feat(slot): BAT-029 M2(a)/M3 — holding 불일치 reconcile + slots 단일 뷰 (dcy-020/REQ-062·063)

- REQ-062 divergence: list_holding_slots(protocol+in_memory+PG) +
  reconcile_core_holdings(A=코어 holding/broker0→error, C=수량 불일치→warning,
  B=broker 보유/코어 없음→warning; 자동 청산 없음 issue #15). snapshot_scheduler
  자산 중심 모드에서 best-effort 호출, daemon slot_service 배선.
- REQ-063: slot_to_dict 에 universe_detached(retired_at) 추가 — slots 단일 뷰 tombstone 표시.
- 신규 테스트: test_holding_divergence(4).

M2(b) 청산 수량 브로커 정본(execution dispatch)은 라이브 집행 변경 → BAT-δ carry-over.

검증: 단위 393 passed / 36 skipped, PG-gated 18 passed, ruff clean. legacy 무파손.
REQ-061/062/063 Approved 유지(γ 경로 도입 검증; default 전환·M2(b) 는 BAT-δ).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-10 12:18:56 +09:00
co-authored by Claude Opus 4.8
parent b80407098e
commit 78a743a2ef
10 changed files with 215 additions and 10 deletions
+52
View File
@@ -12,10 +12,62 @@ import logging
from trex_core.application.broker_port import BrokerPort
from trex_core.application.portfolio import SnapshotStore
from trex_core.domain.slot.state import SlotState
_log = logging.getLogger(__name__)
def reconcile_core_holdings(*, slot_repo, slot_service, broker: BrokerPort,
instance_key: str) -> dict[str, str]:
"""dcy-020 / REQ-062 (BAT-029): surface core-slot holding ↔ broker divergence.
Broker balance is the reconcile ground truth. Decisions (no silent auto-fix,
no auto-liquidation — issue #15):
- A. core holding but broker flat (qty 0) -> slot to `error` + WARN (operator resolve)
- C. both hold but qty differs -> WARN (mirror is non-authoritative)
- B. broker holds, no core holding slot -> WARN (unmanaged position)
Returns {key: 'error'|'qty_warning'|'ok'|'unmanaged_warning'} for telemetry.
(Liquidation qty = broker authoritative in execution dispatch is BAT-δ.)"""
broker_qty: dict[str, int] = {
item.symbol: int(item.hldg_qty) for item in broker.get_balance()
}
decisions: dict[str, str] = {}
matched: set[str] = set()
for slot in slot_repo.list_holding_slots(instance_key):
sym = slot.symbol
matched.add(sym)
bq = broker_qty.get(sym, 0)
if bq == 0: # A — phantom holding
try:
slot_service.transit_slot(
slot.slot_id, SlotState.HOLDING, SlotState.ERROR,
reason="reconcile_mismatch:broker_flat", actor="reconcile",
)
decisions[str(slot.slot_id)] = "error"
_log.warning(
"core holding but broker flat: slot=%s symbol=%s -> error",
slot.slot_id, sym,
)
except Exception: # noqa: BLE001 - never let reconcile crash the loop
_log.exception("failed to error-quarantine slot %s", slot.slot_id)
elif slot.qty is not None and int(slot.qty) != bq: # C — qty mismatch
decisions[str(slot.slot_id)] = "qty_warning"
_log.warning(
"qty mismatch: slot=%s symbol=%s core=%s broker=%d (mirror non-authoritative)",
slot.slot_id, sym, slot.qty, bq,
)
else:
decisions[str(slot.slot_id)] = "ok"
for sym, bq in broker_qty.items(): # B — unmanaged broker position
if bq > 0 and sym not in matched:
decisions[f"broker:{sym}"] = "unmanaged_warning"
_log.warning(
"broker holds %s qty=%d with no core holding slot (unmanaged position)",
sym, bq,
)
return decisions
def reconcile_positions(*, store: SnapshotStore, broker: BrokerPort) -> dict[str, str]:
"""Run one reconciliation pass.