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fix: harden skipped ledger resolution paths

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Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
This commit is contained in:
copilot-swe-agent[bot]
2026-08-24 13:38:04 +00:00
committed by GitHub
co-authored by genichin
parent b88b21b772
commit 48dfc3e76f
8 changed files with 451 additions and 96 deletions
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trex_core/adapters/persistence/ledger_skip_store.py
+116 -61
View File
@@ -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()