fix: harden skipped ledger resolution paths
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
This commit is contained in:
co-authored by
genichin
parent
b88b21b772
commit
48dfc3e76f
@@ -1,5 +1,6 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import threading
|
||||
from datetime import UTC, date, datetime
|
||||
from uuid import uuid4
|
||||
|
||||
@@ -87,3 +88,76 @@ def test_ledger_skip_store_filters_and_resolves(pg_clean):
|
||||
assert len(resolved) == 1
|
||||
assert resolved[0].status == "resolved"
|
||||
assert resolved[0].resolution_reason == "manual_ledger_backfill"
|
||||
|
||||
|
||||
def test_ledger_skip_store_resolves_null_execution_id_on_backfill(pg_clean):
|
||||
store = PostgreSQLLedgerSkipStore(pg_clean)
|
||||
slot_id = uuid4()
|
||||
record, _ = store.record_skip(
|
||||
instance_key="inst-1",
|
||||
slot_id=slot_id,
|
||||
portfolio_id="PF-1",
|
||||
symbol="005930",
|
||||
order_id="O-3",
|
||||
execution_id=None,
|
||||
side="buy",
|
||||
qty=1.0,
|
||||
price=1010.0,
|
||||
executed_at=datetime(2026, 8, 24, 3, 0, tzinfo=UTC),
|
||||
order_venue="SOR",
|
||||
execution_venue="unknown",
|
||||
skip_reason="missing_execution_id",
|
||||
)
|
||||
|
||||
resolved = store.resolve_for_fill(
|
||||
instance_key="inst-1",
|
||||
slot_id=slot_id,
|
||||
side="buy",
|
||||
order_id="O-3",
|
||||
execution_id="E-3",
|
||||
resolution_reason="manual_ledger_backfill",
|
||||
)
|
||||
|
||||
assert [row.skip_key for row in resolved] == [record.skip_key]
|
||||
assert resolved[0].execution_id == "E-3"
|
||||
assert resolved[0].status == "resolved"
|
||||
|
||||
|
||||
def test_ledger_skip_store_retries_unique_violation_during_concurrent_dedupe(pg_clean):
|
||||
slot_id = uuid4()
|
||||
start = threading.Barrier(2)
|
||||
results = []
|
||||
|
||||
def worker():
|
||||
store = PostgreSQLLedgerSkipStore(pg_clean)
|
||||
start.wait()
|
||||
results.append(
|
||||
store.record_skip(
|
||||
instance_key="inst-1",
|
||||
slot_id=slot_id,
|
||||
portfolio_id="PF-1",
|
||||
symbol="005930",
|
||||
order_id="O-4",
|
||||
execution_id=None,
|
||||
side="buy",
|
||||
qty=1.0,
|
||||
price=1111.0,
|
||||
executed_at=datetime(2026, 8, 24, 4, 0, tzinfo=UTC),
|
||||
order_venue="SOR",
|
||||
execution_venue="unknown",
|
||||
skip_reason="missing_execution_id",
|
||||
)
|
||||
)
|
||||
|
||||
t1 = threading.Thread(target=worker)
|
||||
t2 = threading.Thread(target=worker)
|
||||
t1.start()
|
||||
t2.start()
|
||||
t1.join()
|
||||
t2.join()
|
||||
|
||||
assert len(results) == 2
|
||||
assert len({record.skip_key for record, _notify in results}) == 1
|
||||
assert sorted(notify for _record, notify in results) == [False, True]
|
||||
listed = PostgreSQLLedgerSkipStore(pg_clean).list_records(instance_key="inst-1", status="unresolved")
|
||||
assert len(listed) == 1
|
||||
|
||||
@@ -6,7 +6,7 @@ critical path while the ledger write is eventually-consistent.
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC
|
||||
from datetime import UTC, datetime
|
||||
|
||||
from trex_core.adapters.broker.kis import KISBroker
|
||||
from trex_core.adapters.broker.paper import PaperBroker
|
||||
@@ -63,6 +63,55 @@ class _SkipStore:
|
||||
def resolve_for_fill(self, **_kwargs):
|
||||
return []
|
||||
|
||||
def resolve_for_delivery(
|
||||
self,
|
||||
*,
|
||||
instance_key,
|
||||
portfolio_id,
|
||||
side,
|
||||
order_id,
|
||||
execution_id,
|
||||
resolution_reason,
|
||||
):
|
||||
resolved = []
|
||||
updated = {}
|
||||
for key, record in self._by_key.items():
|
||||
if (
|
||||
record.instance_key == instance_key
|
||||
and record.portfolio_id == portfolio_id
|
||||
and record.side == side
|
||||
and (
|
||||
record.execution_id == execution_id
|
||||
or (record.execution_id is None and record.order_id == order_id)
|
||||
)
|
||||
):
|
||||
record = LedgerSkipRecord(
|
||||
skip_key=record.skip_key,
|
||||
instance_key=record.instance_key,
|
||||
slot_id=record.slot_id,
|
||||
portfolio_id=record.portfolio_id,
|
||||
symbol=record.symbol,
|
||||
order_id=record.order_id,
|
||||
execution_id=record.execution_id or execution_id,
|
||||
side=record.side,
|
||||
qty=record.qty,
|
||||
price=record.price,
|
||||
executed_at=record.executed_at,
|
||||
order_venue=record.order_venue,
|
||||
execution_venue=record.execution_venue,
|
||||
skip_reason=record.skip_reason,
|
||||
status="resolved",
|
||||
resolution_reason=resolution_reason,
|
||||
resolved_at=record.executed_at,
|
||||
created_at=record.created_at,
|
||||
updated_at=record.executed_at,
|
||||
)
|
||||
resolved.append(record)
|
||||
updated[key] = record
|
||||
self._by_key = updated
|
||||
self.records = list(self._by_key.values())
|
||||
return resolved
|
||||
|
||||
|
||||
|
||||
def _wire(broker, *, ledger=None, clock=None, alarm_emitter=None, ledger_skip_store=None):
|
||||
@@ -79,9 +128,13 @@ def _wire(broker, *, ledger=None, clock=None, alarm_emitter=None, ledger_skip_st
|
||||
alarm_emitter=alarm_emitter,
|
||||
ledger_skip_store=ledger_skip_store,
|
||||
)
|
||||
writer = (
|
||||
LedgerWriter(outbox, ledger or InMemoryLedger(), clock=clock)
|
||||
if clock else LedgerWriter(outbox, ledger or InMemoryLedger())
|
||||
writer = LedgerWriter(
|
||||
outbox,
|
||||
ledger or InMemoryLedger(),
|
||||
clock=clock,
|
||||
alarm_emitter=alarm_emitter,
|
||||
ledger_skip_store=ledger_skip_store,
|
||||
instance_key="default",
|
||||
)
|
||||
repo.reconcile_universe("default", {"PF-1": "SYM"})
|
||||
return repo, svc, intents, execution, outbox, writer
|
||||
@@ -294,6 +347,50 @@ def test_missing_execution_id_persists_skip_record() -> None:
|
||||
assert record.execution_id is None
|
||||
|
||||
|
||||
def test_skip_resolves_only_after_writer_completes_delivery() -> None:
|
||||
transport = InMemoryTransport()
|
||||
skip_store = _SkipStore()
|
||||
ledger = InMemoryLedger()
|
||||
_repo, _, intents, execution, outbox, writer = _wire(
|
||||
PaperBroker(fill_after_polls=0),
|
||||
ledger=ledger,
|
||||
alarm_emitter=AlarmEmitter(transport),
|
||||
ledger_skip_store=skip_store,
|
||||
)
|
||||
sid = _buy(intents, iid="delayed-skip-resolution").slot_id
|
||||
record, _ = skip_store.record_skip(
|
||||
instance_key="default",
|
||||
slot_id=sid,
|
||||
portfolio_id="PF-1",
|
||||
symbol="005930",
|
||||
order_id="PAPER-000001",
|
||||
execution_id=None,
|
||||
side="buy",
|
||||
qty=10.0,
|
||||
price=1000.0,
|
||||
executed_at=datetime(2026, 8, 24, 0, 0, tzinfo=UTC),
|
||||
order_venue="SOR",
|
||||
execution_venue="unknown",
|
||||
skip_reason="missing_execution_id",
|
||||
)
|
||||
|
||||
result = execution.run_once()
|
||||
|
||||
assert result.ledger_enqueued == 1
|
||||
assert outbox.all_items()
|
||||
assert skip_store._by_key[record.skip_key].status == "unresolved"
|
||||
assert transport.alarm_events() == []
|
||||
|
||||
stats = writer.run_once()
|
||||
|
||||
assert stats.completed == 1
|
||||
resolved = skip_store._by_key[record.skip_key]
|
||||
assert resolved.status == "resolved"
|
||||
assert resolved.execution_id is not None
|
||||
assert resolved.resolution_reason == "ledger_recorded"
|
||||
assert [payload["code"] for _, payload in transport.alarm_events()] == ["ledger_skip_resolved"]
|
||||
|
||||
|
||||
def test_ledger_skip_emits_warning(caplog):
|
||||
"""dcy-011 / REQ-018 FR-4 (S-3): ledger skip is logged, not silent."""
|
||||
import logging
|
||||
|
||||
@@ -9,8 +9,13 @@ from trex_core.application.ledger_skip import LedgerSkipRecord
|
||||
from trex_core.runtime import cli
|
||||
|
||||
|
||||
def _cfg():
|
||||
return SimpleNamespace(dsn="postgresql://x/y", rabbitmq=None)
|
||||
def _cfg(*, live: bool = False):
|
||||
return SimpleNamespace(
|
||||
dsn="postgresql://x/y",
|
||||
rabbitmq=None,
|
||||
broker="kis",
|
||||
kis=SimpleNamespace(allow_live=live),
|
||||
)
|
||||
|
||||
|
||||
def _record(*, status="unresolved", resolution_reason=None):
|
||||
@@ -46,7 +51,7 @@ def test_ledger_skips_parser_accepts_list_and_resolve():
|
||||
args = parser.parse_args(["ledger", "skips", "list", "--status", "all"])
|
||||
assert args.ledger_cmd == "skips"
|
||||
assert args.ledger_skips_cmd == "list"
|
||||
args = parser.parse_args(["ledger", "skips", "resolve", "--skip-key", "abc"])
|
||||
args = parser.parse_args(["ledger", "skips", "resolve", "--skip-key", "abc", "--yes"])
|
||||
assert args.ledger_skips_cmd == "resolve"
|
||||
|
||||
|
||||
@@ -91,8 +96,9 @@ def test_ledger_skips_resolve_marks_record_and_emits_alert(monkeypatch, capsys):
|
||||
def __init__(self, *_args, **_kwargs):
|
||||
pass
|
||||
|
||||
def resolve_by_key(self, skip_key, *, resolution_reason):
|
||||
def resolve_by_key(self, skip_key, *, instance_key, resolution_reason):
|
||||
assert skip_key == "abc"
|
||||
assert instance_key == "inst-1"
|
||||
return _record(status="resolved", resolution_reason=resolution_reason)
|
||||
|
||||
published = []
|
||||
@@ -117,6 +123,9 @@ def test_ledger_skips_resolve_marks_record_and_emits_alert(monkeypatch, capsys):
|
||||
skip_key="abc",
|
||||
reason="operator_reconciled",
|
||||
instance="inst-1",
|
||||
yes=True,
|
||||
live=False,
|
||||
audit_dir="audit-dir",
|
||||
config=None,
|
||||
config_path=None,
|
||||
env_file=None,
|
||||
@@ -124,9 +133,42 @@ def test_ledger_skips_resolve_marks_record_and_emits_alert(monkeypatch, capsys):
|
||||
timeout=10.0,
|
||||
)
|
||||
|
||||
rc = cli._cmd_ledger_skips_resolve(args, _cfg())
|
||||
rc = cli._cmd_ledger_skips_resolve(args, _cfg(), lambda _: True)
|
||||
|
||||
assert rc == 0
|
||||
out = json.loads(capsys.readouterr().out)
|
||||
assert out["result"] == "resolved"
|
||||
assert out["audit_path"].endswith(".json")
|
||||
assert published[0][0] == "ledger_skip_resolved"
|
||||
|
||||
|
||||
def test_ledger_skips_resolve_live_requires_live_flag(monkeypatch, tmp_path, capsys):
|
||||
monkeypatch.setattr(
|
||||
"trex_core.adapters.persistence.ledger_skip_store.PostgreSQLLedgerSkipStore",
|
||||
lambda *_args, **_kwargs: object(),
|
||||
)
|
||||
args = SimpleNamespace(
|
||||
cmd="ledger",
|
||||
ledger_cmd="skips",
|
||||
ledger_skips_cmd="resolve",
|
||||
skip_key="abc",
|
||||
reason="operator_reconciled",
|
||||
instance="inst-1",
|
||||
yes=True,
|
||||
live=False,
|
||||
audit_dir=str(tmp_path),
|
||||
config=None,
|
||||
config_path=None,
|
||||
env_file=None,
|
||||
json=True,
|
||||
timeout=10.0,
|
||||
)
|
||||
|
||||
rc = cli._cmd_ledger_skips_resolve(args, _cfg(live=True), lambda _: True)
|
||||
|
||||
assert rc == 2
|
||||
err = capsys.readouterr().err
|
||||
assert "--live" in err
|
||||
audit = json.loads(next(tmp_path.glob("*.json")).read_text(encoding="utf-8"))
|
||||
assert audit["request"]["instance"] == "inst-1"
|
||||
assert audit["result"]["status"] == "rejected"
|
||||
|
||||
@@ -40,63 +40,72 @@ class PostgreSQLLedgerSkipStore:
|
||||
)
|
||||
now = datetime.now(tz=UTC)
|
||||
notify = False
|
||||
with self._psycopg.connect(self._dsn, autocommit=False) as conn, conn.cursor() as cur:
|
||||
cur.execute(
|
||||
"SELECT status FROM ledger_skip WHERE skip_key = %s FOR UPDATE",
|
||||
(skip_key,),
|
||||
)
|
||||
row = cur.fetchone()
|
||||
if row is None:
|
||||
notify = True
|
||||
cur.execute(
|
||||
"INSERT INTO ledger_skip "
|
||||
"(skip_key, instance_key, slot_id, portfolio_id, symbol, order_id, "
|
||||
" execution_id, side, qty, price, executed_at, order_venue, "
|
||||
" execution_venue, skip_reason, status, created_at, updated_at) "
|
||||
"VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, "
|
||||
" 'unresolved', %s, %s)",
|
||||
(
|
||||
skip_key,
|
||||
instance_key,
|
||||
slot_id,
|
||||
portfolio_id,
|
||||
symbol,
|
||||
order_id,
|
||||
execution_id,
|
||||
side,
|
||||
qty,
|
||||
price,
|
||||
executed_at,
|
||||
order_venue or "unknown",
|
||||
execution_venue or "unknown",
|
||||
skip_reason,
|
||||
now,
|
||||
now,
|
||||
),
|
||||
)
|
||||
else:
|
||||
notify = row[0] == "resolved"
|
||||
cur.execute(
|
||||
"UPDATE ledger_skip SET portfolio_id=%s, symbol=%s, order_id=%s, "
|
||||
"execution_id=%s, qty=%s, price=%s, executed_at=%s, "
|
||||
"order_venue=%s, execution_venue=%s, status='unresolved', "
|
||||
"resolution_reason=NULL, resolved_at=NULL, updated_at=%s "
|
||||
"WHERE skip_key=%s",
|
||||
(
|
||||
portfolio_id,
|
||||
symbol,
|
||||
order_id,
|
||||
execution_id,
|
||||
qty,
|
||||
price,
|
||||
executed_at,
|
||||
order_venue or "unknown",
|
||||
execution_venue or "unknown",
|
||||
now,
|
||||
skip_key,
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
for _ in range(2):
|
||||
with self._psycopg.connect(self._dsn, autocommit=False) as conn, conn.cursor() as cur:
|
||||
try:
|
||||
cur.execute(
|
||||
"INSERT INTO ledger_skip "
|
||||
"(skip_key, instance_key, slot_id, portfolio_id, symbol, order_id, "
|
||||
" execution_id, side, qty, price, executed_at, order_venue, "
|
||||
" execution_venue, skip_reason, status, created_at, updated_at) "
|
||||
"VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, "
|
||||
" 'unresolved', %s, %s)",
|
||||
(
|
||||
skip_key,
|
||||
instance_key,
|
||||
slot_id,
|
||||
portfolio_id,
|
||||
symbol,
|
||||
order_id,
|
||||
execution_id,
|
||||
side,
|
||||
qty,
|
||||
price,
|
||||
executed_at,
|
||||
order_venue or "unknown",
|
||||
execution_venue or "unknown",
|
||||
skip_reason,
|
||||
now,
|
||||
now,
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
notify = True
|
||||
break
|
||||
except self._psycopg.errors.UniqueViolation:
|
||||
conn.rollback()
|
||||
cur.execute(
|
||||
"SELECT status FROM ledger_skip WHERE skip_key = %s FOR UPDATE",
|
||||
(skip_key,),
|
||||
)
|
||||
row = cur.fetchone()
|
||||
if row is None:
|
||||
continue
|
||||
notify = row[0] == "resolved"
|
||||
cur.execute(
|
||||
"UPDATE ledger_skip SET portfolio_id=%s, symbol=%s, order_id=%s, "
|
||||
"execution_id=%s, qty=%s, price=%s, executed_at=%s, "
|
||||
"order_venue=%s, execution_venue=%s, status='unresolved', "
|
||||
"resolution_reason=NULL, resolved_at=NULL, updated_at=%s "
|
||||
"WHERE skip_key=%s",
|
||||
(
|
||||
portfolio_id,
|
||||
symbol,
|
||||
order_id,
|
||||
execution_id,
|
||||
qty,
|
||||
price,
|
||||
executed_at,
|
||||
order_venue or "unknown",
|
||||
execution_venue or "unknown",
|
||||
now,
|
||||
skip_key,
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
break
|
||||
else:
|
||||
raise RuntimeError(f"failed to persist ledger_skip row for key {skip_key!r}")
|
||||
record = self.get(skip_key)
|
||||
if record is None:
|
||||
raise RuntimeError(f"ledger_skip row missing after upsert for key {skip_key!r}")
|
||||
@@ -166,21 +175,24 @@ class PostgreSQLLedgerSkipStore:
|
||||
if execution_id:
|
||||
cur.execute(
|
||||
"UPDATE ledger_skip SET status='resolved', resolution_reason=%s, "
|
||||
"execution_id=COALESCE(execution_id, %s), "
|
||||
"resolved_at=%s, updated_at=%s "
|
||||
"WHERE status='unresolved' AND instance_key=%s AND slot_id=%s "
|
||||
"AND side=%s AND execution_id=%s "
|
||||
"AND side=%s AND (execution_id=%s OR (execution_id IS NULL AND order_id=%s)) "
|
||||
"RETURNING skip_key, instance_key, slot_id, portfolio_id, symbol, "
|
||||
"order_id, execution_id, side, qty, price, executed_at, order_venue, "
|
||||
"execution_venue, skip_reason, status, resolution_reason, resolved_at, "
|
||||
"created_at, updated_at",
|
||||
(
|
||||
resolution_reason,
|
||||
execution_id,
|
||||
now,
|
||||
now,
|
||||
instance_key,
|
||||
slot_id,
|
||||
side,
|
||||
execution_id,
|
||||
order_id,
|
||||
),
|
||||
)
|
||||
else:
|
||||
@@ -207,17 +219,60 @@ class PostgreSQLLedgerSkipStore:
|
||||
conn.commit()
|
||||
return [self._row_to_record(row) for row in rows]
|
||||
|
||||
def resolve_by_key(self, skip_key: str, *, resolution_reason: str) -> LedgerSkipRecord | None:
|
||||
def resolve_for_delivery(
|
||||
self,
|
||||
*,
|
||||
instance_key: str,
|
||||
portfolio_id: str,
|
||||
side: str,
|
||||
order_id: str,
|
||||
execution_id: str,
|
||||
resolution_reason: str,
|
||||
) -> list[LedgerSkipRecord]:
|
||||
now = datetime.now(tz=UTC)
|
||||
with self._psycopg.connect(self._dsn, autocommit=False) as conn, conn.cursor() as cur:
|
||||
cur.execute(
|
||||
"UPDATE ledger_skip SET status='resolved', resolution_reason=%s, "
|
||||
"execution_id=COALESCE(execution_id, %s), "
|
||||
"resolved_at=%s, updated_at=%s "
|
||||
"WHERE status='unresolved' AND instance_key=%s AND portfolio_id=%s AND side=%s "
|
||||
"AND (execution_id=%s OR (execution_id IS NULL AND order_id=%s)) "
|
||||
"RETURNING skip_key, instance_key, slot_id, portfolio_id, symbol, order_id, "
|
||||
"execution_id, side, qty, price, executed_at, order_venue, execution_venue, "
|
||||
"skip_reason, status, resolution_reason, resolved_at, created_at, updated_at",
|
||||
(
|
||||
resolution_reason,
|
||||
execution_id,
|
||||
now,
|
||||
now,
|
||||
instance_key,
|
||||
portfolio_id,
|
||||
side,
|
||||
execution_id,
|
||||
order_id,
|
||||
),
|
||||
)
|
||||
rows = cur.fetchall()
|
||||
conn.commit()
|
||||
return [self._row_to_record(row) for row in rows]
|
||||
|
||||
def resolve_by_key(
|
||||
self,
|
||||
skip_key: str,
|
||||
*,
|
||||
instance_key: str,
|
||||
resolution_reason: str,
|
||||
) -> LedgerSkipRecord | None:
|
||||
now = datetime.now(tz=UTC)
|
||||
with self._psycopg.connect(self._dsn, autocommit=False) as conn, conn.cursor() as cur:
|
||||
cur.execute(
|
||||
"UPDATE ledger_skip SET status='resolved', resolution_reason=%s, "
|
||||
"resolved_at=%s, updated_at=%s "
|
||||
"WHERE skip_key=%s AND status='unresolved' "
|
||||
"WHERE skip_key=%s AND instance_key=%s AND status='unresolved' "
|
||||
"RETURNING skip_key, instance_key, slot_id, portfolio_id, symbol, order_id, "
|
||||
"execution_id, side, qty, price, executed_at, order_venue, execution_venue, "
|
||||
"skip_reason, status, resolution_reason, resolved_at, created_at, updated_at",
|
||||
(resolution_reason, now, now, skip_key),
|
||||
(resolution_reason, now, now, skip_key, instance_key),
|
||||
)
|
||||
row = cur.fetchone()
|
||||
conn.commit()
|
||||
|
||||
@@ -831,7 +831,6 @@ class ExecutionService:
|
||||
)
|
||||
self._ledger_outbox.enqueue(trade)
|
||||
r.ledger_enqueued += 1
|
||||
self._resolve_ledger_skip(slot, side, broker_order_id, str(fs.execution_id))
|
||||
|
||||
def _persist_ledger_skip(
|
||||
self,
|
||||
@@ -868,26 +867,6 @@ class ExecutionService:
|
||||
if should_notify:
|
||||
publish_ledger_skip_alarm(self._alarm_emitter, record, resolved=False)
|
||||
|
||||
def _resolve_ledger_skip(
|
||||
self,
|
||||
slot,
|
||||
side: str,
|
||||
broker_order_id: str,
|
||||
execution_id: str | None,
|
||||
) -> None:
|
||||
if self._ledger_skip_store is None:
|
||||
return
|
||||
records = self._ledger_skip_store.resolve_for_fill(
|
||||
instance_key=self._instance_key,
|
||||
slot_id=slot.slot_id,
|
||||
side=side,
|
||||
order_id=str(broker_order_id) if broker_order_id else None,
|
||||
execution_id=execution_id,
|
||||
resolution_reason="ledger_enqueued",
|
||||
)
|
||||
for record in records:
|
||||
publish_ledger_skip_alarm(self._alarm_emitter, record, resolved=True)
|
||||
|
||||
def cancel_pending_slot(self, slot_id) -> str:
|
||||
"""Operator backstop: send cancel_order for a pending slot (dcy-022/REQ-071).
|
||||
|
||||
|
||||
@@ -25,10 +25,11 @@ from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import random
|
||||
from collections.abc import Callable
|
||||
from dataclasses import dataclass, replace
|
||||
from datetime import datetime, timedelta, timezone
|
||||
from enum import Enum
|
||||
from typing import Callable, Optional, Protocol
|
||||
from typing import Optional, Protocol
|
||||
|
||||
from trex_core.application.alarm_emitter import AlarmEmitter
|
||||
from trex_core.application.ledger_port import (
|
||||
@@ -39,6 +40,7 @@ from trex_core.application.ledger_port import (
|
||||
LedgerTrade,
|
||||
LedgerWriteResult,
|
||||
)
|
||||
from trex_core.application.ledger_skip import publish_ledger_skip_alarm
|
||||
|
||||
_log = logging.getLogger(__name__)
|
||||
|
||||
@@ -171,6 +173,8 @@ class LedgerWriter:
|
||||
clock: Optional[Callable[[], datetime]] = None,
|
||||
rng: Optional[Callable[[], float]] = None,
|
||||
alarm_emitter: Optional[AlarmEmitter] = None,
|
||||
ledger_skip_store=None,
|
||||
instance_key: str | None = None,
|
||||
) -> None:
|
||||
self._outbox = outbox
|
||||
self._ledger = ledger
|
||||
@@ -185,6 +189,8 @@ class LedgerWriter:
|
||||
self._rng = rng or random.random # jitter source; inject for determinism
|
||||
# dcy-033 / REQ-100: best-effort alarm emitter.
|
||||
self._alarm_emitter = alarm_emitter
|
||||
self._ledger_skip_store = ledger_skip_store
|
||||
self._instance_key = instance_key
|
||||
|
||||
def enqueue_fill(self, trade: LedgerTrade) -> LedgerWorkItem:
|
||||
return self._outbox.enqueue(trade)
|
||||
@@ -301,10 +307,32 @@ class LedgerWriter:
|
||||
# execution_id either way (REQ-019 AC-1, AC-4).
|
||||
if outcome.result is LedgerWriteResult.DUPLICATE_OK:
|
||||
self._outbox.mark_outcome(item.correlation_id, OutboxOutcome.DUPLICATE_COMPLETED)
|
||||
self._resolve_ledger_skip(item.trade)
|
||||
return OutboxOutcome.DUPLICATE_COMPLETED
|
||||
self._outbox.mark_outcome(item.correlation_id, OutboxOutcome.COMPLETED)
|
||||
self._resolve_ledger_skip(item.trade)
|
||||
return OutboxOutcome.COMPLETED
|
||||
|
||||
def _resolve_ledger_skip(self, trade: LedgerTrade) -> None:
|
||||
if (
|
||||
self._ledger_skip_store is None
|
||||
or self._instance_key is None
|
||||
or not trade.asset_id
|
||||
or not trade.order_id
|
||||
or not trade.execution_id
|
||||
):
|
||||
return
|
||||
records = self._ledger_skip_store.resolve_for_delivery(
|
||||
instance_key=self._instance_key,
|
||||
portfolio_id=trade.asset_id,
|
||||
side=trade.side,
|
||||
order_id=trade.order_id,
|
||||
execution_id=trade.execution_id,
|
||||
resolution_reason="ledger_recorded",
|
||||
)
|
||||
for record in records:
|
||||
publish_ledger_skip_alarm(self._alarm_emitter, record, resolved=True)
|
||||
|
||||
def _writeback(self, trade: LedgerTrade, outcome) -> None:
|
||||
"""Option D cash/quantity write-back (dcy-018). best-effort; skips when
|
||||
no SnapshotStore is wired or the response omits authoritative values."""
|
||||
|
||||
@@ -60,6 +60,7 @@ from trex_core.runtime.config import (
|
||||
|
||||
_DEFAULT_TIMEOUT = 10.0
|
||||
_DEFAULT_LEDGER_BACKFILL_AUDIT_DIR = "artifacts/validation/ledger_backfill"
|
||||
_DEFAULT_LEDGER_SKIP_RESOLVE_AUDIT_DIR = "artifacts/validation/ledger_skip_resolve"
|
||||
_log = logging.getLogger(__name__)
|
||||
|
||||
|
||||
@@ -406,6 +407,24 @@ def _write_ledger_backfill_audit(args, report: dict) -> str:
|
||||
return str(path)
|
||||
|
||||
|
||||
def _ledger_skip_resolve_audit_path(args, skip_key: str) -> Path:
|
||||
base = Path(getattr(args, "audit_dir", _DEFAULT_LEDGER_SKIP_RESOLVE_AUDIT_DIR))
|
||||
stamp = datetime.now(tz=UTC).strftime("%Y%m%dT%H%M%SZ")
|
||||
name = (
|
||||
f"{stamp}--{_sanitize_path_component(_resolve_instance(args))}"
|
||||
f"--{_sanitize_path_component(skip_key)}.json"
|
||||
)
|
||||
return base.resolve() / name
|
||||
|
||||
|
||||
def _write_ledger_skip_resolve_audit(args, report: dict) -> str:
|
||||
path = _ledger_skip_resolve_audit_path(args, report["request"]["skip_key"])
|
||||
path.parent.mkdir(parents=True, exist_ok=True)
|
||||
path.write_text(_json.dumps(report, ensure_ascii=False, indent=2, default=str) + "\n",
|
||||
encoding="utf-8")
|
||||
return str(path)
|
||||
|
||||
|
||||
def _lookup_ledger_backfill_evidence(cfg: DaemonConfig, *, trading_date: str, execution_id: str):
|
||||
from trex_core.runtime.broker_provider import build_broker_provider
|
||||
|
||||
@@ -661,6 +680,14 @@ def _build_parser() -> argparse.ArgumentParser:
|
||||
)
|
||||
p_skips_resolve.add_argument("--skip-key", required=True)
|
||||
p_skips_resolve.add_argument("--reason", default="operator_reconciled")
|
||||
p_skips_resolve.add_argument("--yes", action="store_true", help="skip confirmation")
|
||||
p_skips_resolve.add_argument("--live", action="store_true",
|
||||
help="confirm a LIVE ledger skip mutation (with --yes)")
|
||||
p_skips_resolve.add_argument(
|
||||
"--audit-dir",
|
||||
default=_DEFAULT_LEDGER_SKIP_RESOLVE_AUDIT_DIR,
|
||||
help="directory for persistent JSON audit reports",
|
||||
)
|
||||
_add_common(p_skips_resolve)
|
||||
|
||||
return parser
|
||||
@@ -1057,13 +1084,61 @@ def _cmd_ledger_skips_list(args, cfg) -> int:
|
||||
return 0
|
||||
|
||||
|
||||
def _cmd_ledger_skips_resolve(args, cfg) -> int:
|
||||
def _cmd_ledger_skips_resolve(args, cfg, confirm) -> int:
|
||||
from trex_core.adapters.persistence.ledger_skip_store import PostgreSQLLedgerSkipStore
|
||||
|
||||
instance = _resolve_instance(args)
|
||||
broker_name, is_live = _broker_mode(cfg)
|
||||
report = {
|
||||
"request": {
|
||||
"instance": instance,
|
||||
"broker": broker_name,
|
||||
"live_account": is_live,
|
||||
"skip_key": args.skip_key,
|
||||
"resolution_reason": args.reason,
|
||||
},
|
||||
"result": None,
|
||||
"record": None,
|
||||
"audit_path": None,
|
||||
}
|
||||
if is_live and not getattr(args, "live", False):
|
||||
report["result"] = {"status": "rejected", "reason": "live account requires --live (with --yes)"}
|
||||
report["audit_path"] = _write_ledger_skip_resolve_audit(args, report)
|
||||
_fail("live account requires --live (with --yes)", args.json)
|
||||
if args.json:
|
||||
_emit(report, as_json=True)
|
||||
else:
|
||||
_emit_pretty_json(report)
|
||||
return 2
|
||||
if not getattr(args, "yes", False):
|
||||
if args.json:
|
||||
report["result"] = {"status": "rejected", "reason": "--json ledger skips resolve requires --yes"}
|
||||
report["audit_path"] = _write_ledger_skip_resolve_audit(args, report)
|
||||
_fail("--json ledger skips resolve requires --yes", True)
|
||||
_emit(report, as_json=True)
|
||||
return 2
|
||||
prompt = (
|
||||
f"Resolve skipped ledger record on instance={instance} broker={broker_name}"
|
||||
f"{' LIVE' if is_live else ''}: {args.skip_key}?"
|
||||
)
|
||||
if not confirm(prompt):
|
||||
report["result"] = {"status": "aborted", "reason": "operator declined confirmation"}
|
||||
report["audit_path"] = _write_ledger_skip_resolve_audit(args, report)
|
||||
print("aborted")
|
||||
_emit_pretty_json(report)
|
||||
return 1
|
||||
store = PostgreSQLLedgerSkipStore(cfg.dsn)
|
||||
record = store.resolve_by_key(args.skip_key, resolution_reason=args.reason)
|
||||
record = store.resolve_by_key(
|
||||
args.skip_key,
|
||||
instance_key=instance,
|
||||
resolution_reason=args.reason,
|
||||
)
|
||||
if record is None:
|
||||
report["result"] = {"status": "not_found", "reason": f"unresolved ledger skip not found: {args.skip_key}"}
|
||||
report["audit_path"] = _write_ledger_skip_resolve_audit(args, report)
|
||||
_fail(f"unresolved ledger skip not found: {args.skip_key}", args.json)
|
||||
if args.json:
|
||||
_emit(report, as_json=True)
|
||||
return 1
|
||||
emitter, transport = _default_alarm_emitter(cfg)
|
||||
try:
|
||||
@@ -1071,8 +1146,11 @@ def _cmd_ledger_skips_resolve(args, cfg) -> int:
|
||||
finally:
|
||||
transport.close()
|
||||
payload = {"result": "resolved", "record": _render_ledger_skip_record(record)}
|
||||
report["result"] = {"status": "resolved"}
|
||||
report["record"] = payload["record"]
|
||||
report["audit_path"] = _write_ledger_skip_resolve_audit(args, report)
|
||||
if args.json:
|
||||
_emit(payload, as_json=True)
|
||||
_emit({**payload, "audit_path": report["audit_path"]}, as_json=True)
|
||||
else:
|
||||
print(f"resolved {record.skip_key} reason={record.resolution_reason}")
|
||||
return 0
|
||||
@@ -1338,7 +1416,7 @@ def main(argv: list[str] | None = None, *, rpc=None, confirm=None) -> int:
|
||||
and getattr(args, "ledger_cmd", None) == "skips"
|
||||
and getattr(args, "ledger_skips_cmd", None) == "resolve"
|
||||
):
|
||||
return _cmd_ledger_skips_resolve(args, cfg)
|
||||
return _cmd_ledger_skips_resolve(args, cfg, confirm)
|
||||
|
||||
# direct-DB control commands (pause/resume stay direct-DB, OQ-3).
|
||||
if args.cmd in ("pause", "resume", "paused"):
|
||||
|
||||
@@ -250,6 +250,8 @@ class Daemon:
|
||||
retry_cap_sec=config.ledger_retry_cap_sec,
|
||||
max_attempts=config.ledger_max_attempts,
|
||||
alarm_emitter=self.alarm_emitter, # dcy-033 / REQ-100
|
||||
ledger_skip_store=self.ledger_skip_store,
|
||||
instance_key=config.instance_key,
|
||||
)
|
||||
self.kill_switch = KillSwitchService(
|
||||
slot_repo=self.slot_repo,
|
||||
|
||||
Reference in New Issue
Block a user