fix: persist uncertain cancel outcomes

2026-07-29 17:17:14 +09:00
parent a656350a35
commit 3dd8eefc92
21 changed files with 416 additions and 76 deletions
@@ -37,7 +37,8 @@ _SLOT_COLUMNS = (
    "order_id, strategy_id, broker_order_id, portfolio_id, "
    "sell_strategy_id, forced_close_at, stop_loss_price, take_profit_price, "
    "created_at, updated_at, instance_key, retired_at, "
-    "timeout_sec, slippage_pct, occupancy_seq, venue"
+    "timeout_sec, slippage_pct, occupancy_seq, venue, "
+    "cancel_state, cancel_requested_at"
 )


@@ -216,7 +217,8 @@ class PostgreSQLSlotRepository:
                    "broker_order_id=%s, portfolio_id=%s, sell_strategy_id=%s, "
                    "forced_close_at=%s, stop_loss_price=%s, take_profit_price=%s, "
                    "instance_key=%s, retired_at=%s, timeout_sec=%s, slippage_pct=%s, "
-                    "occupancy_seq=%s, venue=%s, updated_at=%s WHERE slot_id=%s",
+                    "occupancy_seq=%s, venue=%s, cancel_state=%s, "
+                    "cancel_requested_at=%s, updated_at=%s WHERE slot_id=%s",
                    (
                        slot.status.value,
                        slot.symbol,
@@ -237,6 +239,8 @@ class PostgreSQLSlotRepository:
                        slot.slippage_pct,
                        slot.occupancy_seq,
                        slot.venue,
+                        slot.cancel_state,
+                        slot.cancel_requested_at,
                        slot.updated_at or datetime.now(tz=timezone.utc),
                        slot.slot_id,
                    ),
@@ -332,6 +336,26 @@ class PostgreSQLSlotRepository:
                conn.commit()
                return ok

+    def mark_cancel_outcome(
+        self,
+        slot_id: UUID,
+        broker_order_id: str,
+        state: str,
+    ) -> bool:
+        now = datetime.now(tz=timezone.utc)
+        with self._psycopg.connect(self._dsn, autocommit=False) as conn:
+            with conn.cursor() as cur:
+                cur.execute(
+                    "UPDATE daily_slot SET cancel_state=%s, "
+                    "cancel_requested_at=%s, updated_at=%s "
+                    "WHERE slot_id=%s AND broker_order_id=%s "
+                    "AND status IN ('pending_buy','pending_sell')",
+                    (state, now, now, slot_id, 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:
@@ -347,7 +371,8 @@ class PostgreSQLSlotRepository:
        with self._psycopg.connect(self._dsn, autocommit=False) as conn:
            with conn.cursor() as cur:
                cur.execute(
-                    "UPDATE daily_slot SET broker_order_id=NULL, updated_at=%s WHERE slot_id=%s",
+                    "UPDATE daily_slot SET broker_order_id=NULL, cancel_state=NULL, "
+                    "cancel_requested_at=NULL, updated_at=%s WHERE slot_id=%s",
                    (datetime.now(tz=timezone.utc), slot_id),
                )
                conn.commit()
@@ -374,7 +399,8 @@ class PostgreSQLSlotRepository:
        # forced_close_at(11) stop_loss_price(12) take_profit_price(13)
        # created_at(14) updated_at(15) instance_key(16) retired_at(17)
        # timeout_sec(18) slippage_pct(19)  [dcy-022/REQ-068]
-        # occupancy_seq(20)  [dcy-028/REQ-081], venue(21)
+        # occupancy_seq(20) [dcy-028/REQ-081], venue(21),
+        # cancel_state(22), cancel_requested_at(23)
        return Slot(
            slot_id=row[0] if isinstance(row[0], UUID) else UUID(str(row[0])),
            status=SlotState(row[1]),
@@ -398,6 +424,8 @@ class PostgreSQLSlotRepository:
            slippage_pct=f(row[19]),
            occupancy_seq=int(row[20]) if len(row) > 20 and row[20] is not None else 0,
            venue=str(row[21]) if len(row) > 21 and row[21] is not None else "KRX",
+            cancel_state=str(row[22]) if len(row) > 22 and row[22] is not None else None,
+            cancel_requested_at=row[23] if len(row) > 23 else None,
        )


@@ -0,0 +1,18 @@
+-- dcy-041 / GitHub #44: cancellation request acceptance is distinct from
+-- final order cancellation. Persist the immediate result to prevent blind
+-- automatic retries across execution ticks and daemon restarts.
+ALTER TABLE daily_slot
+    ADD COLUMN IF NOT EXISTS cancel_state TEXT;
+
+ALTER TABLE daily_slot
+    ADD COLUMN IF NOT EXISTS cancel_requested_at TIMESTAMPTZ;
+
+ALTER TABLE daily_slot
+    DROP CONSTRAINT IF EXISTS daily_slot_cancel_state_check;
+
+ALTER TABLE daily_slot
+    ADD CONSTRAINT daily_slot_cancel_state_check
+    CHECK (
+        cancel_state IS NULL
+        OR cancel_state IN ('requested', 'rejected', 'unknown')
+    );