copilot-swe-agent[bot]andgenichin
76cde2edd0
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
99 lines
2.6 KiB
Python
99 lines
2.6 KiB
Python
from __future__ import annotations
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from dataclasses import dataclass
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from datetime import datetime
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from uuid import UUID
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from trex_core.application.alarm_emitter import AlarmEmitter
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@dataclass(frozen=True)
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class LedgerSkipRecord:
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skip_key: str
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instance_key: str
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slot_id: UUID
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portfolio_id: str | None
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symbol: str | None
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order_id: str | None
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execution_id: str | None
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side: str
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qty: float
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price: float
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executed_at: datetime
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order_venue: str
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execution_venue: str
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skip_reason: str
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status: str
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resolution_reason: str | None
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resolved_at: datetime | None
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created_at: datetime
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updated_at: datetime
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def make_ledger_skip_key(
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*,
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instance_key: str,
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slot_id: UUID,
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side: str,
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order_id: str | None,
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execution_id: str | None,
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skip_reason: str,
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) -> str:
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return ":".join(
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[
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"ledger-skip",
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instance_key,
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str(slot_id),
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side,
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order_id or "-",
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execution_id or "-",
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skip_reason,
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]
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)
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def ledger_skip_alarm_fields(record: LedgerSkipRecord) -> dict[str, object]:
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return {
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"skip_key": record.skip_key,
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"instance_key": record.instance_key,
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"slot_id": str(record.slot_id),
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"portfolio_id": record.portfolio_id,
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"symbol": record.symbol,
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"order_id": record.order_id,
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"execution_id": record.execution_id,
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"side": record.side,
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"qty": record.qty,
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"price": record.price,
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"executed_at": record.executed_at.isoformat(),
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"order_venue": record.order_venue,
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"execution_venue": record.execution_venue,
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"skip_reason": record.skip_reason,
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"status": record.status,
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"resolution_reason": record.resolution_reason,
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"resolved_at": record.resolved_at.isoformat() if record.resolved_at else None,
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"created_at": record.created_at.isoformat(),
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"updated_at": record.updated_at.isoformat(),
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}
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def publish_ledger_skip_alarm(
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alarm_emitter: AlarmEmitter | None,
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record: LedgerSkipRecord,
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*,
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resolved: bool,
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) -> None:
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if alarm_emitter is None:
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return
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code = "ledger_skip_resolved" if resolved else "ledger_skip_unresolved"
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title = (
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f"원장 skip 해소: slot={record.slot_id} reason={record.resolution_reason or 'resolved'}"
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if resolved
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else f"원장 skip 발생: slot={record.slot_id} reason={record.skip_reason}"
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)
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alarm_emitter.publish_alarm(
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code,
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title,
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fields=ledger_skip_alarm_fields(record),
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severity="info" if resolved else "critical",
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)
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