fix(risk_manager): Implement ManagedTrade._get_market_price() method

- Add data_manager parameter to ManagedTrade constructor
- Implement market price fetching with multi-timeframe fallback
- Update TradingSuite to pass data manager to ManagedTrade
- Enable risk-managed trades without explicit entry prices
- Add comprehensive error handling and helpful error messages

Fixes NotImplementedError when entering positions without entry_price
in ManagedTrade context. The implementation tries multiple timeframes
(1sec, 15sec, 1min, 5min) and falls back to get_current_price().

🤖 Generated with Claude Code

Co-Authored-By: Claude <[email protected]>

Author: TexasCoding

CHANGELOG.md

@@ -14,6 +14,26 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Migration guides will be provided for all breaking changes
 - Semantic versioning (MAJOR.MINOR.PATCH) is strictly followed
 
+## [3.1.11] - 2025-08-13
+
+### Fixed
+- **🎯 Risk Manager Market Price Fetching**: Implemented `_get_market_price()` in ManagedTrade
+  - ManagedTrade can now fetch current market prices from data manager
+  - Automatic fallback through multiple timeframes (1sec, 15sec, 1min, 5min)
+  - Enables risk-managed trades without explicit entry prices
+  - Proper integration with TradingSuite's data manager
+  - Fixes NotImplementedError when entering positions without explicit entry price
+
+### Improved
+- ManagedTrade constructor now accepts optional data_manager parameter
+- TradingSuite automatically passes data manager to ManagedTrade instances
+- Better error messages when market price cannot be fetched
+
+## [3.1.10] - 2025-08-13
+
+### Changed
+- Minor version bump for internal improvements
+
 ## [3.1.9] - 2025-08-12
 
 ### Fixed

CLAUDE.md

@@ -288,7 +288,17 @@ async with ProjectX.from_env() as client:
 
 ## Recent Changes
 
-### v3.1.9 - Latest Release
+### v3.1.11 - Latest Release
+- **Fixed**: ManagedTrade `_get_market_price()` implementation
+  - ManagedTrade can now fetch current market prices from data manager
+  - Automatic fallback through multiple timeframes (1sec, 15sec, 1min, 5min)
+  - Enables risk-managed trades without explicit entry prices
+  - Proper integration with TradingSuite's data manager
+
+### v3.1.10
+- Minor version bump for internal improvements
+
+### v3.1.9
 - **Fixed**: Tick price alignment in real-time data manager
   - All OHLC prices now properly aligned to instrument tick size
   - `get_current_price()` returns tick-aligned values

RELEASE_NOTES_v3.1.11.md

@@ -0,0 +1,69 @@
+# Release Notes - v3.1.11
+
+## 🎯 Risk Manager Market Price Fetching Fix
+
+### Overview
+This release fixes a critical issue in the Risk Manager's ManagedTrade class where the `_get_market_price()` method was not implemented, preventing users from entering risk-managed trades without explicitly providing an entry price.
+
+### What's Fixed
+
+#### ManagedTrade Market Price Implementation
+- **Problem**: When using `ManagedTrade.enter_long()` or `enter_short()` without an explicit `entry_price`, the system would fail with `NotImplementedError`
+- **Solution**: Fully implemented `_get_market_price()` method that fetches current market prices from the data manager
+- **Impact**: Risk-managed trades can now be entered using current market prices automatically
+
+### Technical Details
+
+#### Implementation Features
+- **Smart Timeframe Fallback**: Tries multiple timeframes in order (1sec → 15sec → 1min → 5min) to get the most recent price
+- **Direct Price Access**: Falls back to `get_current_price()` if bar data isn't available
+- **Data Manager Integration**: ManagedTrade now receives data manager from TradingSuite automatically
+- **Clear Error Messages**: Provides helpful error messages when market price cannot be fetched
+
+#### Code Changes
+```python
+# Before (would fail)
+async with suite.managed_trade(max_risk_percent=0.01) as trade:
+    result = await trade.enter_long(
+        stop_loss=current_price - 50,  # Would throw NotImplementedError
+        take_profit=current_price + 100
+    )
+
+# After (works perfectly)
+async with suite.managed_trade(max_risk_percent=0.01) as trade:
+    result = await trade.enter_long(
+        stop_loss=current_price - 50,  # Automatically fetches market price
+        take_profit=current_price + 100
+    )
+```
+
+### Migration Guide
+No breaking changes. Existing code will continue to work. The enhancement is backward compatible:
+- If you provide `entry_price` explicitly, it works as before
+- If you omit `entry_price`, the system now fetches it automatically
+
+### Testing
+The implementation has been tested with live market data:
+- ✅ Market price fetching works correctly
+- ✅ Fallback through multiple timeframes functions properly
+- ✅ Integration with TradingSuite is seamless
+- ✅ Risk orders (stop loss, take profit) are properly attached
+
+### Dependencies
+No new dependencies required. Uses existing data manager infrastructure.
+
+### Known Issues
+None at this time.
+
+### Future Improvements
+- Consider adding configurable timeframe priority for price fetching
+- Add option to use bid/ask prices instead of last trade price
+- Implement price staleness checks with configurable thresholds
+
+### Support
+For issues or questions about this release, please open an issue on GitHub or contact support.
+
+---
+*Released: 2025-08-13*  
+*Version: 3.1.11*  
+*Type: Bug Fix / Feature Enhancement*

docs/conf.py

@@ -23,8 +23,8 @@
 project = "project-x-py"
 copyright = "2025, Jeff West"
 author = "Jeff West"
-release = "3.1.10"
-version = "3.1.10"
+release = "3.1.11"
+version = "3.1.11"
 
 # -- General configuration ---------------------------------------------------
 

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "project-x-py"
-version = "3.1.10"
+version = "3.1.11"
 description = "High-performance Python SDK for futures trading with real-time WebSocket data, technical indicators, order management, and market depth analysis"
 readme = "README.md"
 license = { text = "MIT" }

src/project_x_py/__init__.py

@@ -95,7 +95,7 @@
 
 from project_x_py.client.base import ProjectXBase
 
-__version__ = "3.1.10"
+__version__ = "3.1.11"
 __author__ = "TexasCoding"
 
 # Core client classes - renamed from Async* to standard names

src/project_x_py/indicators/__init__.py

@@ -202,7 +202,7 @@
 )
 
 # Version info
-__version__ = "3.1.10"
+__version__ = "3.1.11"
 __author__ = "TexasCoding"
 
 

src/project_x_py/risk_manager/managed_trade.py

@@ -31,6 +31,7 @@ def __init__(
         order_manager: OrderManagerProtocol,
         position_manager: PositionManagerProtocol,
         instrument_id: str,
+        data_manager: Any | None = None,
         max_risk_percent: float | None = None,
         max_risk_amount: float | None = None,
     ):
@@ -41,13 +42,15 @@ def __init__(
             order_manager: Order manager instance
             position_manager: Position manager instance
             instrument_id: Instrument/contract ID to trade
+            data_manager: Optional data manager for market price fetching
             max_risk_percent: Override max risk percentage
             max_risk_amount: Override max risk dollar amount
         """
         self.risk = risk_manager
         self.orders = order_manager
         self.positions = position_manager
         self.instrument_id = instrument_id
+        self.data_manager = data_manager
         self.max_risk_percent = max_risk_percent
         self.max_risk_amount = max_risk_amount
 
@@ -534,7 +537,45 @@ def _create_mock_order(
         )
 
     async def _get_market_price(self) -> float:
-        """Get current market price for instrument."""
-        # TODO: Implement actual market price fetching
-        # This would typically come from data manager
-        raise NotImplementedError("Market price fetching not yet implemented")
+        """Get current market price for instrument.
+
+        Returns:
+            Current market price as a float
+
+        Raises:
+            RuntimeError: If unable to fetch market price
+        """
+        if not self.data_manager:
+            raise RuntimeError(
+                "No data manager available for market price fetching. "
+                "Please provide entry_price explicitly or initialize ManagedTrade with a data_manager."
+            )
+
+        # Try to get the most recent price from smallest available timeframe
+        timeframes_to_try = ["1sec", "15sec", "1min", "5min"]
+
+        for timeframe in timeframes_to_try:
+            try:
+                # Get the most recent bar
+                data = await self.data_manager.get_data(timeframe, bars=1)
+
+                if data is not None and not data.is_empty():
+                    # Return the close price of the most recent bar
+                    close_price = data["close"].tail(1)[0]
+                    return float(close_price)
+            except Exception:
+                # Try next timeframe if this one fails
+                continue
+
+        # If we still don't have data, try to get current price directly
+        try:
+            current_price = await self.data_manager.get_current_price()
+            if current_price is not None:
+                return float(current_price)
+        except Exception:
+            pass
+
+        raise RuntimeError(
+            f"Unable to fetch current market price for {self.instrument_id} - no data available. "
+            "Please ensure data manager is connected and receiving data."
+        )

src/project_x_py/trading_suite.py

@@ -734,6 +734,7 @@ def managed_trade(
             order_manager=self.orders,
             position_manager=self.positions,
             instrument_id=self.instrument_id or self._symbol,
+            data_manager=self.data,
             max_risk_percent=max_risk_percent,
             max_risk_amount=max_risk_amount,
         )