fix: make corporate actions atomic and recoverable
This commit is contained in:
+235
-68
@@ -14,7 +14,10 @@ from typing import Any
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import psycopg
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from psycopg import sql
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from app.domain.corporate_actions import calculate_stock_consolidation
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from app.domain.corporate_actions import (
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calculate_stock_consolidation,
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quantize_stored_decimal,
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)
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from app.domain.errors import (
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DaemonInactiveError,
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DaemonInUseError,
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@@ -1629,76 +1632,240 @@ class PostgresPortfolioRepository:
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),
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)
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def record_corporate_action(self, portfolio_id: str, *, action: CorporateAction, idempotency_key: str, payload_hash: str) -> CorporateAction:
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"""Persist an immutable action and snapshot atomically."""
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def record_corporate_action(
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self,
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portfolio_id: str,
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*,
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action: CorporateAction,
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idempotency_key: str,
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payload_hash: str,
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resume_partial: bool = False,
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) -> CorporateAction:
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"""Persist an immutable action and snapshot in one explicit transaction."""
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self.ensure_schema()
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with self._connect() as conn: # noqa: SIM117 - keep transaction and cursor lifetimes explicit
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with conn.cursor() as cur:
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cur.execute("SELECT asset_quantity, cash_balance, profit_buffer, asset_id, status FROM portfolios WHERE portfolio_id=%s FOR UPDATE", (portfolio_id,))
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row = cur.fetchone()
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if row is None:
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raise ValueError("portfolio not found")
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cur.execute("SELECT corporate_action_id, portfolio_id, asset_id, action_type, effective_date, actor_user_id, evidence_ref, idempotency_key, payload_hash, quantity_before, quantity_after, average_price_before, average_price_after, total_cost_basis, cash_balance, profit_buffer, ledger_entry_id, recorded_at FROM portfolio_corporate_actions WHERE portfolio_id=%s AND idempotency_key=%s", (portfolio_id, idempotency_key))
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prior = cur.fetchone()
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if prior:
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if prior[8] != payload_hash:
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raise ValueError("IDEMPOTENCY_KEY_REUSE")
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(action.corporate_action_id, action.portfolio_id, action.asset_id, action.action_type,
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action.effective_date, action.actor_user_id, action.evidence_ref,
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action.idempotency_key, action.payload_hash, action.quantity_before,
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action.quantity_after, action.average_price_before, action.average_price_after,
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action.total_cost_basis, action.cash_balance, action.profit_buffer,
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ledger_id, action.recorded_at) = prior
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action.corporate_action_id = str(action.corporate_action_id)
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action.ledger_entry_id = int(ledger_id)
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action.idempotent_replay = True
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return action
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if row[4] != "enabled":
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raise ValueError("CORPORATE_ACTION_PORTFOLIO_DISABLED")
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if str(row[3]) != str(action.asset_id):
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raise ValueError("CORPORATE_ACTION_ASSET_MISMATCH")
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if Decimal(str(row[1])) != action.cash_balance or Decimal(str(row[2])) != action.profit_buffer:
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raise ValueError("CORPORATE_ACTION_INVARIANT_MISMATCH")
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cur.execute("SELECT 1 FROM portfolio_ledger WHERE portfolio_id=%s AND side IN ('buy','sell') AND executed_at::date >= %s LIMIT 1", (portfolio_id, action.effective_date))
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if cur.fetchone() is not None:
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raise ValueError("CORPORATE_ACTION_HISTORICAL_CONFLICT")
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# Derive WAC from the authoritative locked ledger, never portfolios.price.
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cur.execute("SELECT side, quantity, price, fee_amount, tax_amount, executed_at FROM portfolio_ledger WHERE portfolio_id=%s ORDER BY executed_at ASC NULLS FIRST, ledger_entry_id ASC", (portfolio_id,))
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history = [{"side": r[0], "quantity": r[1], "price": r[2], "fee_amount": r[3], "tax_amount": r[4], "executed_at": r[5]} for r in cur.fetchall()]
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from app.domain.pnl import calculate_current_wac
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wac = calculate_current_wac(history)
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if Decimal(str(row[0])) != action.quantity_before or Decimal(str(wac.current_quantity)) != action.quantity_before:
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raise ValueError("CORPORATE_ACTION_STALE_QUANTITY")
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consolidation = calculate_stock_consolidation(
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conn = self._connect()
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def hydrate_replay(prior: tuple) -> CorporateAction:
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if prior[8] != payload_hash:
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raise ValueError("IDEMPOTENCY_KEY_REUSE")
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(
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action.corporate_action_id,
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action.portfolio_id,
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action.asset_id,
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action.action_type,
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action.effective_date,
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action.actor_user_id,
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action.evidence_ref,
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action.idempotency_key,
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action.payload_hash,
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action.quantity_before,
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action.quantity_after,
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action.average_price_before,
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action.average_price_after,
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action.total_cost_basis,
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action.cash_balance,
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action.profit_buffer,
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ledger_id,
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action.recorded_at,
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) = prior
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action.corporate_action_id = str(action.corporate_action_id)
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action.ledger_entry_id = int(ledger_id)
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action.idempotent_replay = True
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return action
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prior_sql = """
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SELECT corporate_action_id, portfolio_id, asset_id, action_type,
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effective_date, actor_user_id, evidence_ref, idempotency_key,
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payload_hash, quantity_before, quantity_after,
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average_price_before, average_price_after, total_cost_basis,
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cash_balance, profit_buffer, ledger_entry_id, recorded_at
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FROM portfolio_corporate_actions
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WHERE portfolio_id=%s AND idempotency_key=%s
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"""
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# Repository connections are autocommit connections. A connection
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# context alone therefore cannot protect this multi-statement write.
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with conn.transaction(), conn.cursor() as cur:
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cur.execute(
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"""
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SELECT asset_quantity, cash_balance, profit_buffer, asset_id,
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status, asset_price
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FROM portfolios
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WHERE portfolio_id=%s
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FOR UPDATE
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""",
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(portfolio_id,),
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)
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row = cur.fetchone()
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if row is None:
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raise ValueError("portfolio not found")
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cur.execute(prior_sql, (portfolio_id, idempotency_key))
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prior = cur.fetchone()
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if prior:
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return hydrate_replay(prior)
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snapshot_quantity = Decimal(str(row[0]))
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cash_balance = Decimal(str(row[1]))
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profit_buffer = Decimal(str(row[2]))
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reference_price_before = quantize_stored_decimal(Decimal(str(row[5])))
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if row[4] != "enabled":
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raise ValueError("CORPORATE_ACTION_PORTFOLIO_DISABLED")
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if str(row[3]) != str(action.asset_id):
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raise ValueError("CORPORATE_ACTION_ASSET_MISMATCH")
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if cash_balance != action.cash_balance or profit_buffer != action.profit_buffer:
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raise ValueError("CORPORATE_ACTION_INVARIANT_MISMATCH")
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cur.execute(
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"""
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SELECT 1
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FROM portfolio_ledger
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WHERE portfolio_id=%s
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AND side IN ('buy','sell')
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AND executed_at::date >= %s
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LIMIT 1
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""",
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(portfolio_id, action.effective_date),
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)
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if cur.fetchone() is not None:
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raise ValueError("CORPORATE_ACTION_HISTORICAL_CONFLICT")
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# Derive WAC from the authoritative trade ledger, never the
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# portfolio reference price or the already-mutated snapshot.
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cur.execute(
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"""
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SELECT side, quantity, price, fee_amount, tax_amount, executed_at
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FROM portfolio_ledger
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WHERE portfolio_id=%s AND side IN ('buy','sell')
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ORDER BY executed_at ASC NULLS FIRST, ledger_entry_id ASC
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""",
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(portfolio_id,),
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)
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history = [
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{
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"side": ledger_row[0],
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"quantity": ledger_row[1],
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"price": ledger_row[2],
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"fee_amount": ledger_row[3],
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"tax_amount": ledger_row[4],
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"executed_at": ledger_row[5],
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}
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for ledger_row in cur.fetchall()
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]
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from app.domain.pnl import calculate_current_wac
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wac = calculate_current_wac(history)
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if Decimal(str(wac.current_quantity)) != action.quantity_before:
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raise ValueError("CORPORATE_ACTION_STALE_QUANTITY")
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if resume_partial:
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if snapshot_quantity != action.quantity_after:
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raise ValueError("CORPORATE_ACTION_RECOVERY_STATE_MISMATCH")
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cur.execute(
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"""
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SELECT
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EXISTS (
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SELECT 1 FROM portfolio_corporate_actions
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WHERE portfolio_id=%s
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),
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EXISTS (
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SELECT 1 FROM portfolio_ledger
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WHERE portfolio_id=%s AND source='corporate_action'
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)
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""",
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(portfolio_id, portfolio_id),
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)
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audit_exists, ledger_exists = cur.fetchone()
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if audit_exists or ledger_exists:
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raise ValueError("CORPORATE_ACTION_RECOVERY_ALREADY_RECORDED")
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elif snapshot_quantity != action.quantity_before:
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raise ValueError("CORPORATE_ACTION_STALE_QUANTITY")
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consolidation = calculate_stock_consolidation(
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action.quantity_before,
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action.quantity_after,
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Decimal(str(wac.current_wac or 0)),
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)
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action.average_price_before = consolidation.average_price_before
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action.average_price_after = consolidation.average_price_after
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action.total_cost_basis = consolidation.total_cost_basis
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action.cash_balance = cash_balance
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action.profit_buffer = profit_buffer
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consolidation_ratio = action.quantity_before / action.quantity_after
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reference_price_after = quantize_stored_decimal(
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reference_price_before * consolidation_ratio
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)
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total_value_after = quantize_stored_decimal(
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cash_balance + action.quantity_after * reference_price_after
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)
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cur.execute(
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"""
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UPDATE portfolios
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SET asset_quantity=%s, asset_price=%s, updated_at=NOW()
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WHERE portfolio_id=%s
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""",
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(action.quantity_after, reference_price_after, portfolio_id),
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)
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cur.execute(
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"""
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INSERT INTO portfolio_ledger (
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portfolio_id, recorded_at, side, source, quantity, price,
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cash_balance_after, asset_quantity_after, total_value_after,
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profit_buffer_after, executed_at, note
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) VALUES (
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%s, NOW(), 'stock_consolidation', 'corporate_action', 0, %s,
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%s, %s, %s, %s, NOW(), %s
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)
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RETURNING ledger_entry_id, recorded_at
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""",
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(
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portfolio_id,
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reference_price_after,
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cash_balance,
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action.quantity_after,
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total_value_after,
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profit_buffer,
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action.evidence_ref,
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),
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)
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lid, recorded = cur.fetchone()
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action.ledger_entry_id = int(lid)
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action.recorded_at = recorded
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cur.execute(
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"""
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INSERT INTO portfolio_corporate_actions (
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corporate_action_id, portfolio_id, asset_id, action_type,
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effective_date, actor_user_id, evidence_ref, idempotency_key,
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payload_hash, quantity_before, quantity_after,
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average_price_before, average_price_after, total_cost_basis,
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cash_balance, profit_buffer, ledger_entry_id
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) VALUES (
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%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s,
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%s, %s, %s, %s
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)
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""",
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(
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action.corporate_action_id,
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portfolio_id,
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action.asset_id,
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action.action_type,
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action.effective_date,
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action.actor_user_id,
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action.evidence_ref,
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idempotency_key,
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payload_hash,
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action.quantity_before,
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action.quantity_after,
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Decimal(str(wac.current_wac or 0)),
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)
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action.average_price_before = consolidation.average_price_before
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action.average_price_after = consolidation.average_price_after
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action.total_cost_basis = consolidation.total_cost_basis
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cur.execute("SELECT corporate_action_id, portfolio_id, asset_id, action_type, effective_date, actor_user_id, evidence_ref, idempotency_key, payload_hash, quantity_before, quantity_after, average_price_before, average_price_after, total_cost_basis, cash_balance, profit_buffer, ledger_entry_id, recorded_at FROM portfolio_corporate_actions WHERE portfolio_id=%s AND idempotency_key=%s", (portfolio_id, idempotency_key))
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prior = cur.fetchone()
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if prior:
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if prior[8] != payload_hash:
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raise ValueError("IDEMPOTENCY_KEY_REUSE")
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(action.corporate_action_id, action.portfolio_id, action.asset_id, action.action_type,
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action.effective_date, action.actor_user_id, action.evidence_ref,
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action.idempotency_key, action.payload_hash, action.quantity_before,
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action.quantity_after, action.average_price_before, action.average_price_after,
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action.total_cost_basis, action.cash_balance, action.profit_buffer,
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ledger_id, action.recorded_at) = prior
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action.corporate_action_id = str(action.corporate_action_id)
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action.ledger_entry_id = int(ledger_id)
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action.idempotent_replay = True
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return action
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if Decimal(str(row[0])) != action.quantity_before:
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raise ValueError("CORPORATE_ACTION_STALE_QUANTITY")
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cur.execute("UPDATE portfolios SET asset_quantity=%s, updated_at=NOW() WHERE portfolio_id=%s", (float(action.quantity_after), portfolio_id))
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cur.execute("INSERT INTO portfolio_ledger (portfolio_id, recorded_at, side, source, quantity, price, cash_balance_after, asset_quantity_after, profit_buffer_after, executed_at, note) VALUES (%s,NOW(),'stock_consolidation','corporate_action',0,0,%s,%s,%s,NOW(),%s) RETURNING ledger_entry_id, recorded_at", (portfolio_id, float(action.cash_balance), float(action.quantity_after), float(action.profit_buffer), action.evidence_ref))
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lid, recorded = cur.fetchone()
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action.ledger_entry_id, action.recorded_at = int(lid), recorded
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cur.execute("INSERT INTO portfolio_corporate_actions (corporate_action_id,portfolio_id,asset_id,action_type,effective_date,actor_user_id,evidence_ref,idempotency_key,payload_hash,quantity_before,quantity_after,average_price_before,average_price_after,total_cost_basis,cash_balance,profit_buffer,ledger_entry_id) VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)", (action.corporate_action_id,portfolio_id,action.asset_id,action.action_type,action.effective_date,action.actor_user_id,action.evidence_ref,idempotency_key,payload_hash,action.quantity_before,action.quantity_after,action.average_price_before,action.average_price_after,action.total_cost_basis,action.cash_balance,action.profit_buffer,lid))
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action.average_price_before,
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action.average_price_after,
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action.total_cost_basis,
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cash_balance,
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profit_buffer,
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lid,
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),
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)
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return action
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def list_recent_trades(self, portfolio_id: str, limit: int = 5) -> list[LedgerEntry]:
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