Replace cookie authentication with revocable Bearer sessions, optional one-use PNG challenges, bounded login limits, and short-lived market WebSocket tickets. Keep captcha disabled by default.
Standardize ordinary JSON responses while preserving HTTP statuses, raw OpenAPI, redirects, SSE, and WebSocket semantics. Revoke long connections with their owning session.
Expose official calendar data and collector status to the frontend and research tools, support bilingual news topics, and keep summaries and forward-only labels explicit. Verify the staged snapshot with all 305 backend tests.
Calculate remaining-position break-even from actual entry fees and estimated closing fees, preserve confirmed tighter stops, and keep existing protection when fill fees are incomplete.
Build historical trade summaries from execution sizing when an acceptance fill has no setup. Clarify unverified price zones and avoid suggesting fabricated structure to satisfy validation.
Verify the staged snapshot with 57 trading safety and plan tests.
Collect official RSS and Atom summaries, preserve historical captures, and poll macro releases with bounded cadence and Retry-After handling. Separate news collectors from the economic calendar worker.
Track statistical periods, publication stages, first observations, revisions, and current official series. Include explicit migration files and isolated archive, parsing, and import tests; no migration or import is executed by this commit.
Keep dependency declarations and lockfile together for PDF archives and the upcoming captcha integration. Verify the staged snapshot with 90 focused tests.
Validate Wallstreetcn business responses and retain list provenance for historical paid articles whose detail API returns code 50000. Keep other failures explicit and cover the boundary with eight isolated tests.
Persist manual requests until exchange confirmation, preserve stop protection, and reconcile fills before settling plans. Tighten model stream, crawler, skill, research accounting, and frontend race handling, with regression coverage. Keep queued analyses pending until a fresh account snapshot is available.
List each plan filled in the last 24 hours with its zone, entry, fill and
close times, close reason and net result, so the model can apply the
skill rules on consecutive stops, re-entry after a stop and the daily
entry cap.
The trader labels crypto news published after 2026-10-16 15:00 with
the configured model (category and BTC direction) and, four hours
later, backfills BTC/ETH 1m opens at publish, +5m, +1h and +4h from
the klines table. A drawer on the trading page shows the cumulative
returns of trading the labelled direction, after fees. Nothing is
traded; this only collects an out-of-sample record.
Move running, running_changed_at and capital_usdt from the account to
each trading symbol; the migration copies the account capital to every
symbol and leaves them all stopped. Each symbol is sized against its
own capital with a 3x notional cap, and the capitals together must not
exceed account equity. Scheduling, dry-run decisions and the executor
follow the per-symbol flag. The global start/stop button is replaced by
start/stop and capital controls on each symbol's plan card.
The API queues the request in Redis and the executor applies it on its
next pass, so it never races reconciliation. Both actions cancel every
open order on the symbol, including manual ones, and market-close any
position. Plans end as manual_close or manual_cancel without queueing
a new analysis. Closing also stops trading so the engine does not
reopen right away.
Sync account fills into a new trading_fills table every 60s and
reconstruct closed positions from them, so positions opened outside
the program are included and external closes get an exit price.
Positions link to plans by order id. The history drawer gains symbol,
close-date, outcome and source filters, a summary bar and pagination.
The detail is now a persistent side panel, so quick clicks can interleave
requests: only the latest request's result is applied, and a failed load
shows an error state with a retry button instead of spinning forever.
Also correct the position history comments: only plans from before plan
3.1 could hand their position over to a replacing plan.
New GET /api/trading/positions/history lists closed plans (entry filled,
position back to zero) newest first with before/limit paging. Each row
carries the filled quantity, volume-weighted entry and exit prices from
the plan's own fills, the close reason and the realized PnL, commission
and net from the plan result.
The positions panel gets a "历史仓位" button that opens a drawer with the
table, a "load earlier" button and links to each plan's analysis.
- Single palette (web/src/styles/palette.ts) taken from the Stitch
design, exposed as ap-* UnoCSS colors and --ap-* CSS variables and
used for Element Plus dark theme overrides, KLineChart and the news
iframe; zero radius, JetBrains Mono / Space Grotesk bundled locally
- New sidebar and header layout; trading page, plan card and analysis
drawer follow the design; other pages use the same panels
- Status API reports today's closed trades, wins and net PnL, shown as
today's PnL and win rate on the trading page
When the limit price sat near the far edge of the zone, the stop beyond
the far edge was well inside normal 5m noise (plan #34: 0.11%). The stop
is now the farther of far edge +/- 0.5 x ATR and entry +/- 1 x ATR.
- The model gives a zone and a limit price inside it (below the mark for
longs, above for shorts); the executor places the GTC limit order with
the reduce-only stop right away instead of waiting for a 5m
confirmation and entering at market, so entries pay maker fees
- Stop beyond the far edge of the zone by 0.5 x ATR14(5m), computed with
the quantity at submission and rejected above 1%
- Unfilled limits are cancelled at expiry; a rejected entry cancels the
plan instead of being retried every round
- The model now submits a pending setup (direction, zone, confirm price,
validity); the executor enters at market once a 5m close confirms a
dip into support or a rejection from resistance, and cancels the setup
when the zone breaks, the trigger is missed or the stop is too far
- Stop beyond the confirmation extreme by 0.5 x ATR14(5m), skipped above
1%; fixed take-profit ladders from the fill price (long 60/30/10 at
+0.5/0.75/1%, short 80/20 at -0.5/0.75%); 4h time stop
- While holding, the model may only keep or exit
- Drop the long-term angle from the program, API, tables and page
- Executor reconciles each symbol to its desired orders: journaled ap{id}
client ids, reduce-only quantity stop placed before entries, make-before-
break stop moves, breakeven after TP1, orphan cancel, -2021 market close
- Plan lifecycle: proposed plans are adopted only if the position is
unchanged; holding-mode plans may only tighten the stop
- Program rules: time stop, short-term invalidation close, long-term 4h
review, reevaluate conditions, takeover of unmanaged positions
- Trigger and routine analysis scheduling with a 10 min gap, daily cap and
bounded retries
- Plan endpoint and plan status, fills and countdowns on the trading page
The analyst prompts the model with trading rules, published skills,
account sizing inputs and prefetched market data, exposes read-only
tools plus submit_trade_plan, and validates and sizes the submitted plan
in pure functions covered by pytest. Manual analyses run as dry runs
while trading is stopped; the trading page shows the latest plan and an
analysis detail drawer.
Add trading_account.capital_usdt. Position sizing will use
min(capital, account equity); starting requires the capital to be set.
The trading page shows and edits it.
Add trading_symbols, trading_analyses, trading_orders and trading_events.
The new trader service publishes account, position and open-order
snapshots of the Binance demo account to Redis every 3s. The /trading
page shows engine status, start/stop, balances, positions, the symbol
list with angle selection, open orders and the event timeline.
Store demo API key/secret encrypted in a single-row trading_account table,
expose get/put/delete/test endpoints under /api/settings/exchange, and add
a settings card to enter and test the key. The client is hard-wired to
demo-fapi.binance.com.
- get_klines always fetches from Binance REST: the stored last open
candle is a snapshot from the sync and never updates, so 1d/4h data
read from the database was stale. Mark whether the last bar is closed.
- Cluster swing highs/lows within 0.5 ATR into support/resistance zones
with touch counts, returning the nearest 5 on each side instead of the
last 5 raw swing points.
- New chat tool get_derivatives: funding rate (next estimate and recent
settlements), premium, open interest change vs price, global and top
trader long/short ratios, taker buy/sell ratio from Binance public
endpoints. Each part fails independently.
- Strip whitespace from provider name and model; a leading space in the
model name made the upstream return 404.
- Retry connection failures and mid-stream disconnects (raw httpx /
httpx2 errors are not wrapped by the SDKs) up to 3 times while no
output has been emitted, and surface them as chat errors.
- Return 30 recent bars from get_klines instead of 60 to cut tokens.
- Providers get a default reasoning effort (low..max, empty = not sent);
chat can override it per message. OpenAI sends reasoning_effort,
Claude sends output_config.effort with adaptive thinking, and thinking
blocks are replayed during the tool loop.
- Show a thinking indicator while waiting for model output.
- Surface in-stream upstream errors (e.g. overloaded) instead of
breaking the SSE stream, and retry them up to 3 times when nothing
has been emitted yet.
- Model providers for OpenAI and Anthropic message formats (e.g. via
Sub2API), with API keys encrypted at rest and never returned
- Skills tree with markdown editing, priorities, drafts, publishing and
rollback; only published skills enter the chat prompt
- Chat page with tool calls over collected news and Binance USD-M
klines, a persisted CONTEXT.md, reset, and stop-generation support
- Chat may only create skill drafts and update CONTEXT.md; publishing,
deleting, moving and priority changes stay with the user
The news list API now takes page and limit and returns the total count
instead of a cursor, and the news page uses el-pagination with a
persisted page size.
Let the crawler console set a backfill target per source. Each scheduled
run pages backwards from a checkpoint for at most 20s so real-time
crawling is not blocked. The checkpoint is saved only after a successful
run and is also kept in process memory, because the next trigger may be
queued before the database write lands. cls_depth is excluded since its
list API cannot page into history.
Seed um BTCUSDT/ETHUSDT/BNBUSDT as default symbols. The legacy futures
route fstream.binance.com/stream accepts connections but no longer pushes
data, so switch to /market/stream. Receive with a timeout so symbol
changes are picked up and silent connections are reconnected.
- crawler manager: retry transient errors inside each loop, never let
log writes break supervision, run tasks in a TaskGroup so any escaped
error restarts the container instead of leaving a half-dead process
- market worker: tolerate symbols deleted mid-backfill, retry task
selection and symbol queries, run loops in a TaskGroup
- market WS: validate subscription messages and close the connection
when either the receive or forward side ends
- news pipeline: make first insert concurrency-safe with ON CONFLICT
- market API: only proxy ticker/1s klines for added symbols, map Binance
rate limits to 503 and upstream errors to 502 without blocking
- news API: escape LIKE wildcards in search, return 422 for bad cursors
- market page: cancel pending reconnect timer on unmount
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