Let $X$ be a topological vector space. We recall that a set $A\subseteq X$ is algebraically if, for each $x,y \in X$, the set $\{t \in \mathbf{R}: x+ty \in A\}$ is open.
Moreover, it is well known (and easy to prove) that every open set is algebraically open. Also, there are non-open sets which are algebraically open (see e.g. here).
In addition, if $A$ is convex, then the converse holds in $X=\mathbf{R}^n$. This is still false in an arbitrary topological vector space $X$ (see e.g. here).
Question. Does there exist a topological vector space $X$ such that the only convex algebraically open non-empty subset is $X$ itself?
Ps. Replacing "algebraically open" with the the stronger "open" the answer is positive, setting $X=L_p([0,1])$, for some $p \in (0,1)$.
Given a basis $v_i$, $i\in I$ of $X$ the set $$U=\left\{\sum_{i\in I}a_iv_i:\ |a_i|<1\text{ and only finitely many }a_i\neq0\right\}$$ is