v7.7.0: FillEventsManager production + logging improvements

Highlights

FillEventsManager Production Transition

• PnL tracking now uses FillEventsManager exclusively - Legacy update_pnls path removed
• Fill events include psize/pprice - Each fill annotated with position size and VWAP entry price
• Support for all exchanges: Binance, Bybit, Bitget, GateIO, Hyperliquid, KuCoin, OKX

Comprehensive Logging Improvements (7 rounds of refinement)

Tag Standardization:

• [memory], [warmup], [hourly], [fills], [mapping], [candle], [ranking], [mode]

Level Adjustments:

• Routine API/cache messages: INFO → DEBUG
• CCXT API payloads: DEBUG → TRACE
• Strict mode gaps: WARNING → DEBUG
• Persistent gaps: WARNING → INFO

Throttling:

• EMA ranking logs: every 5 minutes
• Mode changes: 2 minutes per symbol
• KucoinFetcher PnL discrepancy: 1 hour with delta-based deduplication

New Features:

• WebSocket reconnection logs explicit [ws] reconnecting... messages
• Health summary includes realized PnL when fills > 0

Bug Fixes

• Bybit: Fixed missing PnL on some close fills - Pagination bug in _fetch_positions_history() caused records to be skipped when >100 existed

Documentation

• New docs/ai/log_analysis_prompt.md - comprehensive logging guidelines
• New docs/ai/exchange_api_quirks.md - exchange-specific limitations
• New docs/ai/debugging_case_studies.md - debugging reference

Removed

• --shadow-mode CLI flag
• live.pnls_manager_shadow_mode config option
• Legacy pnls methods

Migration Notes

• No action required - FillEventsManager automatically fetches and caches fill data
• Old {user}_pnls.json cache files can be safely deleted after upgrading

Full Changelog: v7.6.2...v7.7.0