trex-core/trex_core/application/execution.py

"""Order execution service (REQ-013, REQ-014, REQ-018, dcy-003, dcy-004).

A single background execution loop (invariant A single writer, invariant B
single broker session) that, per tick:
  dispatch: claim pending slots with broker_order_id IS NULL (option A queue),
            submit the order, record broker_order_id (idempotency guard).
  poll:     observe fills on dispatched pending slots and transition the slot
            (pending_buy->holding / pending_sell->closed), or roll back on reject.
            On a successful fill, enqueue a LedgerWorkItem (slot transition is
            kept ON the critical path; the ledger write is eventually-consistent
            via a separate writer — REQ-019).
reconcile() re-polls dispatched slots on restart so a crash after dispatch
converges without duplicate orders (REQ-014).

All slot writes go through SlotService (advisory lock). The broker is touched
only here, never by the domain or the HTTP API. The ledger outbox is the
single producer for ledger work items (NFR-3, single record subject).
"""
from __future__ import annotations

import logging
from dataclasses import dataclass
from datetime import datetime, timezone
from typing import Callable, Optional

from trex_core.application.broker_port import BrokerPort, OrderRequest
from trex_core.application.ledger_outbox import LedgerOutbox
from trex_core.application.ledger_port import LedgerTrade
from trex_core.domain.slot import SlotService, SlotState, SlotStateMismatchError

_log = logging.getLogger(__name__)

# REQ-021/023: event emission hook. Runtime wires a callable that publishes
# slot transition events through MessagingTransport. Application layer stays
# transport-agnostic (NFR-1). Slot type is duck-typed to keep the application
# layer free of domain re-imports (the slot is just used for attribute access).
SlotEventEmitter = Callable[[str, object], None]  # (event_type, slot) -> None

_MAX_DISPATCH_PER_TICK = 64


@dataclass
class ExecutionResult:
    dispatched: int = 0
    filled: int = 0
    rolled_back: int = 0
    ledger_enqueued: int = 0     # REQ-019: ledger work items appended this tick
    ledger_skipped: int = 0      # REQ-018 AC-4: fills without portfolio_id


class ExecutionService:
    def __init__(
        self,
        slot_service: SlotService,
        repo,
        broker: BrokerPort,
        ledger_outbox: Optional[LedgerOutbox] = None,
        event_emitter: Optional[SlotEventEmitter] = None,
    ) -> None:
        self._svc = slot_service
        self._repo = repo
        self._broker = broker
        self._ledger_outbox = ledger_outbox
        self._event_emitter = event_emitter

    # ------------------------------------------------------------
    def run_once(self) -> ExecutionResult:
        r = ExecutionResult()
        self._dispatch(r)
        self._poll(r)
        return r

    def reconcile(self) -> ExecutionResult:
        """Restart recovery: re-poll dispatched-but-pending slots (REQ-014).

        Undispatched pending slots (broker_order_id IS NULL) are simply picked
        up by the next dispatch, so a crash before dispatch causes no duplicate.
        """
        r = ExecutionResult()
        self._poll(r)
        return r

    # ------------------------------------------------------------
    def _dispatch(self, r: ExecutionResult) -> None:
        for _ in range(_MAX_DISPATCH_PER_TICK):
            slot = self._repo.find_pending_for_dispatch()
            if slot is None:
                return
            side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
            qty = int(slot.qty or 0)
            # dcy-012 / REQ-013: side-agnostic — use the slot's pending-order
            # limit_price only. A sell never reuses a buy limit (issue #10):
            # limit_price is cleared on entering HOLDING, so a market sell
            # carries None -> order_type "01".
            limit = int(slot.limit_price) if slot.limit_price else None
            ack = self._broker.submit_order(
                OrderRequest(
                    slot_id=str(slot.slot_id),
                    side=side,
                    symbol=slot.symbol or "",
                    qty=qty,
                    limit_price=limit,
                    order_type="00" if limit is not None else "01",
                )
            )
            if ack.accepted and ack.broker_order_id:
                self._repo.mark_dispatched(slot.slot_id, ack.broker_order_id)
                r.dispatched += 1
            else:
                self._rollback(slot, reason=ack.reason or "order_rejected")
                r.rolled_back += 1

    def _poll(self, r: ExecutionResult) -> None:
        for slot in self._repo.list_dispatched_pending():
            side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
            fs = self._broker.poll_fill(slot.broker_order_id, side=side, symbol=slot.symbol or "")
            if fs.is_filled:
                self._on_filled(slot, fs, side, r)
                r.filled += 1
            elif fs.is_terminal_reject:
                self._rollback(slot, reason=f"order_{fs.state}")
                r.rolled_back += 1
            # accepted / partially_filled -> leave for next tick

    # ------------------------------------------------------------
    def _on_filled(self, slot, fs, side: str, r: ExecutionResult) -> None:
        broker_order_id = slot.broker_order_id  # captured BEFORE clear_dispatch
        try:
            if slot.status is SlotState.PENDING_BUY:
                updated = self._svc.transit_slot(
                    slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
                    reason="buy_filled", actor="execution_loop",
                    avg_price=fs.avg_price, qty=float(fs.filled_qty) or slot.qty,
                )
                event_type = "slot_filled_buy"
            else:  # PENDING_SELL
                updated = self._svc.transit_slot(
                    slot.slot_id, SlotState.PENDING_SELL, SlotState.CLOSED,
                    reason="sell_filled", actor="execution_loop",
                )
                event_type = "slot_filled_sell"
        except SlotStateMismatchError:
            return  # slot moved concurrently; next tick reconciles
        # 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)
        # REQ-021/023: emit event AFTER transition + ledger enqueue (single
        # record subject). Best-effort: a publish failure must not roll back.
        self._emit_event(event_type, updated)
        self._repo.clear_dispatch(slot.slot_id)  # done with this order

    def _emit_event(self, event_type: str, slot) -> None:
        if self._event_emitter is None:
            return
        try:
            self._event_emitter(event_type, slot)
        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) -> None:
        """Append a LedgerWorkItem for the just-filled trade (REQ-018 + REQ-019)."""
        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
        price = 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),
        )
        self._ledger_outbox.enqueue(trade)
        r.ledger_enqueued += 1

    def _rollback(self, slot, *, reason: str) -> None:
        try:
            if slot.status is SlotState.PENDING_BUY:
                self._svc.transit_slot(
                    slot.slot_id, SlotState.PENDING_BUY, SlotState.IDLE,
                    reason=reason, actor="execution_loop",
                )  # idle reset clears broker_order_id in the domain
            else:  # PENDING_SELL rejected -> back to holding, clear order for re-dispatch
                self._svc.transit_slot(
                    slot.slot_id, SlotState.PENDING_SELL, SlotState.HOLDING,
                    reason=reason, actor="execution_loop",
                )
                self._repo.clear_dispatch(slot.slot_id)
        except SlotStateMismatchError:
            return