After keepalive ping timeout, the existing BinanceSocketManager's
listenKey becomes invalid. Reusing it causes silent failure — the
WebSocket appears connected but receives no ORDER_TRADE_UPDATE events.
This caused SL/TP fills to be detected only by the 5-minute position
monitor polling (SYNC) instead of real-time User Data Stream (TP/SL),
affecting 11 of 12 production trades.
Fix: create fresh AsyncClient + BinanceSocketManager on every reconnect
iteration, ensuring a valid listenKey is obtained each time.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
MARKET orders can fill in multiple trades (PARTIALLY_FILLED → FILLED).
Previously only the last fill's rp/commission was captured, causing
under-reported PnL. Now accumulates rp and commission across all
partial fills per order_id and sums them on final FILLED event.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5. Add daily PnL reset loop — UTC midnight auto-reset via
_daily_reset_loop in main.py, prevents stale daily_pnl accumulation
6. Fix set_base_balance race condition — call once in main.py before
spawning bots, instead of each bot calling independently
7. Remove realized_pnl != 0 from close detection — prevents entry
orders with small rp values being misclassified as closes
8. Rename xrp_btc_rs/xrp_eth_rs → primary_btc_rs/primary_eth_rs —
generic column names for multi-symbol support (dataset_builder,
ml_features, and tests updated consistently)
9. Replace asyncio.get_event_loop() → get_running_loop() — fixes
DeprecationWarning on Python 3.10+
10. Parallelize candle preload — asyncio.gather for all symbols
instead of sequential REST calls, ~3x faster startup
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- #1: OI division by zero — already fixed (prev_oi == 0.0 guard exists)
- #2: cumulative trade count used max() instead of sum(), breaking ML trigger
- #4: fetch_history API calls now retry 3x with exponential backoff
- #5: parquet upsert now deduplicates timestamps before sort
- #6: record_pnl() is now async with Lock for multi-symbol safety
- #8: exit_price=0.0 skips close handling with warning log
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add [SYMBOL] prefix to all bot/user_data_stream log messages
- Rewrite log_parser.py with multi-symbol regex, per-symbol state tracking, symbol columns in DB schema
- Rewrite dashboard_api.py with /api/symbols endpoint, symbol query params on all endpoints, SQL injection fix
- Update App.jsx with symbol filter tabs, multi-position display, dynamic header
- Add tests for log parser (8 tests) and dashboard API (7 tests)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Updated the README to clarify the listenKey auto-renewal mechanism, including the use of `stream.recv()` for message reception.
- Added information on immediate reconnection upon detecting internal error payloads to prevent zombie connections.
