feat(ledger): dcy-018 option D cash/position write-back + 추정 현금 (BAT-023)

ledger write 응답의 portfolio-hub 권위 cash/quantity 를 스냅샷에 write-back 해
매수/매도 직후 "수량 live·현금 stale" 비대칭 제거(option D 활성화). portfolio-hub#8
(*_after 응답) 동작 중 확인으로 그간 deferred 됐던 REQ-030 을 닫음.

거버넌스: 전부 change-req (신규 REQ 없음, dcy-018 OQ-3 a).
- REQ-017: record_trade → LedgerWriteOutcome{result, cash_balance_after,
  asset_quantity_after}. 어댑터가 응답 root flat *_after 파싱(new+duplicate, 누락 None)
- REQ-019: LedgerWriter 에 SnapshotStore 주입 → new+duplicate write-back
  (best-effort, *_after 절대값이라 멱등). LedgerOutbox.pending_cash_delta()
- REQ-029: 추정 현금 오버레이(_apply_cash_estimate, cash_estimated 라벨, OQ-4 i)
  + 슬롯 오버레이 유지(OQ-1 B). 미정산 outbox delta 기반, write-back 수렴
- REQ-030: option D 활성화 → Approved→Implemented

best-effort 격리(NFR-1): write-back/추정 실패가 ledger 멱등·청산 무차단.
배치 번호: 동시 커밋된 BAT-022(slot-state, dcy-016)와 충돌해 BAT-023 으로 배정.

검증: 단위 350 passed/35 skipped, 인프라 게이트(PG+RabbitMQ) 385 passed, ruff clean.
신규 test_ledger_option_d + adapter/PG 테스트. BAT-023 release-candidate.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-08 21:50:56 +09:00
co-authored by Claude Opus 4.8
parent 63da87c9b3
commit 2bfecd59a8
26 changed files with 969 additions and 34 deletions
@@ -369,6 +369,20 @@ class PostgreSQLLedgerOutbox:
)
return [self._row_to_item(r) for r in cur.fetchall()]
def pending_cash_delta(self) -> dict[str, float]:
# dcy-018 / REQ-029 (OQ-4): estimated cash delta of all pending rows by
# asset_id. SUM in SQL: sell → +(qty*price - fee - tax), buy → negative.
with self._psycopg.connect(self._dsn) as conn:
with conn.cursor() as cur:
cur.execute(
"SELECT asset_id, "
"SUM(CASE WHEN side='sell' "
" THEN (qty*price - fee - tax) "
" ELSE -(qty*price + fee + tax) END) "
"FROM ledger_outbox WHERE status='pending' GROUP BY asset_id"
)
return {r[0]: float(r[1]) for r in cur.fetchall() if r[1] is not None}
def get(self, correlation_id: str) -> Optional[LedgerWorkItem]:
with self._psycopg.connect(self._dsn) as conn:
with conn.cursor() as cur: