Refactor risk management to utilize database positions for accuracy and update logging for clarity. Adjusted performance metrics retrieval in stats and changed default log level to INFO for production readiness.

src/commands/info/stats.py

@@ -102,7 +102,7 @@ class StatsCommands(InfoCommandsBase):
             # --- Old format for overall stats ---
             formatter = get_formatter()
             s = stats.get_basic_stats()
-            perf = stats.get_performance_metrics()
+            perf = stats.get_basic_stats()
             session = stats.get_session_info()
 
             # Account Overview

src/config/config.py

@@ -41,7 +41,7 @@ class Config:
     DEFAULT_SLIPPAGE = 0.005  # 0.5%
     
     # Logging
-    LOG_LEVEL = os.getenv('LOG_LEVEL', 'DEBUG').upper()
+    LOG_LEVEL = os.getenv('LOG_LEVEL', 'INFO').upper()
     
     # Log file configuration
     LOG_TO_FILE: bool = os.getenv('LOG_TO_FILE', 'true').lower() == 'true'

src/monitoring/risk_cleanup_manager.py

@@ -128,40 +128,28 @@ class RiskCleanupManager:
                 logger.debug(f"Risk management disabled or STOP_LOSS_PERCENTAGE <= 0 (value: {Config.STOP_LOSS_PERCENTAGE})")
                 return
 
-            positions = self.market_monitor_cache.cached_positions or []
+            # Use DB positions for risk checks to ensure validated, up-to-date data
+            stats = self.trading_engine.get_stats()
+            positions = stats.get_open_positions() if stats else []
             if not positions:
-                logger.debug("No positions found in cache for risk management check.")
+                logger.debug("No open positions found in DB for risk management check.")
                 await self._cleanup_orphaned_stop_losses() # Call within class
                 return
 
             for position in positions:
                 try:
                     symbol = position.get('symbol', '')
-                    contracts = float(position.get('contracts', 0))
-                    entry_price = float(position.get('entryPx', 0))
-                    mark_price = float(position.get('markPx', 0))
-                    unrealized_pnl = float(position.get('unrealizedPnl', 0))
-                    
+                    contracts = float(position.get('current_position_size', 0))
+                    entry_price = float(position.get('entry_price', 0))
+                    mark_price = float(position.get('mark_price', 0))
+                    unrealized_pnl = float(position.get('unrealized_pnl', 0))
+                    roe_percentage = float(position.get('roe_percentage', 0))
+
                     if contracts == 0 or entry_price <= 0 or mark_price <= 0:
                         logger.debug(f"Skipping position {symbol}: contracts={contracts}, entry_price={entry_price}, mark_price={mark_price}")
                         continue
 
-                    # Get ROE directly from exchange data
-                    info_data = position.get('info', {})
-                    position_info = info_data.get('position', {})
-                    roe_raw = position_info.get('returnOnEquity')
-                    if roe_raw is not None:
-                        try:
-                            roe_percentage = float(roe_raw) * 100
-                            logger.debug(f"[RiskMgmt] {symbol}: ROE from exchange: {roe_percentage:+.2f}% (raw: {roe_raw})")
-                        except (ValueError, TypeError):
-                            logger.warning(f"Could not parse ROE value: {roe_raw} for {symbol}")
-                            roe_percentage = 0.0
-                    else:
-                        logger.warning(f"No ROE data available from exchange for {symbol}")
-                        roe_percentage = 0.0
-
-                    logger.info(f"[RiskMgmt] {symbol}: ROE={roe_percentage:+.2f}%, Threshold=-{Config.STOP_LOSS_PERCENTAGE}% (Trigger: {roe_percentage <= -Config.STOP_LOSS_PERCENTAGE})")
+                    logger.debug(f"[RiskMgmt] {symbol}: ROE={roe_percentage:+.2f}%, Threshold=-{Config.STOP_LOSS_PERCENTAGE}% (Trigger: {roe_percentage <= -Config.STOP_LOSS_PERCENTAGE})")
 
                     if roe_percentage <= -Config.STOP_LOSS_PERCENTAGE:
                         token = symbol.split('/')[0] if '/' in symbol else symbol.split(':')[0]

trading_bot.py

@@ -14,7 +14,7 @@ from datetime import datetime
 from pathlib import Path
 
 # Bot version
-BOT_VERSION = "2.4.205"
+BOT_VERSION = "2.4.206"
 
 # Add src directory to Python path
 sys.path.insert(0, str(Path(__file__).parent / "src"))