feat: add portfolio snapshot read layer

2026-06-06 09:33:00 +09:00
parent 56e977a7ad
commit ca757009f5
51 changed files with 3565 additions and 51 deletions
@@ -0,0 +1,59 @@
+"""Position reconciliation between portfolio-hub and broker (REQ-031).
+
+The broker account is single (invariant B) so portfolio-hub quantities are
+aggregated to `symbol` before being compared with `BrokerPort.get_balance()`.
+Mismatches flip the asset's `warning` overlay; a subsequent successful match
+clears it automatically (in-memory only — pause is the durable channel for
+manual holds).
+"""
+from __future__ import annotations
+
+import logging
+
+from trex_core.application.broker_port import BrokerPort
+from trex_core.application.portfolio import SnapshotStore
+
+_log = logging.getLogger(__name__)
+
+
+def reconcile_positions(*, store: SnapshotStore, broker: BrokerPort) -> dict[str, str]:
+    """Run one reconciliation pass.
+
+    Returns a `{portfolio_id: 'warning' | 'cleared' | 'ok'}` map for telemetry.
+    The map is also reflected onto `store` via `set_warning(...)`.
+    """
+    broker_qty: dict[str, int] = {
+        item.symbol: int(item.hldg_qty) for item in broker.get_balance()
+    }
+
+    # Group portfolio-hub quantities by symbol so we can compare to broker's
+    # per-symbol aggregate.
+    by_symbol: dict[str, list[tuple[str, float]]] = {}
+    assets = store.list_assets()
+    for a in assets:
+        sym = a.item.symbol
+        by_symbol.setdefault(sym, []).append((a.item.portfolio_id, a.item.asset_quantity))
+
+    decisions: dict[str, str] = {}
+    for symbol, entries in by_symbol.items():
+        hub_total = int(sum(qty for _, qty in entries))
+        broker_total = broker_qty.get(symbol, 0)
+        match = hub_total == broker_total
+        for pid, _ in entries:
+            asset = store.get(pid)
+            was_warned = bool(asset and asset.warning)
+            if not match:
+                if not was_warned:
+                    _log.warning(
+                        "position warning raised: portfolio_id=%s symbol=%s "
+                        "hub=%d broker=%d", pid, symbol, hub_total, broker_total,
+                    )
+                store.set_warning(pid, True)
+                decisions[pid] = "warning"
+            else:
+                if was_warned:
+                    store.set_warning(pid, False)
+                    decisions[pid] = "cleared"
+                else:
+                    decisions[pid] = "ok"
+    return decisions