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>
421 lines
18 KiB
Python
421 lines
18 KiB
Python
"""PostgreSQL persistence adapters (REQ-006).
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- PostgreSQLSlotRepository: implements the domain SlotRepository protocol
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(single-writer, pg_advisory_xact_lock serialization).
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- PostgreSQLIntentStore: implements the application IntentStore port
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(intent_log dedup gate + audit).
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psycopg (v3) is imported lazily so the domain/test paths that use the
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in-memory adapters don't require it. External I/O lives here, never in the
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domain layer (NFR-1).
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"""
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from __future__ import annotations
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import json
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from contextlib import contextmanager
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from datetime import date, datetime, timezone
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from typing import Any, Iterator, Optional
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from uuid import UUID, uuid4
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from trex_core.application.ledger_outbox import (
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LedgerWorkItem,
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OutboxOutcome,
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WorkItemStatus,
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)
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from trex_core.application.ledger_port import LedgerTrade
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from trex_core.application.ports import IntentRecord
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from trex_core.domain.slot import Slot, SlotNotFoundError, SlotState, SlotTransitionRecord
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_SLOT_COLUMNS = (
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"slot_id, trading_date, status, symbol, qty, avg_price, entry_price, "
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"allocated_capital, order_id, strategy_id, broker_order_id, portfolio_id, "
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"sell_strategy_id, forced_close_at, created_at, updated_at"
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)
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def _require_psycopg(module: Any = None) -> Any:
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if module is not None:
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return module
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try:
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import psycopg # type: ignore[import-not-found]
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except ImportError as exc: # pragma: no cover - environment guard
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raise RuntimeError(
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"psycopg is required for PostgreSQL adapters. Install 'trex-core[postgres]'."
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) from exc
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return psycopg
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class PostgreSQLSlotRepository:
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"""psycopg-backed SlotRepository. Connection-per-call (orbit-proven)."""
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def __init__(self, dsn: str, *, psycopg_module: Any = None) -> None:
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self._psycopg = _require_psycopg(psycopg_module)
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self._dsn = dsn
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@contextmanager
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def transactional_advisory_lock(self, lock_id: int) -> Iterator[None]:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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try:
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with conn.cursor() as cur:
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cur.execute("SELECT pg_advisory_xact_lock(%s)", (lock_id,))
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yield
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conn.commit()
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except BaseException:
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conn.rollback()
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raise
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def pre_allocate_slots(self, trading_date: date, count: int) -> int:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"SELECT COUNT(*) FROM daily_slot WHERE trading_date = %s", (trading_date,)
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)
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row = cur.fetchone()
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if row and row[0] > 0:
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conn.commit()
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return 0
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now = datetime.now(tz=timezone.utc)
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rows = [
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(uuid4(), trading_date, SlotState.IDLE.value, now, now) for _ in range(count)
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]
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cur.executemany(
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"INSERT INTO daily_slot (slot_id, trading_date, status, created_at, updated_at) "
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"VALUES (%s, %s, %s, %s, %s)",
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rows,
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)
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conn.commit()
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return count
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def list_slots(self, trading_date: date) -> list[Slot]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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f"SELECT {_SLOT_COLUMNS} FROM daily_slot WHERE trading_date = %s",
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(trading_date,),
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)
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return [self._row_to_slot(r) for r in cur.fetchall()]
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def fetch_slot(self, slot_id: UUID) -> Optional[Slot]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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f"SELECT {_SLOT_COLUMNS} FROM daily_slot WHERE slot_id = %s", (slot_id,)
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)
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row = cur.fetchone()
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return self._row_to_slot(row) if row else None
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def find_idle_slot(self, trading_date: date) -> Optional[Slot]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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f"SELECT {_SLOT_COLUMNS} FROM daily_slot "
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"WHERE trading_date = %s AND status = 'idle' LIMIT 1",
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(trading_date,),
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)
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row = cur.fetchone()
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return self._row_to_slot(row) if row else None
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def update_slot(self, slot: Slot) -> None:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"UPDATE daily_slot SET status=%s, symbol=%s, qty=%s, avg_price=%s, "
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"entry_price=%s, allocated_capital=%s, order_id=%s, strategy_id=%s, "
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"broker_order_id=%s, portfolio_id=%s, sell_strategy_id=%s, "
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"forced_close_at=%s, updated_at=%s WHERE slot_id=%s",
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(
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slot.status.value, slot.symbol, slot.qty, slot.avg_price,
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slot.entry_price, slot.allocated_capital, slot.order_id,
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slot.strategy_id, slot.broker_order_id, slot.portfolio_id,
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slot.sell_strategy_id, slot.forced_close_at,
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slot.updated_at or datetime.now(tz=timezone.utc), slot.slot_id,
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),
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)
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if cur.rowcount == 0:
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conn.rollback()
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raise SlotNotFoundError(f"slot not found: {slot.slot_id}")
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conn.commit()
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def append_transition_log(self, record: SlotTransitionRecord) -> None:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"INSERT INTO slot_transition_log "
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"(slot_id, from_state, to_state, ts, reason, actor, extra) "
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"VALUES (%s, %s, %s, %s, %s, %s, %s)",
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(
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record.slot_id, record.from_state.value, record.to_state.value,
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record.ts, record.reason, record.actor, json.dumps(record.extra),
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),
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)
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conn.commit()
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def increment_symbol_entry(self, trading_date: date, symbol: str) -> int:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"INSERT INTO daily_symbol_entries (trading_date, symbol, entry_count, last_entry_at) "
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"VALUES (%s, %s, 1, %s) "
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"ON CONFLICT (trading_date, symbol) DO UPDATE "
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"SET entry_count = daily_symbol_entries.entry_count + 1, "
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" last_entry_at = EXCLUDED.last_entry_at RETURNING entry_count",
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(trading_date, symbol, datetime.now(tz=timezone.utc)),
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)
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row = cur.fetchone()
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conn.commit()
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return int(row[0]) if row else 0
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def get_symbol_entry_count(self, trading_date: date, symbol: str) -> int:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"SELECT entry_count FROM daily_symbol_entries "
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"WHERE trading_date = %s AND symbol = %s",
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(trading_date, symbol),
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)
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row = cur.fetchone()
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return int(row[0]) if row else 0
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# --- order execution queue (BAT-004 / REQ-013, option A) ---
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def find_pending_for_dispatch(self) -> Optional[Slot]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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f"SELECT {_SLOT_COLUMNS} FROM daily_slot "
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"WHERE status IN ('pending_buy','pending_sell') AND broker_order_id IS NULL "
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"ORDER BY updated_at LIMIT 1 FOR UPDATE SKIP LOCKED"
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)
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row = cur.fetchone()
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return self._row_to_slot(row) if row else None
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def mark_dispatched(self, slot_id: UUID, broker_order_id: str) -> bool:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"UPDATE daily_slot SET broker_order_id=%s, updated_at=%s "
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"WHERE slot_id=%s AND broker_order_id IS NULL",
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(broker_order_id, datetime.now(tz=timezone.utc), slot_id),
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)
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ok = cur.rowcount == 1
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conn.commit()
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return ok
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def list_dispatched_pending(self) -> list[Slot]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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f"SELECT {_SLOT_COLUMNS} FROM daily_slot "
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"WHERE status IN ('pending_buy','pending_sell') AND broker_order_id IS NOT NULL"
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)
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return [self._row_to_slot(r) for r in cur.fetchall()]
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def clear_dispatch(self, slot_id: UUID) -> None:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"UPDATE daily_slot SET broker_order_id=NULL, updated_at=%s WHERE slot_id=%s",
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(datetime.now(tz=timezone.utc), slot_id),
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)
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conn.commit()
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def count_slots_by_status(self, trading_date: date) -> dict[SlotState, int]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"SELECT status, COUNT(*) FROM daily_slot WHERE trading_date = %s GROUP BY status",
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(trading_date,),
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)
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return {SlotState(r[0]): int(r[1]) for r in cur.fetchall()}
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@staticmethod
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def _row_to_slot(row: tuple) -> Slot:
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f = lambda v: float(v) if v is not None else None # noqa: E731
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return Slot(
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slot_id=row[0] if isinstance(row[0], UUID) else UUID(str(row[0])),
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trading_date=row[1],
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status=SlotState(row[2]),
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symbol=row[3],
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qty=f(row[4]),
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avg_price=f(row[5]),
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entry_price=f(row[6]),
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allocated_capital=f(row[7]),
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order_id=row[8],
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strategy_id=row[9],
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broker_order_id=row[10],
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portfolio_id=row[11],
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sell_strategy_id=row[12],
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forced_close_at=row[13],
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created_at=row[14],
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updated_at=row[15],
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)
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class PostgreSQLIntentStore:
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"""intent_log-backed IntentStore. intent_id UNIQUE is the dedup gate."""
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def __init__(self, dsn: str, *, psycopg_module: Any = None) -> None:
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self._psycopg = _require_psycopg(psycopg_module)
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self._dsn = dsn
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def try_insert(self, intent_id: str, intent_type: str, payload: dict) -> bool:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"INSERT INTO intent_log (intent_id, intent_type, payload, status) "
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"VALUES (%s, %s, %s, 'processing') ON CONFLICT (intent_id) DO NOTHING",
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(intent_id, intent_type, json.dumps(payload)),
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)
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inserted = cur.rowcount == 1
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conn.commit()
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return inserted
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def get(self, intent_id: str) -> Optional[IntentRecord]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"SELECT intent_id, intent_type, status, slot_id, reason "
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"FROM intent_log WHERE intent_id = %s",
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(intent_id,),
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)
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row = cur.fetchone()
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if row is None:
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return None
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return _PgIntentRecord(
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intent_id=row[0], intent_type=row[1], status=row[2],
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slot_id=(row[3] if isinstance(row[3], UUID) or row[3] is None else UUID(str(row[3]))),
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reason=row[4],
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)
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def finalize(
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self, intent_id: str, status: str, slot_id: Optional[UUID], reason: Optional[str]
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) -> None:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"UPDATE intent_log SET status=%s, slot_id=%s, reason=%s, updated_at=%s "
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"WHERE intent_id=%s",
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(status, slot_id, reason, datetime.now(tz=timezone.utc), intent_id),
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)
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conn.commit()
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class _PgIntentRecord:
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def __init__(self, intent_id, intent_type, status, slot_id, reason):
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self.intent_id = intent_id
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self.intent_type = intent_type
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self.status = status
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self.slot_id = slot_id
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self.reason = reason
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# --- ledger outbox (BAT-006 / REQ-019) ---------------------------------------
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_OUTBOX_COLUMNS = (
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"correlation_id, asset_id, order_id, execution_id, side, qty, price, "
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"fee, tax, executed_at, status, attempts, last_outcome, last_error, "
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"created_at, updated_at"
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)
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class PostgreSQLLedgerOutbox:
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"""ledger_outbox-backed LedgerOutbox. correlation_id PK is the dedup gate."""
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def __init__(self, dsn: str, *, psycopg_module: Any = None) -> None:
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self._psycopg = _require_psycopg(psycopg_module)
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self._dsn = dsn
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def enqueue(self, trade: LedgerTrade) -> LedgerWorkItem:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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cur.execute(
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"INSERT INTO ledger_outbox "
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"(correlation_id, asset_id, order_id, execution_id, side, "
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" qty, price, fee, tax, executed_at) "
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"VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s) "
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"ON CONFLICT (correlation_id) DO NOTHING",
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(
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trade.correlation_id, trade.asset_id, trade.order_id,
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trade.execution_id, trade.side,
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trade.qty, trade.price, trade.fee, trade.tax,
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trade.executed_at,
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),
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)
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conn.commit()
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existing = self.get(trade.correlation_id)
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assert existing is not None
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return existing
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def list_pending(self, limit: int = 32) -> list[LedgerWorkItem]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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f"SELECT {_OUTBOX_COLUMNS} FROM ledger_outbox "
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"WHERE status = 'pending' ORDER BY created_at LIMIT %s",
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(limit,),
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)
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return [self._row_to_item(r) for r in cur.fetchall()]
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def get(self, correlation_id: str) -> Optional[LedgerWorkItem]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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f"SELECT {_OUTBOX_COLUMNS} FROM ledger_outbox WHERE correlation_id = %s",
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(correlation_id,),
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)
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row = cur.fetchone()
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return self._row_to_item(row) if row else None
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def mark_outcome(
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self,
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correlation_id: str,
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outcome: OutboxOutcome,
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*,
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error: Optional[str] = None,
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) -> LedgerWorkItem:
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with self._psycopg.connect(self._dsn, autocommit=False) as conn:
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with conn.cursor() as cur:
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if outcome is OutboxOutcome.COMPLETED:
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status_value = WorkItemStatus.COMPLETED.value
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attempts_delta = 1
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elif outcome is OutboxOutcome.CONFLICT_BLOCKED:
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status_value = WorkItemStatus.CONFLICT_BLOCKED.value
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attempts_delta = 1
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elif outcome is OutboxOutcome.DUPLICATE_COMPLETED:
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status_value = WorkItemStatus.COMPLETED.value
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attempts_delta = 0
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else: # retryable
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status_value = WorkItemStatus.PENDING.value
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attempts_delta = 1
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cur.execute(
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"UPDATE ledger_outbox SET status=%s, attempts=attempts+%s, "
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"last_outcome=%s, last_error=%s, updated_at=%s "
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"WHERE correlation_id=%s",
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(
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status_value, attempts_delta, outcome.value, error,
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datetime.now(tz=timezone.utc), correlation_id,
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),
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)
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conn.commit()
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row = self.get(correlation_id)
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assert row is not None
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return row
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@staticmethod
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def _row_to_item(row: tuple) -> LedgerWorkItem:
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f = lambda v: float(v) if v is not None else 0.0 # noqa: E731
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trade = LedgerTrade(
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asset_id=row[1], order_id=row[2], execution_id=row[3], side=row[4],
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qty=f(row[5]), price=f(row[6]), fee=f(row[7]), tax=f(row[8]),
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executed_at=row[9],
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)
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return LedgerWorkItem(
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correlation_id=row[0],
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trade=trade,
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status=WorkItemStatus(row[10]),
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attempts=int(row[11]) if row[11] is not None else 0,
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last_outcome=OutboxOutcome(row[12]) if row[12] else None,
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last_error=row[13],
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created_at=row[14],
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updated_at=row[15],
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)
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