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>
221 lines
9.0 KiB
Python
221 lines
9.0 KiB
Python
"""Intent application service (REQ-007).
|
|
|
|
Turns a buy/sell intent submitted over HTTP into a single-writer slot
|
|
transition, with intent_id idempotency backed by a durable intent_log.
|
|
|
|
Idempotency model (dcy-002 OQ-1): `intent_store.try_insert` is the dedup
|
|
gate. On a duplicate intent_id it returns the prior decision without
|
|
re-driving any transition (NFR-3). Slot transitions go exclusively through
|
|
SlotService (advisory-lock serialized) so the single-writer invariant
|
|
holds (NFR-2). Concurrency on the last idle slot is resolved by retrying
|
|
on SlotStateMismatchError.
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
from dataclasses import dataclass, field
|
|
from datetime import date, datetime
|
|
from decimal import Decimal
|
|
from typing import Any, Optional
|
|
from uuid import UUID
|
|
|
|
from trex_core.application.ports import IntentStore
|
|
from trex_core.domain.slot import (
|
|
SlotRepository,
|
|
SlotService,
|
|
SlotState,
|
|
SlotStateMismatchError,
|
|
)
|
|
|
|
_MAX_IDLE_RETRY = 8
|
|
|
|
|
|
@dataclass(frozen=True)
|
|
class IntentDecision:
|
|
"""Result of submitting an intent."""
|
|
|
|
intent_id: str
|
|
status: str # 'admitted' | 'rejected'
|
|
slot_id: Optional[UUID] = None
|
|
reason: Optional[str] = None
|
|
|
|
@property
|
|
def admitted(self) -> bool:
|
|
return self.status == "admitted"
|
|
|
|
|
|
@dataclass(frozen=True)
|
|
class BuyIntent:
|
|
# dcy-011 / REQ-007: portfolio_id (= asset_id) is the required canonical key.
|
|
# symbol is no longer a client input — it is resolved server-side from the
|
|
# universe (SnapshotStore) at admission. It remains here as the resolved
|
|
# value carried onto the slot.
|
|
intent_id: str
|
|
trading_date: date
|
|
portfolio_id: str
|
|
symbol: Optional[str] = None
|
|
qty: Optional[float] = None
|
|
allocated_capital: Optional[float] = None
|
|
entry_price: Optional[float] = None
|
|
strategy_id: Optional[str] = None
|
|
sell_strategy_id: Optional[str] = None
|
|
forced_close_at: Optional[datetime] = None
|
|
stop_loss_price: Optional[Decimal] = None # REQ-035
|
|
take_profit_price: Optional[Decimal] = None # REQ-035
|
|
extra: dict[str, Any] = field(default_factory=dict)
|
|
|
|
|
|
@dataclass(frozen=True)
|
|
class SellIntent:
|
|
intent_id: str
|
|
slot_id: UUID
|
|
reason: str = "discretionary_sell"
|
|
sell_strategy_id: Optional[str] = None
|
|
# dcy-012 / REQ-007: optional sell limit price. None => market sell
|
|
# (the path used by safety-sell / kill-switch). Set => limit sell at price.
|
|
limit_price: Optional[float] = None
|
|
extra: dict[str, Any] = field(default_factory=dict)
|
|
|
|
|
|
class IntentService:
|
|
"""Admission + slot transition for buy/sell intents (single writer)."""
|
|
|
|
def __init__(
|
|
self,
|
|
slot_service: SlotService,
|
|
slot_repo: SlotRepository,
|
|
intent_store: IntentStore,
|
|
resolve_symbol=None,
|
|
) -> None:
|
|
self._svc = slot_service
|
|
self._repo = slot_repo
|
|
self._intents = intent_store
|
|
# dcy-011 / REQ-007: portfolio_id -> symbol resolver (e.g. SnapshotStore-backed).
|
|
# callable(portfolio_id) -> Optional[str]. When set, admission resolves symbol
|
|
# from the universe and rejects unknown_portfolio if absent.
|
|
self._resolve_symbol = resolve_symbol
|
|
|
|
# ------------------------------------------------------------
|
|
def lookup(self, intent_id: str) -> Optional[IntentDecision]:
|
|
"""Return the recorded decision for an intent_id, or None (re-query)."""
|
|
rec = self._intents.get(intent_id)
|
|
if rec is None:
|
|
return None
|
|
return IntentDecision(rec.intent_id, rec.status, rec.slot_id, rec.reason)
|
|
|
|
def submit_buy(self, intent: BuyIntent) -> IntentDecision:
|
|
payload = {
|
|
"trading_date": intent.trading_date.isoformat(),
|
|
"symbol": intent.symbol,
|
|
"qty": intent.qty,
|
|
"allocated_capital": intent.allocated_capital,
|
|
"entry_price": intent.entry_price,
|
|
"strategy_id": intent.strategy_id,
|
|
"sell_strategy_id": intent.sell_strategy_id,
|
|
"portfolio_id": intent.portfolio_id,
|
|
}
|
|
prior = self._dedup(intent.intent_id, "buy", payload)
|
|
if prior is not None:
|
|
return prior
|
|
|
|
decision = self._admit_buy(intent)
|
|
self._intents.finalize(
|
|
intent.intent_id, decision.status, decision.slot_id, decision.reason
|
|
)
|
|
return decision
|
|
|
|
def submit_sell(self, intent: SellIntent) -> IntentDecision:
|
|
payload = {
|
|
"slot_id": str(intent.slot_id),
|
|
"reason": intent.reason,
|
|
"sell_strategy_id": intent.sell_strategy_id,
|
|
}
|
|
prior = self._dedup(intent.intent_id, "sell", payload)
|
|
if prior is not None:
|
|
return prior
|
|
|
|
decision = self._admit_sell(intent)
|
|
self._intents.finalize(
|
|
intent.intent_id, decision.status, decision.slot_id, decision.reason
|
|
)
|
|
return decision
|
|
|
|
# ------------------------------------------------------------
|
|
def _dedup(self, intent_id: str, intent_type: str, payload: dict) -> Optional[IntentDecision]:
|
|
"""Return prior decision if intent_id already seen; else None (and reserve it)."""
|
|
inserted = self._intents.try_insert(intent_id, intent_type, payload)
|
|
if inserted:
|
|
return None
|
|
rec = self._intents.get(intent_id)
|
|
if rec is None: # extremely unlikely race; treat as not-yet-decided
|
|
return IntentDecision(intent_id, "rejected", None, "duplicate_in_flight")
|
|
return IntentDecision(intent_id, rec.status, rec.slot_id, rec.reason)
|
|
|
|
def _admit_buy(self, intent: BuyIntent) -> IntentDecision:
|
|
# dcy-011 / REQ-007: portfolio_id is required; symbol is resolved from the
|
|
# universe (no client symbol). FR-1/FR-2/FR-3.
|
|
if not intent.portfolio_id:
|
|
return IntentDecision(intent.intent_id, "rejected", None, "portfolio_id_required")
|
|
symbol = intent.symbol
|
|
if self._resolve_symbol is not None:
|
|
symbol = self._resolve_symbol(intent.portfolio_id)
|
|
if not symbol:
|
|
return IntentDecision(intent.intent_id, "rejected", None, "unknown_portfolio")
|
|
elif not symbol:
|
|
# No resolver wired and no symbol carried — cannot determine the order target.
|
|
return IntentDecision(intent.intent_id, "rejected", None, "unknown_portfolio")
|
|
# Retry on the last-idle-slot race: another intent may claim the slot
|
|
# between our find and transit (SlotStateMismatchError).
|
|
for _ in range(_MAX_IDLE_RETRY):
|
|
slot = self._repo.find_idle_slot(intent.trading_date)
|
|
if slot is None:
|
|
return IntentDecision(intent.intent_id, "rejected", None, "no_idle_slot")
|
|
try:
|
|
updated = self._svc.transit_slot(
|
|
slot.slot_id,
|
|
SlotState.IDLE,
|
|
SlotState.PENDING_BUY,
|
|
reason="buy_intent",
|
|
actor="intent_api",
|
|
symbol=symbol,
|
|
qty=intent.qty,
|
|
allocated_capital=intent.allocated_capital,
|
|
# dcy-012 / REQ-007: buy entry price maps to the slot's
|
|
# side-agnostic pending limit_price (cleared on fill→HOLDING).
|
|
limit_price=intent.entry_price,
|
|
strategy_id=intent.strategy_id,
|
|
sell_strategy_id=intent.sell_strategy_id,
|
|
portfolio_id=intent.portfolio_id,
|
|
forced_close_at=intent.forced_close_at,
|
|
stop_loss_price=intent.stop_loss_price,
|
|
take_profit_price=intent.take_profit_price,
|
|
extra={"intent_id": intent.intent_id, "symbol": symbol},
|
|
)
|
|
except SlotStateMismatchError:
|
|
continue # slot was claimed concurrently; try another idle slot
|
|
return IntentDecision(intent.intent_id, "admitted", updated.slot_id, None)
|
|
return IntentDecision(intent.intent_id, "rejected", None, "idle_slot_contended")
|
|
|
|
def _admit_sell(self, intent: SellIntent) -> IntentDecision:
|
|
slot = self._repo.fetch_slot(intent.slot_id)
|
|
if slot is None:
|
|
return IntentDecision(intent.intent_id, "rejected", None, "slot_not_found")
|
|
if slot.status is not SlotState.HOLDING:
|
|
return IntentDecision(
|
|
intent.intent_id, "rejected", None, f"slot_not_holding:{slot.status.value}"
|
|
)
|
|
try:
|
|
updated = self._svc.transit_slot(
|
|
slot.slot_id,
|
|
SlotState.HOLDING,
|
|
SlotState.PENDING_SELL,
|
|
reason=intent.reason,
|
|
actor="intent_api",
|
|
sell_strategy_id=intent.sell_strategy_id,
|
|
# dcy-012 / REQ-007: optional sell limit (None => market sell).
|
|
limit_price=intent.limit_price,
|
|
extra={"intent_id": intent.intent_id},
|
|
)
|
|
except SlotStateMismatchError:
|
|
return IntentDecision(intent.intent_id, "rejected", None, "slot_state_changed")
|
|
return IntentDecision(intent.intent_id, "admitted", updated.slot_id, None)
|