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fix: persist uncertain cancel outcomes

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This commit is contained in:
jordan
2026-07-29 17:17:14 +09:00
parent a656350a35
commit 3dd8eefc92
21 changed files with 416 additions and 76 deletions
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trex_core/application/broker_port.py
+38 -2
View File
@@ -10,6 +10,7 @@ from __future__ import annotations
import os
from dataclasses import dataclass, field
from decimal import Decimal
from enum import Enum
from typing import Any, Optional, Protocol
@@ -29,6 +30,30 @@ class BrokerBalanceError(RuntimeError):
super().__init__(f"broker balance unavailable ({code})")
class CancelState(str, Enum):
"""Immediate result of a cancel request, not the final order state."""
REQUESTED = "requested"
REJECTED = "rejected"
UNKNOWN = "unknown"
@dataclass(frozen=True)
class CancelOutcome:
"""Sanitized cancel request outcome.
REQUESTED only means that the broker accepted the cancellation request.
Final cancelled/filled state is established exclusively by poll_fill().
"""
state: CancelState
reason: Optional[str] = None
@property
def is_requested(self) -> bool:
return self.state is CancelState.REQUESTED
@dataclass(frozen=True)
class OrderRequest:
slot_id: str # originating slot (audit/correlation)
@@ -114,12 +139,23 @@ class BrokerPort(Protocol):
"""Observe current fill status for a previously accepted order."""
...
def cancel_order(self, broker_order_id: str, *, side: str, symbol: str, qty: int, venue: str = "KRX") -> bool:
"""Best-effort cancel. Returns True if the broker accepted the cancel.
def cancel_order(
self,
broker_order_id: str,
*,
side: str,
symbol: str,
qty: int,
venue: str = "KRX",
) -> CancelOutcome:
"""Request cancellation and classify the immediate broker outcome.
venue: exchange venue of the original order (REQ-118). Cancel must use
the same EXCG_ID_DVSN_CD as the original submit. Default "KRX" preserves
backward compatibility for existing callers (orb/tsl).
REQUESTED is not a final cancellation. poll_fill() remains the only
authority for cancelled/filled terminal state.
"""
...
trex_core/application/execution.py
+83 -28
View File
@@ -29,7 +29,12 @@ from datetime import datetime, timezone
from typing import Callable, Optional
from trex_core.application.alarm_emitter import AlarmEmitter
from trex_core.application.broker_port import BrokerPort, OrderRequest
from trex_core.application.broker_port import (
BrokerPort,
CancelOutcome,
CancelState,
OrderRequest,
)
from trex_core.application.ledger_outbox import LedgerOutbox
from trex_core.application.ledger_port import LedgerTrade
from trex_core.domain.pricing import ceil_to_tick, floor_to_tick
@@ -546,12 +551,28 @@ class ExecutionService:
"""
if str(slot.broker_order_id or "").startswith("submission-unknown:"):
return
if slot.cancel_state is not None:
return
if slot.timeout_sec is None or slot.updated_at is None:
return
age = (now - slot.updated_at).total_seconds()
if age < slot.timeout_sec:
return
qty = int(slot.qty or 0)
# Write UNKNOWN before external I/O. If the process dies after KIS
# receives the request but before the response is persisted, restart
# polls the order instead of issuing a blind second cancellation.
if not self._repo.mark_cancel_outcome(
slot.slot_id,
str(slot.broker_order_id),
CancelState.UNKNOWN.value,
):
_log.error(
"cancel attempt reservation conflict: slot=%s broker_order_id=%s",
slot.slot_id,
slot.broker_order_id,
)
return
try:
cancel_kwargs = {
"side": side,
@@ -560,25 +581,40 @@ class ExecutionService:
}
if slot.venue != "KRX":
cancel_kwargs["venue"] = slot.venue
accepted = self._broker.cancel_order(slot.broker_order_id, **cancel_kwargs)
outcome = self._broker.cancel_order(slot.broker_order_id, **cancel_kwargs)
except Exception: # noqa: BLE001 - adapter failure becomes durable unknown
outcome = CancelOutcome(CancelState.UNKNOWN, "adapter_exception")
_log.warning(
"timeout cancel outcome unknown: slot=%s broker_order_id=%s",
slot.slot_id,
slot.broker_order_id,
)
persisted = self._repo.mark_cancel_outcome(
slot.slot_id,
str(slot.broker_order_id),
outcome.state.value,
)
if not persisted:
_log.error(
"cancel outcome persistence conflict: slot=%s broker_order_id=%s "
"outcome=%s",
slot.slot_id,
slot.broker_order_id,
outcome.state.value,
)
return
if outcome.is_requested:
r.timeout_cancelled += 1
_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,
)
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,
)
_log.warning(
"timeout cancel result: slot=%s status=%s broker_order_id=%s "
"age_sec=%.0f timeout_sec=%d outcome=%s",
slot.slot_id,
slot.status.value,
slot.broker_order_id,
age,
slot.timeout_sec,
outcome.state.value,
)
def _emit_event(self, event_type: str, slot, routing_strategy_id: Optional[str] = None) -> None:
if self._event_emitter is None:
@@ -655,9 +691,9 @@ class ExecutionService:
def cancel_pending_slot(self, slot_id) -> str:
"""Operator backstop: send cancel_order for a pending slot (dcy-022/REQ-071).
Returns "ok" (cancel sent), "not_pending" (slot is HOLDING/INACTIVE),
or "slot_not_found". Does NOT transition the slot — the execution loop's
next poll handles the rollback via the normal is_terminal_reject path.
Returns "ok" (request accepted), "cancel_rejected", "cancel_unknown",
"not_pending", "not_dispatched", or "slot_not_found". Does NOT
transition the slot — fill polling alone confirms cancelled/filled.
"""
from uuid import UUID
@@ -680,21 +716,40 @@ class ExecutionService:
}
if slot.venue != "KRX":
cancel_kwargs["venue"] = slot.venue
self._broker.cancel_order(slot.broker_order_id, **cancel_kwargs)
except Exception: # noqa: BLE001 - best-effort
# Durable unknown reservation closes the crash window between the
# outbound request and saving its immediate result.
if not self._repo.mark_cancel_outcome(
slot.slot_id,
str(slot.broker_order_id),
CancelState.UNKNOWN.value,
):
return "cancel_state_conflict"
outcome = self._broker.cancel_order(slot.broker_order_id, **cancel_kwargs)
except Exception: # noqa: BLE001 - adapter failure becomes durable unknown
outcome = CancelOutcome(CancelState.UNKNOWN, "adapter_exception")
_log.warning(
"operator cancel failed: slot=%s broker_order_id=%s",
"operator cancel outcome unknown: slot=%s broker_order_id=%s",
slot.slot_id,
slot.broker_order_id,
)
return "cancel_failed"
if not self._repo.mark_cancel_outcome(
slot.slot_id,
str(slot.broker_order_id),
outcome.state.value,
):
return "cancel_state_conflict"
_log.warning(
"operator cancel sent: slot=%s status=%s broker_order_id=%s",
"operator cancel result: slot=%s status=%s broker_order_id=%s outcome=%s",
slot.slot_id,
slot.status.value,
slot.broker_order_id,
outcome.state.value,
)
return "ok"
if outcome.state is CancelState.REQUESTED:
return "ok"
if outcome.state is CancelState.REJECTED:
return "cancel_rejected"
return "cancel_unknown"
def _rollback(self, slot, *, reason: str) -> None:
total = self._balance_map().get(slot.symbol or "", 0)