735 lines
34 KiB
Python
735 lines
34 KiB
Python
"""Order execution service (REQ-013, REQ-014, REQ-018, dcy-003, dcy-004).
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A single background execution loop (invariant A single writer, invariant B
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single broker session) that, per tick:
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dispatch: claim pending slots with broker_order_id IS NULL (option A queue),
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submit the order, record broker_order_id (idempotency guard).
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dcy-020/REQ-062 (BAT-030): a SELL is dispatched with the broker
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balance quantity (hldg_qty) as the single source of truth — never
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the slot's mirror qty. Broker flat (qty 0) -> skip + WARN
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(divergence surfaces via reconcile, REQ-062 A).
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poll: observe fills on dispatched pending slots and transition the slot
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(pending_buy->holding / pending_sell->inactive), or roll back on reject.
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On a successful fill, enqueue a LedgerWorkItem (slot transition is
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kept ON the critical path; the ledger write is eventually-consistent
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via a separate writer — REQ-019).
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reconcile() re-polls dispatched slots on restart so a crash after dispatch
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converges without duplicate orders (REQ-014).
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All slot writes go through SlotService (advisory lock). The broker is touched
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only here, never by the domain or the HTTP API. The ledger outbox is the
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single producer for ledger work items (NFR-3, single record subject).
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"""
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from __future__ import annotations
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import logging
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from dataclasses import dataclass, replace
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from datetime import datetime, timezone
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from typing import Callable, Optional
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from trex_core.application.alarm_emitter import AlarmEmitter
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from trex_core.application.broker_port import BrokerPort, OrderRequest
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from trex_core.application.ledger_outbox import LedgerOutbox
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from trex_core.application.ledger_port import LedgerTrade
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from trex_core.domain.pricing import ceil_to_tick, floor_to_tick
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from trex_core.domain.slot import SlotService, SlotState, SlotStateMismatchError
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from trex_core.runtime.logging_setup import set_correlation_id
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_log = logging.getLogger(__name__)
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# REQ-021/023: event emission hook. Runtime wires a callable that publishes
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# slot transition events through MessagingTransport. Application layer stays
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# transport-agnostic (NFR-1). Slot type is duck-typed to keep the application
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# layer free of domain re-imports (the slot is just used for attribute access).
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#
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# The optional third argument `routing_strategy_id` is a hint for the routing
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# key when the slot's own strategy_id has been cleared by the transition (e.g.
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# PENDING_SELL -> INACTIVE clears strategy_id on the slot row — REQ-057
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# _apply_transition_fields). The emitter MUST prefer this hint over
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# `slot.strategy_id` so that slot_filled_sell events reach the correct
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# per-strategy queue instead of being NO_ROUTEd to the DLQ.
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SlotEventEmitter = Callable[
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[str, object, Optional[str]], None
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] # (event_type, slot, routing_strategy_id) -> None
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_MAX_DISPATCH_PER_TICK = 64
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@dataclass
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class ExecutionResult:
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dispatched: int = 0
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filled: int = 0
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rolled_back: int = 0
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ledger_enqueued: int = 0 # REQ-019: ledger work items appended this tick
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ledger_skipped: int = 0 # REQ-018 AC-4: fills without portfolio_id
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stale_pending: int = 0 # dcy-013 / REQ-014 FR-3: pending orders over threshold
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sell_skipped_no_balance: int = 0 # dcy-020 / REQ-062: broker flat -> sell skipped
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timeout_cancelled: int = 0 # dcy-022 / REQ-069: cancel_order sent on timeout
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class ExecutionService:
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def __init__(
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self,
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slot_service: SlotService,
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repo,
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broker: BrokerPort,
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ledger_outbox: Optional[LedgerOutbox] = None,
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event_emitter: Optional[SlotEventEmitter] = None,
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stale_pending_threshold_sec: Optional[int] = None,
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instance_key: str = "default",
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alarm_emitter: Optional[AlarmEmitter] = None,
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) -> None:
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self._svc = slot_service
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self._repo = repo
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self._broker = broker
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self._ledger_outbox = ledger_outbox
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self._event_emitter = event_emitter
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# dcy-020/REQ-056 (BAT-030): dispatch/poll are instance-scoped so two
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# daemons sharing a DB never touch each other's orders.
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self._instance_key = instance_key
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# dcy-013 / REQ-014 (issue #9): Alert-only pending-order stale watchdog.
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# <=0 or None disables it. When set, a dispatched-pending slot whose
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# last update is older than the threshold is surfaced (WARN + counter)
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# without changing its state — the backstop for a cancel-detection miss.
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self._stale_threshold_sec = (
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stale_pending_threshold_sec
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if stale_pending_threshold_sec and stale_pending_threshold_sec > 0
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else None
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)
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# dcy-033 / REQ-100: best-effort alarm emitter (None = no alarms sent).
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self._alarm_emitter = alarm_emitter
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# ------------------------------------------------------------
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def run_once(self) -> ExecutionResult:
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r = ExecutionResult()
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self._dispatch(r)
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self._poll(r)
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return r
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def reconcile(self) -> ExecutionResult:
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"""Restart recovery: re-poll dispatched-but-pending slots (REQ-014).
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Undispatched pending slots (broker_order_id IS NULL) are simply picked
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up by the next dispatch, so a crash before dispatch causes no duplicate.
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"""
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r = ExecutionResult()
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self._poll(r)
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return r
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# ------------------------------------------------------------
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def _dispatch(self, r: ExecutionResult) -> None:
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sell_balance: Optional[dict[str, int]] = None # lazy, once per tick
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for slot in self._repo.list_undispatched_pending(
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self._instance_key, _MAX_DISPATCH_PER_TICK
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):
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side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
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if side == "sell":
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# dcy-020 / REQ-062 (BAT-030, D3): the sell quantity is the
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# BROKER balance (hldg_qty) — the slot's mirror qty is never
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# trusted. Broker flat -> skip dispatch + WARN; the divergence
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# surfaces via reconcile_core_holdings (REQ-062 A). No mirror
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# fallback by design.
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if sell_balance is None:
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sell_balance = self._balance_map()
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bal = sell_balance.get(slot.symbol or "", 0)
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# dcy-021 / REQ-062 (D4): full sell (slot.qty is None) => broker
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# balance; partial sell => min(order qty, broker balance). Broker
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# flat -> skip + WARN (divergence surfaces via reconcile).
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qty = bal if slot.qty is None else min(int(slot.qty), bal)
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if qty <= 0:
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r.sell_skipped_no_balance += 1
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_log.warning(
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"sell dispatch skipped: slot=%s symbol=%s broker balance is 0 "
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"(divergence — no order submitted; operator/reconcile attention)",
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slot.slot_id,
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slot.symbol,
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)
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# dcy-033 / REQ-100: CRITICAL alarm — PENDING_SELL may stick.
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if self._alarm_emitter is not None:
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self._alarm_emitter.publish_alarm(
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"sell_skipped_no_balance",
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f"매도 dispatch skip: 브로커 잔고 0 (slot={slot.slot_id} symbol={slot.symbol})",
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fields={"slot_id": str(slot.slot_id), "symbol": slot.symbol},
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)
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continue
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else:
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qty = int(slot.qty or 0)
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# dcy-012 / REQ-013: side-agnostic — use the slot's pending-order
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# limit_price only. A sell never reuses a buy limit (issue #10):
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# limit_price is cleared on entering HOLDING, so a market sell
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# carries None -> order_type "01".
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# dcy-022 / REQ-070: slippage_pct adjusts the effective limit price
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# when entry_price is set. No slippage when limit is None (market
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# order — no reference price).
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# dcy-030 / REQ-070 CHG-20260616-01: snap the slippage limit to a
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# valid KRX tick (REQ-083). Direction = cap-respecting: buy floors
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# to tick (never exceeds the slippage ceiling), sell ceils to tick
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# (never breaches the floor). A band<1-tick guard keeps the order
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# fillable at the entry's own valid tick (no under-fill).
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limit = int(slot.limit_price) if slot.limit_price else None
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if limit is not None and slot.slippage_pct:
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base = float(slot.limit_price)
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if side == "buy":
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raw = base * (1.0 + slot.slippage_pct / 100.0)
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limit = max(floor_to_tick(raw), ceil_to_tick(base))
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else:
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raw = base * (1.0 - slot.slippage_pct / 100.0)
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limit = min(ceil_to_tick(raw), floor_to_tick(base))
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_log.debug(
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"slippage applied: slot=%s side=%s base_limit=%s pct=%.4f "
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"raw=%.2f effective=%s (tick-snapped)",
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slot.slot_id,
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side,
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slot.limit_price,
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slot.slippage_pct,
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raw,
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limit,
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)
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# REQ-084/085: correlation id (intent→order→fill join key = slot_id)
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# so submit/fill/reject logs for one slot share a key.
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set_correlation_id(str(slot.slot_id))
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ack = self._broker.submit_order(
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OrderRequest(
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slot_id=str(slot.slot_id),
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side=side,
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symbol=slot.symbol or "",
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qty=qty,
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limit_price=limit,
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order_type="00" if limit is not None else "01",
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venue=slot.venue,
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)
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)
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if ack.accepted and ack.broker_order_id:
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self._repo.mark_dispatched(
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slot.slot_id,
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ack.broker_order_id,
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venue=ack.venue,
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)
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r.dispatched += 1
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if ack.reason and ack.reason.startswith("submit_outcome_unknown:"):
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_log.warning(
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"order submission outcome unknown event=order_submit_unknown "
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"side=%s symbol=%s slot_id=%s qty=%s limit_price=%s "
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"automatic_retry=blocked reason=%s",
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side,
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slot.symbol,
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slot.slot_id,
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qty,
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limit,
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ack.reason,
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)
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else:
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# REQ-085: order-result logging — tailable submit line.
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_log.info(
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"order submitted event=order_submit side=%s symbol=%s slot_id=%s "
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"qty=%s limit_price=%s order_type=%s",
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side,
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slot.symbol,
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slot.slot_id,
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qty,
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limit,
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"00" if limit is not None else "01",
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)
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else:
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# REQ-085/087: reject is visible (event key) and ERROR level
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# (no more silent rollback — issue #28 surfaced too late).
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_log.error(
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"order rejected event=order_reject side=%s symbol=%s slot_id=%s "
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"qty=%s reason=%s",
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side,
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slot.symbol,
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slot.slot_id,
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qty,
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ack.reason or "order_rejected",
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)
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self._rollback(slot, reason=ack.reason or "order_rejected")
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r.rolled_back += 1
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def _poll(self, r: ExecutionResult) -> None:
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now = datetime.now(tz=timezone.utc)
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for slot in self._repo.list_dispatched_pending(self._instance_key):
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side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
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set_correlation_id(str(slot.slot_id)) # REQ-084: same key as submit
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fs = self._broker.poll_fill(slot.broker_order_id, side=side, symbol=slot.symbol or "")
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resolved_order_id = (
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fs.raw.get("resolved_broker_order_id") if isinstance(fs.raw, dict) else None
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)
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if resolved_order_id and resolved_order_id != slot.broker_order_id:
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if not self._repo.replace_dispatch(
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slot.slot_id,
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str(slot.broker_order_id),
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str(resolved_order_id),
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):
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_log.error(
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"resolved broker order id persistence failed "
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"event=order_submit_resolution_conflict slot_id=%s symbol=%s",
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slot.slot_id,
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slot.symbol,
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)
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continue
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slot = replace(slot, broker_order_id=str(resolved_order_id))
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_log.info(
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"order submission resolved event=order_submit_resolved "
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"side=%s symbol=%s slot_id=%s",
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side,
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slot.symbol,
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slot.slot_id,
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)
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if fs.is_filled:
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self._on_filled(slot, fs, side, r)
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r.filled += 1
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elif fs.is_partial_cancel:
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# dcy-013 / REQ-013 FR-2: partial fill then external cancel.
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self._on_partial_cancel(slot, fs, side, r)
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r.filled += 1
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elif fs.is_terminal_reject:
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# rejected or full external cancel (dcy-013 FR-1) -> rollback.
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# REQ-085/087: surface the reject (event key + ERROR level).
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_log.error(
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"order rejected event=order_reject side=%s symbol=%s slot_id=%s "
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"reason=order_%s",
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side,
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slot.symbol,
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slot.slot_id,
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fs.state,
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)
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self._rollback(slot, reason=f"order_{fs.state}")
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r.rolled_back += 1
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else:
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# accepted / partially_filled (not cancelled) -> leave for next
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# tick, but surface if it has been stuck too long (FR-3), and
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# send a cancel if the slot-level timeout is exceeded (REQ-069).
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self._check_stale_pending(slot, now, r)
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self._try_timeout_cancel(slot, now, side, r)
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# ------------------------------------------------------------
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def _balance_map(self) -> dict:
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"""Current broker balance as {symbol: hldg_qty} (REQ-062 ground truth)."""
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return {b.symbol: int(b.hldg_qty) for b in self._broker.get_balance()}
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def _resolve_fill_price(self, fs, slot) -> tuple[float | None, bool]:
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"""Resolve the fill price from FillStatus, with limit_price backfill.
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REQ-095 / REQ-096: KIS may return avg_price=None or 0.0 on a snapshot
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race. Rather than silently storing 0 we try the order's limit_price as
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a reasonable approximation, and surface the substitution via WARN so
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ops can audit the cost-basis estimate.
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Returns:
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(fill_price, was_backfilled)
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fill_price=None → skip signal: no resolvable price (strong WARN
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already emitted). Caller must not transition slot
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or write ledger — slot stays PENDING so the
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watchdog / stale_pending path fires for ops.
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"""
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avg = fs.avg_price
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if avg is not None and float(avg) > 0:
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return float(avg), False
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# avg_price None or ≤0: attempt limit_price backfill (REQ-095 AC-1/2)
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limit = slot.limit_price
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if limit is not None and float(limit) > 0:
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_log.warning(
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"fill price backfill: slot=%s symbol=%s broker_order_id=%s "
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"avg_price=%s backfill_price=%s reason=avg_price_backfill",
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slot.slot_id,
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slot.symbol,
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slot.broker_order_id,
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avg,
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limit,
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)
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return float(limit), True
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# limit_price also absent/≤0: skip + strong WARN (REQ-095 AC-6 / REQ-096 AC-2)
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# Slot stays PENDING — watchdog/stale_pending fires for operator attention.
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_log.warning(
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"fill price unresolvable: slot=%s symbol=%s broker_order_id=%s "
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"avg_price=%s limit_price=%s reason=fill_price_unresolvable "
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"(slot stays PENDING — operator attention required)",
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slot.slot_id,
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slot.symbol,
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slot.broker_order_id,
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avg,
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limit,
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)
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# dcy-033 / REQ-100: CRITICAL alarm — slot stuck in PENDING.
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if self._alarm_emitter is not None:
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self._alarm_emitter.publish_alarm(
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"fill_price_unresolvable",
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f"체결가 미해결: 슬롯 PENDING 고착 위험 (slot={slot.slot_id} symbol={slot.symbol})",
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fields={
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"slot_id": str(slot.slot_id),
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"symbol": slot.symbol,
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"broker_order_id": slot.broker_order_id,
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},
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)
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return None, False
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def _on_filled(self, slot, fs, side: str, r: ExecutionResult) -> None:
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broker_order_id = slot.broker_order_id # captured BEFORE clear_dispatch
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# Capture strategy_id BEFORE the transition clears it.
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# PENDING_SELL -> INACTIVE clears strategy_id on the slot row
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# (_apply_transition_fields REQ-057), so we must capture it here to
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# supply as a routing hint for the slot_filled_sell event — otherwise the
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# routing key uses "_" and the message is NO_ROUTEd to the DLQ instead
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# of reaching trex.events.strategy.{strategy_id} (M2 REL-009 feedback).
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routing_strategy_id = slot.strategy_id
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# REQ-095: resolve fill price with limit_price backfill guard.
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fill_price, _was_backfilled = self._resolve_fill_price(fs, slot)
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if fill_price is None:
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return # skip: unresolvable price — WARN already emitted, slot stays PENDING
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try:
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if slot.status is SlotState.PENDING_BUY:
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# dcy-021/REQ-066: held qty = broker balance (authority, includes
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# the just-filled increase); avg_price = weighted average. For an
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# initial buy slot.avg_price is None (=0) so new_avg = fill price.
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total = self._balance_map().get(slot.symbol or "", 0)
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filled = float(fs.filled_qty)
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new_qty = float(total) if total > 0 else filled
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old_qty = max(0.0, new_qty - filled)
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old_avg = float(slot.avg_price) if slot.avg_price else 0.0
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new_avg = (
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(old_qty * old_avg + filled * fill_price) / new_qty
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if new_qty > 0
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else fill_price
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)
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updated = self._svc.transit_slot(
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slot.slot_id,
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SlotState.PENDING_BUY,
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SlotState.HOLDING,
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reason="buy_filled",
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actor="execution_loop",
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avg_price=new_avg,
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qty=new_qty,
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)
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event_type = "slot_filled_buy"
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else: # PENDING_SELL — dcy-021/REQ-066: remainder>0 stays holding,
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# full exit -> inactive. Held qty = broker balance.
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total = self._balance_map().get(slot.symbol or "", 0)
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if total > 0:
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updated = self._svc.transit_slot(
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slot.slot_id,
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SlotState.PENDING_SELL,
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SlotState.HOLDING,
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reason="sell_filled_partial",
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actor="execution_loop",
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qty=float(total), # avg_price (cost basis) preserved
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)
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else:
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updated = self._svc.transit_slot(
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slot.slot_id,
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SlotState.PENDING_SELL,
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SlotState.INACTIVE,
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reason="sell_filled",
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actor="execution_loop",
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)
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event_type = "slot_filled_sell"
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except SlotStateMismatchError:
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return # slot moved concurrently; next tick reconciles
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# REQ-085: order-result logging — tailable fill line (price/qty/fee/tax).
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_log.info(
|
|
"order filled event=order_fill side=%s symbol=%s slot_id=%s "
|
|
"fill_price=%s filled_qty=%s fee=%s tax=%s",
|
|
side,
|
|
slot.symbol,
|
|
slot.slot_id,
|
|
fs.avg_price,
|
|
fs.filled_qty,
|
|
getattr(fs, "fee", None),
|
|
getattr(fs, "tax", None),
|
|
)
|
|
# REQ-018: enqueue ledger work item AFTER the slot transition is durable.
|
|
# Slot transition is the critical path; ledger write is async (REQ-019).
|
|
self._record_ledger(slot, fs, side, broker_order_id, r, resolved_price=fill_price)
|
|
# REQ-021/023: emit event AFTER transition + ledger enqueue (single
|
|
# record subject). Best-effort: a publish failure must not roll back.
|
|
# Pass routing_strategy_id so sell fills route correctly even after
|
|
# strategy_id is cleared from the slot row (slot_filled_sell NO_ROUTE fix).
|
|
self._emit_event(event_type, updated, routing_strategy_id)
|
|
self._repo.clear_dispatch(slot.slot_id) # done with this order
|
|
|
|
def _on_partial_cancel(self, slot, fs, side: str, r: ExecutionResult) -> None:
|
|
"""Partial fill then external cancel (dcy-013 / REQ-013 FR-2, OQ-1 A).
|
|
|
|
Record the filled portion to the ledger ONCE, decrement the held qty,
|
|
and return the slot to holding with the remainder — so the remaining
|
|
position can be re-sold and no over-sell / double-record occurs (NFR-3).
|
|
avg_price (cost basis) is preserved on a sell; a buy keeps only the
|
|
portion that actually filled.
|
|
"""
|
|
broker_order_id = slot.broker_order_id # captured BEFORE clear_dispatch
|
|
# Capture strategy_id BEFORE the transition (same reason as _on_filled:
|
|
# PENDING_SELL -> INACTIVE clears strategy_id, causing NO_ROUTE).
|
|
routing_strategy_id = slot.strategy_id
|
|
# REQ-095: resolve fill price with limit_price backfill guard.
|
|
fill_price, _was_backfilled = self._resolve_fill_price(fs, slot)
|
|
if fill_price is None:
|
|
return # skip: unresolvable price — WARN already emitted, slot stays PENDING
|
|
filled = float(fs.filled_qty)
|
|
try:
|
|
if slot.status is SlotState.PENDING_BUY:
|
|
# dcy-021: held qty = broker balance; avg_price weighted average
|
|
# (consistent with _on_filled). Only the filled portion recorded.
|
|
total = self._balance_map().get(slot.symbol or "", 0)
|
|
new_qty = float(total) if total > 0 else filled
|
|
old_qty = max(0.0, new_qty - filled)
|
|
old_avg = float(slot.avg_price) if slot.avg_price else 0.0
|
|
new_avg = (
|
|
(old_qty * old_avg + filled * fill_price) / new_qty
|
|
if new_qty > 0
|
|
else fill_price
|
|
)
|
|
updated = self._svc.transit_slot(
|
|
slot.slot_id,
|
|
SlotState.PENDING_BUY,
|
|
SlotState.HOLDING,
|
|
reason="buy_partial_cancel",
|
|
actor="execution_loop",
|
|
avg_price=new_avg,
|
|
qty=new_qty,
|
|
)
|
|
event_type = "slot_filled_buy"
|
|
else: # PENDING_SELL: remainder = broker balance, cost basis unchanged.
|
|
total = self._balance_map().get(slot.symbol or "", 0)
|
|
if total > 0:
|
|
updated = self._svc.transit_slot(
|
|
slot.slot_id,
|
|
SlotState.PENDING_SELL,
|
|
SlotState.HOLDING,
|
|
reason="sell_partial_cancel",
|
|
actor="execution_loop",
|
|
qty=float(total),
|
|
)
|
|
else:
|
|
updated = self._svc.transit_slot(
|
|
slot.slot_id,
|
|
SlotState.PENDING_SELL,
|
|
SlotState.INACTIVE,
|
|
reason="sell_partial_cancel",
|
|
actor="execution_loop",
|
|
)
|
|
event_type = "slot_filled_sell"
|
|
except SlotStateMismatchError:
|
|
return # slot moved concurrently; next tick reconciles
|
|
self._record_ledger(slot, fs, side, broker_order_id, r, resolved_price=fill_price)
|
|
self._emit_event(event_type, updated, routing_strategy_id)
|
|
self._repo.clear_dispatch(slot.slot_id)
|
|
|
|
def _check_stale_pending(self, slot, now: datetime, r: ExecutionResult) -> None:
|
|
"""Alert-only: surface a dispatched-pending slot stuck past the threshold.
|
|
|
|
dcy-013 / REQ-014 FR-3 — state is NOT changed (auto-remediation is a
|
|
follow-up). This is the backstop for a cancel-detection miss (R-1).
|
|
"""
|
|
if self._stale_threshold_sec is None or slot.updated_at is None:
|
|
return
|
|
age = (now - slot.updated_at).total_seconds()
|
|
if age >= self._stale_threshold_sec:
|
|
r.stale_pending += 1
|
|
_log.warning(
|
|
"pending order stale: slot=%s status=%s broker_order_id=%s "
|
|
"age_sec=%.0f threshold_sec=%d (no state change — ops attention)",
|
|
slot.slot_id,
|
|
slot.status.value,
|
|
slot.broker_order_id,
|
|
age,
|
|
self._stale_threshold_sec,
|
|
)
|
|
|
|
def _try_timeout_cancel(self, slot, now: datetime, side: str, r: ExecutionResult) -> None:
|
|
"""Send cancel_order when the slot-level timeout is exceeded (dcy-022/REQ-069).
|
|
|
|
Best-effort: a failure only logs a warning — the slot is NOT changed here.
|
|
Actual rollback happens on the next poll tick when the broker confirms the
|
|
cancel (is_terminal_reject) or partial fill then cancel (is_partial_cancel).
|
|
This design is safe across the cancel-fill race: if the cancel races with a
|
|
fill, the next poll sees is_filled and follows the normal fill path (FR-4).
|
|
"""
|
|
if str(slot.broker_order_id or "").startswith("submission-unknown:"):
|
|
return
|
|
if slot.timeout_sec is None or slot.updated_at is None:
|
|
return
|
|
age = (now - slot.updated_at).total_seconds()
|
|
if age < slot.timeout_sec:
|
|
return
|
|
qty = int(slot.qty or 0)
|
|
try:
|
|
cancel_kwargs = {
|
|
"side": side,
|
|
"symbol": slot.symbol or "",
|
|
"qty": qty,
|
|
}
|
|
if slot.venue != "KRX":
|
|
cancel_kwargs["venue"] = slot.venue
|
|
accepted = self._broker.cancel_order(slot.broker_order_id, **cancel_kwargs)
|
|
r.timeout_cancelled += 1
|
|
_log.warning(
|
|
"timeout cancel sent: slot=%s status=%s broker_order_id=%s "
|
|
"age_sec=%.0f timeout_sec=%d broker_accepted=%s",
|
|
slot.slot_id,
|
|
slot.status.value,
|
|
slot.broker_order_id,
|
|
age,
|
|
slot.timeout_sec,
|
|
accepted,
|
|
)
|
|
except Exception: # noqa: BLE001 - best-effort; do not block the loop
|
|
_log.warning(
|
|
"timeout cancel failed (exception): slot=%s broker_order_id=%s "
|
|
"(will retry next tick if still pending)",
|
|
slot.slot_id,
|
|
slot.broker_order_id,
|
|
)
|
|
|
|
def _emit_event(self, event_type: str, slot, routing_strategy_id: Optional[str] = None) -> None:
|
|
if self._event_emitter is None:
|
|
return
|
|
try:
|
|
self._event_emitter(event_type, slot, routing_strategy_id)
|
|
except Exception: # noqa: BLE001 - event publish failure is non-critical
|
|
return
|
|
|
|
def _record_ledger(
|
|
self,
|
|
slot,
|
|
fs,
|
|
side: str,
|
|
broker_order_id: str,
|
|
r: ExecutionResult,
|
|
*,
|
|
resolved_price: float | None = None,
|
|
) -> None:
|
|
"""Append a LedgerWorkItem for the just-filled trade (REQ-018 + REQ-019).
|
|
|
|
resolved_price: pre-computed fill price from _resolve_fill_price (REQ-095 KD-3).
|
|
When provided, it takes priority over fs.avg_price so that a backfilled
|
|
limit_price is consistently used in both the slot avg and the ledger record.
|
|
Defaults to None for backward compatibility (falls back to fs.avg_price).
|
|
"""
|
|
if self._ledger_outbox is None:
|
|
return
|
|
if not slot.portfolio_id:
|
|
# dcy-011 / REQ-018 (issue #11): ledger skip must NOT be silent.
|
|
# Slot transition still proceeded; surface for ops (FR-4).
|
|
r.ledger_skipped += 1
|
|
_log.warning(
|
|
"ledger skip: slot=%s symbol=%s side=%s reason=missing_portfolio_id "
|
|
"(trade NOT recorded to portfolio-hub)",
|
|
slot.slot_id,
|
|
slot.symbol,
|
|
side,
|
|
)
|
|
return
|
|
if fs.execution_id is None:
|
|
# Broker contract regression — slot already transitioned; surface for ops.
|
|
r.ledger_skipped += 1
|
|
_log.warning(
|
|
"ledger skip: slot=%s portfolio_id=%s side=%s reason=missing_execution_id "
|
|
"(trade NOT recorded to portfolio-hub)",
|
|
slot.slot_id,
|
|
slot.portfolio_id,
|
|
side,
|
|
)
|
|
return
|
|
# REQ-095 KD-3: use pre-resolved price when available; fall back to
|
|
# fs.avg_price for any direct callers that do not pass resolved_price.
|
|
price = (
|
|
resolved_price
|
|
if resolved_price is not None
|
|
else (float(fs.avg_price) if fs.avg_price is not None else 0.0)
|
|
)
|
|
trade = LedgerTrade(
|
|
asset_id=str(slot.portfolio_id),
|
|
order_id=str(broker_order_id),
|
|
execution_id=str(fs.execution_id),
|
|
side=side,
|
|
qty=float(fs.filled_qty),
|
|
price=price,
|
|
fee=float(fs.fee),
|
|
tax=float(fs.tax),
|
|
executed_at=datetime.now(tz=timezone.utc),
|
|
venue=slot.venue,
|
|
)
|
|
self._ledger_outbox.enqueue(trade)
|
|
r.ledger_enqueued += 1
|
|
|
|
def cancel_pending_slot(self, slot_id) -> str:
|
|
"""Operator backstop: send cancel_order for a pending slot (dcy-022/REQ-071).
|
|
|
|
Returns "ok" (cancel sent), "not_pending" (slot is HOLDING/INACTIVE),
|
|
or "slot_not_found". Does NOT transition the slot — the execution loop's
|
|
next poll handles the rollback via the normal is_terminal_reject path.
|
|
"""
|
|
from uuid import UUID
|
|
|
|
sid = slot_id if isinstance(slot_id, UUID) else UUID(str(slot_id))
|
|
slot = self._repo.fetch_slot(sid)
|
|
if slot is None:
|
|
return "slot_not_found"
|
|
if slot.status not in (SlotState.PENDING_BUY, SlotState.PENDING_SELL):
|
|
return "not_pending"
|
|
if not slot.broker_order_id:
|
|
# Claimed but not yet dispatched — execution loop will pick up or rollback.
|
|
return "not_dispatched"
|
|
side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
|
|
qty = int(slot.qty or 0)
|
|
try:
|
|
cancel_kwargs = {
|
|
"side": side,
|
|
"symbol": slot.symbol or "",
|
|
"qty": qty,
|
|
}
|
|
if slot.venue != "KRX":
|
|
cancel_kwargs["venue"] = slot.venue
|
|
self._broker.cancel_order(slot.broker_order_id, **cancel_kwargs)
|
|
except Exception: # noqa: BLE001 - best-effort
|
|
_log.warning(
|
|
"operator cancel failed: slot=%s broker_order_id=%s",
|
|
slot.slot_id,
|
|
slot.broker_order_id,
|
|
)
|
|
return "cancel_failed"
|
|
_log.warning(
|
|
"operator cancel sent: slot=%s status=%s broker_order_id=%s",
|
|
slot.slot_id,
|
|
slot.status.value,
|
|
slot.broker_order_id,
|
|
)
|
|
return "ok"
|
|
|
|
def _rollback(self, slot, *, reason: str) -> None:
|
|
total = self._balance_map().get(slot.symbol or "", 0)
|
|
try:
|
|
if slot.status is SlotState.PENDING_BUY:
|
|
if total > 0:
|
|
# dcy-021: increase rejected — the prior holding is intact
|
|
# (broker still holds), so return to holding, not inactive.
|
|
self._svc.transit_slot(
|
|
slot.slot_id,
|
|
SlotState.PENDING_BUY,
|
|
SlotState.HOLDING,
|
|
reason=reason,
|
|
actor="execution_loop",
|
|
qty=float(total),
|
|
)
|
|
self._repo.clear_dispatch(slot.slot_id)
|
|
else: # initial buy rejected -> inactive (clears broker_order_id)
|
|
self._svc.transit_slot(
|
|
slot.slot_id,
|
|
SlotState.PENDING_BUY,
|
|
SlotState.INACTIVE,
|
|
reason=reason,
|
|
actor="execution_loop",
|
|
)
|
|
else: # PENDING_SELL rejected -> back to holding (broker authoritative qty)
|
|
self._svc.transit_slot(
|
|
slot.slot_id,
|
|
SlotState.PENDING_SELL,
|
|
SlotState.HOLDING,
|
|
reason=reason,
|
|
actor="execution_loop",
|
|
qty=float(total) if total > 0 else None,
|
|
)
|
|
self._repo.clear_dispatch(slot.slot_id)
|
|
except SlotStateMismatchError:
|
|
return
|