fix: close broker uncertainty audit gaps
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@@ -40,6 +40,7 @@ class ProgrammableBroker:
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)
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self.polls = 0
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self.balance = {"005930": 10}
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self.cancel_calls = 0
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def name(self):
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return "stub"
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@@ -53,6 +54,7 @@ class ProgrammableBroker:
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return self.responder(side)
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def cancel_order(self, broker_order_id, *, side, symbol, qty, venue="KRX"):
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self.cancel_calls += 1
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return CancelOutcome(CancelState.REQUESTED)
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def get_balance(self):
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@@ -159,3 +161,20 @@ def test_stale_watchdog_disabled_by_default():
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repo._slots[sid] = replace(s, updated_at=datetime.now(tz=timezone.utc) - timedelta(seconds=9999))
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r = execution.run_once()
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assert r.stale_pending == 0 # disabled => never warns
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def test_operator_cancel_is_sent_once_across_repeat_and_restart():
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broker = ProgrammableBroker()
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repo, svc, intents, execution, _, _ = _wire(broker)
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sid = _buy_to_holding(intents, execution)
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intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid))
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broker.responder = lambda side: FillStatus(state="accepted")
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execution.run_once()
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assert execution.cancel_pending_slot(sid) == "ok"
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assert execution.cancel_pending_slot(sid) == "cancel_already_recorded"
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restarted = ExecutionService(svc, repo, broker)
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assert restarted.cancel_pending_slot(sid) == "cancel_already_recorded"
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assert broker.cancel_calls == 1
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assert repo.fetch_slot(sid).cancel_state == CancelState.REQUESTED.value
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@@ -49,13 +49,9 @@ def test_concurrent_buys_admit_at_most_m():
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admitted = [s for s in results if s == "admitted"]
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pending = [s for s in repo.list_slots(INST) if s.status is SlotState.PENDING_BUY]
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# NOTE: the M-cap check happens before the serialized transit, so racing
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# admissions can momentarily exceed M only if count_active were not
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# re-checked — the single intent thread is the production serializer
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# (dcy-020 OQ-1). The invariant here: admissions == activated slots
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# (no double-use) and at least one rejection occurred at the cap.
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# Capacity admission and transition share the same instance advisory lock.
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assert len(admitted) == len(pending)
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assert len(admitted) >= 5
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assert len(admitted) == 5
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assert len(results) == 20
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@@ -95,3 +91,52 @@ def test_duplicate_intent_id_admits_once_under_concurrency():
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pending = [s for s in repo.list_slots(INST) if s.status is SlotState.PENDING_BUY]
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assert len(pending) == 1
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assert all(s in ("admitted", "processing") for s in statuses)
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def test_concurrent_cached_cash_reservations_are_atomic_with_transition():
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repo = InMemorySlotRepository()
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svc = SlotService(repo, instance_key=INST)
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repo.reconcile_universe(INST, {"PF-0": "SYM", "PF-1": "SYM"})
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def cash_guard(intent: BuyIntent):
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reserved = sum(
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float(slot.qty or 0) * float(slot.limit_price or 0)
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for slot in repo.list_slots(INST, {"pending_buy"})
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)
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requested = float(intent.qty or 0) * float(intent.entry_price or 0)
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return None if reserved + requested <= 100 else "insufficient_snapshot_cash"
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intents = IntentService(
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svc,
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repo,
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InMemoryIntentStore(),
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resolve_symbol=lambda pid: f"SYM-{pid}",
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instance_key=INST,
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buy_guard_fn=cash_guard,
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)
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results = []
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result_lock = threading.Lock()
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def worker(index: int) -> None:
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decision = intents.submit_buy(
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BuyIntent(
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intent_id=f"cash-{index}",
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portfolio_id=f"PF-{index}",
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qty=1,
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entry_price=100,
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)
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)
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with result_lock:
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results.append(decision)
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threads = [threading.Thread(target=worker, args=(index,)) for index in range(2)]
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for thread in threads:
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thread.start()
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for thread in threads:
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thread.join()
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assert [decision.status for decision in results].count("admitted") == 1
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assert [decision.reason for decision in results].count(
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"insufficient_snapshot_cash"
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) == 1
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assert len(repo.list_slots(INST, {"pending_buy"})) == 1
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