fix: persist uncertain cancel outcomes

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
+7
View File
@@ -59,6 +59,11 @@ class Slot:
# Order venue carried from the admitted intent through dispatch/cancel.
# It is reset to KRX when the permanent asset slot returns to INACTIVE.
venue: str = "KRX"
# Immediate cancel-request result. The slot remains pending until fill
# polling confirms cancelled/filled. Persisted to prevent blind retries
# across ticks and restarts.
cancel_state: Optional[str] = None
cancel_requested_at: Optional[datetime] = None
# Canonical column contract for `Slot` (dcy-001 OQ-2 / FR-5).
@@ -88,6 +93,8 @@ EXPECTED_SLOT_FIELDS: frozenset[str] = frozenset({
"slippage_pct", # dcy-022 / REQ-068 (BAT-032)
"occupancy_seq", # dcy-028 / REQ-081 (BAT-042)
"venue",
"cancel_state",
"cancel_requested_at",
})