Add set_margin_type("ISOLATED") call before each position entry.
With cross margin, a single bad trade's loss draws from the entire
account balance. Isolated margin caps loss to the position's allocated
margin only.
Binance returns -4046 if already ISOLATED, which is silently ignored.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- fix(data_stream): add reconnect loop to MultiSymbolStream matching UserDataStream pattern
Prevents bot-wide crash on WebSocket disconnect (#3 Critical)
- fix(data_stream): increase buffer_size 200→300 and preload 200→300
Ensures z-score window (288) has sufficient data (#5 Important)
- fix(bot): sync risk manager when Binance has no position but local state does
Prevents ghost entries in open_positions blocking future trades (#1 Critical)
- fix(ml_filter): add np.nan_to_num for ONNX input to handle NaN features
Prevents all signals being blocked during initial ~2h warmup (#2 Critical)
- fix(bot): replace _close_handled_by_sync with current_trade_side==None guard
Eliminates race window in SYNC PnL double recording (#4 Important)
- feat(bot): add _ensure_sl_tp_orders in _recover_position
Detects and re-places missing SL/TP orders on bot restart (#6 Important)
- feat(exchange): add get_open_orders method for SL/TP verification
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- fix(bot): prevent PnL double recording in _close_and_reenter using asyncio.Event
- fix(bot): prevent SYNC detection PnL duplication with _close_handled_by_sync flag
- fix(notifier): move sync HTTP call to background thread via run_in_executor
- fix(risk_manager): make is_trading_allowed async with lock for thread safety
- fix(exchange): cache exchange info at class level (1 API call for all symbols)
- fix(exchange): use `is not None` instead of truthy check for price/stop_price
- refactor(backtester): extract _calc_trade_stats to eliminate code duplication
- fix(ml_features): apply rolling z-score to OI/funding rate in serving (train-serve skew)
- fix(bot): use config.correlation_symbols instead of hardcoded BTCUSDT/ETHUSDT
- fix(bot): expand OI/funding history deque to 96 for z-score window
- cleanup(config): remove unused stop_loss_pct, take_profit_pct, trailing_stop_pct fields
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. Margin ratio calculated on per_symbol_balance instead of total balance
— previously amplified margin reduction by num_symbols factor
2. Replace Algo Order API (algoType=CONDITIONAL) with standard
futures_create_order for SL/TP — algo API is for VP/TWAP, not
conditional orders; SL/TP may have silently failed
3. Fallback PnL (SYNC close) now sums all recent income rows instead
of using only the last entry — prevents daily_pnl corruption in
multi-fill scenarios
4. Explicit state transition in _close_and_reenter — clear local
position state after close order to prevent race with User Data
Stream callback on position count
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
When the position monitor detects a missed close via API fallback, it
now queries Binance futures_income_history to get the real realized PnL
and commission instead of logging zeros. Exit price is estimated from
entry price + PnL/quantity. This ensures the dashboard records accurate
profit data even when WebSocket events are missed.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Hardcoded round(qty, 1) caused -1111 Precision errors for TRXUSDT and
DOGEUSDT (stepSize=1, requires integers). Now lazily loads quantityPrecision
and pricePrecision from Binance futures_exchange_info per symbol. SL/TP
prices also use symbol-specific precision instead of hardcoded 4 decimals.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Changed python-binance version requirement from 1.0.19 to >=1.0.28 for better compatibility and features.
- Modified exception handling in the cancel_all_orders method to catch all exceptions instead of just BinanceAPIException, enhancing robustness.
- Updated the cancel_all_orders method to also cancel all Algo open orders in addition to regular open orders.
- Added error handling to log warnings if the cancellation of Algo orders fails.
- Introduced support for Algo Order API, allowing automatic sending of STOP_MARKET and TAKE_PROFIT_MARKET orders.
- Updated README.md to include new features related to Algo Order API and real-time handling of ML features.
- Enhanced ML feature processing to fill missing OI and funding rate values with zeros for consistency in training data.
- Added new training log entries for the lgbm model with updated metrics.
