feat: Add direction-specific quality thresholds and dynamic collateral display

- Split QUALITY_LEVERAGE_THRESHOLD into separate LONG and SHORT variants
- Added /api/drift/account-health endpoint for real-time collateral data
- Updated settings UI to show separate controls for LONG/SHORT thresholds
- Position size calculations now use dynamic collateral from Drift account
- Updated .env and docker-compose.yml with new environment variables
- LONG threshold: 95, SHORT threshold: 90 (configurable independently)

Files changed:
- app/api/drift/account-health/route.ts (NEW) - Account health API endpoint
- app/settings/page.tsx - Added collateral state, separate threshold inputs
- app/api/settings/route.ts - GET/POST handlers for LONG/SHORT thresholds
- .env - Added QUALITY_LEVERAGE_THRESHOLD_LONG/SHORT variables
- docker-compose.yml - Added new env vars with fallback defaults

Impact:
- Users can now configure quality thresholds independently for LONG vs SHORT signals
- Position size display dynamically updates based on actual Drift account collateral
- More flexible risk management with direction-specific leverage tiers

lib/trading/smart-validation-queue.ts

@@ -13,7 +13,6 @@
 
 import { getMarketDataCache } from './market-data-cache'
 import { getMergedConfig } from '../../config/trading'
-import { getPrismaClient } from '../database/client'
 import { sendValidationNotification } from '../notifications/telegram'
 
 interface QueuedSignal {