap-1 mb-2">
+                <Activity className="w-3 h-3" style={{ color: '#F0B90B' }} />
+                <span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('positionInfo')}</span>
+              </div>
+              <div className="grid grid-cols-3 gap-1 text-xs">
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('currentPosition')}</div>
+                  <div className="font-mono" style={{ color: '#EAECEF' }}>{formatUSD(riskInfo.current_position)}</div>
+                </div>
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('maxPosition')}</div>
+                  <div className="font-mono" style={{ color: '#EAECEF' }}>{formatUSD(riskInfo.max_position)}</div>
+                </div>
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('positionPercent')}</div>
+                  <div className="font-mono" style={{ color: getPositionColor(riskInfo.position_percent) }}>
+                    {riskInfo.position_percent.toFixed(1)}%
+                  </div>
+                </div>
+              </div>
+              {/* Mini progress bar */}
+              <div className="h-1 mt-2 rounded-full overflow-hidden" style={{ background: '#2B3139' }}>
+                <div
+                  className="h-full rounded-full"
+                  style={{ width: `${Math.min(riskInfo.position_percent, 100)}%`, background: getPositionColor(riskInfo.position_percent) }}
+                />
+              </div>
+            </div>
+          </div>
+
+          {/* Row 2: Market State & Liquidation */}
+          <div className="grid grid-cols-2 gap-3">
+            {/* Market State */}
+            <div className="p-2 rounded" style={{ background: '#1E2329' }}>
+              <div className="flex items-center gap-1 mb-2">
+                <Shield className="w-3 h-3" style={{ color: '#F0B90B' }} />
+                <span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('marketState')}</span>
+              </div>
+              <div className="grid grid-cols-2 gap-2 text-xs">
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('regimeLevel')}</div>
+                  <div className="font-medium" style={{ color: getRegimeColor(riskInfo.regime_level) }}>
+                    {t(riskInfo.regime_level || 'standard')}
+                  </div>
+                </div>
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('currentPrice')}</div>
+                  <div className="font-mono" style={{ color: '#EAECEF' }}>{formatPrice(riskInfo.current_price)}</div>
+                </div>
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('breakoutLevel')}</div>
+                  <div className="font-medium" style={{ color: getBreakoutColor(riskInfo.breakout_level) }}>
+                    {t(riskInfo.breakout_level || 'none')}
+                  </div>
+                </div>
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('breakoutDirection')}</div>
+                  <div
+                    className="font-medium"
+                    style={{ color: riskInfo.breakout_direction === 'up' ? '#0ECB81' : riskInfo.breakout_direction === 'down' ? '#F6465D' : '#848E9C' }}
+                  >
+                    {riskInfo.breakout_direction ? t(riskInfo.breakout_direction) : '-'}
+                  </div>
+                </div>
+              </div>
+            </div>
+
+            {/* Liquidation */}
+            <div className="p-2 rounded" style={{ background: '#1E2329' }}>
+              <div className="flex items-center gap-1 mb-2">
+                <AlertTriangle className="w-3 h-3" style={{ color: '#F6465D' }} />
+                <span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('liquidationInfo')}</span>
+              </div>
+              <div className="grid grid-cols-2 gap-2 text-xs">
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('liquidationPrice')}</div>
+                  <div className="font-mono" style={{ color: '#F6465D' }}>
+                    {riskInfo.liquidation_price > 0 ? formatPrice(riskInfo.liquidation_price) : '-'}
+                  </div>
+                </div>
+                <div>
+                  <div style={{ color: '#5E6673' }}>{t('liquidationDistance')}</div>
+                  <div className="font-mono" style={{ color: '#F6465D' }}>
+                    {riskInfo.liquidation_distance > 0 ? `${riskInfo.liquidation_distance.toFixed(1)}%` : '-'}
+                  </div>
+                </div>
+              </div>
+            </div>
+          </div>
+
+          {/* Row 3: Box State */}
+          <div className="p-2 rounded" style={{ background: '#1E2329' }}>
+            <div className="flex items-center gap-1 mb-2">
+              <Box className="w-3 h-3" style={{ color: '#F0B90B' }} />
+              <span className="text-xs font-medium" style={{ color: '#848E9C' }}>{t('boxState')}</span>
+            </div>
+            <div className="grid grid-cols-3 gap-2 text-xs">
+              <div className="flex justify-between">
+                <span style={{ color: '#5E6673' }}>{t('shortBox')}</span>
+                <span className="font-mono" style={{ color: '#EAECEF' }}>
+                  {formatPrice(riskInfo.short_box_lower)} - {formatPrice(riskInfo.short_box_upper)}
+                </span>
+              </div>
+              <div className="flex justify-between">
+                <span style={{ color: '#5E6673' }}>{t('midBox')}</span>
+                <span className="font-mono" style={{ color: '#EAECEF' }}>
+                  {formatPrice(riskInfo.mid_box_lower)} - {formatPrice(riskInfo.mid_box_upper)}
+                </span>
+              </div>
+              <div className="flex justify-between">
+                <span style={{ color: '#5E6673' }}>{t('longBox')}</span>
+                <span className="font-mono" style={{ color: '#EAECEF' }}>
+                  {formatPrice(riskInfo.long_box_lower)} - {formatPrice(riskInfo.long_box_upper)}
+                </span>
+              </div>
+            </div>
+          </div>
+        </div>
+      )}
+    </div>
+  )
+}
--- a/web/src/contexts/AuthContext.tsx
+++ b/web/src/contexts/AuthContext.tsx
@@ -18,6 +18,10 @@ interface AuthContextType {
    message?: string
    userID?: string
    requiresOTP?: boolean
+    requiresOTPSetup?: boolean
+    qrCodeURL?: string
+    otpSecret?: string
+    email?: string
  }>
  loginAdmin: (password: string) => Promise<{
    success: boolean
@@ -119,22 +123,43 @@ export function AuthProvider({ children }: { children: React.ReactNode }) {
      const data = await response.json()

      if (response.ok) {
+        // Check for OTP setup required (incomplete registration)
+        if (data.requires_otp_setup) {
+          return {
+            success: true,
+            userID: data.user_id,
+            requiresOTPSetup: true,
+            message: data.message,
+            qrCodeURL: data.qr_code_url,
+            otpSecret: data.otp_secret,
+            email: data.email
+          }
+        }
+        // Check for OTP verification required (normal login flow)
        if (data.requires_otp) {
          return {
            success: true,
            userID: data.user_id,
            requiresOTP: true,
            message: data.message,
+            qrCodeURL: data.qr_code_url,
+            otpSecret: data.otp_secret
          }
        }
+        // Unexpected success response
+        return { success: false, message: '登录响应异常' }
      } else {
-        return { success: false, message: data.error }
+        return {
+          success: false,
+          message: data.error,
+          qrCodeURL: data.qr_code_url,
+          otpSecret: data.otp_secret,
+          userID: data.user_id
+        }
      }
    } catch (error) {
      return { success: false, message: '登录失败，请重试' }
    }
-
-    return { success: false, message: '未知错误' }
  }

  const loginAdmin = async (password: string) => {
--- a/Show More
+++ b/Show More
Author	SHA1	Message	Date
tinkle-community	a3b56a98bf	fix(grid): add isRunning checks to prevent trades after Stop() is called	2026-01-18 20:06:41 +08:00
tinkle-community	e5f69bfea6	fix(grid): improve GridRiskPanel layout and fix liquidation data - Make panel collapsible with summary badges when collapsed - Use compact 2-column grid layout for detailed info - Fix auth token key (token -> auth_token) - Only calculate liquidation distance when position exists	2026-01-18 18:19:15 +08:00
tinkle-community	e198498f3a	Merge branch 'dev' into ai-grid	2026-01-18 14:44:28 +08:00
tinkle-community	aa6168afe3	fix(web): add LoginRequiredOverlay to Data page	2026-01-17 23:48:00 +08:00
tinkle-community	917a16381f	fix(web): fix navigation from Data page using window.location.href	2026-01-17 23:44:52 +08:00
tinkle-community	7db84d57d3	fix(web): add data route to LandingPage navigation	2026-01-17 23:42:44 +08:00
tinkle-community	95486173f7	feat(web): add Data page with embedded nofxos.ai dashboard - Add Data navigation item before Market in header - Create DataPage component with iframe embedding - Publicly accessible without login required	2026-01-17 23:37:12 +08:00
tinkle-community	ee081ebc85	docs: add official website links to all README files - Official Website: https://nofxai.com - Data Dashboard: https://nofxos.ai/dashboard - API Documentation: https://nofxos.ai/api-docs Updated: EN, ZH-CN, JA, KO, RU, UK, VI	2026-01-17 23:18:37 +08:00
tinkle-community	993db33466	fix: remove hardcoded test wallet address	2026-01-17 23:12:12 +08:00
tinkle-community	7f24a90851	feat(lighter): improve API key validation and market caching - Add API key validation status tracking - Add market list caching to reduce API calls - Improve logging (debug vs info levels) - Add comprehensive integration tests - Update trader manager and store for lighter support	2026-01-17 23:07:35 +08:00
tinkle-community	19698529b8	feat(web): integrate GridRiskPanel into TraderDashboardPage	2026-01-17 23:01:30 +08:00
tinkle-community	35fcf17df4	feat(kernel): add box indicators to AI prompt - Add BoxData field to GridContext - Add box indicator table to both zh/en prompts - Show breakout/warning alerts based on price position	2026-01-17 22:05:10 +08:00
tinkle-community	2b1012b85b	feat: add grid risk panel with API endpoint - Task 13: Add GridRiskInfo type to frontend - Task 14: Add /traders/:id/grid-risk API endpoint - Task 15: Add GetGridRiskInfo method to AutoTrader - Task 16: Create GridRiskPanel component with i18n	2026-01-17 22:02:45 +08:00
tinkle-community	826276f58c	feat(trader): integrate box breakout detection into grid cycle - Task 10: Add checkBoxBreakout with 3-candle confirmation - Task 11: Add checkFalseBreakoutRecovery for 50% position recovery - Task 12: Add box/breakout/regime fields to GridState	2026-01-17 21:56:37 +08:00
tinkle-community	587efba52c	feat(trader): add regime classification and breakout detection Implements Tasks 6-9 for grid market regime awareness: - Task 6: classifyRegimeLevel with Bollinger/ATR thresholds - Task 7: detectBoxBreakout for multi-period box breakouts - Task 8: confirmBreakout with 3-candle confirmation logic - Task 9: getBreakoutAction mapping breakout levels to actions	2026-01-17 21:52:34 +08:00
tinkle-community	4642671e77	feat(store): add box and regime fields to grid models	2026-01-17 21:49:30 +08:00
tinkle-community	bd8cc9c176	feat(market): add GetBoxData for multi-period box calculation Adds calculateBoxData internal function and GetBoxData public API that fetches 1h klines and computes three Donchian box levels (short/mid/long). This will be used by the grid trading system to detect market regime.	2026-01-17 21:47:07 +08:00
tinkle-community	7d7493b576	feat(market): add BoxData and RegimeLevel types	2026-01-17 21:44:25 +08:00
tinkle-community	cbe753b9e6	fix(market): handle invalid period in calculateDonchian	2026-01-17 21:43:14 +08:00
tinkle-community	5c79aa451e	feat(market): add Donchian channel calculation Add calculateDonchian function to compute highest high and lowest low over a specified period. This is the foundation for box (range) detection in the multi-period box indicator system for grid trading.	2026-01-17 21:39:21 +08:00
tinkle-community	0a2c62885b	docs: add grid market regime implementation plan 20 tasks covering: - Donchian channel calculation - Box data types and API - Regime classification (4 levels) - Breakout detection and handling - False breakout recovery - Frontend risk panel - AI prompt updates	2026-01-17 20:51:08 +08:00
tinkle-community	ac25dd334e	docs: add grid market regime detection design Design for enhanced market state recognition with: - Multi-dimensional indicators (ATR, Bollinger, EMA, MACD, RSI) - Multi-period box indicators (72/240/500 1h candles) - 4-level ranging classification - Breakout detection and handling - Frontend risk control panel	2026-01-17 20:46:02 +08:00
tinkle-community	f4cdf2e532	fix(grid): use actual PositionSize sum instead of count in syncGridState heuristic The position-based heuristic was using `float64(previousFilledCount) * level.OrderQuantity` which incorrectly assumed uniform order quantities. Since the grid uses weighted distribution (gaussian, pyramid, uniform) where orders have different quantities, this could lead to incorrect fill detection. Now sums the actual PositionSize from filled levels for accurate comparison. Also adds warning log when GetPositions() fails.	2026-01-14 13:02:58 +08:00
tinkle-community	f6411f05ba	fix(grid): improve order state sync logic - Don't assume missing orders are filled - Compare position size to determine fill vs cancel - Properly reset cancelled orders to empty state - More accurate grid state tracking	2026-01-14 12:58:50 +08:00
tinkle-community	38be361eca	fix(grid): recalculate bounds in autoAdjustGrid before reinitializing levels Critical fix for grid auto-adjustment: - Recalculate grid bounds (UpperPrice, LowerPrice, GridSpacing) centered on current price before reinitializing grid levels - Preserve filled positions during adjustment by saving and restoring them to the closest new level after reinitialization - Hold mutex lock for the entire adjustment operation to ensure atomicity - Add locked variants of calculateDefaultBounds, calculateATRBounds, and initializeGridLevels to use during adjustment Without this fix, autoAdjustGrid was using old boundaries when creating new grid levels, defeating the purpose of auto-adjustment when price moved significantly.	2026-01-14 12:54:26 +08:00
tinkle-community	584bfae699	feat(grid): add automatic grid adjustment - New checkGridSkew() detects imbalanced grid - autoAdjustGrid() reinitializes around current price - Prevents grid from becoming ineffective after drift - Triggers when one side is 3x more filled than other	2026-01-14 12:49:22 +08:00
tinkle-community	73789f7fb7	fix(grid): update daily PnL when stop loss is executed The updateDailyPnL() function was added but never called, leaving DailyPnL always at 0 and preventing daily loss limit checks from triggering. This fix updates DailyPnL and TotalProfit directly in checkAndExecuteStopLoss() when a stop loss is executed. We update directly rather than calling updateDailyPnL() because the mutex is already held in that function.	2026-01-14 12:45:31 +08:00
tinkle-community	65f333e73c	feat(grid): enforce daily loss limit - Add checkDailyLossLimit() function to check if daily loss exceeds limit - Track daily PnL with auto-reset at midnight - Pause grid when DailyLossLimitPct exceeded - Add updateDailyPnL() helper for realized PnL tracking - Prevent excessive single-day losses	2026-01-14 12:39:33 +08:00
tinkle-community	1454ad3112	feat(grid): enforce max drawdown limit with emergency exit CRITICAL: Add drawdown protection - New checkMaxDrawdown() function tracks peak equity - emergencyExit() closes all positions and cancels orders - Auto-pause grid when MaxDrawdownPct exceeded - Protect capital from excessive losses	2026-01-14 12:34:45 +08:00
tinkle-community	ec81384b7a	feat(grid): add breakout detection and auto-pause CRITICAL: Detect price breakout from grid range - New checkBreakout() function to detect upper/lower breakouts - Auto-pause grid on significant breakout (>2%) - Cancel all orders when breakout detected - Prevent continued losses in trending market - Minor breakouts (1-2%) logged for AI consideration	2026-01-14 12:30:43 +08:00
tinkle-community	c161632e2b	feat(grid): implement stop loss execution CRITICAL: Add code-level stop loss protection - New checkAndExecuteStopLoss() function - Checks each filled level against StopLossPct - Automatically closes positions exceeding stop loss - Called during every grid state sync	2026-01-14 12:25:59 +08:00
tinkle-community	8ef6045f9d	fix(grid): add total position value limit check CRITICAL: Prevent excessive position accumulation - New checkTotalPositionLimit() function - Checks current + pending + new order value - Rejects orders that would exceed TotalInvestment x Leverage - Logs clear error messages when limit exceeded	2026-01-14 12:21:43 +08:00
tinkle-community	d7d9dc5c42	fix(grid): prevent CancelOrder from canceling all orders CRITICAL BUG FIX: - CancelOrder no longer calls CancelAllOrders - Try exchange-specific CancelOrder if available - Return error if individual cancellation not supported	2026-01-14 12:18:24 +08:00
tinkle-community	90509ae783	fix(grid): add leverage setting before order placement CRITICAL BUG FIX: - Call SetLeverage() in GridTraderAdapter.PlaceLimitOrder() - Set leverage during grid initialization - Log leverage setting results	2026-01-14 12:14:08 +08:00
tinkle-community	937527281e	test: add Lighter API authentication tests and diagnostic tools	2026-01-13 14:03:28 +08:00
tinkle-community	2bc45827f3	fix: use auth query parameter instead of Authorization header for Lighter API	2026-01-13 13:51:58 +08:00
tinkle-community	68e8a6e4b0	fix: provide FromAccountIndex and ApiKeyIndex for Lighter nonce auto-fetch Root cause: SDK requires these fields to fetch nonce from API, otherwise nonce gets cached/stuck	2026-01-13 13:42:14 +08:00
tinkle-community	aa7aa94275	fix: address code review issues for GetOpenOrders - Add error logging for OKX/Bitget API failures (was silently swallowed) - Fix Lighter position side logic to handle reduce-only orders - Change verbose debug logs from Infof to Debugf level	2026-01-13 13:38:09 +08:00
tinkle-community	13189fa3aa	feat: implement GetOpenOrders for Aster, OKX, Bitget exchanges - Aster: uses /fapi/v3/openOrders endpoint - OKX: uses /api/v5/trade/orders-pending and orders-algo-pending - Bitget: uses /api/v2/mix/order/orders-pending and orders-plan-pending	2026-01-13 13:34:43 +08:00
tinkle-community	33cf09e7fe	fix: correct Lighter API response parsing for GetOpenOrders - Changed response field from 'data' to 'orders' to match Lighter API - Updated OrderResponse struct to match Lighter's actual field names - Fixed field types: price/quantity as strings, is_ask for side	2026-01-13 13:28:18 +08:00
tinkle-community	ef91bec2dd	debug: add logging for Lighter GetActiveOrders API call	2026-01-13 13:24:57 +08:00
tinkle-community	2fcbdbab36	fix: implement GetOpenOrders for Lighter exchange	2026-01-13 13:19:11 +08:00
tinkle-community	1786f0ff53	Merge branch 'dev' into ai-grid	2026-01-13 13:10:57 +08:00
tinkle-community	1b47249d57	Merge branch 'dev' into ai-grid	2026-01-13 13:07:01 +08:00
SkywalkerJi	502801777f	docs: update PR templates to English-only (#1332 )	2026-01-12 22:50:03 -06:00
SkywalkerJi	b10b9ec1a7	docs: convert PR templates to English-only (#1331 )	2026-01-12 22:06:17 -06:00
tinkle-community	c1def0e2c2	fix: change GAMMA-RAY risk level from ZERO to LOW	2026-01-13 10:36:27 +08:00
tinkle-community	5fb26c17dc	feat: add AI grid trading and market regime classification - Add GridTrader interface with PlaceLimitOrder, CancelOrder, GetOrderBook - Implement GridTrader for all exchanges (Binance, Bybit, OKX, Bitget, Hyperliquid, Aster, Lighter) - Add grid engine with ATR-based boundary calculation and fund distribution - Add market regime classification documents (Chinese/English) - Add GridConfigEditor component for frontend configuration	2026-01-13 10:33:02 +08:00
tinkle-community	705aa641b0	fix: backtest module PostgreSQL compatibility and bug fixes - Fix PostgreSQL placeholder conversion (? to $1, $2...) in all SQL queries - Fix int4 overflow for timestamp columns (ALTER to BIGINT) - Fix notional calculation bug in position Close() using proportional entry - Fix potential panic in DecisionTimestamp with bounds check - Fix nil pointer dereference in sliceUpTo with defensive checks - Fix race condition in releaseLock using sync.Once - Fix UnrealizedPnLPct always 0 in convertPositions - Improve Sharpe ratio calculation with proper negative return handling	2026-01-09 01:48:02 +08:00
tinkle-community	2f88205231	fix: chart container height using flexbox layout	2026-01-08 15:48:33 +08:00
tinkle-community	e92222950a	fix: use completeRegistration for incomplete OTP setup in login flow - LoginPage: call completeRegistration instead of verifyOTP when qrCodeURL exists - This ensures otp_verified is set to true for users completing OTP setup - Backend: reorder maxUsers check to allow existing incomplete users to continue - Backend: return OTP info when login with incomplete OTP setup	2026-01-07 20:15:27 +08:00
tinkle-community	138943d6fb	fix: update xyz dex order routing configuration	2026-01-07 02:31:52 +08:00
tinkle-community	b36ab27b65	feat: add pending orders (SL/TP) display on chart - Add GetOpenOrders method to Trader interface - Implement for Binance (legacy + Algo), Bybit, Hyperliquid - Add stub implementations for OKX, Bitget, Aster, Lighter - Add /api/open-orders endpoint - Display price lines for SL (red) and TP (green) orders - Refresh open orders every 60 seconds (separate from 5s kline refresh)	2026-01-07 00:50:29 +08:00
tinkle-community	5e65ae7077	fix: chart order markers not displaying due to timestamp format mismatch - Fix milliseconds to seconds conversion in parseCustomTime (AdvancedChart & ChartWithOrders) - Add GetTraderOrdersFiltered to filter orders at database level by symbol/status - Increase order limit from 50 to 200 for more historical orders - Group multiple orders at same candle time and show count (B3, S5, etc.) - Buy markers shown below bar (green), sell markers above bar (red)	2026-01-06 21:08:42 +08:00
tinkle-community	c0c89d7534	docs: update Railway deploy button with official template URL	2026-01-06 19:07:25 +08:00
tinkle-community	3b2a3f4e76	chore: clean up Railway deployment - remove debug code	2026-01-06 18:58:27 +08:00
tinkle-community	c8458ec79c	fix: align PORT defaults to 8080 for Railway	2026-01-06 18:53:27 +08:00
tinkle-community	aee096ab1e	debug: test nginx startup and internal health check	2026-01-06 18:48:11 +08:00
tinkle-community	165c0b1b5d	debug: add nginx config test and file check	2026-01-06 18:44:24 +08:00
tinkle-community	4c097f7190	fix: use heredoc for nginx config to avoid envsubst issues	2026-01-06 18:41:08 +08:00
tinkle-community	ea763a2471	fix: use port 8081 for backend to avoid conflict with nginx	2026-01-06 18:37:18 +08:00
tinkle-community	6e6bdf1e57	refactor: simplify Railway deployment using existing GHCR images - Use multi-stage build from existing backend/frontend images - Remove supervisord, use simple shell script - Single process model: backend runs in background, nginx foreground - Auto-generate encryption keys on startup	2026-01-06 18:31:39 +08:00
tinkle-community	f0b4913ad6	debug: add PORT environment variable debugging	2026-01-06 18:19:28 +08:00
tinkle-community	29cd79c626	fix: use Railway PORT env var for nginx	2026-01-06 18:07:11 +08:00
tinkle-community	7db37ade1c	fix: auto-generate encryption keys in Railway startup script	2026-01-06 17:59:29 +08:00
tinkle-community	4804cfcb05	feat: add Railway one-click deployment support - Add Dockerfile.railway for all-in-one container - Add railway.toml configuration - Add railway/nginx.conf and supervisord.conf - Update README with Deploy on Railway button - Update Chinese README with deployment instructions	2026-01-06 17:32:09 +08:00
tinkle-community	799d8b9c2e	feat: migrate timestamps to int64 and security improvements - Convert all time.Time fields to int64 Unix milliseconds (UTC) - Add PostgreSQL migration to convert timestamp columns to bigint - Reduce Binance sync window from 7 days to 24 hours - Fix dashboard trader name visibility (add nofx-text-main color) - Add position value column to history table - Remove hardcoded API keys from test files	2026-01-06 15:56:07 +08:00
tinkle-community	5c4c9cdc99	fix: handle large Binance trade IDs in Go to avoid database CAST limitations	2026-01-06 10:43:21 +08:00
tinkle-community	8b86d4d85c	docs: add prerequisites section and reorganize README structure across all languages	2026-01-06 08:16:00 +08:00
tinkle-community	962df5c3ed	feat: add strategy description input field	2026-01-05 00:08:51 +08:00
tinkle-community	9f3de6e3c0	fix: resolve hyperliquid order execution approval issue	2026-01-04 22:27:15 +08:00
tinkle-community	5c9e134e99	fix: ensure all timestamps use UTC timezone - Add NowFunc to GORM config for UTC auto-generated timestamps - Add .UTC() to all time.UnixMilli() calls in trader files - Add .UTC() to all time.Now() calls in store and api files - Fix TypeScript unused imports in frontend	2026-01-04 20:03:56 +08:00