feat: persist skipped ledger fills

Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
2026-08-24 13:23:06 +00:00
parent df0258bc36
commit 76cde2edd0
19 changed files with 1246 additions and 151 deletions
@@ -0,0 +1,98 @@
+from __future__ import annotations
+
+from dataclasses import dataclass
+from datetime import datetime
+from uuid import UUID
+
+from trex_core.application.alarm_emitter import AlarmEmitter
+
+
+@dataclass(frozen=True)
+class LedgerSkipRecord:
+    skip_key: str
+    instance_key: str
+    slot_id: UUID
+    portfolio_id: str | None
+    symbol: str | None
+    order_id: str | None
+    execution_id: str | None
+    side: str
+    qty: float
+    price: float
+    executed_at: datetime
+    order_venue: str
+    execution_venue: str
+    skip_reason: str
+    status: str
+    resolution_reason: str | None
+    resolved_at: datetime | None
+    created_at: datetime
+    updated_at: datetime
+
+
+def make_ledger_skip_key(
+    *,
+    instance_key: str,
+    slot_id: UUID,
+    side: str,
+    order_id: str | None,
+    execution_id: str | None,
+    skip_reason: str,
+) -> str:
+    return ":".join(
+        [
+            "ledger-skip",
+            instance_key,
+            str(slot_id),
+            side,
+            order_id or "-",
+            execution_id or "-",
+            skip_reason,
+        ]
+    )
+
+
+def ledger_skip_alarm_fields(record: LedgerSkipRecord) -> dict[str, object]:
+    return {
+        "skip_key": record.skip_key,
+        "instance_key": record.instance_key,
+        "slot_id": str(record.slot_id),
+        "portfolio_id": record.portfolio_id,
+        "symbol": record.symbol,
+        "order_id": record.order_id,
+        "execution_id": record.execution_id,
+        "side": record.side,
+        "qty": record.qty,
+        "price": record.price,
+        "executed_at": record.executed_at.isoformat(),
+        "order_venue": record.order_venue,
+        "execution_venue": record.execution_venue,
+        "skip_reason": record.skip_reason,
+        "status": record.status,
+        "resolution_reason": record.resolution_reason,
+        "resolved_at": record.resolved_at.isoformat() if record.resolved_at else None,
+        "created_at": record.created_at.isoformat(),
+        "updated_at": record.updated_at.isoformat(),
+    }
+
+
+def publish_ledger_skip_alarm(
+    alarm_emitter: AlarmEmitter | None,
+    record: LedgerSkipRecord,
+    *,
+    resolved: bool,
+) -> None:
+    if alarm_emitter is None:
+        return
+    code = "ledger_skip_resolved" if resolved else "ledger_skip_unresolved"
+    title = (
+        f"원장 skip 해소: slot={record.slot_id} reason={record.resolution_reason or 'resolved'}"
+        if resolved
+        else f"원장 skip 발생: slot={record.slot_id} reason={record.skip_reason}"
+    )
+    alarm_emitter.publish_alarm(
+        code,
+        title,
+        fields=ledger_skip_alarm_fields(record),
+        severity="info" if resolved else "critical",
+    )