feat(slot): BAT-030 — 자산 중심 cutover 완성 (dcy-020 BAT-δ, REQ-056·057·062·064·065)
M1 literal inactive 전면화: SlotState 5-state(idle/closed 별칭 제거), 마이그레이션 010(CHECK 교체+행 rewrite), ops_checks 를 transition_log 기반 재작성. M2 집행 매도 수량 브로커 정본(D3): dispatch 매도 qty=broker hldg_qty, 미러 fallback 없음, 브로커 0 → skip+WARN, 리스트 기반 dispatch(head-block 방지). M3 컬럼 drop + legacy pool 제거: 마이그레이션 011(trading_date·entry_count DROP), repo 계약 instance 스코프 개편(집행 큐 포함), preallocation 폐기(데몬 7스레드), admission 자산 중심 단일 경로(slot_id 정본), capacity 재정의(available=M−active), daily_symbol_entries 코드 경로 제거. M4 cutover 도구(D1·D4): trex-core-cutover(전체 rebuild, preflight/브로커 carry-over/ --allow-unmapped/--promote-unique/dry-run) + PG 리허설 테스트 8건. M5 baseline 마감: data-model/runtime-flows/project-structure/interface-contract 자산 중심 최종 갱신 + run-trex-core-daemon 스킬 정합. 검증: 단위 367 passed + ruff clean; PG-gated 29 passed(010/011 round-trip·드리프트 가드·cutover 리허설); RabbitMQ 21 passed; run-the-app e2e(test DB+실 MQ, M=1): reconcile 슬롯 생성→slot_id 매수→dedup→capacity_full→fill→already_active→ 매도→inactive(자산 바인딩 보존)→영구 슬롯 재활성 전 구간 green. 실 cutover 는 운영자 실행(REL 단계, D4). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Claude Opus 4.8
@@ -4,8 +4,12 @@ A single background execution loop (invariant A single writer, invariant B
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single broker session) that, per tick:
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dispatch: claim pending slots with broker_order_id IS NULL (option A queue),
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submit the order, record broker_order_id (idempotency guard).
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dcy-020/REQ-062 (BAT-030): a SELL is dispatched with the broker
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balance quantity (hldg_qty) as the single source of truth — never
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the slot's mirror qty. Broker flat (qty 0) -> skip + WARN
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(divergence surfaces via reconcile, REQ-062 A).
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poll: observe fills on dispatched pending slots and transition the slot
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(pending_buy->holding / pending_sell->closed), or roll back on reject.
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(pending_buy->holding / pending_sell->inactive), or roll back on reject.
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On a successful fill, enqueue a LedgerWorkItem (slot transition is
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kept ON the critical path; the ledger write is eventually-consistent
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via a separate writer — REQ-019).
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@@ -47,6 +51,7 @@ class ExecutionResult:
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ledger_enqueued: int = 0 # REQ-019: ledger work items appended this tick
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ledger_skipped: int = 0 # REQ-018 AC-4: fills without portfolio_id
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stale_pending: int = 0 # dcy-013 / REQ-014 FR-3: pending orders over threshold
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sell_skipped_no_balance: int = 0 # dcy-020 / REQ-062: broker flat -> sell skipped
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class ExecutionService:
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@@ -58,12 +63,16 @@ class ExecutionService:
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ledger_outbox: Optional[LedgerOutbox] = None,
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event_emitter: Optional[SlotEventEmitter] = None,
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stale_pending_threshold_sec: Optional[int] = None,
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instance_key: str = "default",
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) -> None:
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self._svc = slot_service
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self._repo = repo
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self._broker = broker
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self._ledger_outbox = ledger_outbox
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self._event_emitter = event_emitter
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# dcy-020/REQ-056 (BAT-030): dispatch/poll are instance-scoped so two
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# daemons sharing a DB never touch each other's orders.
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self._instance_key = instance_key
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# dcy-013 / REQ-014 (issue #9): Alert-only pending-order stale watchdog.
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# <=0 or None disables it. When set, a dispatched-pending slot whose
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# last update is older than the threshold is surfaced (WARN + counter)
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@@ -93,12 +102,32 @@ class ExecutionService:
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# ------------------------------------------------------------
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def _dispatch(self, r: ExecutionResult) -> None:
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for _ in range(_MAX_DISPATCH_PER_TICK):
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slot = self._repo.find_pending_for_dispatch()
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if slot is None:
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return
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sell_balance: Optional[dict[str, int]] = None # lazy, once per tick
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for slot in self._repo.list_undispatched_pending(
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self._instance_key, _MAX_DISPATCH_PER_TICK
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):
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side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
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qty = int(slot.qty or 0)
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if side == "sell":
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# dcy-020 / REQ-062 (BAT-030, D3): the sell quantity is the
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# BROKER balance (hldg_qty) — the slot's mirror qty is never
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# trusted. Broker flat -> skip dispatch + WARN; the divergence
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# surfaces via reconcile_core_holdings (REQ-062 A). No mirror
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# fallback by design.
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if sell_balance is None:
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sell_balance = {
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b.symbol: int(b.hldg_qty) for b in self._broker.get_balance()
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}
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qty = sell_balance.get(slot.symbol or "", 0)
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if qty <= 0:
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r.sell_skipped_no_balance += 1
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_log.warning(
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"sell dispatch skipped: slot=%s symbol=%s broker balance is 0 "
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"(divergence — no order submitted; operator/reconcile attention)",
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slot.slot_id, slot.symbol,
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)
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continue
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else:
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qty = int(slot.qty or 0)
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# dcy-012 / REQ-013: side-agnostic — use the slot's pending-order
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# limit_price only. A sell never reuses a buy limit (issue #10):
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# limit_price is cleared on entering HOLDING, so a market sell
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@@ -123,7 +152,7 @@ class ExecutionService:
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def _poll(self, r: ExecutionResult) -> None:
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now = datetime.now(tz=timezone.utc)
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for slot in self._repo.list_dispatched_pending():
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for slot in self._repo.list_dispatched_pending(self._instance_key):
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side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
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fs = self._broker.poll_fill(slot.broker_order_id, side=side, symbol=slot.symbol or "")
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if fs.is_filled:
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@@ -153,9 +182,9 @@ class ExecutionService:
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avg_price=fs.avg_price, qty=float(fs.filled_qty) or slot.qty,
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)
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event_type = "slot_filled_buy"
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else: # PENDING_SELL
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else: # PENDING_SELL — asset slot returns to inactive (dcy-020/REQ-057)
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updated = self._svc.transit_slot(
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slot.slot_id, SlotState.PENDING_SELL, SlotState.CLOSED,
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slot.slot_id, SlotState.PENDING_SELL, SlotState.INACTIVE,
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reason="sell_filled", actor="execution_loop",
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)
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event_type = "slot_filled_sell"
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@@ -271,9 +300,9 @@ class ExecutionService:
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try:
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if slot.status is SlotState.PENDING_BUY:
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self._svc.transit_slot(
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slot.slot_id, SlotState.PENDING_BUY, SlotState.IDLE,
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slot.slot_id, SlotState.PENDING_BUY, SlotState.INACTIVE,
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reason=reason, actor="execution_loop",
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) # idle reset clears broker_order_id in the domain
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) # inactive reset clears broker_order_id in the domain
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else: # PENDING_SELL rejected -> back to holding, clear order for re-dispatch
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self._svc.transit_slot(
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slot.slot_id, SlotState.PENDING_SELL, SlotState.HOLDING,
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