TexasCoding · TexasCoding · Aug 15, 2025 · Aug 15, 2025 · Aug 15, 2025 · Aug 15, 2025
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -14,6 +14,52 @@ 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
 
+## [3.1.13] - 2025-08-15
+
+### Fixed
+- **🎯 Event System Data Structure Mismatches**: Fixed critical order fill detection issues
+  - Bracket orders now properly detect fills without timing out
+  - Event handlers now correctly handle both `order_id` and nested `order` object structures
+  - Added backward compatibility for different event payload formats
+  - ManagedTrade now listens to correct events (ORDER_FILLED vs ORDER_MODIFIED)
+
+- **📝 Type Annotations for SignalR Connections**: Improved IDE support and type safety
+  - Created HubConnection type alias for BaseHubConnection
+  - Fixed market_connection and user_connection from Any to proper types
+  - IDEs now recognize connection methods (send, on, start, stop)
+  - Updated ProjectXRealtimeClientProtocol to match implementation
+
+- **🔧 Real-time Connection Improvements**: Enhanced WebSocket stability
+  - Added circuit breaker pattern to BatchedWebSocketHandler
+  - Improved subscription handling with proper event waiting
+  - Fixed asyncio deprecation warnings (get_event_loop → get_running_loop)
+  - Better error handling and recovery mechanisms
+
+### Improved
+- **📊 Data Storage Robustness**: Major improvements to mmap_storage module
+  - Fixed critical bug causing data overwrite on initialization
+  - Implemented binary search for read_window (significant performance boost)
+  - Added thread-safe operations with RLock
+  - Fixed file corruption bug in _resize_file
+  - Replaced print statements with proper logging
+
+- **🧪 Test Coverage**: Dramatically improved client module testing
+  - Client module coverage increased from 30% to 93%
+  - Added 70+ comprehensive test cases across all client components
+  - Fixed bug in _select_best_contract method
+  - Full test coverage for base.py (100%) and trading.py (98%)
+
+- **🏗️ Order and Position Management**: Enhanced tracking and stability
+  - Improved order tracking with better event handling
+  - More robust position manager logic
+  - Better error recovery in order chains
+  - Enhanced TradingSuite configuration options
+
+### Documentation
+- Updated CHANGELOG.md with comprehensive v3.1.13 changes
+- Updated CLAUDE.md Recent Changes section
+- Added detailed commit messages for all fixes
+
 ## [3.1.12] - 2025-08-15
 
 ### Added

diff --git a/CLAUDE.md b/CLAUDE.md
@@ -2,7 +2,7 @@
 
 This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
 
-## Project Status: v3.1.9 - Stable Production Release
+## Project Status: v3.1.13 - Stable Production Release
 
 **IMPORTANT**: This project uses a fully asynchronous architecture. All APIs are async-only, optimized for high-performance futures trading.
 
@@ -162,6 +162,18 @@ uv run python -m build       # Alternative build command
 - Async event handlers with priority support
 - Built-in event types for all trading events
 
+### Available TradingSuite Features
+
+The `Features` enum defines optional components that can be enabled:
+
+- `ORDERBOOK = "orderbook"` - Level 2 market depth and analysis
+- `RISK_MANAGER = "risk_manager"` - Position sizing and risk management
+- `TRADE_JOURNAL = "trade_journal"` - Trade logging (future)
+- `PERFORMANCE_ANALYTICS = "performance_analytics"` - Advanced metrics (future)
+- `AUTO_RECONNECT = "auto_reconnect"` - Automatic reconnection (future)
+
+**Note**: OrderManager and PositionManager are always included by default.
+
 ### Architecture Patterns
 
 **Async Factory Functions**: Use async `create_*` functions for component initialization:
@@ -288,7 +300,20 @@ async with ProjectX.from_env() as client:
 
 ## Recent Changes
 
-### v3.1.12 - Latest Release
+### v3.1.13 - Latest Release
+- **Fixed**: Event system data structure mismatches causing order fill detection failures
+  - Bracket orders now properly detect fills without 60-second timeouts
+  - Event handlers handle both `order_id` and nested `order` object structures
+  - ManagedTrade correctly listens to ORDER_FILLED instead of ORDER_MODIFIED
+- **Fixed**: Type annotations for SignalR hub connections
+  - Created HubConnection type alias for proper IDE support
+  - market_connection and user_connection now have proper types instead of Any
+- **Improved**: Real-time connection stability with circuit breaker pattern
+- **Improved**: Data storage robustness with thread-safety and performance optimizations
+- **Enhanced**: Test coverage increased from 30% to 93% for client module
+- **Fixed**: Multiple asyncio deprecation warnings
+
+### v3.1.12
 - **Enhanced**: Significantly improved `01_events_with_on.py` real-time data example
   - Added CSV export functionality with interactive prompts
   - Plotly-based candlestick chart generation
@@ -375,7 +400,7 @@ async def main():
     suite = await TradingSuite.create(
         "MNQ",
         timeframes=["1min", "5min"],
-        features=["orderbook", "risk_manager"],
+        features=["orderbook", "risk_manager"],  # Optional features
         initial_days=5
     )
 

diff --git a/README.md b/README.md
@@ -21,9 +21,9 @@ A **high-performance async Python SDK** for the [ProjectX Trading Platform](http
 
 This Python SDK acts as a bridge between your trading strategies and the ProjectX platform, handling all the complex API interactions, data processing, and real-time connectivity.
 
-## 🚀 v3.1.11 - Stable Production Release
+## 🚀 v3.1.13 - Stable Production Release
 
-**Latest Version**: v3.1.11 - Fixed ManagedTrade market price fetching for risk-managed trades. See [CHANGELOG.md](CHANGELOG.md) for full release history.
+**Latest Version**: v3.1.13 - Fixed critical event system issues affecting bracket order fill detection and improved real-time connection stability. See [CHANGELOG.md](CHANGELOG.md) for full release history.
 
 ### 📦 Production Stability Guarantee
 
@@ -251,6 +251,38 @@ Or use a config file (`~/.config/projectx/config.json`):
 }
 ```
 
+### Available Features
+
+TradingSuite supports optional features that can be enabled during initialization:
+
+| Feature | String Value | Description |
+|---------|-------------|-------------|
+| **OrderBook** | `"orderbook"` | Level 2 market depth, bid/ask analysis, iceberg detection |
+| **Risk Manager** | `"risk_manager"` | Position sizing, risk validation, managed trades |
+| **Trade Journal** | `"trade_journal"` | Trade logging and performance tracking (future) |
+| **Performance Analytics** | `"performance_analytics"` | Advanced metrics and analysis (future) |
+| **Auto Reconnect** | `"auto_reconnect"` | Automatic WebSocket reconnection (future) |
+
+**Note:** PositionManager and OrderManager are always included and don't require feature flags.
+
+```python
+# Enable specific features
+suite = await TradingSuite.create(
+    "MNQ",
+    features=["orderbook", "risk_manager"]
+)
+
+# Access feature-specific components
+if suite.orderbook:  # Only available when orderbook feature is enabled
+    spread = await suite.orderbook.get_bid_ask_spread()
+
+if suite.risk_manager:  # Only available when risk_manager feature is enabled
+    sizing = await suite.risk_manager.calculate_position_size(
+        entry_price=100.0,
+        stop_loss=99.0
+    )
+```
+
 ### Component Overview
 
 #### ProjectX Client
@@ -296,11 +328,19 @@ icebergs = await suite.orderbook.detect_iceberg_orders()
 ```
 
 #### RiskManager
-Risk management and managed trades (when enabled):
+Risk management and managed trades (requires feature flag):
 ```python
 # Enable risk manager in features
 suite = await TradingSuite.create("MNQ", features=["risk_manager"])
 
+# Risk manager integrates with PositionManager automatically
+# Use for position sizing and risk validation
+sizing = await suite.risk_manager.calculate_position_size(
+    entry_price=100.0,
+    stop_loss=99.0,
+    risk_percent=0.02  # Risk 2% of account
+)
+
 # Use managed trades for automatic risk management
 async with suite.managed_trade(max_risk_percent=0.01) as trade:
     # Market price fetched automatically (v3.1.11+)
@@ -310,6 +350,8 @@ async with suite.managed_trade(max_risk_percent=0.01) as trade:
     )
 ```
 
+**Note:** RiskManager requires the `"risk_manager"` feature flag and automatically integrates with PositionManager for comprehensive risk tracking.
+
 ### Technical Indicators
 
 All 58+ indicators work with async data pipelines:

diff --git a/RELEASE_NOTES_v3.1.11.md b/RELEASE_NOTES_v3.1.11.md
diff --git a/docs/conf.py b/docs/conf.py
@@ -23,8 +23,8 @@
 project = "project-x-py"
 copyright = "2025, Jeff West"
 author = "Jeff West"
-release = "3.1.12"
-version = "3.1.12"
+release = "3.1.13"
+version = "3.1.13"
 
 # -- General configuration ---------------------------------------------------
 

diff --git a/examples/02_order_management.py b/examples/02_order_management.py
@@ -270,7 +270,22 @@ async def main() -> bool:
             print("📝 EXAMPLE 3: BRACKET ORDER")
             print("=" * 50)
 
-            entry_price = current_price - Decimal("5.0")  # Entry $5 below market
+            try:
+                market_data = await suite.client.get_bars(
+                    "MNQ", days=days, interval=interval
+                )
+                if market_data is not None and not market_data.is_empty():
+                    current_price = Decimal(
+                        str(market_data.select("close").tail(1).item())
+                    )
+                    latest_time = market_data.select("timestamp").tail(1).item()
+                    print(f"✅ Retrieved MNQ price: ${current_price:.2f}")
+                    print(f"   Data from: {latest_time} ({days}d {interval}min bars)")
+            except Exception:
+                print("❌ Failed to get market data")
+                return False
+
+            entry_price = current_price - Decimal("1.00")  # Entry $5 below market
             stop_loss = entry_price - Decimal("10.0")  # $10 risk
             take_profit = entry_price + Decimal("20.0")  # $20 profit target (2:1 R/R)
 

diff --git a/examples/03_position_management.py b/examples/03_position_management.py
@@ -247,6 +247,7 @@ async def main() -> bool:
         suite = await TradingSuite.create(
             "MNQ",
             timeframes=["1min", "5min"],
+            features=["risk_manager"],
         )
 
         print(
-Original file line number
+Diff line change
@@ Expand Up / @@ -247,6 +247,7 @@ async def main() -> bool: @@
             suite = await TradingSuite.create(
                 "MNQ",
                 timeframes=["1min", "5min"],
+                features=["risk_manager"],
             )
             print(
@@ Expand Down @@