Phase 7 live adapter prep layer
This commit is contained in:
Codex
@@ -1,6 +1,11 @@
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DATABASE_URL=postgresql+psycopg://postgres:postgres@localhost:5432/ai_ict
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OKX_BASE_URL=https://www.okx.com
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OKX_TIMEOUT=30
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LIVE_TRADING_ENABLED=0
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OKX_ORDER_BASE_URL=https://www.okx.com
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OKX_API_KEY=
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OKX_API_SECRET=
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OKX_API_PASSPHRASE=
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DEFAULT_TIMEZONE=UTC
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SESSION_TIMEZONE=America/New_York
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LOG_LEVEL=INFO
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@@ -222,6 +222,7 @@ Record the current commit as the last-known-good SHA before deploy. If any gate
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- `python3 scripts/run_signals.py` - generate bias and signals with structural `target_plan` selection; TP1 prefers IRL and TP2 prefers ERL, and signals are skipped when traceable structural targets are missing
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- `python3 scripts/run_execution.py` - run paper execution gating, require structural targets plus management rules for modeled signals, create an execution record, then auto-settle the latest execution for that signal
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- `python3 scripts/run_execution_ticket.py` - generate a human-confirmation execution ticket, run Risk Governor before ticket creation and before confirmation, and then create either `paper` or `semi_auto` execution only after a valid confirmation step
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- `python3 scripts/run_live_adapter.py` - exercise the live broker preparation layer for `submit`, `reconcile`, `cancel_all`, or `kill_switch`; every attempted live operation is audited and real submission stays blocked unless live trading is explicitly enabled and confirmed
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- `python3 scripts/run_risk_governor.py` - run the independent market-state and risk governor pre-execution gate
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- `python3 scripts/run_backtest.py` - run backtest as `plan_replay` by default, replay active-plan candidates from appearance to confirmation to entry/invalidation, and write target-source traceability plus management rules into result meta
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- `python3 scripts/run_autonomous_cycle.py` - run the unattended cycle: offline checks, database probe, readiness checks, then guarded pipeline when the database is available; prints `Next actions` for the next unattended step
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@@ -430,6 +431,7 @@ The `src/api/` package exposes internal query helpers and HTTP routes for:
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- `GET /signals?instrument_id=1&limit=20`
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- `GET /executions?instrument_id=1&limit=20`
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- `GET /execution-tickets?instrument_id=1&limit=20`
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- `GET /live-operation-audits?execution_ticket_id=1&limit=20`
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- `GET /backtests?instrument_id=1&limit=10`
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Open `/` in the browser for the minimal dashboard, which now includes health, candles, signals, sessions, executions, and backtests.
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@@ -0,0 +1,29 @@
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create table if not exists live_operation_audits (
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id bigserial primary key,
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adapter_name text not null,
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operation_type text not null,
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status text not null,
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execution_ticket_id bigint references execution_tickets(id),
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execution_id bigint references trade_executions(id),
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signal_id bigint references trade_signals(id),
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instrument_id bigint references instruments(id),
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requested_by text,
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requested_at timestamptz not null,
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completed_at timestamptz,
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live_trading_enabled boolean not null default false,
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explicit_confirmation boolean not null default false,
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payload jsonb not null default '{}'::jsonb,
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result jsonb not null default '{}'::jsonb,
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reason_codes jsonb not null default '[]'::jsonb,
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created_at timestamptz not null default now(),
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updated_at timestamptz not null default now()
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);
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create index if not exists idx_live_operation_audits_requested_desc
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on live_operation_audits (requested_at desc);
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create index if not exists idx_live_operation_audits_ticket_requested_desc
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on live_operation_audits (execution_ticket_id, requested_at desc);
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create index if not exists idx_live_operation_audits_execution_requested_desc
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on live_operation_audits (execution_id, requested_at desc);
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+1
-1
@@ -3,7 +3,7 @@
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"version": "0.1.0",
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"private": true,
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"scripts": {
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"lint": ".\\.venv\\Scripts\\python.exe scripts/run_script_static_checks.py && .\\.venv\\Scripts\\python.exe scripts/run_migration_static_checks.py && .\\.venv\\Scripts\\python.exe -m unittest tests.unit.test_trading_plan_service tests.unit.test_market_state_and_risk_governor tests.unit.test_target_selection_service tests.unit.test_trade_plan_candidate_service tests.unit.test_backtest_service tests.unit.test_backtest_script tests.unit.test_execution_service tests.unit.test_execution_ticket_script tests.unit.test_api_server tests.unit.test_api_and_main",
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"lint": ".\\.venv\\Scripts\\python.exe scripts/run_script_static_checks.py && .\\.venv\\Scripts\\python.exe scripts/run_migration_static_checks.py && .\\.venv\\Scripts\\python.exe -m unittest tests.unit.test_trading_plan_service tests.unit.test_market_state_and_risk_governor tests.unit.test_target_selection_service tests.unit.test_trade_plan_candidate_service tests.unit.test_backtest_service tests.unit.test_backtest_script tests.unit.test_execution_service tests.unit.test_execution_ticket_script tests.unit.test_live_adapter_service tests.unit.test_live_adapter_script tests.unit.test_api_server tests.unit.test_api_and_main",
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"build": ".\\.venv\\Scripts\\python.exe -m compileall -q src scripts tests",
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"visual:snapshots": "node --check src/web/app.js"
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}
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@@ -0,0 +1,105 @@
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from pathlib import Path
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import json
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import os
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import sys
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from sqlalchemy.exc import SQLAlchemyError
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ROOT = Path(__file__).resolve().parents[1]
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os.environ.setdefault("DATABASE_URL", "postgresql+psycopg://user:pass@localhost:5432/ai_ict_test")
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if str(ROOT) not in sys.path:
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sys.path.insert(0, str(ROOT))
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from src.services.broker import LiveBrokerService
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def main(env=None) -> int:
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env = os.environ if env is None else env
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output_json = _get_bool(env, "LIVE_ADAPTER_OUTPUT_JSON", False)
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operation = str(env.get("LIVE_ADAPTER_OPERATION") or "reconcile").strip().lower()
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adapter_name = str(env.get("LIVE_ADAPTER_NAME") or "okx").strip().lower()
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requested_by = str(env.get("LIVE_REQUESTED_BY") or "local_operator")
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explicit_live_confirmation = _get_bool(env, "LIVE_EXPLICIT_CONFIRMATION", False)
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instrument_id = _get_optional_int(env, "LIVE_INSTRUMENT_ID")
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execution_ticket_id = _get_optional_int(env, "LIVE_EXECUTION_TICKET_ID")
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kill_switch_reason = str(env.get("LIVE_KILL_SWITCH_REASON") or "manual_kill_switch")
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service = LiveBrokerService()
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try:
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if operation == "submit":
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if execution_ticket_id is None:
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raise ValueError("missing_required_env:LIVE_EXECUTION_TICKET_ID")
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result = service.submit_confirmed_ticket(
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execution_ticket_id,
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requested_by=requested_by,
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explicit_live_confirmation=explicit_live_confirmation,
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adapter_name=adapter_name,
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)
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elif operation == "reconcile":
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result = service.reconcile_orders(
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requested_by=requested_by,
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instrument_id=instrument_id,
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adapter_name=adapter_name,
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)
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elif operation == "cancel_all":
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result = service.cancel_all(
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requested_by=requested_by,
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instrument_id=instrument_id,
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explicit_live_confirmation=explicit_live_confirmation,
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adapter_name=adapter_name,
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)
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elif operation == "kill_switch":
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result = service.activate_kill_switch(
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requested_by=requested_by,
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reason=kill_switch_reason,
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explicit_live_confirmation=explicit_live_confirmation,
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adapter_name=adapter_name,
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)
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else:
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raise ValueError(f"unsupported_live_adapter_operation:{operation}")
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except SQLAlchemyError as exc:
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payload = {
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"passed": False,
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"operation": operation,
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"adapter_name": adapter_name,
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"error_type": exc.__class__.__name__,
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"error": str(exc),
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}
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if output_json:
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print(json.dumps(payload, default=str, ensure_ascii=False, sort_keys=True))
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else:
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print(f"Database unavailable for live adapter sample: {exc.__class__.__name__}")
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return 2
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payload = {
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"passed": True,
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"operation": operation,
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"adapter_name": adapter_name,
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"result": result.to_dict() if result is not None else None,
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}
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if output_json:
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print(json.dumps(payload, default=str, ensure_ascii=False, sort_keys=True))
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else:
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print(
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f"Live adapter operation: {operation}; "
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f"status: {(result.status if result else 'missing')}; "
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f"reasons: {(result.reason_codes if result else [])}"
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)
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return 0
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def _get_optional_int(env, key: str):
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value = env.get(key)
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if value is None or value == "":
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return None
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return int(value)
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def _get_bool(env, key: str, default: bool) -> bool:
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value = env.get(key)
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if value is None or value == "":
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return default
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return str(value).strip().lower() in {"1", "true", "yes", "on"}
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if __name__ == "__main__":
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raise SystemExit(main())
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@@ -4,6 +4,7 @@ from src.api.backtest import get_recent_backtest_summaries
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from src.api.candles import get_recent_candles
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from src.api.execution_tickets import get_recent_execution_tickets
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from src.api.health import get_health
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from src.api.live_operation_audits import get_recent_live_operation_audits
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from src.api.server import route_request, serve_api
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from src.api.sessions import get_recent_sessions
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from src.api.signals import get_recent_signals
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@@ -16,6 +17,7 @@ __all__ = [
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"get_recent_execution_tickets",
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"get_recent_sessions",
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"get_recent_signals",
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"get_recent_live_operation_audits",
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"get_recent_trade_plan_candidates",
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"get_recent_trading_plans",
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"get_recent_backtest_summaries",
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@@ -0,0 +1,13 @@
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from src.repositories.execution_repository import ExecutionRepository
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def get_recent_live_operation_audits(
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execution_ticket_id: int = None,
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instrument_id: int = None,
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limit: int = 20,
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) -> list[dict]:
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return ExecutionRepository().fetch_recent_live_operation_audits(
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execution_ticket_id=execution_ticket_id,
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instrument_id=instrument_id,
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limit=limit,
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)
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@@ -9,6 +9,7 @@ from src.api.backtest import get_recent_backtest_summaries
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from src.api.candles import get_recent_candles
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from src.api.execution_tickets import get_recent_execution_tickets
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from src.api.health import get_health
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from src.api.live_operation_audits import get_recent_live_operation_audits
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from src.api.sessions import get_recent_sessions
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from src.api.signals import get_recent_signals
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from src.api.trade_plan_candidates import get_recent_trade_plan_candidates
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@@ -35,6 +36,7 @@ def build_api_dependencies() -> dict:
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"health": get_health,
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"candles": get_recent_candles,
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"execution_tickets": get_recent_execution_tickets,
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"live_operation_audits": get_recent_live_operation_audits,
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"sessions": get_recent_sessions,
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"signals": get_recent_signals,
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"trade_plan_candidates": get_recent_trade_plan_candidates,
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@@ -116,6 +118,19 @@ def route_request(
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return 200, {
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"items": deps["execution_tickets"](instrument_id=instrument_id, signal_id=signal_id, limit=limit)
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}
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if method == "GET" and path == "/live-operation-audits":
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instrument_id = _get_optional_int(query, "instrument_id")
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execution_ticket_id = _get_optional_int(query, "execution_ticket_id")
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if instrument_id is None and execution_ticket_id is None:
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raise ValueError("missing_required_query_param:instrument_id_or_execution_ticket_id")
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limit = _get_int(query, "limit", 20)
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return 200, {
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"items": deps["live_operation_audits"](
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instrument_id=instrument_id,
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execution_ticket_id=execution_ticket_id,
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limit=limit,
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)
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}
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if method == "GET" and path == "/training/cases":
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status = _get_single(query, "status")
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skill_tag = _get_single(query, "skill_tag")
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@@ -6,6 +6,11 @@ class Settings(BaseSettings):
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database_connect_timeout: int = 5
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okx_base_url: str = "https://www.okx.com"
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okx_timeout: int = 30
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live_trading_enabled: bool = False
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okx_order_base_url: str = "https://www.okx.com"
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okx_api_key: str = ""
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okx_api_secret: str = ""
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okx_api_passphrase: str = ""
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default_timezone: str = "UTC"
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session_timezone: str = "America/New_York"
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log_level: str = "INFO"
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@@ -9,6 +9,7 @@ from src.models.displacement_event import DisplacementEvent
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from src.models.execution_ticket import ExecutionTicket
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from src.models.fvg_zone import FVGZone
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from src.models.instrument import Instrument
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from src.models.live_operation_audit import LiveOperationAudit
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from src.models.liquidity_pool import LiquidityPool
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from src.models.market_session import MarketSession
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from src.models.structure_event import StructureEvent
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@@ -38,6 +39,7 @@ __all__ = [
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"ExecutionTicket",
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"FVGZone",
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"Instrument",
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"LiveOperationAudit",
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"LiquidityPool",
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"MarketSession",
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"StructureEvent",
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@@ -0,0 +1,28 @@
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from typing import Optional
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from sqlalchemy import Boolean, ForeignKey, Text
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from sqlalchemy.dialects.postgresql import JSONB
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from sqlalchemy.orm import Mapped, mapped_column
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from src.db.base import Base
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class LiveOperationAudit(Base):
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__tablename__ = "live_operation_audits"
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id: Mapped[int] = mapped_column(primary_key=True)
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adapter_name: Mapped[str] = mapped_column(Text, nullable=False)
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operation_type: Mapped[str] = mapped_column(Text, nullable=False)
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status: Mapped[str] = mapped_column(Text, nullable=False)
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execution_ticket_id: Mapped[Optional[int]] = mapped_column(ForeignKey("execution_tickets.id"))
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execution_id: Mapped[Optional[int]] = mapped_column(ForeignKey("trade_executions.id"))
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signal_id: Mapped[Optional[int]] = mapped_column(ForeignKey("trade_signals.id"))
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instrument_id: Mapped[Optional[int]] = mapped_column(ForeignKey("instruments.id"))
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requested_by: Mapped[Optional[str]] = mapped_column(Text)
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requested_at: Mapped[object] = mapped_column(nullable=False)
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completed_at: Mapped[Optional[object]] = mapped_column()
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live_trading_enabled: Mapped[bool] = mapped_column(Boolean, nullable=False, default=False)
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explicit_confirmation: Mapped[bool] = mapped_column(Boolean, nullable=False, default=False)
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payload: Mapped[dict] = mapped_column(JSONB, nullable=False, default=dict)
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result: Mapped[dict] = mapped_column(JSONB, nullable=False, default=dict)
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reason_codes: Mapped[list] = mapped_column(JSONB, nullable=False, default=list)
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@@ -316,6 +316,117 @@ class ExecutionRepository:
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rows = session.execute(sql, params).mappings().all()
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return [dict(row) for row in rows]
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def insert_live_operation_audit(
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self,
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*,
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adapter_name: str,
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operation_type: str,
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status: str,
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execution_ticket_id: Optional[int],
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execution_id: Optional[int],
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signal_id: Optional[int],
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instrument_id: Optional[int],
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requested_by: Optional[str],
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requested_at,
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completed_at,
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live_trading_enabled: bool,
|
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explicit_confirmation: bool,
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payload: dict,
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result: dict,
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reason_codes: list[str],
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) -> int:
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sql = text(
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"""
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insert into live_operation_audits (
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adapter_name,
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operation_type,
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status,
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execution_ticket_id,
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execution_id,
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signal_id,
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instrument_id,
|
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requested_by,
|
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requested_at,
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completed_at,
|
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live_trading_enabled,
|
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explicit_confirmation,
|
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payload,
|
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result,
|
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reason_codes
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) values (
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:adapter_name,
|
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:operation_type,
|
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:status,
|
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:execution_ticket_id,
|
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:execution_id,
|
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:signal_id,
|
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:instrument_id,
|
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:requested_by,
|
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:requested_at,
|
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:completed_at,
|
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:live_trading_enabled,
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:explicit_confirmation,
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cast(:payload as jsonb),
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cast(:result as jsonb),
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cast(:reason_codes as jsonb)
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)
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returning id
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"""
|
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)
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with SessionLocal.begin() as session:
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result_row = session.execute(
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sql,
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{
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"adapter_name": adapter_name,
|
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"operation_type": operation_type,
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"status": status,
|
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"execution_ticket_id": execution_ticket_id,
|
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"execution_id": execution_id,
|
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"signal_id": signal_id,
|
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"instrument_id": instrument_id,
|
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"requested_by": requested_by,
|
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"requested_at": requested_at,
|
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"completed_at": completed_at,
|
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"live_trading_enabled": live_trading_enabled,
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"explicit_confirmation": explicit_confirmation,
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"payload": json.dumps(payload, default=str),
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"result": json.dumps(result, default=str),
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"reason_codes": json.dumps(reason_codes, default=str),
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},
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)
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return int(result_row.scalar_one())
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|
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def fetch_recent_live_operation_audits(
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self,
|
||||
*,
|
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execution_ticket_id: Optional[int] = None,
|
||||
instrument_id: Optional[int] = None,
|
||||
limit: int = 20,
|
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) -> list[dict]:
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filters = []
|
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params = {"limit": limit}
|
||||
if execution_ticket_id is not None:
|
||||
filters.append("execution_ticket_id = :execution_ticket_id")
|
||||
params["execution_ticket_id"] = execution_ticket_id
|
||||
if instrument_id is not None:
|
||||
filters.append("instrument_id = :instrument_id")
|
||||
params["instrument_id"] = instrument_id
|
||||
where_sql = f"where {' and '.join(filters)}" if filters else ""
|
||||
sql = text(
|
||||
f"""
|
||||
select id, adapter_name, operation_type, status, execution_ticket_id, execution_id,
|
||||
signal_id, instrument_id, requested_by, requested_at, completed_at,
|
||||
live_trading_enabled, explicit_confirmation, payload, result, reason_codes
|
||||
from live_operation_audits
|
||||
{where_sql}
|
||||
order by requested_at desc nulls last, id desc
|
||||
limit :limit
|
||||
"""
|
||||
)
|
||||
with SessionLocal() as session:
|
||||
rows = session.execute(sql, params).mappings().all()
|
||||
return [dict(row) for row in rows]
|
||||
|
||||
def insert_trade_execution(
|
||||
self,
|
||||
signal_id: int,
|
||||
|
||||
@@ -0,0 +1,33 @@
|
||||
"""Live broker adapter package."""
|
||||
|
||||
from src.services.broker.broker_adapter import (
|
||||
BracketOrderRequest,
|
||||
BrokerAdapter,
|
||||
BrokerOperationResult,
|
||||
CancelAllRequest,
|
||||
KillSwitchRequest,
|
||||
ReconciliationRequest,
|
||||
)
|
||||
from src.services.broker.live_broker_service import (
|
||||
LiveBrokerService,
|
||||
LiveOperationDecision,
|
||||
build_broker_adapter,
|
||||
validate_live_dangerous_operation,
|
||||
validate_live_submit_request,
|
||||
)
|
||||
from src.services.broker.okx_order_adapter import OKXOrderAdapter
|
||||
|
||||
__all__ = [
|
||||
"BracketOrderRequest",
|
||||
"BrokerAdapter",
|
||||
"BrokerOperationResult",
|
||||
"CancelAllRequest",
|
||||
"KillSwitchRequest",
|
||||
"LiveBrokerService",
|
||||
"LiveOperationDecision",
|
||||
"OKXOrderAdapter",
|
||||
"ReconciliationRequest",
|
||||
"build_broker_adapter",
|
||||
"validate_live_dangerous_operation",
|
||||
"validate_live_submit_request",
|
||||
]
|
||||
@@ -0,0 +1,88 @@
|
||||
from abc import ABC, abstractmethod
|
||||
from dataclasses import asdict, dataclass
|
||||
from typing import Optional
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class BracketOrderRequest:
|
||||
execution_ticket_id: int
|
||||
signal_id: int
|
||||
instrument_id: int
|
||||
side: str
|
||||
entry_price: float
|
||||
size: float
|
||||
stop_loss: float
|
||||
take_profit_1: float
|
||||
take_profit_2: float
|
||||
oco_group_id: Optional[str]
|
||||
ticket_snapshot: dict
|
||||
|
||||
def to_dict(self) -> dict:
|
||||
return dict(asdict(self))
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class ReconciliationRequest:
|
||||
instrument_id: Optional[int]
|
||||
requested_by: Optional[str]
|
||||
|
||||
def to_dict(self) -> dict:
|
||||
return dict(asdict(self))
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class CancelAllRequest:
|
||||
instrument_id: Optional[int]
|
||||
requested_by: Optional[str]
|
||||
|
||||
def to_dict(self) -> dict:
|
||||
return dict(asdict(self))
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class KillSwitchRequest:
|
||||
reason: str
|
||||
requested_by: Optional[str]
|
||||
|
||||
def to_dict(self) -> dict:
|
||||
return dict(asdict(self))
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class BrokerOperationResult:
|
||||
ok: bool
|
||||
status: str
|
||||
adapter_name: str
|
||||
operation_type: str
|
||||
reason_codes: list[str]
|
||||
details: dict
|
||||
|
||||
def to_dict(self) -> dict:
|
||||
return {
|
||||
"ok": self.ok,
|
||||
"status": self.status,
|
||||
"adapter_name": self.adapter_name,
|
||||
"operation_type": self.operation_type,
|
||||
"reason_codes": list(self.reason_codes),
|
||||
"details": dict(self.details),
|
||||
}
|
||||
|
||||
|
||||
class BrokerAdapter(ABC):
|
||||
adapter_name: str
|
||||
|
||||
@abstractmethod
|
||||
def submit_bracket_order(self, request: BracketOrderRequest) -> BrokerOperationResult:
|
||||
raise NotImplementedError
|
||||
|
||||
@abstractmethod
|
||||
def reconcile_orders(self, request: ReconciliationRequest) -> BrokerOperationResult:
|
||||
raise NotImplementedError
|
||||
|
||||
@abstractmethod
|
||||
def cancel_all(self, request: CancelAllRequest) -> BrokerOperationResult:
|
||||
raise NotImplementedError
|
||||
|
||||
@abstractmethod
|
||||
def activate_kill_switch(self, request: KillSwitchRequest) -> BrokerOperationResult:
|
||||
raise NotImplementedError
|
||||
@@ -0,0 +1,311 @@
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime, timezone
|
||||
from typing import Optional
|
||||
|
||||
from src.config.settings import settings
|
||||
from src.repositories.execution_repository import ExecutionRepository
|
||||
from src.services.broker.broker_adapter import (
|
||||
BracketOrderRequest,
|
||||
BrokerOperationResult,
|
||||
CancelAllRequest,
|
||||
KillSwitchRequest,
|
||||
ReconciliationRequest,
|
||||
)
|
||||
from src.services.broker.okx_order_adapter import OKXOrderAdapter
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class LiveOperationDecision:
|
||||
allowed: bool
|
||||
status: str
|
||||
reason_codes: list[str]
|
||||
adapter_name: str
|
||||
operation_type: str
|
||||
audit_id: int
|
||||
result: dict
|
||||
|
||||
def to_dict(self) -> dict:
|
||||
return {
|
||||
"allowed": self.allowed,
|
||||
"status": self.status,
|
||||
"reason_codes": list(self.reason_codes),
|
||||
"adapter_name": self.adapter_name,
|
||||
"operation_type": self.operation_type,
|
||||
"audit_id": self.audit_id,
|
||||
"result": dict(self.result),
|
||||
}
|
||||
|
||||
|
||||
class LiveBrokerService:
|
||||
def __init__(self, repository: Optional[ExecutionRepository] = None) -> None:
|
||||
self.repository = repository or ExecutionRepository()
|
||||
|
||||
def submit_confirmed_ticket(
|
||||
self,
|
||||
ticket_id: int,
|
||||
*,
|
||||
requested_by: str,
|
||||
explicit_live_confirmation: bool = False,
|
||||
adapter_name: str = "okx",
|
||||
) -> Optional[LiveOperationDecision]:
|
||||
ticket = self.repository.fetch_execution_ticket_by_id(ticket_id)
|
||||
if not ticket:
|
||||
return None
|
||||
signal = self.repository.fetch_signal_for_execution(int(ticket["signal_id"]))
|
||||
if not signal:
|
||||
return None
|
||||
reason_codes = validate_live_submit_request(
|
||||
ticket=ticket,
|
||||
live_trading_enabled=settings.live_trading_enabled,
|
||||
explicit_live_confirmation=explicit_live_confirmation,
|
||||
)
|
||||
payload = {
|
||||
"ticket_id": ticket_id,
|
||||
"execution_mode": ticket.get("execution_mode"),
|
||||
"signal_snapshot": dict((ticket.get("ticket_snapshot") or {}).get("signal") or {}),
|
||||
}
|
||||
if reason_codes:
|
||||
return self._record_live_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type="submit_bracket_order",
|
||||
status="rejected",
|
||||
requested_by=requested_by,
|
||||
execution_ticket_id=ticket_id,
|
||||
signal_id=int(ticket["signal_id"]),
|
||||
instrument_id=int(signal["instrument_id"]),
|
||||
explicit_confirmation=explicit_live_confirmation,
|
||||
payload=payload,
|
||||
result={"rejected": True},
|
||||
reason_codes=reason_codes,
|
||||
)
|
||||
adapter = build_broker_adapter(adapter_name)
|
||||
snapshot = dict(ticket.get("ticket_snapshot") or {})
|
||||
signal_snapshot = dict(snapshot.get("signal") or {})
|
||||
decision_snapshot = dict(snapshot.get("decision") or {})
|
||||
request = BracketOrderRequest(
|
||||
execution_ticket_id=ticket_id,
|
||||
signal_id=int(ticket["signal_id"]),
|
||||
instrument_id=int(signal["instrument_id"]),
|
||||
side=str(signal_snapshot.get("side") or signal.get("side")),
|
||||
entry_price=float(decision_snapshot.get("entry_price") or 0.0),
|
||||
size=float(decision_snapshot.get("size") or 0.0),
|
||||
stop_loss=float((decision_snapshot.get("meta") or {}).get("stop_loss") or 0.0),
|
||||
take_profit_1=float((decision_snapshot.get("meta") or {}).get("tp1") or 0.0),
|
||||
take_profit_2=float((decision_snapshot.get("meta") or {}).get("tp2") or 0.0),
|
||||
oco_group_id=f"ticket:{ticket_id}",
|
||||
ticket_snapshot=snapshot,
|
||||
)
|
||||
result = adapter.submit_bracket_order(request)
|
||||
return self._record_live_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type="submit_bracket_order",
|
||||
status=result.status,
|
||||
requested_by=requested_by,
|
||||
execution_ticket_id=ticket_id,
|
||||
execution_id=ticket.get("execution_id"),
|
||||
signal_id=int(ticket["signal_id"]),
|
||||
instrument_id=int(signal["instrument_id"]),
|
||||
explicit_confirmation=explicit_live_confirmation,
|
||||
payload=request.to_dict(),
|
||||
result=result.to_dict(),
|
||||
reason_codes=result.reason_codes,
|
||||
)
|
||||
|
||||
def reconcile_orders(
|
||||
self,
|
||||
*,
|
||||
requested_by: str,
|
||||
instrument_id: Optional[int] = None,
|
||||
adapter_name: str = "okx",
|
||||
) -> LiveOperationDecision:
|
||||
if not settings.live_trading_enabled:
|
||||
return self._record_live_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type="reconcile_orders",
|
||||
status="rejected",
|
||||
requested_by=requested_by,
|
||||
instrument_id=instrument_id,
|
||||
explicit_confirmation=False,
|
||||
payload={"instrument_id": instrument_id},
|
||||
result={"rejected": True},
|
||||
reason_codes=["live_trading_disabled"],
|
||||
)
|
||||
adapter = build_broker_adapter(adapter_name)
|
||||
request = ReconciliationRequest(instrument_id=instrument_id, requested_by=requested_by)
|
||||
result = adapter.reconcile_orders(request)
|
||||
return self._record_live_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type="reconcile_orders",
|
||||
status=result.status,
|
||||
requested_by=requested_by,
|
||||
instrument_id=instrument_id,
|
||||
explicit_confirmation=False,
|
||||
payload=request.to_dict(),
|
||||
result=result.to_dict(),
|
||||
reason_codes=result.reason_codes,
|
||||
)
|
||||
|
||||
def cancel_all(
|
||||
self,
|
||||
*,
|
||||
requested_by: str,
|
||||
instrument_id: Optional[int] = None,
|
||||
explicit_live_confirmation: bool = False,
|
||||
adapter_name: str = "okx",
|
||||
) -> LiveOperationDecision:
|
||||
reason_codes = validate_live_dangerous_operation(
|
||||
live_trading_enabled=settings.live_trading_enabled,
|
||||
explicit_live_confirmation=explicit_live_confirmation,
|
||||
)
|
||||
request = CancelAllRequest(instrument_id=instrument_id, requested_by=requested_by)
|
||||
if reason_codes:
|
||||
return self._record_live_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type="cancel_all",
|
||||
status="rejected",
|
||||
requested_by=requested_by,
|
||||
instrument_id=instrument_id,
|
||||
explicit_confirmation=explicit_live_confirmation,
|
||||
payload=request.to_dict(),
|
||||
result={"rejected": True},
|
||||
reason_codes=reason_codes,
|
||||
)
|
||||
adapter = build_broker_adapter(adapter_name)
|
||||
result = adapter.cancel_all(request)
|
||||
return self._record_live_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type="cancel_all",
|
||||
status=result.status,
|
||||
requested_by=requested_by,
|
||||
instrument_id=instrument_id,
|
||||
explicit_confirmation=explicit_live_confirmation,
|
||||
payload=request.to_dict(),
|
||||
result=result.to_dict(),
|
||||
reason_codes=result.reason_codes,
|
||||
)
|
||||
|
||||
def activate_kill_switch(
|
||||
self,
|
||||
*,
|
||||
requested_by: str,
|
||||
reason: str,
|
||||
explicit_live_confirmation: bool = False,
|
||||
adapter_name: str = "okx",
|
||||
) -> LiveOperationDecision:
|
||||
reason_codes = validate_live_dangerous_operation(
|
||||
live_trading_enabled=settings.live_trading_enabled,
|
||||
explicit_live_confirmation=explicit_live_confirmation,
|
||||
)
|
||||
request = KillSwitchRequest(reason=reason, requested_by=requested_by)
|
||||
if reason_codes:
|
||||
return self._record_live_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type="activate_kill_switch",
|
||||
status="rejected",
|
||||
requested_by=requested_by,
|
||||
explicit_confirmation=explicit_live_confirmation,
|
||||
payload=request.to_dict(),
|
||||
result={"rejected": True},
|
||||
reason_codes=reason_codes,
|
||||
)
|
||||
adapter = build_broker_adapter(adapter_name)
|
||||
result = adapter.activate_kill_switch(request)
|
||||
return self._record_live_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type="activate_kill_switch",
|
||||
status=result.status,
|
||||
requested_by=requested_by,
|
||||
explicit_confirmation=explicit_live_confirmation,
|
||||
payload=request.to_dict(),
|
||||
result=result.to_dict(),
|
||||
reason_codes=result.reason_codes,
|
||||
)
|
||||
|
||||
def _record_live_audit(
|
||||
self,
|
||||
*,
|
||||
adapter_name: str,
|
||||
operation_type: str,
|
||||
status: str,
|
||||
requested_by: Optional[str],
|
||||
explicit_confirmation: bool,
|
||||
payload: dict,
|
||||
result: dict,
|
||||
reason_codes: list[str],
|
||||
execution_ticket_id: Optional[int] = None,
|
||||
execution_id: Optional[int] = None,
|
||||
signal_id: Optional[int] = None,
|
||||
instrument_id: Optional[int] = None,
|
||||
) -> LiveOperationDecision:
|
||||
now = datetime.now(timezone.utc)
|
||||
audit_id = self.repository.insert_live_operation_audit(
|
||||
adapter_name=adapter_name,
|
||||
operation_type=operation_type,
|
||||
status=status,
|
||||
execution_ticket_id=execution_ticket_id,
|
||||
execution_id=execution_id,
|
||||
signal_id=signal_id,
|
||||
instrument_id=instrument_id,
|
||||
requested_by=requested_by,
|
||||
requested_at=now,
|
||||
completed_at=now,
|
||||
live_trading_enabled=bool(settings.live_trading_enabled),
|
||||
explicit_confirmation=explicit_confirmation,
|
||||
payload=payload,
|
||||
result=result,
|
||||
reason_codes=reason_codes,
|
||||
)
|
||||
return LiveOperationDecision(
|
||||
allowed=status not in {"rejected"},
|
||||
status=status,
|
||||
reason_codes=list(reason_codes),
|
||||
adapter_name=adapter_name,
|
||||
operation_type=operation_type,
|
||||
audit_id=audit_id,
|
||||
result=result,
|
||||
)
|
||||
|
||||
|
||||
def build_broker_adapter(adapter_name: str):
|
||||
if adapter_name == "okx":
|
||||
return OKXOrderAdapter()
|
||||
raise ValueError(f"unsupported_broker_adapter:{adapter_name}")
|
||||
|
||||
|
||||
def validate_live_submit_request(
|
||||
*,
|
||||
ticket: dict,
|
||||
live_trading_enabled: bool,
|
||||
explicit_live_confirmation: bool,
|
||||
) -> list[str]:
|
||||
reason_codes = []
|
||||
if not live_trading_enabled:
|
||||
reason_codes.append("live_trading_disabled")
|
||||
if not explicit_live_confirmation:
|
||||
reason_codes.append("explicit_live_confirmation_required")
|
||||
if ticket.get("status") != "confirmed":
|
||||
reason_codes.append("execution_ticket_not_confirmed")
|
||||
if not ticket.get("confirmed_by") or not ticket.get("confirmed_at"):
|
||||
reason_codes.append("execution_ticket_missing_confirmation_metadata")
|
||||
return _dedupe(reason_codes)
|
||||
|
||||
|
||||
def validate_live_dangerous_operation(*, live_trading_enabled: bool, explicit_live_confirmation: bool) -> list[str]:
|
||||
reason_codes = []
|
||||
if not live_trading_enabled:
|
||||
reason_codes.append("live_trading_disabled")
|
||||
if not explicit_live_confirmation:
|
||||
reason_codes.append("explicit_live_confirmation_required")
|
||||
return _dedupe(reason_codes)
|
||||
|
||||
|
||||
def _dedupe(values: list[str]) -> list[str]:
|
||||
seen = set()
|
||||
result = []
|
||||
for value in values:
|
||||
text = str(value or "").strip()
|
||||
if not text or text in seen:
|
||||
continue
|
||||
seen.add(text)
|
||||
result.append(text)
|
||||
return result
|
||||
@@ -0,0 +1,75 @@
|
||||
from typing import Optional
|
||||
|
||||
from src.config.settings import settings
|
||||
from src.services.broker.broker_adapter import (
|
||||
BrokerAdapter,
|
||||
BrokerOperationResult,
|
||||
BracketOrderRequest,
|
||||
CancelAllRequest,
|
||||
KillSwitchRequest,
|
||||
ReconciliationRequest,
|
||||
)
|
||||
|
||||
|
||||
class OKXOrderAdapter(BrokerAdapter):
|
||||
adapter_name = "okx"
|
||||
|
||||
def __init__(self, base_url: Optional[str] = None) -> None:
|
||||
self.base_url = base_url or settings.okx_order_base_url
|
||||
|
||||
def submit_bracket_order(self, request: BracketOrderRequest) -> BrokerOperationResult:
|
||||
return BrokerOperationResult(
|
||||
ok=False,
|
||||
status="placeholder_not_implemented",
|
||||
adapter_name=self.adapter_name,
|
||||
operation_type="submit_bracket_order",
|
||||
reason_codes=["okx_order_adapter_placeholder"],
|
||||
details={
|
||||
"base_url": self.base_url,
|
||||
"supports_bracket": True,
|
||||
"supports_oco": True,
|
||||
"request": request.to_dict(),
|
||||
},
|
||||
)
|
||||
|
||||
def reconcile_orders(self, request: ReconciliationRequest) -> BrokerOperationResult:
|
||||
return BrokerOperationResult(
|
||||
ok=True,
|
||||
status="placeholder_reconciliation",
|
||||
adapter_name=self.adapter_name,
|
||||
operation_type="reconcile_orders",
|
||||
reason_codes=[],
|
||||
details={
|
||||
"base_url": self.base_url,
|
||||
"request": request.to_dict(),
|
||||
"supports_reconciliation": True,
|
||||
},
|
||||
)
|
||||
|
||||
def cancel_all(self, request: CancelAllRequest) -> BrokerOperationResult:
|
||||
return BrokerOperationResult(
|
||||
ok=False,
|
||||
status="placeholder_not_implemented",
|
||||
adapter_name=self.adapter_name,
|
||||
operation_type="cancel_all",
|
||||
reason_codes=["okx_order_adapter_placeholder"],
|
||||
details={
|
||||
"base_url": self.base_url,
|
||||
"request": request.to_dict(),
|
||||
"supports_cancel_all": True,
|
||||
},
|
||||
)
|
||||
|
||||
def activate_kill_switch(self, request: KillSwitchRequest) -> BrokerOperationResult:
|
||||
return BrokerOperationResult(
|
||||
ok=True,
|
||||
status="placeholder_kill_switch_active",
|
||||
adapter_name=self.adapter_name,
|
||||
operation_type="activate_kill_switch",
|
||||
reason_codes=[],
|
||||
details={
|
||||
"base_url": self.base_url,
|
||||
"request": request.to_dict(),
|
||||
"supports_kill_switch": True,
|
||||
},
|
||||
)
|
||||
@@ -93,6 +93,18 @@ class ApiServerRoutingTests(unittest.TestCase):
|
||||
self.assertEqual(status, 200)
|
||||
self.assertEqual(payload["items"], [{"id": 1, "status": "awaiting_confirmation"}])
|
||||
|
||||
def test_routes_live_operation_audits_query(self) -> None:
|
||||
status, payload = route_request(
|
||||
"/live-operation-audits",
|
||||
{"execution_ticket_id": ["1"], "limit": ["2"]},
|
||||
dependencies={
|
||||
"live_operation_audits": lambda **kwargs: [{"id": 1, "status": "rejected"}],
|
||||
},
|
||||
)
|
||||
|
||||
self.assertEqual(status, 200)
|
||||
self.assertEqual(payload["items"], [{"id": 1, "status": "rejected"}])
|
||||
|
||||
def test_routes_health(self) -> None:
|
||||
status, payload = route_request(
|
||||
"/health",
|
||||
|
||||
@@ -0,0 +1,37 @@
|
||||
import contextlib
|
||||
import io
|
||||
import json
|
||||
import os
|
||||
import unittest
|
||||
from unittest.mock import patch
|
||||
|
||||
from sqlalchemy.exc import OperationalError
|
||||
|
||||
os.environ.setdefault("DATABASE_URL", "postgresql+psycopg://user:pass@localhost:5432/ai_ict_test")
|
||||
|
||||
from scripts import run_live_adapter
|
||||
|
||||
|
||||
class LiveAdapterScriptTests(unittest.TestCase):
|
||||
def test_main_reports_database_unavailable_json(self) -> None:
|
||||
output = io.StringIO()
|
||||
|
||||
with patch(
|
||||
"scripts.run_live_adapter.LiveBrokerService.reconcile_orders",
|
||||
side_effect=OperationalError("stmt", {}, Exception()),
|
||||
), contextlib.redirect_stdout(output):
|
||||
exit_code = run_live_adapter.main(
|
||||
env={
|
||||
"LIVE_ADAPTER_OUTPUT_JSON": "1",
|
||||
"LIVE_ADAPTER_OPERATION": "reconcile",
|
||||
}
|
||||
)
|
||||
|
||||
payload = json.loads(output.getvalue())
|
||||
self.assertEqual(exit_code, 2)
|
||||
self.assertFalse(payload["passed"])
|
||||
self.assertEqual(payload["error_type"], "OperationalError")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,158 @@
|
||||
import os
|
||||
import unittest
|
||||
from unittest.mock import patch
|
||||
|
||||
os.environ.setdefault("DATABASE_URL", "postgresql+psycopg://user:pass@localhost:5432/ai_ict_test")
|
||||
|
||||
from src.config.settings import settings
|
||||
from src.services.broker import LiveBrokerService, validate_live_submit_request
|
||||
|
||||
|
||||
class LiveBrokerServiceTests(unittest.TestCase):
|
||||
def test_submit_confirmed_ticket_rejects_when_live_disabled(self) -> None:
|
||||
repo = _LiveRepo()
|
||||
service = LiveBrokerService(repository=repo)
|
||||
|
||||
with patch.object(settings, "live_trading_enabled", False):
|
||||
result = service.submit_confirmed_ticket(
|
||||
10,
|
||||
requested_by="alice",
|
||||
explicit_live_confirmation=True,
|
||||
)
|
||||
|
||||
self.assertIsNotNone(result)
|
||||
assert result is not None
|
||||
self.assertEqual(result.status, "rejected")
|
||||
self.assertIn("live_trading_disabled", result.reason_codes)
|
||||
self.assertEqual(repo.live_audits[0]["operation_type"], "submit_bracket_order")
|
||||
|
||||
def test_submit_confirmed_ticket_requires_explicit_confirmation(self) -> None:
|
||||
repo = _LiveRepo()
|
||||
service = LiveBrokerService(repository=repo)
|
||||
|
||||
with patch.object(settings, "live_trading_enabled", True):
|
||||
result = service.submit_confirmed_ticket(
|
||||
10,
|
||||
requested_by="alice",
|
||||
explicit_live_confirmation=False,
|
||||
)
|
||||
|
||||
self.assertEqual(result.status, "rejected")
|
||||
self.assertIn("explicit_live_confirmation_required", result.reason_codes)
|
||||
|
||||
def test_submit_confirmed_ticket_calls_adapter_when_enabled_and_confirmed(self) -> None:
|
||||
repo = _LiveRepo()
|
||||
service = LiveBrokerService(repository=repo)
|
||||
|
||||
with patch.object(settings, "live_trading_enabled", True):
|
||||
result = service.submit_confirmed_ticket(
|
||||
10,
|
||||
requested_by="alice",
|
||||
explicit_live_confirmation=True,
|
||||
)
|
||||
|
||||
self.assertEqual(result.status, "placeholder_not_implemented")
|
||||
self.assertEqual(repo.live_audits[-1]["adapter_name"], "okx")
|
||||
self.assertEqual(repo.live_audits[-1]["execution_ticket_id"], 10)
|
||||
|
||||
def test_reconcile_is_audited(self) -> None:
|
||||
repo = _LiveRepo()
|
||||
service = LiveBrokerService(repository=repo)
|
||||
|
||||
with patch.object(settings, "live_trading_enabled", True):
|
||||
result = service.reconcile_orders(requested_by="ops", instrument_id=1)
|
||||
|
||||
self.assertEqual(result.status, "placeholder_reconciliation")
|
||||
self.assertEqual(repo.live_audits[-1]["operation_type"], "reconcile_orders")
|
||||
|
||||
def test_cancel_all_requires_explicit_confirmation(self) -> None:
|
||||
repo = _LiveRepo()
|
||||
service = LiveBrokerService(repository=repo)
|
||||
|
||||
with patch.object(settings, "live_trading_enabled", True):
|
||||
result = service.cancel_all(requested_by="ops", explicit_live_confirmation=False)
|
||||
|
||||
self.assertEqual(result.status, "rejected")
|
||||
self.assertIn("explicit_live_confirmation_required", result.reason_codes)
|
||||
|
||||
def test_kill_switch_is_audited(self) -> None:
|
||||
repo = _LiveRepo()
|
||||
service = LiveBrokerService(repository=repo)
|
||||
|
||||
with patch.object(settings, "live_trading_enabled", True):
|
||||
result = service.activate_kill_switch(
|
||||
requested_by="ops",
|
||||
reason="manual_test",
|
||||
explicit_live_confirmation=True,
|
||||
)
|
||||
|
||||
self.assertEqual(result.status, "placeholder_kill_switch_active")
|
||||
self.assertEqual(repo.live_audits[-1]["operation_type"], "activate_kill_switch")
|
||||
|
||||
|
||||
class LiveValidationTests(unittest.TestCase):
|
||||
def test_validate_live_submit_request_requires_confirmed_ticket(self) -> None:
|
||||
reasons = validate_live_submit_request(
|
||||
ticket={"status": "awaiting_confirmation", "confirmed_by": None, "confirmed_at": None},
|
||||
live_trading_enabled=False,
|
||||
explicit_live_confirmation=False,
|
||||
)
|
||||
|
||||
self.assertEqual(
|
||||
reasons,
|
||||
[
|
||||
"live_trading_disabled",
|
||||
"explicit_live_confirmation_required",
|
||||
"execution_ticket_not_confirmed",
|
||||
"execution_ticket_missing_confirmation_metadata",
|
||||
],
|
||||
)
|
||||
|
||||
|
||||
class _LiveRepo:
|
||||
def __init__(self) -> None:
|
||||
self.live_audits = []
|
||||
self.tickets = {
|
||||
10: {
|
||||
"id": 10,
|
||||
"signal_id": 1,
|
||||
"execution_mode": "semi_auto",
|
||||
"status": "confirmed",
|
||||
"confirmed_by": "bob",
|
||||
"confirmed_at": "2026-05-06T00:00:00+00:00",
|
||||
"execution_id": 20,
|
||||
"ticket_snapshot": {
|
||||
"signal": {
|
||||
"side": "buy",
|
||||
"signal_id": 1,
|
||||
},
|
||||
"decision": {
|
||||
"entry_price": 100.5,
|
||||
"size": 1.0,
|
||||
"meta": {
|
||||
"stop_loss": 99.0,
|
||||
"tp1": 102.0,
|
||||
"tp2": 104.0,
|
||||
},
|
||||
},
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
def fetch_execution_ticket_by_id(self, ticket_id: int):
|
||||
return dict(self.tickets.get(ticket_id)) if ticket_id in self.tickets else None
|
||||
|
||||
def fetch_signal_for_execution(self, signal_id: int):
|
||||
return {
|
||||
"id": signal_id,
|
||||
"instrument_id": 1,
|
||||
"side": "buy",
|
||||
}
|
||||
|
||||
def insert_live_operation_audit(self, **kwargs):
|
||||
self.live_audits.append(kwargs)
|
||||
return len(self.live_audits)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user