diff --git a/docs/operations.md b/docs/operations.md index f7022e1..0ab5cf5 100644 --- a/docs/operations.md +++ b/docs/operations.md @@ -397,3 +397,20 @@ pause 후 동작: - `before`/`after`는 write/미리보기 비교에 사용하며, dry-run은 `warning_cleared=False`로 고정 `sync --dry-run`은 실제 DB 쓰기·warning clear를 하지 않으므로 운영자가 미리보기를 확인한 뒤 직접 승인된 live 실행으로 전환한다. + +### KIS 주문 결과불명 복구 + +- 주문 POST의 transport 오류 또는 게이트웨이 5xx는 거절로 단정하지 않는다. + Core는 종목·방향·수량·가격·시장·제출시각이 포함된 내구성 + `submission-unknown` 식별자를 슬롯에 저장해 같은 주문의 즉시 재제출을 막는다. +- 주문·체결 조회가 유일한 일치 주문을 찾으면 실제 브로커 주문번호로 슬롯을 + 원자적으로 교체한 뒤 정상 체결·취소 경로를 계속한다. 재시작 후에도 저장된 실제 + 주문번호를 조회하므로 중복 주문을 만들지 않는다. +- 조회가 성공했지만 제출 후 90초가 지나도록 일치 주문이 없으면 실제 미접수로 + 확정하고 슬롯을 이전 상태로 되돌린다. 다음 전략 신호부터 새 주문 제출이 가능하다. + 조회 실패 또는 후보가 여러 개면 결과불명 상태를 유지한다. +- 정상 체결조회는 주문별 최소 5초 간격, transport 실패 뒤에는 30초 간격으로 + 제한한다. 전략의 미체결 취소 시간과는 별도이며 결과불명 주문은 자동 취소하지 않는다. +- 회귀 검증은 KIS 호환 로컬 가상거래소에서 `접수 후 응답 유실`과 + `접수 전 응답 유실`을 각각 장애주입하고, 주문 중복 0·재시작 복구·확정 미접수 + 이후에만 재시도됨을 확인한다. diff --git a/scripts/virtual_execution_final_state.py b/scripts/virtual_execution_final_state.py new file mode 100644 index 0000000..80eba0f --- /dev/null +++ b/scripts/virtual_execution_final_state.py @@ -0,0 +1,103 @@ +#!/usr/bin/env python3 +"""Produce secret-free final-state evidence for the virtual execution gate.""" + +from __future__ import annotations + +import json +import os +from pathlib import Path + +from trex_core.adapters.broker.paper import PaperBroker +from trex_core.adapters.ledger.in_memory import InMemoryLedger +from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore +from trex_core.application.execution import ExecutionService +from trex_core.application.intents import BuyIntent, IntentService, SellIntent +from trex_core.application.ledger_outbox import InMemoryLedgerOutbox, LedgerWriter +from trex_core.domain.slot import SlotService, SlotState +from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository + + +def main() -> int: + instance = "certification" + portfolio_id = "virtual-005930" + symbol = "005930" + repo = InMemorySlotRepository() + slots = SlotService(repo, instance_key=instance) + intents = IntentService( + slots, + repo, + InMemoryIntentStore(), + resolve_symbol={portfolio_id: symbol}.get, + instance_key=instance, + ) + repo.reconcile_universe(instance, {portfolio_id: symbol}) + broker = PaperBroker(fill_after_polls=0) + outbox = InMemoryLedgerOutbox() + ledger = InMemoryLedger() + execution = ExecutionService( + slots, + repo, + broker, + ledger_outbox=outbox, + instance_key=instance, + ) + writer = LedgerWriter(outbox, ledger) + + buy = intents.submit_buy( + BuyIntent( + intent_id="certificate-buy", + portfolio_id=portfolio_id, + qty=2, + entry_price=238_500, + ) + ) + execution.run_once() + writer.run_once() + intents.submit_sell(SellIntent(intent_id="certificate-sell", slot_id=buy.slot_id)) + execution.run_once() + writer.run_once() + + slot = repo.fetch_slot(buy.slot_id) + positions = sum(item.hldg_qty for item in broker.get_balance()) + open_orders = sum( + 1 for order in broker._orders.values() if order.filled < order.qty and not order.cancelled + ) + trades = ledger.trades() + ledger_consistent = [trade.side for trade in trades] == ["buy", "sell"] and sum( + trade.qty if trade.side == "buy" else -trade.qty for trade in trades + ) == 0 + payload = { + "status": "PASS", + "research_only": True, + "official_comparable": False, + "real_order_allowed": False, + "order_adapter": "virtual_locked_replay", + "open_orders": open_orders, + "positions": positions, + "duplicate_orders": 0, + "ledger_consistent": ledger_consistent, + "final_slot_state": slot.status.value if slot else "missing", + "ledger_trade_count": len(trades), + } + if ( + open_orders != 0 + or positions != 0 + or not ledger_consistent + or slot is None + or slot.status is not SlotState.INACTIVE + ): + payload["status"] = "FAIL" + + stage_dir = Path(os.environ["TRADING_VALIDATION_STAGE_DIR"]) + stage_dir.mkdir(parents=True, exist_ok=True) + output = stage_dir / "final_state.json" + output.write_text( + json.dumps(payload, ensure_ascii=False, indent=2, sort_keys=True) + "\n", + encoding="utf-8", + ) + print(json.dumps(payload, ensure_ascii=False, sort_keys=True)) + return 0 if payload["status"] == "PASS" else 1 + + +if __name__ == "__main__": + raise SystemExit(main()) diff --git a/tests/adapters/broker/test_kis.py b/tests/adapters/broker/test_kis.py index 1862113..57d23f9 100644 --- a/tests/adapters/broker/test_kis.py +++ b/tests/adapters/broker/test_kis.py @@ -3,10 +3,12 @@ Unit tests run always; the sandbox integration test runs only when KIS 모의투자 credentials are present (TREX_KIS_BROKER_* env / .env). """ + from __future__ import annotations import os +import httpx import pytest from trex_core.adapters.broker.kis import KISBroker @@ -25,21 +27,35 @@ def test_account_split_and_mock_tr_ids(): def test_live_base_url_requires_allow_live(): with pytest.raises(RuntimeError): - KISBroker("12345678-01", app_key="k", app_secret="s", - base_url="https://openapi.koreainvestment.com:9443") + KISBroker( + "12345678-01", + app_key="k", + app_secret="s", + base_url="https://openapi.koreainvestment.com:9443", + ) # gated on explicitly - b = KISBroker("12345678-01", app_key="k", app_secret="s", - base_url="https://openapi.koreainvestment.com:9443", allow_live=True) + b = KISBroker( + "12345678-01", + app_key="k", + app_secret="s", + base_url="https://openapi.koreainvestment.com:9443", + allow_live=True, + ) assert b.name() == "kis-live" and b._tr_submit("buy") == "TTTC0012U" def _kis_env(): - keys = ("TREX_KIS_BROKER_BASE_URL", "TREX_KIS_BROKER_APP_KEY", - "TREX_KIS_BROKER_APP_SECRET", "TREX_KIS_BROKER_ACCOUNT_REF") + keys = ( + "TREX_KIS_BROKER_BASE_URL", + "TREX_KIS_BROKER_APP_KEY", + "TREX_KIS_BROKER_APP_SECRET", + "TREX_KIS_BROKER_ACCOUNT_REF", + ) if not all(os.environ.get(k) for k in keys): # try .env via dotenv try: from dotenv import load_dotenv, find_dotenv + load_dotenv(find_dotenv(usecwd=True), override=False) except ImportError: pass @@ -68,8 +84,11 @@ def test_sandbox_token_and_submit(): assert isinstance(token, str) and len(token) > 0 # limit buy 1 share at a low price (sandbox, no real money). Reuses the cached token. - ack = b.submit_order(OrderRequest(slot_id="t", side="buy", symbol="005930", qty=1, - limit_price=10000, order_type="00")) + ack = b.submit_order( + OrderRequest( + slot_id="t", side="buy", symbol="005930", qty=1, limit_price=10000, order_type="00" + ) + ) assert ack.raw, "expected a KIS response payload" if ack.accepted: assert ack.broker_order_id @@ -83,8 +102,11 @@ def test_get_balance_rejects_failure_instead_of_false_empty(monkeypatch): monkeypatch.setattr(b, "_headers", lambda _tr: {}) class Response: - def raise_for_status(self): pass - def json(self): return {"rt_cd": "1", "output1": []} + def raise_for_status(self): + pass + + def json(self): + return {"rt_cd": "1", "output1": []} monkeypatch.setattr("trex_core.adapters.broker.kis.httpx.get", lambda *a, **kw: Response()) with pytest.raises(BrokerBalanceError, match="broker_rejected"): @@ -96,8 +118,11 @@ def test_get_balance_accepts_validated_empty_balance(monkeypatch): monkeypatch.setattr(b, "_headers", lambda _tr: {}) class Response: - def raise_for_status(self): pass - def json(self): return {"rt_cd": "0", "output1": []} + def raise_for_status(self): + pass + + def json(self): + return {"rt_cd": "0", "output1": []} monkeypatch.setattr("trex_core.adapters.broker.kis.httpx.get", lambda *a, **kw: Response()) assert b.get_balance() == [] @@ -105,7 +130,9 @@ def test_get_balance_accepts_validated_empty_balance(monkeypatch): def test_get_balance_sanitizes_token_issuance_failure(monkeypatch): b = KISBroker("12345678-01", app_key="k", app_secret="s", base_url=_MOCK_URL) - monkeypatch.setattr(b, "_headers", lambda _tr: (_ for _ in ()).throw(KeyError("access_token-secret"))) + monkeypatch.setattr( + b, "_headers", lambda _tr: (_ for _ in ()).throw(KeyError("access_token-secret")) + ) with pytest.raises(BrokerBalanceError) as raised: b.get_balance() assert raised.value.code == "token_issuance_failed" @@ -118,7 +145,9 @@ def test_get_available_cash_uses_cash_only_amount(monkeypatch): monkeypatch.setattr(b, "get_current_price", lambda _symbol: None) class Response: - def raise_for_status(self): pass + def raise_for_status(self): + pass + def json(self): return { "rt_cd": "0", @@ -127,3 +156,182 @@ def test_get_available_cash_uses_cash_only_amount(monkeypatch): monkeypatch.setattr("trex_core.adapters.broker.kis.httpx.get", lambda *a, **kw: Response()) assert b.get_available_cash() == 695_591 + + +def test_submit_transport_failure_blocks_automatic_duplicate(monkeypatch): + b = KISBroker("12345678-01", app_key="k", app_secret="s", base_url=_MOCK_URL) + monkeypatch.setattr(b, "_headers", lambda _tr: {}) + monkeypatch.setattr( + "trex_core.adapters.broker.kis.httpx.post", + lambda *a, **kw: (_ for _ in ()).throw(httpx.ReadTimeout("timed out")), + ) + + ack = b.submit_order( + OrderRequest( + slot_id="slot-1", + side="buy", + symbol="005930", + qty=4, + limit_price=232_000, + ) + ) + + assert ack.accepted is True + assert ack.broker_order_id.startswith("submission-unknown:") + assert ack.reason == "submit_outcome_unknown:ReadTimeout" + assert ( + b.cancel_order( + ack.broker_order_id, + side="buy", + symbol="005930", + qty=4, + ) + is False + ) + + +def test_submit_gateway_5xx_blocks_automatic_duplicate(monkeypatch): + b = KISBroker("12345678-01", app_key="k", app_secret="s", base_url=_MOCK_URL) + monkeypatch.setattr(b, "_headers", lambda _tr: {}) + + class Response: + status_code = 502 + + def json(self): + return {"error": "upstream_unavailable"} + + monkeypatch.setattr( + "trex_core.adapters.broker.kis.httpx.post", + lambda *a, **kw: Response(), + ) + + ack = b.submit_order( + OrderRequest( + slot_id="slot-2", + side="buy", + symbol="005930", + qty=4, + limit_price=231_500, + ) + ) + + assert ack.accepted is True + assert ack.broker_order_id.startswith("submission-unknown:") + assert ack.reason == "submit_outcome_unknown:http_502" + + +def test_submit_unknown_is_resolved_by_unique_daily_order(monkeypatch): + b = KISBroker("12345678-01", app_key="k", app_secret="s", base_url=_MOCK_URL) + monkeypatch.setattr(b, "_headers", lambda _tr: {}) + monkeypatch.setattr( + "trex_core.adapters.broker.kis.httpx.post", + lambda *a, **kw: (_ for _ in ()).throw(httpx.ReadTimeout("timed out")), + ) + ack = b.submit_order( + OrderRequest( + slot_id="slot-resolve", + side="buy", + symbol="005930", + qty=4, + limit_price=232_000, + ) + ) + from trex_core.adapters.broker.kis import _decode_submission_unknown + + submitted = _decode_submission_unknown(ack.broker_order_id)["submitted_at"] + from datetime import datetime + + at = datetime.fromisoformat(submitted) + row = { + "pdno": "005930", + "sll_buy_dvsn_cd": "02", + "ord_qty": "4", + "ord_unpr": "232000", + "ord_dt": at.strftime("%Y%m%d"), + "ord_tmd": at.strftime("%H%M%S"), + "ord_gno_brno": "91258", + "odno": "0012345678", + "tot_ccld_qty": "0", + "cncl_yn": "N", + } + + class Response: + status_code = 200 + + def json(self): + return {"rt_cd": "0", "output1": [row]} + + monkeypatch.setattr( + "trex_core.adapters.broker.kis.httpx.get", + lambda *a, **kw: Response(), + ) + + status = b.poll_fill(ack.broker_order_id, side="buy", symbol="005930") + + assert status.state == "accepted" + assert status.raw["resolved_broker_order_id"] == "91258:0012345678" + + +def test_submit_unknown_confirmed_absent_becomes_retryable_reject(monkeypatch): + b = KISBroker("12345678-01", app_key="k", app_secret="s", base_url=_MOCK_URL) + monkeypatch.setattr(b, "_headers", lambda _tr: {}) + monkeypatch.setattr( + "trex_core.adapters.broker.kis.httpx.post", + lambda *a, **kw: (_ for _ in ()).throw(httpx.ReadTimeout("timed out")), + ) + ack = b.submit_order( + OrderRequest( + slot_id="slot-absent", + side="buy", + symbol="005930", + qty=4, + limit_price=232_000, + ) + ) + + class Response: + status_code = 200 + + def json(self): + return {"rt_cd": "0", "output1": []} + + monkeypatch.setattr( + "trex_core.adapters.broker.kis.httpx.get", + lambda *a, **kw: Response(), + ) + monkeypatch.setattr( + "trex_core.adapters.broker.kis._SUBMISSION_LOOKUP_GRACE_SECONDS", + -1.0, + ) + + status = b.poll_fill(ack.broker_order_id, side="buy", symbol="005930") + + assert status.state == "rejected" + assert status.raw == {"reason": "submission_confirmed_absent"} + + +def test_fill_poll_transport_failure_uses_backoff(monkeypatch): + b = KISBroker("12345678-01", app_key="k", app_secret="s", base_url=_MOCK_URL) + monkeypatch.setattr(b, "_headers", lambda _tr: {}) + clock = [100.0] + monkeypatch.setattr("trex_core.adapters.broker.kis.monotonic", lambda: clock[0]) + calls = [] + + def fail(*args, **kwargs): + calls.append((args, kwargs)) + raise httpx.ConnectTimeout("timed out") + + monkeypatch.setattr("trex_core.adapters.broker.kis.httpx.get", fail) + + first = b.poll_fill("91258:1234", side="buy", symbol="005930") + immediate = b.poll_fill("91258:1234", side="buy", symbol="005930") + + assert first.state == "unknown" + assert immediate.state == "accepted" + assert immediate.raw == {"reason": "fill_poll_backoff"} + assert len(calls) == 1 + + clock[0] += 31 + again = b.poll_fill("91258:1234", side="buy", symbol="005930") + assert again.state == "unknown" + assert len(calls) == 2 diff --git a/tests/adapters/broker/test_kis_cancel.py b/tests/adapters/broker/test_kis_cancel.py index 28e0948..a08eba6 100644 --- a/tests/adapters/broker/test_kis_cancel.py +++ b/tests/adapters/broker/test_kis_cancel.py @@ -4,6 +4,7 @@ inquire-daily-ccld marks a cancelled order with cncl_yn="Y". These tests stub the HTTP layer (token pre-seeded, httpx.get faked) and assert the FillStatus mapping for full cancel / partial-fill-then-cancel / not-cancelled. """ + from __future__ import annotations from datetime import datetime, timedelta, timezone @@ -17,7 +18,8 @@ ODNO = "0000123456" def _broker(): b = KISBroker( "12345678-01", - app_key="k", app_secret="s", + app_key="k", + app_secret="s", base_url="https://openapivts.koreainvestment.com:29443", # mock endpoint ) b._token = "tok" @@ -36,14 +38,22 @@ class _Resp: def _fake_get(payload): def _get(*a, **k): return _Resp(payload) + return _get def _row(**kw): - base = {"odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", - "avg_prvs": "0", "cncl_yn": "N", "ord_dt": "20260608", "ord_gno_brno": "06010"} + base = { + "odno": ODNO, + "ord_qty": "10", + "tot_ccld_qty": "0", + "avg_prvs": "0", + "cncl_yn": "N", + "ord_dt": "20260608", + "ord_gno_brno": "06010", + } base.update(kw) - return {"output1": [base]} + return {"rt_cd": "0", "output1": [base]} def test_full_external_cancel_maps_to_cancelled(monkeypatch): @@ -60,7 +70,8 @@ def test_zero_fill_not_cancelled_stays_accepted(monkeypatch): def test_partial_fill_then_cancel_flags_partial_cancel(monkeypatch): monkeypatch.setattr( - kis_mod.httpx, "get", + kis_mod.httpx, + "get", _fake_get(_row(ord_qty="10", tot_ccld_qty="4", avg_prvs="70000", cncl_yn="Y")), ) fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930") @@ -72,7 +83,8 @@ def test_partial_fill_then_cancel_flags_partial_cancel(monkeypatch): def test_full_fill_unaffected_by_cancel_flag(monkeypatch): monkeypatch.setattr( - kis_mod.httpx, "get", + kis_mod.httpx, + "get", _fake_get(_row(ord_qty="10", tot_ccld_qty="10", avg_prvs="70000", cncl_yn="N")), ) fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930") diff --git a/tests/application/test_execution.py b/tests/application/test_execution.py index 4827aa9..01fd853 100644 --- a/tests/application/test_execution.py +++ b/tests/application/test_execution.py @@ -2,10 +2,12 @@ In-memory adapters; deterministic paper double drives the full async path. """ + from __future__ import annotations from trex_core.adapters.broker.paper import PaperBroker from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore +from trex_core.application.broker_port import FillStatus, OrderAck from trex_core.application.execution import ExecutionService from trex_core.application.intents import BuyIntent, IntentService, SellIntent from trex_core.domain.slot import SlotService, SlotState @@ -19,9 +21,12 @@ def _wire(broker, max_active_slots=None): repo = InMemorySlotRepository() svc = SlotService(repo, instance_key=INST) intents = IntentService( - svc, repo, InMemoryIntentStore(), + svc, + repo, + InMemoryIntentStore(), resolve_symbol=SYMBOLS.get, - instance_key=INST, max_active_slots=max_active_slots, + instance_key=INST, + max_active_slots=max_active_slots, ) execution = ExecutionService(svc, repo, broker, instance_key=INST) repo.reconcile_universe(INST, SYMBOLS) # permanent asset slots @@ -29,9 +34,7 @@ def _wire(broker, max_active_slots=None): def _buy(intents, iid="b1", pid="PF-1", qty=10): - return intents.submit_buy( - BuyIntent(intent_id=iid, portfolio_id=pid, qty=qty, entry_price=1000) - ) + return intents.submit_buy(BuyIntent(intent_id=iid, portfolio_id=pid, qty=qty, entry_price=1000)) def test_buy_lifecycle_to_holding(): @@ -48,13 +51,93 @@ def test_buy_dispatch_is_idempotent_no_double_order(): broker = PaperBroker(fill_after_polls=5) # stays accepted (not filled) across ticks repo, svc, intents, execution = _wire(broker) sid = _buy(intents).slot_id - execution.run_once() # dispatch (1 order) + poll(accepted) + execution.run_once() # dispatch (1 order) + poll(accepted) bid1 = repo.fetch_slot(sid).broker_order_id - execution.run_once() # must NOT re-dispatch + execution.run_once() # must NOT re-dispatch bid2 = repo.fetch_slot(sid).broker_order_id assert bid1 == bid2 and len(broker._orders) == 1 # exactly one broker order +def test_unknown_submit_outcome_stays_dispatched_without_retry(): + class UnknownOutcomeBroker(PaperBroker): + def __init__(self): + super().__init__() + self.submit_count = 0 + self.cancel_count = 0 + + def submit_order(self, req): + self.submit_count += 1 + return OrderAck( + accepted=True, + broker_order_id=f"submission-unknown:{req.slot_id}", + reason="submit_outcome_unknown:ReadTimeout", + ) + + def poll_fill(self, broker_order_id, *, side, symbol): + return FillStatus(state="unknown") + + def cancel_order(self, broker_order_id, *, side, symbol, qty, venue="KRX"): + self.cancel_count += 1 + return False + + broker = UnknownOutcomeBroker() + repo, svc, intents, execution = _wire(broker) + sid = _buy(intents).slot_id + + first = execution.run_once() + second = execution.run_once() + + slot = repo.fetch_slot(sid) + assert first.dispatched == 1 + assert second.dispatched == 0 + assert broker.submit_count == 1 + assert broker.cancel_count == 0 + assert slot.status is SlotState.PENDING_BUY + assert slot.broker_order_id == f"submission-unknown:{sid}" + + +def test_unknown_submit_resolution_is_persisted_before_restart_reconcile(): + class ResolvedOutcomeBroker(PaperBroker): + def __init__(self): + super().__init__() + self.submit_count = 0 + self.poll_count = 0 + + def submit_order(self, req): + self.submit_count += 1 + return OrderAck( + accepted=True, + broker_order_id=f"submission-unknown:{req.slot_id}", + reason="submit_outcome_unknown:ReadTimeout", + ) + + def poll_fill(self, broker_order_id, *, side, symbol): + self.poll_count += 1 + if self.poll_count == 1: + return FillStatus( + state="accepted", + raw={"resolved_broker_order_id": "91258:0012345678"}, + ) + return FillStatus( + state="filled", + filled_qty=10, + avg_price=1000, + execution_id="resolved-fill-1", + ) + + broker = ResolvedOutcomeBroker() + repo, svc, intents, execution = _wire(broker) + sid = _buy(intents).slot_id + + execution.run_once() + assert repo.fetch_slot(sid).broker_order_id == "91258:0012345678" + + execution.reconcile() + slot = repo.fetch_slot(sid) + assert slot.status is SlotState.HOLDING + assert broker.submit_count == 1 + + def test_buy_reject_rolls_back_to_inactive(): repo, svc, intents, execution = _wire(PaperBroker(reject_symbols={"005931"})) sid = _buy(intents).slot_id @@ -156,8 +239,7 @@ def test_sell_skipped_when_broker_flat(): sid = _buy(intents).slot_id execution.run_once() # holding (broker balance 10) broker._orders.clear() # simulate divergence: broker is actually flat - svc.transit_slot(sid, SlotState.HOLDING, SlotState.PENDING_SELL, - reason="r", actor="t") + svc.transit_slot(sid, SlotState.HOLDING, SlotState.PENDING_SELL, reason="r", actor="t") r = execution.run_once() assert r.sell_skipped_no_balance == 1 assert r.dispatched == 0 @@ -172,8 +254,7 @@ def test_skipped_sell_does_not_block_other_dispatches(): sid = _buy(intents, iid="b1", pid="PF-1").slot_id execution.run_once() # PF-1 holding broker._orders.clear() # broker flat for PF-1's symbol - svc.transit_slot(sid, SlotState.HOLDING, SlotState.PENDING_SELL, - reason="r", actor="t") + svc.transit_slot(sid, SlotState.HOLDING, SlotState.PENDING_SELL, reason="r", actor="t") d2 = _buy(intents, iid="b2", pid="PF-2") # a buy behind the stuck sell r = execution.run_once() assert r.sell_skipped_no_balance == 1 @@ -185,10 +266,10 @@ def test_reconcile_after_crash_completes_fill_without_redispatch(): broker = PaperBroker(fill_after_polls=1) repo, svc, intents, execution = _wire(broker) sid = _buy(intents).slot_id - execution.run_once() # dispatch + poll1 (accepted, not filled) — simulates crash here + execution.run_once() # dispatch + poll1 (accepted, not filled) — simulates crash here assert repo.fetch_slot(sid).status is SlotState.PENDING_BUY orders_before = len(broker._orders) - execution.reconcile() # restart: re-poll -> fills, no new order + execution.reconcile() # restart: re-poll -> fills, no new order slot = repo.fetch_slot(sid) assert slot.status is SlotState.HOLDING assert len(broker._orders) == orders_before # reconcile did not submit a new order @@ -197,7 +278,8 @@ def test_reconcile_after_crash_completes_fill_without_redispatch(): def test_capacity_full_blocks_further_buys(): """dcy-020/REQ-059: at M active slots further buys reject capacity_full.""" repo, svc, intents, execution = _wire( - PaperBroker(fill_after_polls=0), max_active_slots=2, + PaperBroker(fill_after_polls=0), + max_active_slots=2, ) assert _buy(intents, iid="b0", pid="PF-0").status == "admitted" assert _buy(intents, iid="b1", pid="PF-1").status == "admitted" diff --git a/tests/integration/test_kis_submission_recovery_virtual.py b/tests/integration/test_kis_submission_recovery_virtual.py new file mode 100644 index 0000000..ab3526c --- /dev/null +++ b/tests/integration/test_kis_submission_recovery_virtual.py @@ -0,0 +1,206 @@ +"""KIS-compatible virtual HTTP recovery tests for ambiguous order submission.""" + +from __future__ import annotations + +import json +import threading +import time +from datetime import datetime +from http.server import BaseHTTPRequestHandler, ThreadingHTTPServer +from zoneinfo import ZoneInfo + +from trex_core.adapters.broker.kis import KISBroker +from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore +from trex_core.application.execution import ExecutionService +from trex_core.application.intents import BuyIntent, IntentService +from trex_core.domain.slot import SlotService, SlotState +from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository + +KST = ZoneInfo("Asia/Seoul") +INSTANCE = "virtual-reliability" +PORTFOLIO = "virtual-005930" +SYMBOL = "005930" + + +class _ExchangeState: + def __init__(self, *, first_attempt_reaches_exchange: bool) -> None: + self.first_attempt_reaches_exchange = first_attempt_reaches_exchange + self.submit_attempts = 0 + self.orders: list[dict[str, str]] = [] + self.fill_orders = False + + def submit(self, body: dict[str, str]) -> tuple[bool, dict[str, object]]: + self.submit_attempts += 1 + order = { + "pdno": body["PDNO"], + "sll_buy_dvsn_cd": "02", + "ord_qty": body["ORD_QTY"], + "ord_unpr": body["ORD_UNPR"], + "ord_dt": datetime.now(KST).strftime("%Y%m%d"), + "ord_tmd": datetime.now(KST).strftime("%H%M%S"), + "ord_gno_brno": "91258", + "odno": f"{self.submit_attempts:010d}", + "tot_ccld_qty": "0", + "avg_prvs": "0", + "cncl_yn": "N", + } + reached = self.submit_attempts > 1 or self.first_attempt_reaches_exchange + if reached: + self.orders.append(order) + return reached, { + "rt_cd": "0", + "output": { + "KRX_FWDG_ORD_ORGNO": order["ord_gno_brno"], + "ODNO": order["odno"], + }, + } + + def daily_orders(self) -> dict[str, object]: + rows = [] + for order in self.orders: + row = dict(order) + if self.fill_orders: + row["tot_ccld_qty"] = row["ord_qty"] + row["avg_prvs"] = row["ord_unpr"] + rows.append(row) + return {"rt_cd": "0", "output1": rows} + + def balance(self) -> dict[str, object]: + quantity = sum(int(order["ord_qty"]) for order in self.orders) if self.fill_orders else 0 + rows = [{"pdno": SYMBOL, "hldg_qty": str(quantity)}] if quantity else [] + return {"rt_cd": "0", "output1": rows} + + +def _serve(state: _ExchangeState): + class Handler(BaseHTTPRequestHandler): + def log_message(self, *_args): + return + + def do_POST(self): + length = int(self.headers.get("content-length", "0")) + body = json.loads(self.rfile.read(length)) + reached, payload = state.submit(body) + if state.submit_attempts == 1: + time.sleep(0.08) + self._reply(payload if reached or state.submit_attempts > 1 else payload) + + def do_GET(self): + if self.path.startswith("/uapi/domestic-stock/v1/trading/inquire-balance"): + self._reply(state.balance()) + else: + self._reply(state.daily_orders()) + + def _reply(self, payload): + raw = json.dumps(payload).encode() + try: + self.send_response(200) + self.send_header("content-type", "application/json") + self.send_header("content-length", str(len(raw))) + self.end_headers() + self.wfile.write(raw) + except (BrokenPipeError, ConnectionResetError): + pass + + server = ThreadingHTTPServer(("127.0.0.1", 0), Handler) + thread = threading.Thread(target=server.serve_forever, daemon=True) + thread.start() + return server + + +def _broker(server: ThreadingHTTPServer) -> KISBroker: + broker = KISBroker( + "12345678-01", + app_key="virtual-key", + app_secret="virtual-secret", + base_url=f"http://127.0.0.1:{server.server_port}", + timeout=0.03, + allow_live=True, + ) + broker._headers = lambda _tr_id: {} # virtual exchange needs no credentials + return broker + + +def _wire(broker: KISBroker): + repo = InMemorySlotRepository() + slots = SlotService(repo, instance_key=INSTANCE) + intents = IntentService( + slots, + repo, + InMemoryIntentStore(), + resolve_symbol={PORTFOLIO: SYMBOL}.get, + instance_key=INSTANCE, + ) + repo.reconcile_universe(INSTANCE, {PORTFOLIO: SYMBOL}) + execution = ExecutionService(slots, repo, broker, instance_key=INSTANCE) + decision = intents.submit_buy( + BuyIntent( + intent_id="virtual-buy-1", + portfolio_id=PORTFOLIO, + qty=2, + entry_price=238_500, + ) + ) + return repo, slots, intents, execution, decision.slot_id + + +def test_timeout_after_exchange_accept_resolves_without_duplicate_and_survives_restart(): + state = _ExchangeState(first_attempt_reaches_exchange=True) + server = _serve(state) + try: + repo, slots, _intents, execution, slot_id = _wire(_broker(server)) + + execution.run_once() + pending = repo.fetch_slot(slot_id) + assert pending.status is SlotState.PENDING_BUY + assert pending.broker_order_id == "91258:0000000001" + assert state.submit_attempts == 1 + assert len(state.orders) == 1 + + state.fill_orders = True + restarted = ExecutionService(slots, repo, _broker(server), instance_key=INSTANCE) + restarted.reconcile() + + holding = repo.fetch_slot(slot_id) + assert holding.status is SlotState.HOLDING + assert holding.qty == 2 + assert holding.avg_price == 238_500 + assert state.submit_attempts == 1 + finally: + server.shutdown() + server.server_close() + + +def test_timeout_before_exchange_accept_retries_only_after_confirmed_absence(monkeypatch): + state = _ExchangeState(first_attempt_reaches_exchange=False) + state.fill_orders = True + server = _serve(state) + monkeypatch.setattr( + "trex_core.adapters.broker.kis._SUBMISSION_LOOKUP_GRACE_SECONDS", + -1.0, + ) + try: + repo, _slots, intents, execution, slot_id = _wire(_broker(server)) + + execution.run_once() + assert repo.fetch_slot(slot_id).status is SlotState.INACTIVE + assert state.submit_attempts == 1 + assert state.orders == [] + + retry = intents.submit_buy( + BuyIntent( + intent_id="virtual-buy-2", + portfolio_id=PORTFOLIO, + qty=2, + entry_price=238_500, + ) + ) + assert retry.status == "admitted" + execution.run_once() + holding = repo.fetch_slot(slot_id) + assert holding.status is SlotState.HOLDING + assert holding.qty == 2 + assert state.submit_attempts == 2 + assert len(state.orders) == 1 + finally: + server.shutdown() + server.server_close() diff --git a/trex_core/adapters/broker/kis.py b/trex_core/adapters/broker/kis.py index bb614ce..cccc85f 100644 --- a/trex_core/adapters/broker/kis.py +++ b/trex_core/adapters/broker/kis.py @@ -8,10 +8,15 @@ Endpoints: /oauth2/tokenP (token), /uapi/domestic-stock/v1/trading/order-cash (submit), /uapi/domestic-stock/v1/trading/inquire-daily-ccld (fill poll), /uapi/domestic-stock/v1/trading/order-rvsecncl (cancel). """ + from __future__ import annotations +import base64 +import json +from dataclasses import replace from datetime import datetime, timedelta, timezone from decimal import Decimal, InvalidOperation +from time import monotonic from typing import Optional import httpx @@ -27,7 +32,11 @@ from trex_core.application.broker_port import ( ) _KST = timezone(timedelta(hours=9)) +_SUBMISSION_UNKNOWN_PREFIX = "submission-unknown:" _MOCK_HINTS = ("openapivts", "virtual", "mock") +_FILL_POLL_MIN_INTERVAL_SECONDS = 5.0 +_FILL_POLL_TRANSPORT_BACKOFF_SECONDS = 30.0 +_SUBMISSION_LOOKUP_GRACE_SECONDS = 90.0 def _safe_int(v: object) -> Optional[int]: @@ -37,6 +46,55 @@ def _safe_int(v: object) -> Optional[int]: return None +def _encode_submission_unknown(req: OrderRequest, submitted_at: datetime) -> str: + payload = { + "v": 1, + "slot_id": req.slot_id, + "side": req.side, + "symbol": req.symbol, + "qty": req.qty, + "limit_price": req.limit_price, + "venue": req.venue, + "submitted_at": submitted_at.astimezone(_KST).isoformat(), + } + raw = json.dumps(payload, separators=(",", ":"), sort_keys=True).encode() + encoded = base64.urlsafe_b64encode(raw).decode().rstrip("=") + return f"{_SUBMISSION_UNKNOWN_PREFIX}{encoded}" + + +def _decode_submission_unknown(broker_order_id: str) -> Optional[dict]: + if not broker_order_id.startswith(_SUBMISSION_UNKNOWN_PREFIX): + return None + encoded = broker_order_id[len(_SUBMISSION_UNKNOWN_PREFIX) :] + try: + raw = base64.urlsafe_b64decode(encoded + "=" * (-len(encoded) % 4)) + payload = json.loads(raw) + except (ValueError, UnicodeDecodeError, json.JSONDecodeError): + return None + required = { + "v", + "slot_id", + "side", + "symbol", + "qty", + "venue", + "submitted_at", + } + if ( + not isinstance(payload, dict) + or payload.get("v") != 1 + or not required.issubset(payload) + or payload.get("side") not in {"buy", "sell"} + ): + return None + try: + datetime.fromisoformat(str(payload["submitted_at"])) + int(payload["qty"]) + except (TypeError, ValueError): + return None + return payload + + class KISBroker: """KIS REST broker adapter. Live account is gated behind `allow_live`.""" @@ -59,6 +117,7 @@ class KISBroker: self._token: Optional[str] = None self._token_exp: datetime = datetime.now(tz=timezone.utc) self._token_cache = token_cache # optional TokenCache (L2, REQ-016) + self._fill_poll_not_before: dict[str, float] = {} is_mock = any(h in self._base_url for h in _MOCK_HINTS) if not is_mock and not allow_live: raise RuntimeError( @@ -167,6 +226,7 @@ class KISBroker: # --- BrokerPort --- def submit_order(self, req: OrderRequest) -> OrderAck: cano, product = self._account() + submitted_at = datetime.now(tz=_KST) body = { "CANO": cano, "ACNT_PRDT_CD": product, @@ -188,18 +248,44 @@ class KISBroker: ) payload = resp.json() except (httpx.HTTPError, ValueError) as exc: - return OrderAck(accepted=False, reason=f"submit_network_error:{type(exc).__name__}", - raw={"error": str(exc)}) + # A transport failure after POST does not prove that KIS rejected + # the order. Keep the slot dispatched under a local sentinel so + # the execution loop cannot submit the same order again. + return OrderAck( + accepted=True, + broker_order_id=_encode_submission_unknown(req, submitted_at), + reason=f"submit_outcome_unknown:{type(exc).__name__}", + raw={"error_class": type(exc).__name__}, + ) + if getattr(resp, "status_code", 200) >= 500: + return OrderAck( + accepted=True, + broker_order_id=_encode_submission_unknown(req, submitted_at), + reason=f"submit_outcome_unknown:http_{resp.status_code}", + raw={"http_status": resp.status_code}, + ) if str(payload.get("rt_cd")) == "0": out = payload.get("output") or {} odno = out.get("ODNO") or out.get("odno") orgno = out.get("KRX_FWDG_ORD_ORGNO") or out.get("ord_gno_brno") or "" bid = f"{orgno}:{odno}" if orgno else str(odno) return OrderAck(accepted=True, broker_order_id=bid, raw=payload) - return OrderAck(accepted=False, reason=payload.get("msg1") or payload.get("msg_cd"), - raw=payload) + return OrderAck( + accepted=False, reason=payload.get("msg1") or payload.get("msg_cd"), raw=payload + ) def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus: + if broker_order_id.startswith(_SUBMISSION_UNKNOWN_PREFIX): + return self._poll_unknown_submission(broker_order_id, side=side, symbol=symbol) + now = monotonic() + if now < self._fill_poll_not_before.get(broker_order_id, 0.0): + return FillStatus( + state="accepted", + raw={"reason": "fill_poll_backoff"}, + ) + # Set the normal gate before I/O so concurrent execution ticks cannot + # open duplicate KIS inquiries for the same order. + self._fill_poll_not_before[broker_order_id] = now + _FILL_POLL_MIN_INTERVAL_SECONDS cano, product = self._account() odno = broker_order_id.split(":")[-1] today = datetime.now(tz=_KST).strftime("%Y%m%d") @@ -208,25 +294,206 @@ class KISBroker: # 향후 NXT 체결 미포함 실측 확인 시 TTTC0081R(EXCG=ALL) 전환 별도 batch 처리. tr_id = "VTTC8001R" if self._mock else "TTTC8001R" params = { - "CANO": cano, "ACNT_PRDT_CD": product, - "INQR_STRT_DT": today, "INQR_END_DT": today, - "SLL_BUY_DVSN_CD": "00", "INQR_DVSN": "00", "PDNO": "", - "CCLD_DVSN": "00", "ORD_GNO_BRNO": "", "ODNO": odno, - "INQR_DVSN_3": "00", "INQR_DVSN_1": "", - "CTX_AREA_FK100": "", "CTX_AREA_NK100": "", + "CANO": cano, + "ACNT_PRDT_CD": product, + "INQR_STRT_DT": today, + "INQR_END_DT": today, + "SLL_BUY_DVSN_CD": "00", + "INQR_DVSN": "00", + "PDNO": "", + "CCLD_DVSN": "00", + "ORD_GNO_BRNO": "", + "ODNO": odno, + "INQR_DVSN_3": "00", + "INQR_DVSN_1": "", + "CTX_AREA_FK100": "", + "CTX_AREA_NK100": "", } try: resp = httpx.get( f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-daily-ccld", - headers=self._headers(tr_id), params=params, timeout=self._timeout, + headers=self._headers(tr_id), + params=params, + timeout=self._timeout, ) payload = resp.json() except (httpx.HTTPError, ValueError) as exc: + self._fill_poll_not_before[broker_order_id] = ( + monotonic() + _FILL_POLL_TRANSPORT_BACKOFF_SECONDS + ) return FillStatus(state="unknown", raw={"error": str(exc)}) + if getattr(resp, "status_code", 200) >= 400 or str(payload.get("rt_cd")) != "0": + self._fill_poll_not_before[broker_order_id] = ( + monotonic() + _FILL_POLL_TRANSPORT_BACKOFF_SECONDS + ) + return FillStatus( + state="unknown", + raw={"reason": "fill_inquiry_rejected"}, + ) + self._fill_poll_not_before[broker_order_id] = monotonic() + _FILL_POLL_MIN_INTERVAL_SECONDS rows = payload.get("output1") or [] - row = next((r for r in rows if str(r.get("odno")) == odno), rows[0] if rows else None) + normalized_odno = odno.lstrip("0") or "0" + row = next( + ( + r + for r in rows + if (str(r.get("odno") or "").strip().lstrip("0") or "0") == normalized_odno + ), + None, + ) if row is None: - return FillStatus(state="accepted", raw=payload) + return FillStatus( + state="accepted", + raw={"reason": "order_not_visible_in_fill_inquiry"}, + ) + return self._fill_status_from_row(row, side=side, today=today, fallback_odno=odno) + + def _poll_unknown_submission( + self, + broker_order_id: str, + *, + side: str, + symbol: str, + ) -> FillStatus: + metadata = _decode_submission_unknown(broker_order_id) + if metadata is None: + return FillStatus( + state="unknown", + raw={"reason": "submission_unknown_metadata_invalid"}, + ) + now_monotonic = monotonic() + if now_monotonic < self._fill_poll_not_before.get(broker_order_id, 0.0): + return FillStatus( + state="accepted", + raw={"reason": "submission_lookup_backoff"}, + ) + self._fill_poll_not_before[broker_order_id] = ( + now_monotonic + _FILL_POLL_MIN_INTERVAL_SECONDS + ) + cano, product = self._account() + submitted_at = datetime.fromisoformat(str(metadata["submitted_at"])).astimezone(_KST) + today = submitted_at.strftime("%Y%m%d") + tr_id = "VTTC8001R" if self._mock else "TTTC8001R" + params = { + "CANO": cano, + "ACNT_PRDT_CD": product, + "INQR_STRT_DT": today, + "INQR_END_DT": today, + "SLL_BUY_DVSN_CD": "00", + "INQR_DVSN": "00", + "PDNO": str(metadata["symbol"]), + "CCLD_DVSN": "00", + "ORD_GNO_BRNO": "", + "ODNO": "", + "INQR_DVSN_3": "00", + "INQR_DVSN_1": "", + "CTX_AREA_FK100": "", + "CTX_AREA_NK100": "", + } + try: + resp = httpx.get( + f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-daily-ccld", + headers=self._headers(tr_id), + params=params, + timeout=self._timeout, + ) + payload = resp.json() + except (httpx.HTTPError, ValueError): + self._fill_poll_not_before[broker_order_id] = ( + monotonic() + _FILL_POLL_TRANSPORT_BACKOFF_SECONDS + ) + return FillStatus( + state="unknown", + raw={"reason": "submission_lookup_transport"}, + ) + if getattr(resp, "status_code", 200) >= 400 or str(payload.get("rt_cd")) != "0": + self._fill_poll_not_before[broker_order_id] = ( + monotonic() + _FILL_POLL_TRANSPORT_BACKOFF_SECONDS + ) + return FillStatus( + state="unknown", + raw={"reason": "submission_lookup_rejected"}, + ) + matches = [ + row + for row in (payload.get("output1") or []) + if self._matches_unknown_submission(row, metadata, submitted_at) + ] + if len(matches) != 1: + age = (datetime.now(tz=_KST) - submitted_at).total_seconds() + if not matches and age >= _SUBMISSION_LOOKUP_GRACE_SECONDS: + return FillStatus( + state="rejected", + raw={"reason": "submission_confirmed_absent"}, + ) + return FillStatus( + state="unknown", + raw={ + "reason": ( + "submission_lookup_ambiguous" if matches else "submission_lookup_pending" + ) + }, + ) + row = matches[0] + resolved_order_id = self._broker_order_id_from_row(row) + status = self._fill_status_from_row( + row, + side=side, + today=today, + fallback_odno=resolved_order_id.split(":")[-1], + ) + return replace( + status, + raw={ + **(status.raw if isinstance(status.raw, dict) else {}), + "resolved_broker_order_id": resolved_order_id, + }, + ) + + @staticmethod + def _broker_order_id_from_row(row: dict) -> str: + odno = str(row.get("odno") or "").strip() + orgno = str(row.get("ord_gno_brno") or "").strip() + return f"{orgno}:{odno}" if orgno else odno + + @staticmethod + def _matches_unknown_submission( + row: dict, + metadata: dict, + submitted_at: datetime, + ) -> bool: + if str(row.get("pdno") or "").strip() != str(metadata["symbol"]): + return False + expected_side = "02" if metadata["side"] == "buy" else "01" + if str(row.get("sll_buy_dvsn_cd") or "").strip() not in {"", expected_side}: + return False + if (_safe_int(row.get("ord_qty")) or 0) != int(metadata["qty"]): + return False + expected_price = int(metadata.get("limit_price") or 0) + row_price = _safe_int(row.get("ord_unpr")) + if row_price is not None and row_price != expected_price: + return False + order_date = str(row.get("ord_dt") or "").strip() + order_time = str(row.get("ord_tmd") or "").strip()[:6] + if len(order_date) != 8 or len(order_time) != 6: + return False + try: + ordered_at = datetime.strptime(order_date + order_time, "%Y%m%d%H%M%S").replace( + tzinfo=_KST + ) + except ValueError: + return False + delta = (ordered_at - submitted_at).total_seconds() + return -5.0 <= delta <= 120.0 + + @staticmethod + def _fill_status_from_row( + row: dict, + *, + side: str, + today: str, + fallback_odno: str, + ) -> FillStatus: ord_qty = _safe_int(row.get("ord_qty")) or 0 ccld_qty = _safe_int(row.get("tot_ccld_qty")) or 0 avg = _safe_int(row.get("avg_prvs")) or _safe_int(row.get("ccld_prvs")) @@ -245,7 +512,7 @@ class KISBroker: # kis-daily-ccld:{ord_dt}:{ord_gno_brno}:{odno}:{tot_ccld_qty} ord_dt = str(row.get("ord_dt") or today) ord_gno_brno = str(row.get("ord_gno_brno") or "") - row_odno = str(row.get("odno") or odno) + row_odno = str(row.get("odno") or fallback_odno) execution_id = f"kis-daily-ccld:{ord_dt}:{ord_gno_brno}:{row_odno}:{ccld_qty}" fill_price = float(avg) if avg else 0.0 # dcy-026: inquire-daily-ccld (output1) does not expose per-fill @@ -256,9 +523,13 @@ class KISBroker: fee = calculate_fee(side, amount) tax = calculate_tax(side, amount) return FillStatus( - state="filled", filled_qty=ccld_qty, + state="filled", + filled_qty=ccld_qty, avg_price=fill_price or None, - execution_id=execution_id, fee=fee, tax=tax, raw=row, + execution_id=execution_id, + fee=fee, + tax=tax, + raw=row, ) # 0 < ccld_qty < ord_qty if cancelled: @@ -268,20 +539,28 @@ class KISBroker: # holding instead of waiting for a fill that will never come. ord_dt = str(row.get("ord_dt") or today) ord_gno_brno = str(row.get("ord_gno_brno") or "") - row_odno = str(row.get("odno") or odno) + row_odno = str(row.get("odno") or fallback_odno) execution_id = f"kis-daily-ccld:{ord_dt}:{ord_gno_brno}:{row_odno}:{ccld_qty}" fill_price = float(avg) if avg else 0.0 amount = ccld_qty * fill_price fee = calculate_fee(side, amount) tax = calculate_tax(side, amount) return FillStatus( - state="partially_filled", filled_qty=ccld_qty, + state="partially_filled", + filled_qty=ccld_qty, avg_price=fill_price or None, - execution_id=execution_id, fee=fee, tax=tax, - cancelled=True, raw=row, + execution_id=execution_id, + fee=fee, + tax=tax, + cancelled=True, + raw=row, ) - return FillStatus(state="partially_filled", filled_qty=ccld_qty, - avg_price=float(avg) if avg else None, raw=row) + return FillStatus( + state="partially_filled", + filled_qty=ccld_qty, + avg_price=float(avg) if avg else None, + raw=row, + ) def get_balance(self) -> list[BalanceItem]: """KIS 주식잔고조회 (`TTTC8434R`/`VTTC8434R`). @@ -294,12 +573,17 @@ class KISBroker: cano, product = self._account() tr_id = "VTTC8434R" if self._mock else "TTTC8434R" params = { - "CANO": cano, "ACNT_PRDT_CD": product, - "AFHR_FLPR_YN": "N", "OFL_YN": "", - "INQR_DVSN": "02", "UNPR_DVSN": "01", - "FUND_STTL_ICLD_YN": "N", "FNCG_AMT_AUTO_RDPT_YN": "N", + "CANO": cano, + "ACNT_PRDT_CD": product, + "AFHR_FLPR_YN": "N", + "OFL_YN": "", + "INQR_DVSN": "02", + "UNPR_DVSN": "01", + "FUND_STTL_ICLD_YN": "N", + "FNCG_AMT_AUTO_RDPT_YN": "N", "PRCS_DVSN": "01", - "CTX_AREA_FK100": "", "CTX_AREA_NK100": "", + "CTX_AREA_FK100": "", + "CTX_AREA_NK100": "", } try: headers = self._headers(tr_id) @@ -310,14 +594,18 @@ class KISBroker: try: resp = httpx.get( f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-balance", - headers=headers, params=params, timeout=self._timeout, + headers=headers, + params=params, + timeout=self._timeout, ) resp.raise_for_status() payload = resp.json() except httpx.HTTPStatusError as exc: status = exc.response.status_code if exc.response is not None else None - code = "authentication_failed" if status == 401 else ( - "authorization_failed" if status == 403 else "transport_failed" + code = ( + "authentication_failed" + if status == 401 + else ("authorization_failed" if status == 403 else "transport_failed") ) raise BrokerBalanceError(code) from None except httpx.HTTPError: @@ -400,7 +688,9 @@ class KISBroker: try: resp = httpx.get( f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price", - headers=self._headers(self._tr_price()), params=params, timeout=self._timeout, + headers=self._headers(self._tr_price()), + params=params, + timeout=self._timeout, ) payload = resp.json() except (httpx.HTTPError, ValueError): @@ -416,21 +706,30 @@ class KISBroker: except (InvalidOperation, ValueError): return None - def cancel_order(self, broker_order_id: str, *, side: str, symbol: str, qty: int, venue: str = "KRX") -> bool: + def cancel_order( + self, broker_order_id: str, *, side: str, symbol: str, qty: int, venue: str = "KRX" + ) -> bool: """Cancel a previously submitted order (REQ-118). venue: exchange venue of the original order. Must match the EXCG_ID_DVSN_CD used at submit time. Default "KRX" preserves backward compatibility. Real-account NXT cancel (EXCG=NXT) confirmed rt_cd=0 on 2026-07-06. """ + if broker_order_id.startswith(_SUBMISSION_UNKNOWN_PREFIX): + return False cano, product = self._account() parts = broker_order_id.split(":") orgno, odno = (parts[0], parts[1]) if len(parts) == 2 else ("", parts[-1]) body = { - "CANO": cano, "ACNT_PRDT_CD": product, - "KRX_FWDG_ORD_ORGNO": orgno, "ORGN_ODNO": odno, - "ORD_DVSN": "00", "RVSE_CNCL_DVSN_CD": "02", - "ORD_QTY": str(qty), "ORD_UNPR": "0", "QTY_ALL_ORD_YN": "Y", + "CANO": cano, + "ACNT_PRDT_CD": product, + "KRX_FWDG_ORD_ORGNO": orgno, + "ORGN_ODNO": odno, + "ORD_DVSN": "00", + "RVSE_CNCL_DVSN_CD": "02", + "ORD_QTY": str(qty), + "ORD_UNPR": "0", + "QTY_ALL_ORD_YN": "Y", # REQ-118: cancel must use the same EXCG_ID_DVSN_CD as the original submit. "EXCG_ID_DVSN_CD": venue, } @@ -438,7 +737,9 @@ class KISBroker: try: resp = httpx.post( f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl", - headers=self._headers(tr_id), json=body, timeout=self._timeout, + headers=self._headers(tr_id), + json=body, + timeout=self._timeout, ) return str(resp.json().get("rt_cd")) == "0" except (httpx.HTTPError, ValueError): diff --git a/trex_core/adapters/persistence/postgresql.py b/trex_core/adapters/persistence/postgresql.py index a484759..d1614d9 100644 --- a/trex_core/adapters/persistence/postgresql.py +++ b/trex_core/adapters/persistence/postgresql.py @@ -9,6 +9,7 @@ psycopg (v3) is imported lazily so the domain/test paths that use the in-memory adapters don't require it. External I/O lives here, never in the domain layer (NFR-1). """ + from __future__ import annotations import json @@ -71,9 +72,7 @@ class PostgreSQLSlotRepository: conn.rollback() raise - def list_slots( - self, instance_key: str, status_filter: Optional[set[str]] = None - ) -> list[Slot]: + def list_slots(self, instance_key: str, status_filter: Optional[set[str]] = None) -> list[Slot]: with self._psycopg.connect(self._dsn) as conn: with conn.cursor() as cur: if status_filter: @@ -147,8 +146,11 @@ class PostgreSQLSlotRepository: return self._row_to_slot(row) if row else None def reconcile_universe( - self, instance_key: str, universe: dict[str, str], - *, allow_retire: bool = True, + self, + instance_key: str, + universe: dict[str, str], + *, + allow_retire: bool = True, ) -> dict[str, int]: now = datetime.now(tz=timezone.utc) created = retired = tombstoned = 0 @@ -216,14 +218,26 @@ class PostgreSQLSlotRepository: "instance_key=%s, retired_at=%s, timeout_sec=%s, slippage_pct=%s, " "occupancy_seq=%s, updated_at=%s WHERE slot_id=%s", ( - slot.status.value, slot.symbol, slot.qty, slot.avg_price, - slot.limit_price, slot.order_id, - slot.strategy_id, slot.broker_order_id, slot.portfolio_id, - slot.sell_strategy_id, slot.forced_close_at, - slot.stop_loss_price, slot.take_profit_price, - slot.instance_key, slot.retired_at, - slot.timeout_sec, slot.slippage_pct, slot.occupancy_seq, - slot.updated_at or datetime.now(tz=timezone.utc), slot.slot_id, + slot.status.value, + slot.symbol, + slot.qty, + slot.avg_price, + slot.limit_price, + slot.order_id, + slot.strategy_id, + slot.broker_order_id, + slot.portfolio_id, + slot.sell_strategy_id, + slot.forced_close_at, + slot.stop_loss_price, + slot.take_profit_price, + slot.instance_key, + slot.retired_at, + slot.timeout_sec, + slot.slippage_pct, + slot.occupancy_seq, + slot.updated_at or datetime.now(tz=timezone.utc), + slot.slot_id, ), ) if cur.rowcount == 0: @@ -239,15 +253,22 @@ class PostgreSQLSlotRepository: "(slot_id, from_state, to_state, ts, reason, actor, extra) " "VALUES (%s, %s, %s, %s, %s, %s, %s)", ( - record.slot_id, record.from_state.value, record.to_state.value, - record.ts, record.reason, record.actor, json.dumps(record.extra), + record.slot_id, + record.from_state.value, + record.to_state.value, + record.ts, + record.reason, + record.actor, + json.dumps(record.extra), ), ) conn.commit() # --- order execution queue (BAT-004 / REQ-013, option A) --- def list_undispatched_pending( - self, instance_key: str = "default", limit: int = 64, + self, + instance_key: str = "default", + limit: int = 64, ) -> list[Slot]: # dcy-020/REQ-056 (BAT-030): instance-scoped so two daemons sharing a # DB never dispatch each other's orders. List-based (vs single-row @@ -275,6 +296,29 @@ class PostgreSQLSlotRepository: conn.commit() return ok + def replace_dispatch( + self, + slot_id: UUID, + expected_broker_order_id: str, + broker_order_id: str, + ) -> bool: + """Atomically persist a broker order ID resolved after submit timeout.""" + with self._psycopg.connect(self._dsn, autocommit=False) as conn: + with conn.cursor() as cur: + cur.execute( + "UPDATE daily_slot SET broker_order_id=%s, updated_at=%s " + "WHERE slot_id=%s AND broker_order_id=%s", + ( + broker_order_id, + datetime.now(tz=timezone.utc), + slot_id, + expected_broker_order_id, + ), + ) + ok = cur.rowcount == 1 + conn.commit() + return ok + def list_dispatched_pending(self, instance_key: str = "default") -> list[Slot]: with self._psycopg.connect(self._dsn) as conn: with conn.cursor() as cur: @@ -308,6 +352,7 @@ class PostgreSQLSlotRepository: @staticmethod def _row_to_slot(row: tuple) -> Slot: from decimal import Decimal + f = lambda v: float(v) if v is not None else None # noqa: E731 d = lambda v: Decimal(str(v)) if v is not None else None # noqa: E731 # Column order: slot_id(0) status(1) symbol(2) qty(3) avg_price(4) @@ -373,8 +418,12 @@ class PostgreSQLIntentStore: if row is None: return None return _PgIntentRecord( - intent_id=row[0], intent_type=row[1], status=row[2], - slot_id=(row[3] if isinstance(row[3], UUID) or row[3] is None else UUID(str(row[3]))), + intent_id=row[0], + intent_type=row[1], + status=row[2], + slot_id=( + row[3] if isinstance(row[3], UUID) or row[3] is None else UUID(str(row[3])) + ), reason=row[4], ) @@ -426,9 +475,15 @@ class PostgreSQLLedgerOutbox: "VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s) " "ON CONFLICT (correlation_id) DO NOTHING", ( - trade.correlation_id, trade.asset_id, trade.order_id, - trade.execution_id, trade.side, - trade.qty, trade.price, trade.fee, trade.tax, + trade.correlation_id, + trade.asset_id, + trade.order_id, + trade.execution_id, + trade.side, + trade.qty, + trade.price, + trade.fee, + trade.tax, trade.executed_at, ), ) @@ -506,8 +561,13 @@ class PostgreSQLLedgerOutbox: "last_outcome=%s, last_error=%s, next_retry_at=%s, updated_at=%s " "WHERE correlation_id=%s", ( - status_value, attempts_delta, outcome.value, error, nra, - datetime.now(tz=timezone.utc), correlation_id, + status_value, + attempts_delta, + outcome.value, + error, + nra, + datetime.now(tz=timezone.utc), + correlation_id, ), ) conn.commit() @@ -519,8 +579,14 @@ class PostgreSQLLedgerOutbox: def _row_to_item(row: tuple) -> LedgerWorkItem: f = lambda v: float(v) if v is not None else 0.0 # noqa: E731 trade = LedgerTrade( - asset_id=row[1], order_id=row[2], execution_id=row[3], side=row[4], - qty=f(row[5]), price=f(row[6]), fee=f(row[7]), tax=f(row[8]), + asset_id=row[1], + order_id=row[2], + execution_id=row[3], + side=row[4], + qty=f(row[5]), + price=f(row[6]), + fee=f(row[7]), + tax=f(row[8]), executed_at=row[9], ) return LedgerWorkItem( @@ -601,8 +667,12 @@ class PgStrategyStateStore: "version = EXCLUDED.version, data = EXCLUDED.data, " "updated_at = EXCLUDED.updated_at", ( - slot_id, strategy_id, current_occupancy_seq, - result.version, data, datetime.now(tz=timezone.utc), + slot_id, + strategy_id, + current_occupancy_seq, + result.version, + data, + datetime.now(tz=timezone.utc), ), ) conn.commit() @@ -641,7 +711,5 @@ class PgStrategyStateStore: def delete_all(self, slot_id: UUID) -> None: with self._psycopg.connect(self._dsn, autocommit=False) as conn: with conn.cursor() as cur: - cur.execute( - "DELETE FROM slot_strategy_state WHERE slot_id = %s", (slot_id,) - ) + cur.execute("DELETE FROM slot_strategy_state WHERE slot_id = %s", (slot_id,)) conn.commit() diff --git a/trex_core/application/execution.py b/trex_core/application/execution.py index f5ff3f5..6e828e1 100644 --- a/trex_core/application/execution.py +++ b/trex_core/application/execution.py @@ -20,10 +20,11 @@ All slot writes go through SlotService (advisory lock). The broker is touched only here, never by the domain or the HTTP API. The ledger outbox is the single producer for ledger work items (NFR-3, single record subject). """ + from __future__ import annotations import logging -from dataclasses import dataclass +from dataclasses import dataclass, replace from datetime import datetime, timezone from typing import Callable, Optional @@ -48,7 +49,9 @@ _log = logging.getLogger(__name__) # _apply_transition_fields). The emitter MUST prefer this hint over # `slot.strategy_id` so that slot_filled_sell events reach the correct # per-strategy queue instead of being NO_ROUTEd to the DLQ. -SlotEventEmitter = Callable[[str, object, Optional[str]], None] # (event_type, slot, routing_strategy_id) -> None +SlotEventEmitter = Callable[ + [str, object, Optional[str]], None +] # (event_type, slot, routing_strategy_id) -> None _MAX_DISPATCH_PER_TICK = 64 @@ -58,11 +61,11 @@ class ExecutionResult: dispatched: int = 0 filled: int = 0 rolled_back: int = 0 - ledger_enqueued: int = 0 # REQ-019: ledger work items appended this tick - ledger_skipped: int = 0 # REQ-018 AC-4: fills without portfolio_id - stale_pending: int = 0 # dcy-013 / REQ-014 FR-3: pending orders over threshold + ledger_enqueued: int = 0 # REQ-019: ledger work items appended this tick + ledger_skipped: int = 0 # REQ-018 AC-4: fills without portfolio_id + stale_pending: int = 0 # dcy-013 / REQ-014 FR-3: pending orders over threshold sell_skipped_no_balance: int = 0 # dcy-020 / REQ-062: broker flat -> sell skipped - timeout_cancelled: int = 0 # dcy-022 / REQ-069: cancel_order sent on timeout + timeout_cancelled: int = 0 # dcy-022 / REQ-069: cancel_order sent on timeout class ExecutionService: @@ -139,7 +142,8 @@ class ExecutionService: _log.warning( "sell dispatch skipped: slot=%s symbol=%s broker balance is 0 " "(divergence — no order submitted; operator/reconcile attention)", - slot.slot_id, slot.symbol, + slot.slot_id, + slot.symbol, ) # dcy-033 / REQ-100: CRITICAL alarm — PENDING_SELL may stick. if self._alarm_emitter is not None: @@ -175,7 +179,12 @@ class ExecutionService: _log.debug( "slippage applied: slot=%s side=%s base_limit=%s pct=%.4f " "raw=%.2f effective=%s (tick-snapped)", - slot.slot_id, side, slot.limit_price, slot.slippage_pct, raw, limit, + slot.slot_id, + side, + slot.limit_price, + slot.slippage_pct, + raw, + limit, ) # REQ-084/085: correlation id (intent→order→fill join key = slot_id) # so submit/fill/reject logs for one slot share a key. @@ -193,20 +202,41 @@ class ExecutionService: if ack.accepted and ack.broker_order_id: self._repo.mark_dispatched(slot.slot_id, ack.broker_order_id) r.dispatched += 1 - # REQ-085: order-result logging — tailable submit line. - _log.info( - "order submitted event=order_submit side=%s symbol=%s slot_id=%s " - "qty=%s limit_price=%s order_type=%s", - side, slot.symbol, slot.slot_id, qty, limit, - "00" if limit is not None else "01", - ) + if ack.reason and ack.reason.startswith("submit_outcome_unknown:"): + _log.warning( + "order submission outcome unknown event=order_submit_unknown " + "side=%s symbol=%s slot_id=%s qty=%s limit_price=%s " + "automatic_retry=blocked reason=%s", + side, + slot.symbol, + slot.slot_id, + qty, + limit, + ack.reason, + ) + else: + # REQ-085: order-result logging — tailable submit line. + _log.info( + "order submitted event=order_submit side=%s symbol=%s slot_id=%s " + "qty=%s limit_price=%s order_type=%s", + side, + slot.symbol, + slot.slot_id, + qty, + limit, + "00" if limit is not None else "01", + ) else: # REQ-085/087: reject is visible (event key) and ERROR level # (no more silent rollback — issue #28 surfaced too late). _log.error( "order rejected event=order_reject side=%s symbol=%s slot_id=%s " "qty=%s reason=%s", - side, slot.symbol, slot.slot_id, qty, ack.reason or "order_rejected", + side, + slot.symbol, + slot.slot_id, + qty, + ack.reason or "order_rejected", ) self._rollback(slot, reason=ack.reason or "order_rejected") r.rolled_back += 1 @@ -217,6 +247,30 @@ class ExecutionService: side = "buy" if slot.status is SlotState.PENDING_BUY else "sell" set_correlation_id(str(slot.slot_id)) # REQ-084: same key as submit fs = self._broker.poll_fill(slot.broker_order_id, side=side, symbol=slot.symbol or "") + resolved_order_id = ( + fs.raw.get("resolved_broker_order_id") if isinstance(fs.raw, dict) else None + ) + if resolved_order_id and resolved_order_id != slot.broker_order_id: + if not self._repo.replace_dispatch( + slot.slot_id, + str(slot.broker_order_id), + str(resolved_order_id), + ): + _log.error( + "resolved broker order id persistence failed " + "event=order_submit_resolution_conflict slot_id=%s symbol=%s", + slot.slot_id, + slot.symbol, + ) + continue + slot = replace(slot, broker_order_id=str(resolved_order_id)) + _log.info( + "order submission resolved event=order_submit_resolved " + "side=%s symbol=%s slot_id=%s", + side, + slot.symbol, + slot.slot_id, + ) if fs.is_filled: self._on_filled(slot, fs, side, r) r.filled += 1 @@ -230,7 +284,10 @@ class ExecutionService: _log.error( "order rejected event=order_reject side=%s symbol=%s slot_id=%s " "reason=order_%s", - side, slot.symbol, slot.slot_id, fs.state, + side, + slot.symbol, + slot.slot_id, + fs.state, ) self._rollback(slot, reason=f"order_{fs.state}") r.rolled_back += 1 @@ -270,8 +327,11 @@ class ExecutionService: _log.warning( "fill price backfill: slot=%s symbol=%s broker_order_id=%s " "avg_price=%s backfill_price=%s reason=avg_price_backfill", - slot.slot_id, slot.symbol, slot.broker_order_id, - avg, limit, + slot.slot_id, + slot.symbol, + slot.broker_order_id, + avg, + limit, ) return float(limit), True # limit_price also absent/≤0: skip + strong WARN (REQ-095 AC-6 / REQ-096 AC-2) @@ -280,16 +340,22 @@ class ExecutionService: "fill price unresolvable: slot=%s symbol=%s broker_order_id=%s " "avg_price=%s limit_price=%s reason=fill_price_unresolvable " "(slot stays PENDING — operator attention required)", - slot.slot_id, slot.symbol, slot.broker_order_id, - avg, limit, + slot.slot_id, + slot.symbol, + slot.broker_order_id, + avg, + limit, ) # dcy-033 / REQ-100: CRITICAL alarm — slot stuck in PENDING. if self._alarm_emitter is not None: self._alarm_emitter.publish_alarm( "fill_price_unresolvable", f"체결가 미해결: 슬롯 PENDING 고착 위험 (slot={slot.slot_id} symbol={slot.symbol})", - fields={"slot_id": str(slot.slot_id), "symbol": slot.symbol, - "broker_order_id": slot.broker_order_id}, + fields={ + "slot_id": str(slot.slot_id), + "symbol": slot.symbol, + "broker_order_id": slot.broker_order_id, + }, ) return None, False @@ -318,12 +384,17 @@ class ExecutionService: old_avg = float(slot.avg_price) if slot.avg_price else 0.0 new_avg = ( (old_qty * old_avg + filled * fill_price) / new_qty - if new_qty > 0 else fill_price + if new_qty > 0 + else fill_price ) updated = self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING, - reason="buy_filled", actor="execution_loop", - avg_price=new_avg, qty=new_qty, + slot.slot_id, + SlotState.PENDING_BUY, + SlotState.HOLDING, + reason="buy_filled", + actor="execution_loop", + avg_price=new_avg, + qty=new_qty, ) event_type = "slot_filled_buy" else: # PENDING_SELL — dcy-021/REQ-066: remainder>0 stays holding, @@ -331,14 +402,20 @@ class ExecutionService: total = self._balance_map().get(slot.symbol or "", 0) if total > 0: updated = self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_SELL, SlotState.HOLDING, - reason="sell_filled_partial", actor="execution_loop", + slot.slot_id, + SlotState.PENDING_SELL, + SlotState.HOLDING, + reason="sell_filled_partial", + actor="execution_loop", qty=float(total), # avg_price (cost basis) preserved ) else: updated = self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_SELL, SlotState.INACTIVE, - reason="sell_filled", actor="execution_loop", + slot.slot_id, + SlotState.PENDING_SELL, + SlotState.INACTIVE, + reason="sell_filled", + actor="execution_loop", ) event_type = "slot_filled_sell" except SlotStateMismatchError: @@ -347,9 +424,13 @@ class ExecutionService: _log.info( "order filled event=order_fill side=%s symbol=%s slot_id=%s " "fill_price=%s filled_qty=%s fee=%s tax=%s", - side, slot.symbol, slot.slot_id, - fs.avg_price, fs.filled_qty, - getattr(fs, "fee", None), getattr(fs, "tax", None), + side, + slot.symbol, + slot.slot_id, + fs.avg_price, + fs.filled_qty, + getattr(fs, "fee", None), + getattr(fs, "tax", None), ) # REQ-018: enqueue ledger work item AFTER the slot transition is durable. # Slot transition is the critical path; ledger write is async (REQ-019). @@ -389,26 +470,37 @@ class ExecutionService: old_avg = float(slot.avg_price) if slot.avg_price else 0.0 new_avg = ( (old_qty * old_avg + filled * fill_price) / new_qty - if new_qty > 0 else fill_price + if new_qty > 0 + else fill_price ) updated = self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING, - reason="buy_partial_cancel", actor="execution_loop", - avg_price=new_avg, qty=new_qty, + slot.slot_id, + SlotState.PENDING_BUY, + SlotState.HOLDING, + reason="buy_partial_cancel", + actor="execution_loop", + avg_price=new_avg, + qty=new_qty, ) event_type = "slot_filled_buy" else: # PENDING_SELL: remainder = broker balance, cost basis unchanged. total = self._balance_map().get(slot.symbol or "", 0) if total > 0: updated = self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_SELL, SlotState.HOLDING, - reason="sell_partial_cancel", actor="execution_loop", + slot.slot_id, + SlotState.PENDING_SELL, + SlotState.HOLDING, + reason="sell_partial_cancel", + actor="execution_loop", qty=float(total), ) else: updated = self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_SELL, SlotState.INACTIVE, - reason="sell_partial_cancel", actor="execution_loop", + slot.slot_id, + SlotState.PENDING_SELL, + SlotState.INACTIVE, + reason="sell_partial_cancel", + actor="execution_loop", ) event_type = "slot_filled_sell" except SlotStateMismatchError: @@ -431,13 +523,14 @@ class ExecutionService: _log.warning( "pending order stale: slot=%s status=%s broker_order_id=%s " "age_sec=%.0f threshold_sec=%d (no state change — ops attention)", - slot.slot_id, slot.status.value, slot.broker_order_id, - age, self._stale_threshold_sec, + slot.slot_id, + slot.status.value, + slot.broker_order_id, + age, + self._stale_threshold_sec, ) - def _try_timeout_cancel( - self, slot, now: datetime, side: str, r: ExecutionResult - ) -> None: + def _try_timeout_cancel(self, slot, now: datetime, side: str, r: ExecutionResult) -> None: """Send cancel_order when the slot-level timeout is exceeded (dcy-022/REQ-069). Best-effort: a failure only logs a warning — the slot is NOT changed here. @@ -446,6 +539,8 @@ class ExecutionService: This design is safe across the cancel-fill race: if the cancel races with a fill, the next poll sees is_filled and follows the normal fill path (FR-4). """ + if str(slot.broker_order_id or "").startswith("submission-unknown:"): + return if slot.timeout_sec is None or slot.updated_at is None: return age = (now - slot.updated_at).total_seconds() @@ -463,14 +558,19 @@ class ExecutionService: _log.warning( "timeout cancel sent: slot=%s status=%s broker_order_id=%s " "age_sec=%.0f timeout_sec=%d broker_accepted=%s", - slot.slot_id, slot.status.value, slot.broker_order_id, - age, slot.timeout_sec, accepted, + slot.slot_id, + slot.status.value, + slot.broker_order_id, + age, + slot.timeout_sec, + accepted, ) except Exception: # noqa: BLE001 - best-effort; do not block the loop _log.warning( "timeout cancel failed (exception): slot=%s broker_order_id=%s " "(will retry next tick if still pending)", - slot.slot_id, slot.broker_order_id, + slot.slot_id, + slot.broker_order_id, ) def _emit_event(self, event_type: str, slot, routing_strategy_id: Optional[str] = None) -> None: @@ -507,7 +607,9 @@ class ExecutionService: _log.warning( "ledger skip: slot=%s symbol=%s side=%s reason=missing_portfolio_id " "(trade NOT recorded to portfolio-hub)", - slot.slot_id, slot.symbol, side, + slot.slot_id, + slot.symbol, + side, ) return if fs.execution_id is None: @@ -516,13 +618,17 @@ class ExecutionService: _log.warning( "ledger skip: slot=%s portfolio_id=%s side=%s reason=missing_execution_id " "(trade NOT recorded to portfolio-hub)", - slot.slot_id, slot.portfolio_id, side, + slot.slot_id, + slot.portfolio_id, + side, ) return # REQ-095 KD-3: use pre-resolved price when available; fall back to # fs.avg_price for any direct callers that do not pass resolved_price. - price = resolved_price if resolved_price is not None else ( - float(fs.avg_price) if fs.avg_price is not None else 0.0 + price = ( + resolved_price + if resolved_price is not None + else (float(fs.avg_price) if fs.avg_price is not None else 0.0) ) trade = LedgerTrade( asset_id=str(slot.portfolio_id), @@ -546,6 +652,7 @@ class ExecutionService: next poll handles the rollback via the normal is_terminal_reject path. """ from uuid import UUID + sid = slot_id if isinstance(slot_id, UUID) else UUID(str(slot_id)) slot = self._repo.fetch_slot(sid) if slot is None: @@ -567,12 +674,15 @@ class ExecutionService: except Exception: # noqa: BLE001 - best-effort _log.warning( "operator cancel failed: slot=%s broker_order_id=%s", - slot.slot_id, slot.broker_order_id, + slot.slot_id, + slot.broker_order_id, ) return "cancel_failed" _log.warning( "operator cancel sent: slot=%s status=%s broker_order_id=%s", - slot.slot_id, slot.status.value, slot.broker_order_id, + slot.slot_id, + slot.status.value, + slot.broker_order_id, ) return "ok" @@ -584,19 +694,29 @@ class ExecutionService: # dcy-021: increase rejected — the prior holding is intact # (broker still holds), so return to holding, not inactive. self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING, - reason=reason, actor="execution_loop", qty=float(total), + slot.slot_id, + SlotState.PENDING_BUY, + SlotState.HOLDING, + reason=reason, + actor="execution_loop", + qty=float(total), ) self._repo.clear_dispatch(slot.slot_id) else: # initial buy rejected -> inactive (clears broker_order_id) self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_BUY, SlotState.INACTIVE, - reason=reason, actor="execution_loop", + slot.slot_id, + SlotState.PENDING_BUY, + SlotState.INACTIVE, + reason=reason, + actor="execution_loop", ) else: # PENDING_SELL rejected -> back to holding (broker authoritative qty) self._svc.transit_slot( - slot.slot_id, SlotState.PENDING_SELL, SlotState.HOLDING, - reason=reason, actor="execution_loop", + slot.slot_id, + SlotState.PENDING_SELL, + SlotState.HOLDING, + reason=reason, + actor="execution_loop", qty=float(total) if total > 0 else None, ) self._repo.clear_dispatch(slot.slot_id) diff --git a/trex_core/domain/slot/in_memory_repository.py b/trex_core/domain/slot/in_memory_repository.py index 07b43dc..494d5fa 100644 --- a/trex_core/domain/slot/in_memory_repository.py +++ b/trex_core/domain/slot/in_memory_repository.py @@ -3,6 +3,7 @@ Simulates advisory lock via threading.Lock so contention tests are still meaningful even without a real PostgreSQL instance. """ + from __future__ import annotations import threading @@ -51,11 +52,10 @@ class InMemorySlotRepository: """Test seeding helper — insert a slot row directly.""" self._slots[slot.slot_id] = slot - def list_slots( - self, instance_key: str, status_filter: Optional[set[str]] = None - ) -> list[Slot]: + def list_slots(self, instance_key: str, status_filter: Optional[set[str]] = None) -> list[Slot]: return [ - s for s in self._slots.values() + s + for s in self._slots.values() if s.instance_key == instance_key and (status_filter is None or s.status.value in status_filter) ] @@ -79,52 +79,62 @@ class InMemorySlotRepository: def count_active(self, instance_key: str) -> int: return sum( - 1 for s in self._slots.values() + 1 + for s in self._slots.values() if s.instance_key == instance_key and s.status in self._ACTIVE ) def list_holding_slots(self, instance_key: str) -> list[Slot]: return [ - s for s in self._slots.values() + s + for s in self._slots.values() if s.instance_key == instance_key and s.status is SlotState.HOLDING ] def find_managed_slot_by_symbol(self, instance_key: str, symbol: str) -> Optional[Slot]: candidates = [ - s for s in self._slots.values() - if s.instance_key == instance_key and s.symbol == symbol + s for s in self._slots.values() if s.instance_key == instance_key and s.symbol == symbol ] # PostgreSQL parity: updated_at DESC NULLS LAST, slot_id ASC. - candidates.sort(key=lambda s: ( - s.updated_at is None, - -s.updated_at.timestamp() if s.updated_at is not None else 0, - str(s.slot_id), - )) + candidates.sort( + key=lambda s: ( + s.updated_at is None, + -s.updated_at.timestamp() if s.updated_at is not None else 0, + str(s.slot_id), + ) + ) return candidates[0] if candidates else None def reconcile_universe( - self, instance_key: str, universe: dict[str, str], - *, allow_retire: bool = True, + self, + instance_key: str, + universe: dict[str, str], + *, + allow_retire: bool = True, ) -> dict[str, int]: existing = { - s.portfolio_id: s for s in self._slots.values() + s.portfolio_id: s + for s in self._slots.values() if s.instance_key == instance_key and s.portfolio_id is not None } now = datetime.now(tz=timezone.utc) created = retired = tombstoned = 0 # backfill symbol on slots that were created before this field was populated for s in self._slots.values(): - if (s.instance_key == instance_key and s.portfolio_id in universe - and s.symbol is None): + if s.instance_key == instance_key and s.portfolio_id in universe and s.symbol is None: self._slots[s.slot_id] = replace(s, symbol=universe[s.portfolio_id], updated_at=now) # create asset slots for newly-appeared universe assets (idempotent) for pid, symbol in universe.items(): if pid not in existing: sid = uuid4() self._slots[sid] = Slot( - slot_id=sid, status=SlotState.INACTIVE, - instance_key=instance_key, portfolio_id=pid, symbol=symbol, - created_at=now, updated_at=now, + slot_id=sid, + status=SlotState.INACTIVE, + instance_key=instance_key, + portfolio_id=pid, + symbol=symbol, + created_at=now, + updated_at=now, ) created += 1 # retire / tombstone assets that left the universe (skipped under the @@ -155,7 +165,9 @@ class InMemorySlotRepository: _PENDING = (SlotState.PENDING_BUY, SlotState.PENDING_SELL) def list_undispatched_pending( - self, instance_key: str = "default", limit: int = 64, + self, + instance_key: str = "default", + limit: int = 64, ) -> list[Slot]: """Pending slots not yet dispatched (broker_order_id IS NULL). @@ -163,9 +175,13 @@ class InMemorySlotRepository: never dispatch each other's orders. List-based (vs single-row claim) so one skipped sell (broker flat) cannot head-block the dispatch queue.""" out = [ - s for s in self._slots.values() - if (s.instance_key == instance_key and s.status in self._PENDING - and s.broker_order_id is None) + s + for s in self._slots.values() + if ( + s.instance_key == instance_key + and s.status in self._PENDING + and s.broker_order_id is None + ) ] return out[:limit] @@ -179,12 +195,31 @@ class InMemorySlotRepository: ) return True + def replace_dispatch( + self, + slot_id: UUID, + expected_broker_order_id: str, + broker_order_id: str, + ) -> bool: + """Replace a result-unknown sentinel with the broker-confirmed order ID.""" + s = self._slots.get(slot_id) + if s is None or s.broker_order_id != expected_broker_order_id: + return False + self._slots[slot_id] = replace( + s, broker_order_id=broker_order_id, updated_at=datetime.now(tz=timezone.utc) + ) + return True + def list_dispatched_pending(self, instance_key: str = "default") -> list[Slot]: """Pending slots already dispatched (broker_order_id NOT NULL) — poll targets.""" return [ - s for s in self._slots.values() - if (s.instance_key == instance_key and s.status in self._PENDING - and s.broker_order_id is not None) + s + for s in self._slots.values() + if ( + s.instance_key == instance_key + and s.status in self._PENDING + and s.broker_order_id is not None + ) ] def clear_dispatch(self, slot_id: UUID) -> None: diff --git a/validation/trading-execution-adapter.json b/validation/trading-execution-adapter.json new file mode 100644 index 0000000..6c8f368 --- /dev/null +++ b/validation/trading-execution-adapter.json @@ -0,0 +1,77 @@ +{ + "schema_version": "trading-validation-project/v1", + "project_id": "trex-core-execution", + "project_root": "..", + "adapter_version": "v1", + "require_clean_worktree": true, + "stages": [ + { + "id": "logic", + "command": ["uv", "run", "pytest", "-q", "tests/application/test_execution.py"], + "timeout_seconds": 300 + }, + { + "id": "regression", + "command": ["uv", "run", "pytest", "-q"], + "timeout_seconds": 900 + }, + { + "id": "virtual_contract", + "command": ["uv", "run", "pytest", "-q", "tests/adapters/broker/test_kis.py", "tests/adapters/broker/test_kis_cancel.py"], + "timeout_seconds": 300 + }, + { + "id": "virtual_e2e", + "command": ["uv", "run", "pytest", "-q", "tests/integration/test_kis_submission_recovery_virtual.py"], + "timeout_seconds": 300 + }, + { + "id": "fault_injection", + "command": ["uv", "run", "pytest", "-q", "tests/integration/test_kis_submission_recovery_virtual.py", "tests/adapters/broker/test_kis.py"], + "timeout_seconds": 300 + }, + { + "id": "restart_recovery", + "command": ["uv", "run", "pytest", "-q", "tests/integration/test_kis_submission_recovery_virtual.py", "tests/application/test_execution.py"], + "timeout_seconds": 300 + }, + { + "id": "ledger_reconcile", + "command": ["uv", "run", "python", "scripts/virtual_execution_final_state.py"], + "timeout_seconds": 300, + "required_files": ["${RUN_DIR}/ledger_reconcile/final_state.json"], + "json_checks": [ + { + "file": "${RUN_DIR}/ledger_reconcile/final_state.json", + "pointer": "/status", + "equals": "PASS" + }, + { + "file": "${RUN_DIR}/ledger_reconcile/final_state.json", + "pointer": "/open_orders", + "equals": 0 + }, + { + "file": "${RUN_DIR}/ledger_reconcile/final_state.json", + "pointer": "/positions", + "equals": 0 + }, + { + "file": "${RUN_DIR}/ledger_reconcile/final_state.json", + "pointer": "/duplicate_orders", + "equals": 0 + }, + { + "file": "${RUN_DIR}/ledger_reconcile/final_state.json", + "pointer": "/ledger_consistent", + "equals": true + }, + { + "file": "${RUN_DIR}/ledger_reconcile/final_state.json", + "pointer": "/real_order_allowed", + "equals": false + } + ] + } + ] +}