- Bug: Validation queue used TradingView symbol format (SOLUSDT) to lookup market data cache
- Cache uses normalized Drift format (SOL-PERP)
- Result: Cache lookup failed, wrong/stale price shown in Telegram abandonment notifications
- Real incident: Signal at $126.00 showed $98.18 abandonment price (-22.08% impossible drop)
- Fix: Added normalizeTradingViewSymbol() call in check-risk endpoint before passing to validation queue
- Files changed: app/api/trading/check-risk/route.ts (import + symbol normalization)
- Impact: Validation queue now correctly retrieves current price from market data cache
- Deployed: Dec 1, 2025
- ProxyJump (-J) doesn't work from Docker container
- Changed to nested SSH: hop -> target
- Proper command escaping for nested SSH
- Worker2 (srv-bd-host01) only accessible via worker1 (pve-nu-monitor01)
- Created /api/cluster/logs endpoint to read coordinator.log
- Added real-time log display in cluster UI (updates every 3s)
- Shows last 100 lines of coordinator.log in terminal-style display
- Includes manual refresh button
- Improves debugging experience - no need to SSH for logs
User feedback: 'why dont we add the output of the log at the bottom of the page so i know whats going on'
This addresses poor visibility into coordinator errors and failures.
Next step: Fix SSH timeout issue blocking worker execution.
- 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
