feat(core-A): reconcile-warning durable store + blocking gate (BAT-050, REQ-102/103/104/107/108)
B/C 불일치 시 슬롯을 durable 차단(ReconcileWarningStore)하고 전략 intent 경로에 pause∨reconcile_warned 게이트를 추가한다. 안전망(safety-sell/kill-switch/watchdog) 경로는 SlotService 직접 호출로 게이트를 구조적으로 우회(OQ-B 확정). SlotState enum/전이표/wire 계약 필드는 불변, reconcile_warned 필드만 additive 추가. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
This commit is contained in:
Claude Sonnet 4.6
@@ -1,10 +1,15 @@
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"""Position reconciliation between portfolio-hub and broker (REQ-031).
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"""Position reconciliation between portfolio-hub and broker (REQ-031, REQ-103).
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The broker account is single (invariant B) so portfolio-hub quantities are
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aggregated to `symbol` before being compared with `BrokerPort.get_balance()`.
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Mismatches flip the asset's `warning` overlay; a subsequent successful match
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clears it automatically (in-memory only — pause is the durable channel for
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manual holds).
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BAT-050 / REQ-103: B-case (slot qty mismatch) and C-case (ledger mismatch)
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now also set a durable reconcile-warning via ReconcileWarningStore (slot_id
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keyed). The in-memory warning overlay is kept for backward compat; the durable
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store is additive and Optional (None => warn-log-only, backward compat).
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"""
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from __future__ import annotations
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@@ -13,7 +18,7 @@ from typing import Optional
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from trex_core.application.alarm_emitter import AlarmEmitter
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from trex_core.application.broker_port import BrokerPort
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from trex_core.application.portfolio import SnapshotStore
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from trex_core.application.portfolio import ReconcileWarningStore, SnapshotStore
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from trex_core.domain.slot.state import SlotState
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_log = logging.getLogger(__name__)
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@@ -26,16 +31,24 @@ def reconcile_core_holdings(
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broker: BrokerPort,
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instance_key: str,
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alarm_emitter: Optional[AlarmEmitter] = None,
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warn_store: Optional[ReconcileWarningStore] = None,
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) -> dict[str, str]:
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"""dcy-020 / REQ-062 (BAT-029): surface core-slot holding ↔ broker divergence.
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"""dcy-020 / REQ-062 (BAT-029) + REQ-103 (BAT-050): surface core-slot holding
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vs broker divergence and set durable reconcile-warning for B case.
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Broker balance is the reconcile ground truth. Decisions (no silent auto-fix,
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no auto-liquidation — issue #15):
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- A. core holding but broker flat (qty 0) -> slot to `error` + WARN (operator resolve)
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- C. both hold but qty differs -> WARN (mirror is non-authoritative)
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- A. core holding but broker flat (qty 0) -> slot to `error` + WARN + CRITICAL alarm
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- C. both hold but qty differs (B in REQ-103 naming) -> WARN + durable reconcile-warning
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- B. broker holds, no core holding slot -> WARN (unmanaged position)
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REQ-103 case codes:
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- case_code='B': slot has holding but qty differs from broker (reconcile_core_holdings)
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- case_code='C': ledger/hub qty differs from broker (reconcile_positions)
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warn_store: Optional — when None, WARN-log-only (backward compat, REQ-103 AC-5).
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Returns {key: 'error'|'qty_warning'|'ok'|'unmanaged_warning'} for telemetry.
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(Liquidation qty = broker authoritative in execution dispatch is BAT-δ.)"""
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"""
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broker_qty: dict[str, int] = {
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item.symbol: int(item.hldg_qty) for item in broker.get_balance()
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}
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@@ -65,15 +78,32 @@ def reconcile_core_holdings(
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)
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except Exception: # noqa: BLE001 - never let reconcile crash the loop
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_log.exception("failed to error-quarantine slot %s", slot.slot_id)
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elif slot.qty is not None and int(slot.qty) != bq: # C — qty mismatch
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decisions[str(slot.slot_id)] = "qty_warning"
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elif slot.qty is not None and int(slot.qty) != bq: # B case (REQ-103) — qty mismatch
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slot_id_str = str(slot.slot_id)
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decisions[slot_id_str] = "qty_warning"
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# REQ-107: structured WARNING log for B case.
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_log.warning(
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"qty mismatch: slot=%s symbol=%s core=%s broker=%d (mirror non-authoritative)",
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slot.slot_id, sym, slot.qty, bq,
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"reconcile_warning set: slot_id=%s portfolio_id=%s symbol=%s "
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"case_code=B broker_qty=%d slot_qty=%s actor=reconcile",
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slot_id_str, slot.portfolio_id, sym, bq, slot.qty,
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)
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# REQ-103 / BAT-050: durable reconcile-warning (case_code='B').
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if warn_store is not None:
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try:
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warn_store.set_warned(
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slot_id_str,
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portfolio_id=slot.portfolio_id or "",
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case_code="B",
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actor="reconcile",
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reason=f"slot_qty={slot.qty} broker_qty={bq} symbol={sym}",
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)
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except Exception: # noqa: BLE001 - never let reconcile crash the loop
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_log.exception(
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"failed to set reconcile_warning for slot %s", slot.slot_id
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)
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else:
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decisions[str(slot.slot_id)] = "ok"
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for sym, bq in broker_qty.items(): # B — unmanaged broker position
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for sym, bq in broker_qty.items(): # unmanaged broker position
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if bq > 0 and sym not in matched:
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decisions[f"broker:{sym}"] = "unmanaged_warning"
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_log.warning(
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@@ -83,11 +113,23 @@ def reconcile_core_holdings(
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return decisions
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def reconcile_positions(*, store: SnapshotStore, broker: BrokerPort) -> dict[str, str]:
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"""Run one reconciliation pass.
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def reconcile_positions(
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*,
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store: SnapshotStore,
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broker: BrokerPort,
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slot_repo=None,
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instance_key: str = "default",
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warn_store: Optional[ReconcileWarningStore] = None,
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) -> dict[str, str]:
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"""Run one reconciliation pass (REQ-031 + REQ-103 BAT-050).
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Returns a `{portfolio_id: 'warning' | 'cleared' | 'ok'}` map for telemetry.
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The map is also reflected onto `store` via `set_warning(...)`.
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BAT-050 / REQ-103: when warn_store and slot_repo are provided, C-case mismatches
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(ledger/hub qty vs broker) also set durable reconcile-warning on the corresponding
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slot (portfolio_id -> slot lookup via slot_repo). When either is None, falls back
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to in-memory warning only (backward compat, REQ-103 AC-5).
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"""
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broker_qty: dict[str, int] = {
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item.symbol: int(item.hldg_qty) for item in broker.get_balance()
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@@ -117,6 +159,32 @@ def reconcile_positions(*, store: SnapshotStore, broker: BrokerPort) -> dict[str
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)
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store.set_warning(pid, True)
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decisions[pid] = "warning"
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# REQ-103 / BAT-050: durable reconcile-warning for C case (case_code='C').
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if warn_store is not None and slot_repo is not None:
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try:
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slot = slot_repo.find_slot_by_portfolio(instance_key, pid)
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if slot is not None:
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slot_id_str = str(slot.slot_id)
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# REQ-107: structured WARNING log for C case.
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_log.warning(
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"reconcile_warning set: slot_id=%s portfolio_id=%s "
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"symbol=%s case_code=C hub_qty=%d broker_qty=%d actor=reconcile",
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slot_id_str, pid, symbol, hub_total, broker_total,
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)
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warn_store.set_warned(
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slot_id_str,
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portfolio_id=pid,
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case_code="C",
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actor="reconcile",
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reason=(
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f"hub_qty={hub_total} broker_qty={broker_total} "
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f"symbol={symbol}"
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),
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)
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except Exception: # noqa: BLE001
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_log.exception(
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"failed to set reconcile_warning for portfolio_id=%s", pid
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)
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else:
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if was_warned:
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store.set_warning(pid, False)
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