feat: persist skipped ledger fills
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
This commit is contained in:
copilot-swe-agent[bot]
co-authored by
genichin
genichin
parent
df0258bc36
commit
76cde2edd0
@@ -6,12 +6,16 @@ critical path while the ledger write is eventually-consistent.
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"""
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from __future__ import annotations
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from datetime import UTC
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from trex_core.adapters.broker.kis import KISBroker
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from trex_core.adapters.broker.paper import PaperBroker
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from trex_core.adapters.ledger.in_memory import InMemoryLedger
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from trex_core.adapters.messaging.in_memory import InMemoryTransport
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from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
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from trex_core.application.execution import ExecutionService
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from trex_core.application.alarm_emitter import AlarmEmitter
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from trex_core.application.broker_port import FillStatus
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from trex_core.application.execution import ExecutionService
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from trex_core.application.intents import BuyIntent, IntentService, SellIntent
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from trex_core.application.ledger_outbox import (
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InMemoryLedgerOutbox,
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@@ -19,18 +23,62 @@ from trex_core.application.ledger_outbox import (
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OutboxOutcome,
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WorkItemStatus,
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)
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from trex_core.application.ledger_skip import LedgerSkipRecord
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from trex_core.domain.slot import SlotService, SlotState
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from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
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class _SkipStore:
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def __init__(self):
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self.records = []
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self._by_key = {}
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def _wire(broker, *, ledger=None, clock=None):
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def record_skip(self, **kwargs):
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record = LedgerSkipRecord(
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skip_key=f"{kwargs['slot_id']}:{kwargs['side']}:{kwargs['skip_reason']}",
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instance_key=kwargs["instance_key"],
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slot_id=kwargs["slot_id"],
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portfolio_id=kwargs["portfolio_id"],
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symbol=kwargs["symbol"],
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order_id=kwargs["order_id"],
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execution_id=kwargs["execution_id"],
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side=kwargs["side"],
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qty=kwargs["qty"],
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price=kwargs["price"],
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executed_at=kwargs["executed_at"],
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order_venue=kwargs["order_venue"],
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execution_venue=kwargs["execution_venue"],
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skip_reason=kwargs["skip_reason"],
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status="unresolved",
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resolution_reason=None,
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resolved_at=None,
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created_at=kwargs["executed_at"],
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updated_at=kwargs["executed_at"],
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)
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should_notify = record.skip_key not in self._by_key
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self._by_key[record.skip_key] = record
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self.records = list(self._by_key.values())
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return record, should_notify
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def resolve_for_fill(self, **_kwargs):
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return []
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def _wire(broker, *, ledger=None, clock=None, alarm_emitter=None, ledger_skip_store=None):
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repo = InMemorySlotRepository()
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svc = SlotService(repo)
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intents = IntentService(svc, repo, InMemoryIntentStore(),
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resolve_symbol=lambda pid: "005930")
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outbox = InMemoryLedgerOutbox(clock=clock) if clock else InMemoryLedgerOutbox()
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execution = ExecutionService(svc, repo, broker, ledger_outbox=outbox)
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execution = ExecutionService(
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svc,
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repo,
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broker,
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ledger_outbox=outbox,
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alarm_emitter=alarm_emitter,
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ledger_skip_store=ledger_skip_store,
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)
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writer = (
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LedgerWriter(outbox, ledger or InMemoryLedger(), clock=clock)
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if clock else LedgerWriter(outbox, ledger or InMemoryLedger())
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@@ -78,8 +126,10 @@ class MissingExecutionIdBroker(PaperBroker):
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def test_buy_fill_enqueues_one_ledger_item_and_writer_records_it():
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ledger = InMemoryLedger()
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repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
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ledger=ledger)
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repo, _, intents, execution, _, writer = _wire(
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PaperBroker(fill_after_polls=0),
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ledger=ledger,
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)
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sid = _buy(intents).slot_id
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r = execution.run_once()
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assert r.filled == 1 and r.ledger_enqueued == 1
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@@ -127,8 +177,10 @@ def test_kis_sor_fill_without_actual_venue_enqueues_and_writes_once() -> None:
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def test_sell_fill_enqueues_sell_ledger_item():
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ledger = InMemoryLedger()
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repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
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ledger=ledger)
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repo, _, intents, execution, _, writer = _wire(
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PaperBroker(fill_after_polls=0),
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ledger=ledger,
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)
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sid = _buy(intents).slot_id
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execution.run_once() # -> holding + buy ledger item
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writer.run_once() # drain buy
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@@ -143,13 +195,16 @@ def test_sell_fill_enqueues_sell_ledger_item():
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def test_portfolio_id_absent_skips_ledger_but_transitions_slot():
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ledger = InMemoryLedger()
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repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
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ledger=ledger)
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repo, svc, _, execution, outbox, _ = _wire(
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PaperBroker(fill_after_polls=0),
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ledger=ledger,
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)
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# dcy-011: buy admission now requires portfolio_id, so create the
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# pending_buy slot directly (bypass admission) to exercise the
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# execution-loop ledger skip + visibility (REQ-018 FR-4).
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from trex_core.domain.slot.models import Slot
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from uuid import uuid4
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from trex_core.domain.slot.models import Slot
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anon = Slot(slot_id=uuid4(), status=SlotState.INACTIVE)
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repo.add_slot(anon)
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svc.transit_slot(anon.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
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@@ -176,14 +231,80 @@ def test_missing_execution_id_still_skips_malformed_ledger_work_item() -> None:
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assert outbox.all_items() == []
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def test_missing_portfolio_id_persists_skip_and_emits_alert() -> None:
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transport = InMemoryTransport()
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skip_store = _SkipStore()
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repo, svc, _, execution, outbox, _ = _wire(
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PaperBroker(fill_after_polls=0),
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alarm_emitter=AlarmEmitter(transport),
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ledger_skip_store=skip_store,
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)
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from uuid import uuid4
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from trex_core.domain.slot.models import Slot
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anon = Slot(slot_id=uuid4(), status=SlotState.INACTIVE)
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repo.add_slot(anon)
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svc.transit_slot(
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anon.slot_id,
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SlotState.INACTIVE,
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SlotState.PENDING_BUY,
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reason="buy",
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actor="test",
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symbol="005930",
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portfolio_id=None,
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)
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result = execution.run_once()
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assert result.ledger_skipped == 1
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assert outbox.all_items() == []
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assert len(skip_store.records) == 1
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record = skip_store.records[0]
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assert record.skip_reason == "missing_portfolio_id"
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assert record.order_venue == "KRX"
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alarms = transport.alarm_events()
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assert len(alarms) == 1
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_, payload = alarms[0]
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assert payload["code"] == "ledger_skip_unresolved"
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assert payload["fields"]["skip_reason"] == "missing_portfolio_id"
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def test_missing_execution_id_persists_skip_record() -> None:
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transport = InMemoryTransport()
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skip_store = _SkipStore()
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repo, _, intents, execution, outbox, _ = _wire(
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MissingExecutionIdBroker(),
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alarm_emitter=AlarmEmitter(transport),
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ledger_skip_store=skip_store,
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)
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sid = _buy(intents, iid="missing-execution-id").slot_id
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assert sid is not None
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result = execution.run_once()
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assert result.ledger_skipped == 1
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assert result.ledger_enqueued == 0
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assert repo.fetch_slot(sid).status is SlotState.HOLDING
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assert outbox.all_items() == []
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assert len(skip_store.records) == 1
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record = skip_store.records[0]
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assert record.skip_reason == "missing_execution_id"
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assert record.portfolio_id == "PF-1"
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assert record.execution_id is None
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def test_ledger_skip_emits_warning(caplog):
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"""dcy-011 / REQ-018 FR-4 (S-3): ledger skip is logged, not silent."""
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import logging
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ledger = InMemoryLedger()
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repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
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ledger=ledger)
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from trex_core.domain.slot.models import Slot
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repo, svc, _, execution, _, _ = _wire(
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PaperBroker(fill_after_polls=0),
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ledger=ledger,
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)
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from uuid import uuid4
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from trex_core.domain.slot.models import Slot
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anon = Slot(slot_id=uuid4(), status=SlotState.INACTIVE)
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repo.add_slot(anon)
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svc.transit_slot(anon.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
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@@ -197,8 +318,10 @@ def test_ledger_skip_emits_warning(caplog):
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def test_duplicate_execution_id_results_in_zero_duplicate_in_ledger():
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"""REQ-019 AC-1: same execution_id processed twice = 1 ledger entry."""
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ledger = InMemoryLedger()
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repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
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ledger=ledger)
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_, _, intents, execution, outbox, writer = _wire(
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PaperBroker(fill_after_polls=0),
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ledger=ledger,
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)
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_buy(intents)
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execution.run_once()
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writer.run_once()
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@@ -224,10 +347,10 @@ def test_retryable_failure_then_eventually_completes():
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dcy-015: retryable rows back off, so advance a shared clock past each
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next_retry_at between writer passes.
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"""
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from datetime import datetime, timedelta, timezone
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now = {"t": datetime(2026, 6, 4, tzinfo=timezone.utc)}
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from datetime import datetime, timedelta
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now = {"t": datetime(2026, 6, 4, tzinfo=UTC)}
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ledger = InMemoryLedger(fail_n_then_succeed=2)
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repo, svc, intents, execution, outbox, writer = _wire(
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repo, _, intents, execution, outbox, writer = _wire(
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PaperBroker(fill_after_polls=0), ledger=ledger, clock=lambda: now["t"],
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)
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sid = _buy(intents).slot_id
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@@ -253,8 +376,10 @@ def test_conflict_blocks_without_auto_retry():
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# order id is PAPER-000001 / qty=10 => execution_id = paper:PAPER-000001:10.
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conflict_id = "paper:PAPER-000001:10"
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ledger = InMemoryLedger(conflict_executions={conflict_id})
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repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
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ledger=ledger)
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_, _, intents, execution, outbox, writer = _wire(
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PaperBroker(fill_after_polls=0),
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ledger=ledger,
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)
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_buy(intents)
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execution.run_once()
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stats = writer.run_once()
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@@ -271,8 +396,10 @@ def test_conflict_blocks_without_auto_retry():
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def test_duplicate_completed_when_reprocessing_terminal_item():
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"""REQ-019 AC-4: a completed item reports duplicate_completed if re-listed."""
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ledger = InMemoryLedger()
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repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
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ledger=ledger)
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_, _, intents, execution, outbox, writer = _wire(
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PaperBroker(fill_after_polls=0),
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ledger=ledger,
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)
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_buy(intents)
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execution.run_once()
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writer.run_once()
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@@ -290,8 +417,10 @@ def test_duplicate_completed_when_reprocessing_terminal_item():
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def test_slot_transition_proceeds_when_ledger_is_down():
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"""REQ-019 AC-5: portfolio-hub outage does not block the fill transition."""
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ledger = InMemoryLedger(fail_n_then_succeed=100)
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repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
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ledger=ledger)
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repo, _, intents, execution, outbox, writer = _wire(
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PaperBroker(fill_after_polls=0),
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ledger=ledger,
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)
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sid = _buy(intents).slot_id
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execution.run_once()
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assert repo.fetch_slot(sid).status is SlotState.HOLDING
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