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:
2026-06-10 15:16:15 +09:00
co-authored by Claude Opus 4.8
parent cec34be5f4
commit 7d727824dc
67 changed files with 1584 additions and 1862 deletions
+29 -80
View File
@@ -1,19 +1,24 @@
"""Intent application service (REQ-007).
"""Intent application service (REQ-007; dcy-020/REQ-059·061 asset-centric).
Turns a buy/sell intent submitted over HTTP into a single-writer slot
Turns a buy/sell intent submitted over messaging into a single-writer slot
transition, with intent_id idempotency backed by a durable intent_log.
Idempotency model (dcy-002 OQ-1): `intent_store.try_insert` is the dedup
gate. On a duplicate intent_id it returns the prior decision without
re-driving any transition (NFR-3). Slot transitions go exclusively through
SlotService (advisory-lock serialized) so the single-writer invariant
holds (NFR-2). Concurrency on the last idle slot is resolved by retrying
on SlotStateMismatchError.
holds (NFR-2).
dcy-020 (BAT-030): admission is asset-centric only — the legacy pool path
(daily preallocation + idle∪closed candidate selection) was removed at the
cutover. Buy is keyed by slot_id (REQ-061 canonical; portfolio_id is the
legacy dual-accept mapping) and admits FCFS under the `max_active_slots` cap
M when configured (no cap when unset).
"""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import date, datetime
from datetime import datetime
from decimal import Decimal
from typing import Any, Optional
from uuid import UUID
@@ -26,7 +31,7 @@ from trex_core.domain.slot import (
SlotStateMismatchError,
)
_MAX_IDLE_RETRY = 8
_MAX_ADMIT_RETRY = 8
@dataclass(frozen=True)
@@ -45,15 +50,11 @@ class IntentDecision:
@dataclass(frozen=True)
class BuyIntent:
# dcy-011 / REQ-007: portfolio_id (= asset_id) is the required canonical key.
# symbol is no longer a client input — it is resolved server-side from the
# universe (SnapshotStore) at admission. It remains here as the resolved
# value carried onto the slot.
# dcy-020 / REQ-061: slot_id is the canonical buy key (snapshot slots[]
# round-trip); portfolio_id is accepted as a legacy dual-accept mapping.
# symbol is not a client input — it is resolved server-side from the
# universe at admission and carried onto the slot.
intent_id: str
trading_date: date
# dcy-020 / REQ-061 (BAT-029): asset-centric contract key. slot_id is the
# canonical buy key (snapshot slots[] round-trip); portfolio_id is retained
# for the legacy pool path and as dual-accept in asset-centric mode.
portfolio_id: Optional[str] = None
slot_id: Optional[UUID] = None
symbol: Optional[str] = None
@@ -100,9 +101,8 @@ class IntentService:
# callable(portfolio_id) -> Optional[str]. When set, admission resolves symbol
# from the universe and rejects unknown_portfolio if absent.
self._resolve_symbol = resolve_symbol
# dcy-020 / REQ-059 (BAT-028): asset-centric mode gate. When max_active_slots
# is set, buy admission activates the asset's permanent slot under an M cap
# (FCFS, no eviction); otherwise the legacy pool path runs (unchanged).
# dcy-020 / REQ-059·060: M cap. None = no capacity cap (the operator is
# expected to set max_active_slots in the instance TOML — design §5).
self._instance_key = instance_key
self._max_active_slots = max_active_slots
@@ -116,14 +116,14 @@ class IntentService:
def submit_buy(self, intent: BuyIntent) -> IntentDecision:
payload = {
"trading_date": intent.trading_date.isoformat(),
"slot_id": str(intent.slot_id) if intent.slot_id else None,
"portfolio_id": intent.portfolio_id,
"symbol": intent.symbol,
"qty": intent.qty,
"allocated_capital": intent.allocated_capital,
"entry_price": intent.entry_price,
"strategy_id": intent.strategy_id,
"sell_strategy_id": intent.sell_strategy_id,
"portfolio_id": intent.portfolio_id,
}
prior = self._dedup(intent.intent_id, "buy", payload)
if prior is not None:
@@ -163,68 +163,14 @@ class IntentService:
return IntentDecision(intent_id, rec.status, rec.slot_id, rec.reason)
def _admit_buy(self, intent: BuyIntent) -> IntentDecision:
# dcy-020 / REQ-061 (BAT-029): asset-centric mode keys buy by slot_id
# (legacy portfolio_id dual-accept); the target slot + symbol are resolved
# inside the asset-centric path.
if self._max_active_slots is not None:
return self._admit_buy_asset_centric(intent)
# legacy pool path (dcy-011 / REQ-007): portfolio_id required; symbol is
# resolved server-side from the universe.
if not intent.portfolio_id:
return IntentDecision(intent.intent_id, "rejected", None, "portfolio_id_required")
symbol = intent.symbol
if self._resolve_symbol is not None:
symbol = self._resolve_symbol(intent.portfolio_id)
if not symbol:
return IntentDecision(intent.intent_id, "rejected", None, "unknown_portfolio")
elif not symbol:
# No resolver wired and no symbol carried — cannot determine the order target.
return IntentDecision(intent.intent_id, "rejected", None, "unknown_portfolio")
# Retry on the last-candidate race: another intent may claim the slot
# between our find and transit (SlotStateMismatchError).
# dcy-019 / REQ-007: admission candidate is idle ∪ closed (closed-slot
# reallocation), ordered by entry_count asc → updated_at asc → slot_id.
# The candidate may already be CLOSED, so the transit's from_state must
# follow the slot's current status rather than a hardcoded IDLE.
for _ in range(_MAX_IDLE_RETRY):
slot = self._repo.find_allocatable_slot(intent.trading_date)
if slot is None:
return IntentDecision(intent.intent_id, "rejected", None, "no_idle_slot")
try:
updated = self._svc.transit_slot(
slot.slot_id,
slot.status,
SlotState.PENDING_BUY,
reason="buy_intent",
actor="intent_api",
symbol=symbol,
qty=intent.qty,
allocated_capital=intent.allocated_capital,
# dcy-012 / REQ-007: buy entry price maps to the slot's
# side-agnostic pending limit_price (cleared on fill→HOLDING).
limit_price=intent.entry_price,
strategy_id=intent.strategy_id,
sell_strategy_id=intent.sell_strategy_id,
portfolio_id=intent.portfolio_id,
forced_close_at=intent.forced_close_at,
stop_loss_price=intent.stop_loss_price,
take_profit_price=intent.take_profit_price,
extra={"intent_id": intent.intent_id, "symbol": symbol},
)
except SlotStateMismatchError:
continue # slot was claimed concurrently; try another idle slot
return IntentDecision(intent.intent_id, "admitted", updated.slot_id, None)
return IntentDecision(intent.intent_id, "rejected", None, "idle_slot_contended")
# ------------------------------------------------------------
def _admit_buy_asset_centric(self, intent: BuyIntent) -> IntentDecision:
"""dcy-020 / REQ-059·REQ-061: activate the slot under the M cap.
"""dcy-020 / REQ-059·REQ-061: activate the asset's permanent slot.
Contract key is slot_id (REQ-061); portfolio_id is accepted as a legacy
dual-accept mapping. Symbol is resolved from the slot's portfolio_id.
FCFS + no eviction: already-active -> already_active; at M -> capacity_full
(existing holdings untouched, incl. over-cap). Single intent thread +
instance-scoped advisory lock serialize admissions (dcy-020 OQ-1)."""
FCFS + no eviction: already-active -> already_active; at M ->
capacity_full (existing holdings untouched, incl. over-cap). Single
intent thread + instance-scoped advisory lock serialize admissions
(dcy-020 OQ-1)."""
_ACTIVE = (SlotState.PENDING_BUY, SlotState.HOLDING, SlotState.PENDING_SELL)
def _resolve(sl):
@@ -233,7 +179,7 @@ class IntentService:
return self._resolve_symbol(pid)
return intent.symbol or sl.symbol
for _ in range(_MAX_IDLE_RETRY):
for _ in range(_MAX_ADMIT_RETRY):
# resolve the target slot: slot_id (canonical) or portfolio_id (legacy)
if intent.slot_id is not None:
slot = self._repo.fetch_slot(intent.slot_id)
@@ -250,7 +196,8 @@ class IntentService:
symbol = _resolve(slot)
if not symbol:
return IntentDecision(intent.intent_id, "rejected", None, "unknown_portfolio")
if self._repo.count_active(self._instance_key) >= self._max_active_slots:
if (self._max_active_slots is not None
and self._repo.count_active(self._instance_key) >= self._max_active_slots):
return IntentDecision(intent.intent_id, "rejected", None, "capacity_full")
try:
updated = self._svc.transit_slot(
@@ -262,6 +209,8 @@ class IntentService:
symbol=symbol,
qty=intent.qty,
allocated_capital=intent.allocated_capital,
# dcy-012 / REQ-007: buy entry price maps to the slot's
# side-agnostic pending limit_price (cleared on fill→HOLDING).
limit_price=intent.entry_price,
strategy_id=intent.strategy_id,
sell_strategy_id=intent.sell_strategy_id,