genichinandClaude Opus 4.8
13837acc60
- REQ-017: LedgerPort contract (application/ledger_port.py) + portfolio-hub adapter + in-memory stub (adapters/ledger/), TREX_PORTFOLIO_HUB_* config - REQ-018: fill→ledger recording in execution loop; FillStatus carries execution_id (deterministic synth) + fee; paper/kis adapters updated - REQ-019: ledger outbox + retry worker (application/ledger_outbox.py), correlation_id idempotency, outcome vocabulary; 002_create_ledger_outbox.sql - Tests: in-memory/portfolio-hub ledger, execution ledger hook, outbox, domain import sweep Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
97 lines
3.5 KiB
Python
97 lines
3.5 KiB
Python
"""Paper/stub broker — deterministic async double (REQ-011, dcy-003 OQ-2).
|
|
|
|
Follows the same submit -> poll contract as the real KIS adapter (no
|
|
synchronous shortcut), but lets tests program WHEN/whether fills happen:
|
|
immediate, after N polls, partial, or reject. This exercises the same
|
|
execution code path that production (KIS) takes.
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
import threading
|
|
from typing import Optional
|
|
|
|
from trex_core.application.broker_port import (
|
|
FillStatus,
|
|
OrderAck,
|
|
OrderRequest,
|
|
calculate_fee,
|
|
)
|
|
|
|
|
|
class _Order:
|
|
def __init__(self, oid: str, req: OrderRequest) -> None:
|
|
self.oid = oid
|
|
self.side = req.side
|
|
self.symbol = req.symbol
|
|
self.qty = req.qty
|
|
self.price = float(req.limit_price) if req.limit_price is not None else 1000.0
|
|
self.polls = 0
|
|
self.filled = 0
|
|
self.cancelled = False
|
|
|
|
|
|
class PaperBroker:
|
|
"""Deterministic async paper broker.
|
|
|
|
- fill_after_polls: number of poll_fill calls before fills begin (0 => fills on first poll)
|
|
- qty_per_poll: filled quantity per poll once filling (None => fill remaining at once)
|
|
- reject_symbols: symbols whose orders are rejected on first poll
|
|
"""
|
|
|
|
def __init__(
|
|
self,
|
|
*,
|
|
fill_after_polls: int = 0,
|
|
qty_per_poll: Optional[int] = None,
|
|
reject_symbols: Optional[set[str]] = None,
|
|
) -> None:
|
|
self._fill_after = fill_after_polls
|
|
self._qty_per_poll = qty_per_poll
|
|
self._reject = reject_symbols or set()
|
|
self._orders: dict[str, _Order] = {}
|
|
self._seq = 0
|
|
self._lock = threading.Lock()
|
|
|
|
def name(self) -> str:
|
|
return "paper"
|
|
|
|
def submit_order(self, req: OrderRequest) -> OrderAck:
|
|
with self._lock:
|
|
self._seq += 1
|
|
oid = f"PAPER-{self._seq:06d}"
|
|
self._orders[oid] = _Order(oid, req)
|
|
return OrderAck(accepted=True, broker_order_id=oid)
|
|
|
|
def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus:
|
|
with self._lock:
|
|
o = self._orders.get(broker_order_id)
|
|
if o is None:
|
|
return FillStatus(state="unknown")
|
|
if o.cancelled:
|
|
return FillStatus(state="cancelled")
|
|
o.polls += 1
|
|
if symbol in self._reject:
|
|
return FillStatus(state="rejected", raw={"reason": "paper_reject"})
|
|
if o.polls <= self._fill_after:
|
|
return FillStatus(state="accepted", filled_qty=o.filled, avg_price=o.price)
|
|
step = self._qty_per_poll if self._qty_per_poll is not None else (o.qty - o.filled)
|
|
o.filled = min(o.qty, o.filled + step)
|
|
if o.filled >= o.qty:
|
|
# Deterministic execution_id (dcy-004 OQ-3):
|
|
# paper:{broker_order_id}:{filled_qty}
|
|
execution_id = f"paper:{o.oid}:{o.filled}"
|
|
fee = calculate_fee(o.side, o.filled * o.price)
|
|
return FillStatus(
|
|
state="filled", filled_qty=o.filled, avg_price=o.price,
|
|
execution_id=execution_id, fee=fee, tax=0.0,
|
|
)
|
|
return FillStatus(state="partially_filled", filled_qty=o.filled, avg_price=o.price)
|
|
|
|
def cancel_order(self, broker_order_id: str, *, side: str, symbol: str, qty: int) -> bool:
|
|
with self._lock:
|
|
o = self._orders.get(broker_order_id)
|
|
if o is None or o.filled >= o.qty:
|
|
return False
|
|
o.cancelled = True
|
|
return True
|