feat: persist unmanaged position lifecycle state
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
This commit is contained in:
copilot-swe-agent[bot]
co-authored by
genichin
genichin
parent
ae2e598209
commit
fe51d211d9
@@ -537,6 +537,259 @@ class InMemoryReconcileNotificationStore:
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]
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class UnmanagedPositionStore(Protocol):
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"""Durable unmanaged-position lifecycle store keyed by (instance_key, symbol)."""
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def observe(
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self,
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*,
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instance_key: str,
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symbol: str,
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quantity: int,
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observed_at: datetime | None = None,
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actor: str = "reconcile",
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) -> dict:
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"""Return {"transition", "previous_quantity", "state"} for one observation."""
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...
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def resolve_absent(
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self,
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*,
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instance_key: str,
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observed_symbols: set[str],
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observed_at: datetime | None = None,
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actor: str = "reconcile",
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) -> list[dict]:
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"""Mark active positions absent from a successful broker read as resolved."""
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...
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def get_state(self, *, instance_key: str, symbol: str) -> dict | None:
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...
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def list_states(
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self,
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*,
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instance_key: str,
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lifecycle_state: str = "active",
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symbol: str | None = None,
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) -> list[dict]:
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...
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def record_operator_action(
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self,
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*,
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instance_key: str,
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symbol: str,
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action: str,
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evidence_ref: str,
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actor: str = "operator",
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note: str = "",
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) -> dict | None:
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"""Persist an explicit operator disposition and append an audit event."""
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...
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def list_audit(self, *, instance_key: str, symbol: str) -> list[dict]:
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...
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class InMemoryUnmanagedPositionStore:
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"""Process-local unmanaged-position lifecycle store for tests + CI."""
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def __init__(self) -> None:
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self._lock = threading.Lock()
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self._states: dict[tuple[str, str], dict] = {}
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self._audit: list[dict] = []
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def observe(
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self,
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*,
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instance_key: str,
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symbol: str,
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quantity: int,
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observed_at: datetime | None = None,
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actor: str = "reconcile",
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) -> dict:
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now = observed_at or datetime.now(tz=UTC)
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key = (instance_key, symbol)
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with self._lock:
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existing = self._states.get(key)
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previous_quantity = existing.get("quantity") if existing is not None else None
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preserved = {} if existing is None else {
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"operator_action": existing.get("operator_action"),
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"evidence_ref": existing.get("evidence_ref"),
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"operator_note": existing.get("operator_note"),
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"operator_actor": existing.get("operator_actor"),
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"operator_updated_at": existing.get("operator_updated_at"),
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"created_at": existing.get("created_at", now),
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}
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if existing is None or existing.get("lifecycle_state") == "resolved":
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transition = "detected"
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state = {
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"instance_key": instance_key,
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"symbol": symbol,
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"quantity": quantity,
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"lifecycle_state": "active",
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"first_seen_at": now,
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"last_seen_at": now,
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"quantity_changed_at": now,
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"resolved_at": None,
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"operator_action": None,
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"evidence_ref": None,
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"operator_note": "",
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"operator_actor": None,
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"operator_updated_at": None,
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"created_at": now,
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**preserved,
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"updated_at": now,
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}
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self._states[key] = state
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elif int(existing["quantity"]) != int(quantity):
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transition = "quantity_changed"
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existing["quantity"] = quantity
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existing["last_seen_at"] = now
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existing["quantity_changed_at"] = now
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existing["resolved_at"] = None
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existing["lifecycle_state"] = "active"
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existing["updated_at"] = now
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state = existing
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else:
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transition = "unchanged"
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existing["last_seen_at"] = now
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existing["updated_at"] = now
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state = existing
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if transition != "unchanged":
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self._audit.append(
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{
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"instance_key": instance_key,
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"symbol": symbol,
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"event_type": transition,
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"action": None,
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"quantity": quantity,
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"lifecycle_state": state["lifecycle_state"],
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"actor": actor,
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"evidence_ref": state.get("evidence_ref"),
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"note": (
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f"previous_quantity={previous_quantity}"
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if transition == "quantity_changed" and previous_quantity is not None
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else ""
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),
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"created_at": now,
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}
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)
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return {
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"transition": transition,
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"previous_quantity": previous_quantity,
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"state": dict(state),
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}
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def resolve_absent(
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self,
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*,
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instance_key: str,
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observed_symbols: set[str],
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observed_at: datetime | None = None,
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actor: str = "reconcile",
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) -> list[dict]:
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now = observed_at or datetime.now(tz=UTC)
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with self._lock:
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resolved: list[dict] = []
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for key, state in sorted(self._states.items()):
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if key[0] != instance_key:
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continue
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if state.get("lifecycle_state") != "active":
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continue
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if state["symbol"] in observed_symbols:
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continue
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state["lifecycle_state"] = "resolved"
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state["resolved_at"] = now
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state["updated_at"] = now
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resolved.append(dict(state))
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self._audit.append(
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{
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"instance_key": state["instance_key"],
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"symbol": state["symbol"],
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"event_type": "resolved",
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"action": None,
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"quantity": state["quantity"],
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"lifecycle_state": "resolved",
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"actor": actor,
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"evidence_ref": state.get("evidence_ref"),
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"note": "",
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"created_at": now,
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}
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)
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return resolved
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def get_state(self, *, instance_key: str, symbol: str) -> dict | None:
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with self._lock:
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state = self._states.get((instance_key, symbol))
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return dict(state) if state is not None else None
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def list_states(
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self,
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*,
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instance_key: str,
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lifecycle_state: str = "active",
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symbol: str | None = None,
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) -> list[dict]:
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with self._lock:
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rows = []
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for state in self._states.values():
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if state["instance_key"] != instance_key:
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continue
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if lifecycle_state != "all" and state["lifecycle_state"] != lifecycle_state:
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continue
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if symbol is not None and state["symbol"] != symbol:
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continue
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rows.append(dict(state))
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return sorted(rows, key=lambda item: item["symbol"])
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def record_operator_action(
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self,
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*,
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instance_key: str,
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symbol: str,
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action: str,
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evidence_ref: str,
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actor: str = "operator",
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note: str = "",
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) -> dict | None:
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now = datetime.now(tz=UTC)
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with self._lock:
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state = self._states.get((instance_key, symbol))
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if state is None:
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return None
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state["operator_action"] = action
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state["evidence_ref"] = evidence_ref
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state["operator_note"] = note
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state["operator_actor"] = actor
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state["operator_updated_at"] = now
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state["updated_at"] = now
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self._audit.append(
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{
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"instance_key": instance_key,
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"symbol": symbol,
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"event_type": "operator_action",
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"action": action,
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"quantity": state["quantity"],
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"lifecycle_state": state["lifecycle_state"],
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"actor": actor,
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"evidence_ref": evidence_ref,
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"note": note,
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"created_at": now,
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}
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)
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return dict(state)
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def list_audit(self, *, instance_key: str, symbol: str) -> list[dict]:
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with self._lock:
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return [
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dict(row)
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for row in self._audit
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if row["instance_key"] == instance_key and row["symbol"] == symbol
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]
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def slot_to_dict(
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s,
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*,
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@@ -637,4 +890,3 @@ def _sanitize(message: str) -> str:
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out = out[:idx] + "<redacted>"
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break
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return out[:200]
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@@ -33,7 +33,11 @@ from typing import cast
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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 ReconcileWarningStore, SnapshotStore
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from trex_core.application.portfolio import (
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ReconcileWarningStore,
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SnapshotStore,
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UnmanagedPositionStore,
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)
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from trex_core.domain.slot.state import SlotState
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_log = logging.getLogger(__name__)
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@@ -341,6 +345,25 @@ def _retry_pending_resolved(
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)
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def _notify_unmanaged_position_transition(
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alarm_emitter: AlarmEmitter,
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*,
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event_type: str,
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instance_key: str,
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symbol: str,
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quantity: int,
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) -> None:
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alarm_emitter.publish_alarm(
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f"unmanaged_position_{event_type}",
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f"unmanaged position {event_type}: symbol={symbol}",
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fields={
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"instance_key": instance_key,
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"symbol": symbol,
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"broker_quantity": quantity,
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},
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)
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def reconcile_core_holdings(
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*,
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slot_repo,
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@@ -350,6 +373,7 @@ def reconcile_core_holdings(
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alarm_emitter: AlarmEmitter | None = None,
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warn_store: ReconcileWarningStore | None = None,
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notification_store=None,
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unmanaged_position_store: UnmanagedPositionStore | None = None,
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) -> dict[str, str]:
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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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@@ -377,6 +401,7 @@ def reconcile_core_holdings(
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decisions: dict[str, str] = {}
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matched: set[str] = set()
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active_b_identity_keys: set[str] = set() # req-0007: track active B mismatches for retry
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active_unmanaged_symbols: set[str] = set()
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for slot in slot_repo.list_holding_slots(instance_key):
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sym = slot.symbol
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matched.add(sym)
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@@ -458,10 +483,78 @@ def reconcile_core_holdings(
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)
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else:
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decisions[f"broker:{sym}"] = "unmanaged_position"
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_log.warning(
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"unmanaged position: symbol=%s qty=%d instance_key=%s",
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sym, bq, instance_key,
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active_unmanaged_symbols.add(sym)
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if unmanaged_position_store is None:
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_log.warning(
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"unmanaged position: symbol=%s qty=%d instance_key=%s",
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sym, bq, instance_key,
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)
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else:
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try:
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observed = unmanaged_position_store.observe(
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instance_key=instance_key,
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symbol=sym,
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quantity=bq,
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)
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except Exception: # noqa: BLE001
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_log.exception(
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"failed to persist unmanaged_position for symbol=%s instance=%s",
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sym,
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instance_key,
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)
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_log.warning(
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"unmanaged position: symbol=%s qty=%d instance_key=%s",
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sym, bq, instance_key,
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)
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else:
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transition = observed["transition"]
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if transition == "detected":
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_log.warning(
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"unmanaged position detected: symbol=%s qty=%d instance_key=%s",
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sym, bq, instance_key,
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)
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if alarm_emitter is not None:
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_notify_unmanaged_position_transition(
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alarm_emitter,
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event_type="detected",
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instance_key=instance_key,
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symbol=sym,
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quantity=bq,
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)
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elif transition == "quantity_changed":
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_log.warning(
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"unmanaged position quantity changed: symbol=%s "
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"previous_qty=%s qty=%d instance_key=%s",
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sym, observed.get("previous_quantity"), bq, instance_key,
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)
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if alarm_emitter is not None:
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_notify_unmanaged_position_transition(
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alarm_emitter,
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event_type="changed",
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instance_key=instance_key,
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symbol=sym,
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quantity=bq,
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)
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if unmanaged_position_store is not None:
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try:
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for state in unmanaged_position_store.resolve_absent(
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instance_key=instance_key,
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observed_symbols=active_unmanaged_symbols,
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):
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_log.info(
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"unmanaged position resolved: symbol=%s qty=%d instance_key=%s",
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state["symbol"], state["quantity"], instance_key,
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)
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if alarm_emitter is not None:
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_notify_unmanaged_position_transition(
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alarm_emitter,
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event_type="resolved",
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instance_key=instance_key,
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symbol=state["symbol"],
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quantity=state["quantity"],
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)
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except Exception: # noqa: BLE001
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_log.exception("reconcile_core_holdings: unmanaged_position resolve failed")
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# req-0007 / ac-0024: retry pending_resolved for B-case identities no longer mismatched.
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if alarm_emitter is not None and notification_store is not None:
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try:
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@@ -23,6 +23,7 @@ from trex_core.application.portfolio import (
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PortfolioHubReadPort,
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PortfolioHubUnavailableError,
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ReconcileNotificationStore,
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UnmanagedPositionStore,
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ReconcileWarningStore,
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SnapshotStore,
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TradingContext,
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@@ -51,6 +52,7 @@ class SnapshotScheduler:
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alarm_emitter: Optional[AlarmEmitter] = None,
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warn_store: Optional[ReconcileWarningStore] = None,
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notification_store: Optional[ReconcileNotificationStore] = None,
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unmanaged_position_store: Optional[UnmanagedPositionStore] = None,
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credential_fetch_enabled: bool = False,
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kis_reinit_callback: Optional[Callable[[BrokerCredentialPayload], None]] = None,
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credential_refresh: Optional[Callable[[], object]] = None,
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@@ -75,6 +77,7 @@ class SnapshotScheduler:
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self._warn_store = warn_store
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# req-0007 / ac-0024: durable notification deduplication store (Optional).
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self._notification_store = notification_store
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self._unmanaged_position_store = unmanaged_position_store
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# dcy-036 / REQ-113/114/115: credential fetch opt-in + break-glass detection.
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# credential_fetch_enabled=False (default) → env-only, no portfolio-hub fetch.
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self._credential_fetch_enabled: bool = credential_fetch_enabled
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@@ -336,6 +339,7 @@ class SnapshotScheduler:
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alarm_emitter=self._alarm_emitter, # dcy-033 / REQ-100
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warn_store=self._warn_store, # BAT-050 / REQ-103
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notification_store=self._notification_store, # req-0007 / ac-0024
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unmanaged_position_store=self._unmanaged_position_store,
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)
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except Exception: # noqa: BLE001
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_log.exception("core-holding divergence reconcile failed")
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