fix(execution): dcy-012 매도 가격 버그 정정 — slot entry_price→limit_price rename (BAT-016)
매도(sell) 주문이 현재가가 아닌 매수가(entry_price) 지정가로 나가던 버그(issue #10) 정정. 슬롯의 매수 전용 entry_price 를 side 무관 "현재 pending 주문 지정가" limit_price 로 내부 rename 하고, pending 이탈(→holding/→closed) 시 clear 해 매수 지정가가 매도로 누수되는 경로를 구조적으로 제거. 거버넌스: 전부 change-req (신규 REQ 없음, dcy-012 OQ-3). - REQ-002: Slot entry_price→limit_price rename + clear-on-exit 생애주기 - REQ-006: daily_slot 컬럼 rename 마이그레이션 006 (idempotent) + persistence 매핑 - REQ-013: _dispatch 가 slot.limit_price 단일 필드로 가격/주문유형 결정 - REQ-007: SellIntent/sell payload optional limit_price + _admit_sell 운반 - REQ-036: SlotService.sell optional 가격 → 자율 매도(safety-sell/kill-switch) 시장가 - REQ-003: 컬럼 계약/드리프트 가드 limit_price 반영 - REQ-015: runtime-flows/interface-contract/data-model 정합 매도 정책(OQ-1 하이브리드): 가격 지정→지정가("00"), 미지정→시장가("01"). 자율 매도는 가격 미전달 → 항상 시장가 (손절 미체결 pending_sell 갇힘 방지, issue #9 연계). 검증: 단위 286 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 318 passed, ruff clean. 신규 test_sell_pricing(recording broker)로 지정가 매수 슬롯의 매도가 매수가 재사용 안 함을 직접 검증. BAT-016 release-candidate. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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@@ -66,7 +66,7 @@ class SlotService:
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symbol: Optional[str] = None,
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qty: Optional[float] = None,
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avg_price: Optional[float] = None,
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entry_price: Optional[float] = None,
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limit_price: Optional[float] = None,
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allocated_capital: Optional[float] = None,
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order_id: Optional[str] = None,
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strategy_id: Optional[str] = None,
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@@ -114,7 +114,7 @@ class SlotService:
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symbol=symbol,
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qty=qty,
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avg_price=avg_price,
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entry_price=entry_price,
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limit_price=limit_price,
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allocated_capital=allocated_capital,
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order_id=order_id,
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strategy_id=strategy_id,
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@@ -156,7 +156,7 @@ class SlotService:
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symbol: Optional[str],
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qty: Optional[float],
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avg_price: Optional[float],
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entry_price: Optional[float],
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limit_price: Optional[float],
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allocated_capital: Optional[float],
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order_id: Optional[str],
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strategy_id: Optional[str],
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@@ -171,6 +171,10 @@ class SlotService:
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Special: closed -> idle resets occupancy fields (FR-2 #7).
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Special: pending_buy -> idle resets occupancy (REQ-011 AC-6 rollback).
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dcy-012 / REQ-002: limit_price is set only while a slot is in a pending
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state (the live order's limit); entering any non-pending state
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(IDLE/HOLDING/CLOSED) clears it so a buy limit never leaks into the next
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sell order (issue #10 root cause).
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"""
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if to_state is SlotState.IDLE and slot.status in {
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SlotState.CLOSED,
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@@ -184,7 +188,7 @@ class SlotService:
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symbol=None,
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qty=None,
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avg_price=None,
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entry_price=None,
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limit_price=None,
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allocated_capital=None,
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order_id=None,
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strategy_id=None,
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@@ -197,6 +201,13 @@ class SlotService:
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updated_at=datetime.now(tz=timezone.utc),
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)
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# limit_price lifecycle (dcy-012 FR-1): set only on entering a pending
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# state (the order's limit); cleared on entering HOLDING/CLOSED.
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if to_state in {SlotState.PENDING_BUY, SlotState.PENDING_SELL}:
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new_limit_price = limit_price if limit_price is not None else slot.limit_price
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else: # HOLDING / CLOSED — pending order limit no longer applies.
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new_limit_price = None
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# Generic update: caller-supplied fields override; None means "keep".
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return replace(
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slot,
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@@ -204,7 +215,7 @@ class SlotService:
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symbol=symbol if symbol is not None else slot.symbol,
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qty=qty if qty is not None else slot.qty,
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avg_price=avg_price if avg_price is not None else slot.avg_price,
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entry_price=entry_price if entry_price is not None else slot.entry_price,
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limit_price=new_limit_price,
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allocated_capital=(
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allocated_capital if allocated_capital is not None else slot.allocated_capital
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),
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@@ -236,12 +247,23 @@ class SlotService:
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# ------------------------------------------------------------
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# sell (REQ-036 / BAT-010)
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# ------------------------------------------------------------
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def sell(self, slot_id: UUID, actor: str, reason: str) -> None:
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def sell(
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self,
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slot_id: UUID,
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actor: str,
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reason: str,
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*,
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limit_price: Optional[float] = None,
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) -> None:
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"""Trigger an autonomous safety-sell for a holding slot (REQ-036).
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Idempotent: silently returns if the slot is already pending_sell.
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Raises SlotNotFoundError if slot_id is unknown.
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Raises SlotTransitionError if the slot is neither holding nor pending_sell.
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dcy-012 / REQ-036: ``limit_price`` defaults to None so autonomous sells
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(safety-sell / kill-switch) dispatch at market; only callers that pass a
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price (discretionary RPC sell) get a limit order.
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"""
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slot = self._repo.fetch_slot(slot_id)
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if slot is None:
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@@ -258,6 +280,7 @@ class SlotService:
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SlotState.PENDING_SELL,
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reason=reason,
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actor=actor,
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limit_price=limit_price,
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)
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# ------------------------------------------------------------
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