2026-03-24 21:59:17 +05:30

1039 lines
36 KiB
Python

from __future__ import annotations
from abc import ABC, abstractmethod
from dataclasses import dataclass
from datetime import datetime, timezone
import hashlib
import math
import os
import time
from psycopg2.extras import execute_values
from indian_paper_trading_strategy.engine.data import fetch_live_price
from indian_paper_trading_strategy.engine.db import db_connection, insert_engine_event, run_with_retry, get_context
class Broker(ABC):
external_orders = False
@abstractmethod
def place_order(
self,
symbol: str,
side: str,
quantity: float,
price: float | None = None,
logical_time: datetime | None = None,
):
raise NotImplementedError
@abstractmethod
def get_positions(self):
raise NotImplementedError
@abstractmethod
def get_orders(self):
raise NotImplementedError
@abstractmethod
def get_funds(self):
raise NotImplementedError
class BrokerError(Exception):
pass
class BrokerAuthExpired(BrokerError):
pass
def _local_tz():
return datetime.now().astimezone().tzinfo
def _format_utc_ts(value: datetime | None):
if value is None:
return None
if value.tzinfo is None:
value = value.replace(tzinfo=_local_tz())
return value.astimezone(timezone.utc).isoformat().replace("+00:00", "Z")
def _format_local_ts(value: datetime | None):
if value is None:
return None
if value.tzinfo is None:
value = value.replace(tzinfo=_local_tz())
return value.astimezone(_local_tz()).replace(tzinfo=None).isoformat()
def _parse_ts(value, assume_local: bool = True):
if value is None:
return None
if isinstance(value, datetime):
if value.tzinfo is None:
return value.replace(tzinfo=_local_tz() if assume_local else timezone.utc)
return value
if isinstance(value, str):
text = value.strip()
if not text:
return None
if text.endswith("Z"):
try:
return datetime.fromisoformat(text.replace("Z", "+00:00"))
except ValueError:
return None
try:
parsed = datetime.fromisoformat(text)
except ValueError:
return None
if parsed.tzinfo is None:
parsed = parsed.replace(tzinfo=_local_tz() if assume_local else timezone.utc)
return parsed
return None
def _stable_num(value: float) -> str:
return f"{float(value):.12f}"
def _normalize_ts_for_id(ts: datetime) -> str:
if ts.tzinfo is None:
ts = ts.replace(tzinfo=timezone.utc)
return ts.astimezone(timezone.utc).replace(microsecond=0).isoformat()
def _deterministic_id(prefix: str, parts: list[str]) -> str:
payload = "|".join(parts)
digest = hashlib.sha1(payload.encode("utf-8")).hexdigest()[:16]
return f"{prefix}_{digest}"
def _resolve_scope(user_id: str | None, run_id: str | None):
return get_context(user_id, run_id)
class LiveZerodhaBroker(Broker):
external_orders = True
TERMINAL_STATUSES = {"COMPLETE", "REJECTED", "CANCELLED"}
POLL_TIMEOUT_SECONDS = float(os.getenv("ZERODHA_ORDER_POLL_TIMEOUT", "12"))
POLL_INTERVAL_SECONDS = float(os.getenv("ZERODHA_ORDER_POLL_INTERVAL", "1"))
def __init__(self, user_id: str | None = None, run_id: str | None = None):
self.user_id = user_id
self.run_id = run_id
def _scope(self):
return _resolve_scope(self.user_id, self.run_id)
def _session(self):
from app.services.zerodha_storage import get_session
user_id, _run_id = self._scope()
session = get_session(user_id)
if not session or not session.get("api_key") or not session.get("access_token"):
raise BrokerAuthExpired("Zerodha session missing. Please reconnect broker.")
return session
def _raise_auth_expired(self, exc: Exception):
from app.broker_store import set_broker_auth_state
user_id, _run_id = self._scope()
set_broker_auth_state(user_id, "EXPIRED")
raise BrokerAuthExpired(str(exc)) from exc
def _normalize_symbol(self, symbol: str) -> tuple[str, str]:
cleaned = (symbol or "").strip().upper()
if cleaned.endswith(".NS"):
return cleaned[:-3], "NSE"
if cleaned.endswith(".BO"):
return cleaned[:-3], "BSE"
return cleaned, "NSE"
def _make_tag(self, logical_time: datetime | None, symbol: str, side: str) -> str:
user_id, run_id = self._scope()
logical_ts = logical_time or datetime.utcnow().replace(tzinfo=timezone.utc)
digest = hashlib.sha1(
f"{user_id}|{run_id}|{_normalize_ts_for_id(logical_ts)}|{symbol}|{side}".encode("utf-8")
).hexdigest()[:18]
return f"qf{digest}"
def _normalize_order_payload(
self,
*,
order_id: str,
symbol: str,
side: str,
requested_qty: int,
requested_price: float | None,
history_entry: dict | None,
logical_time: datetime | None,
) -> dict:
entry = history_entry or {}
raw_status = (entry.get("status") or "").upper()
status = raw_status
if raw_status == "COMPLETE":
status = "FILLED"
elif raw_status in {"REJECTED", "CANCELLED"}:
status = raw_status
elif raw_status:
status = "PENDING"
else:
status = "PENDING"
quantity = int(entry.get("quantity") or requested_qty or 0)
filled_qty = int(entry.get("filled_quantity") or 0)
average_price = float(entry.get("average_price") or requested_price or 0.0)
price = float(entry.get("price") or requested_price or average_price or 0.0)
timestamp = (
entry.get("exchange_timestamp")
or entry.get("order_timestamp")
or _format_utc_ts(logical_time or datetime.utcnow().replace(tzinfo=timezone.utc))
)
if timestamp and " " in str(timestamp):
timestamp = str(timestamp).replace(" ", "T")
return {
"id": order_id,
"symbol": symbol,
"side": side.upper().strip(),
"qty": quantity,
"requested_qty": quantity,
"filled_qty": filled_qty,
"price": price,
"requested_price": float(requested_price or price or 0.0),
"average_price": average_price,
"status": status,
"timestamp": timestamp,
"broker_order_id": order_id,
"exchange": entry.get("exchange"),
"tradingsymbol": entry.get("tradingsymbol"),
"status_message": entry.get("status_message") or entry.get("status_message_raw"),
}
def _wait_for_terminal_order(
self,
session: dict,
order_id: str,
*,
symbol: str,
side: str,
requested_qty: int,
requested_price: float | None,
logical_time: datetime | None,
) -> dict:
from app.services.zerodha_service import (
KiteTokenError,
cancel_order,
fetch_order_history,
)
started = time.monotonic()
last_payload = self._normalize_order_payload(
order_id=order_id,
symbol=symbol,
side=side,
requested_qty=requested_qty,
requested_price=requested_price,
history_entry=None,
logical_time=logical_time,
)
while True:
try:
history = fetch_order_history(
session["api_key"],
session["access_token"],
order_id,
)
except KiteTokenError as exc:
self._raise_auth_expired(exc)
if history:
entry = history[-1]
last_payload = self._normalize_order_payload(
order_id=order_id,
symbol=symbol,
side=side,
requested_qty=requested_qty,
requested_price=requested_price,
history_entry=entry,
logical_time=logical_time,
)
raw_status = (entry.get("status") or "").upper()
if raw_status in self.TERMINAL_STATUSES:
return last_payload
if time.monotonic() - started >= self.POLL_TIMEOUT_SECONDS:
try:
cancel_order(
session["api_key"],
session["access_token"],
order_id=order_id,
)
history = fetch_order_history(
session["api_key"],
session["access_token"],
order_id,
)
if history:
return self._normalize_order_payload(
order_id=order_id,
symbol=symbol,
side=side,
requested_qty=requested_qty,
requested_price=requested_price,
history_entry=history[-1],
logical_time=logical_time,
)
except KiteTokenError as exc:
self._raise_auth_expired(exc)
return last_payload
time.sleep(self.POLL_INTERVAL_SECONDS)
def get_funds(self, cur=None):
from app.services.zerodha_service import KiteTokenError, fetch_funds
session = self._session()
try:
data = fetch_funds(session["api_key"], session["access_token"])
except KiteTokenError as exc:
self._raise_auth_expired(exc)
equity = data.get("equity", {}) if isinstance(data, dict) else {}
available = equity.get("available", {}) if isinstance(equity, dict) else {}
cash = (
available.get("live_balance")
or available.get("cash")
or available.get("opening_balance")
or equity.get("net")
or 0.0
)
return {"cash": float(cash), "raw": data}
def get_positions(self):
from app.services.zerodha_service import KiteTokenError, fetch_holdings
session = self._session()
try:
holdings = fetch_holdings(session["api_key"], session["access_token"])
except KiteTokenError as exc:
self._raise_auth_expired(exc)
normalized = []
for item in holdings:
qty = float(item.get("quantity") or item.get("qty") or 0)
avg_price = float(item.get("average_price") or 0)
last_price = float(item.get("last_price") or avg_price or 0)
exchange = item.get("exchange")
suffix = ".NS" if exchange == "NSE" else ".BO" if exchange == "BSE" else ""
normalized.append(
{
"symbol": f"{item.get('tradingsymbol')}{suffix}",
"qty": qty,
"avg_price": avg_price,
"last_price": last_price,
}
)
return normalized
def get_orders(self):
from app.services.zerodha_service import KiteTokenError, fetch_orders
session = self._session()
try:
return fetch_orders(session["api_key"], session["access_token"])
except KiteTokenError as exc:
self._raise_auth_expired(exc)
def update_equity(
self,
prices: dict[str, float],
now: datetime,
cur=None,
logical_time: datetime | None = None,
user_id: str | None = None,
run_id: str | None = None,
):
return None
def place_order(
self,
symbol: str,
side: str,
quantity: float,
price: float | None = None,
cur=None,
logical_time: datetime | None = None,
user_id: str | None = None,
run_id: str | None = None,
):
from app.services.zerodha_service import KiteTokenError, place_order
if user_id is not None:
self.user_id = user_id
if run_id is not None:
self.run_id = run_id
qty = int(math.floor(float(quantity)))
side = side.upper().strip()
requested_price = float(price) if price is not None else None
if qty <= 0:
return {
"id": _deterministic_id("live_rej", [symbol, side, _stable_num(quantity)]),
"symbol": symbol,
"side": side,
"qty": qty,
"requested_qty": qty,
"filled_qty": 0,
"price": float(price or 0.0),
"requested_price": float(price or 0.0),
"average_price": 0.0,
"status": "REJECTED",
"timestamp": _format_utc_ts(logical_time or datetime.utcnow().replace(tzinfo=timezone.utc)),
"status_message": "Computed quantity is less than 1 share",
}
session = self._session()
tradingsymbol, exchange = self._normalize_symbol(symbol)
tag = self._make_tag(logical_time, symbol, side)
try:
placed = place_order(
session["api_key"],
session["access_token"],
tradingsymbol=tradingsymbol,
exchange=exchange,
transaction_type=side,
order_type="MARKET",
quantity=qty,
product="CNC",
validity="DAY",
variety="regular",
market_protection=-1,
tag=tag,
)
except KiteTokenError as exc:
self._raise_auth_expired(exc)
order_id = placed.get("order_id")
if not order_id:
raise BrokerError("Zerodha order placement did not return an order_id")
return self._wait_for_terminal_order(
session,
order_id,
symbol=symbol,
side=side,
requested_qty=qty,
requested_price=requested_price,
logical_time=logical_time,
)
@dataclass
class PaperBroker(Broker):
initial_cash: float
store_path: str | None = None
def _default_store(self):
return {
"cash": float(self.initial_cash),
"positions": {},
"orders": [],
"trades": [],
"equity_curve": [],
}
def _load_store(self, cur=None, for_update: bool = False, user_id: str | None = None, run_id: str | None = None):
scope_user, scope_run = _resolve_scope(user_id, run_id)
if cur is None:
with db_connection() as conn:
with conn.cursor() as cur:
return self._load_store(
cur=cur,
for_update=for_update,
user_id=scope_user,
run_id=scope_run,
)
store = self._default_store()
lock_clause = " FOR UPDATE" if for_update else ""
cur.execute(
f"SELECT cash FROM paper_broker_account WHERE user_id = %s AND run_id = %s{lock_clause} LIMIT 1",
(scope_user, scope_run),
)
row = cur.fetchone()
if row and row[0] is not None:
store["cash"] = float(row[0])
cur.execute(
f"""
SELECT symbol, qty, avg_price, last_price
FROM paper_position
WHERE user_id = %s AND run_id = %s{lock_clause}
"""
,
(scope_user, scope_run),
)
positions = {}
for symbol, qty, avg_price, last_price in cur.fetchall():
positions[symbol] = {
"qty": float(qty) if qty is not None else 0.0,
"avg_price": float(avg_price) if avg_price is not None else 0.0,
"last_price": float(last_price) if last_price is not None else 0.0,
}
store["positions"] = positions
cur.execute(
"""
SELECT id, symbol, side, qty, price, status, timestamp, logical_time
FROM paper_order
WHERE user_id = %s AND run_id = %s
ORDER BY timestamp, id
"""
,
(scope_user, scope_run),
)
orders = []
for order_id, symbol, side, qty, price, status, ts, logical_ts in cur.fetchall():
orders.append(
{
"id": order_id,
"symbol": symbol,
"side": side,
"qty": float(qty) if qty is not None else 0.0,
"price": float(price) if price is not None else 0.0,
"status": status,
"timestamp": _format_utc_ts(ts),
"_logical_time": _format_utc_ts(logical_ts),
}
)
store["orders"] = orders
cur.execute(
"""
SELECT id, order_id, symbol, side, qty, price, timestamp, logical_time
FROM paper_trade
WHERE user_id = %s AND run_id = %s
ORDER BY timestamp, id
"""
,
(scope_user, scope_run),
)
trades = []
for trade_id, order_id, symbol, side, qty, price, ts, logical_ts in cur.fetchall():
trades.append(
{
"id": trade_id,
"order_id": order_id,
"symbol": symbol,
"side": side,
"qty": float(qty) if qty is not None else 0.0,
"price": float(price) if price is not None else 0.0,
"timestamp": _format_utc_ts(ts),
"_logical_time": _format_utc_ts(logical_ts),
}
)
store["trades"] = trades
cur.execute(
"""
SELECT timestamp, logical_time, equity, pnl
FROM paper_equity_curve
WHERE user_id = %s AND run_id = %s
ORDER BY timestamp
"""
,
(scope_user, scope_run),
)
equity_curve = []
for ts, logical_ts, equity, pnl in cur.fetchall():
equity_curve.append(
{
"timestamp": _format_local_ts(ts),
"_logical_time": _format_local_ts(logical_ts),
"equity": float(equity) if equity is not None else 0.0,
"pnl": float(pnl) if pnl is not None else 0.0,
}
)
store["equity_curve"] = equity_curve
return store
def _save_store(self, store, cur=None, user_id: str | None = None, run_id: str | None = None):
scope_user, scope_run = _resolve_scope(user_id, run_id)
if cur is None:
def _persist(cur, _conn):
self._save_store(store, cur=cur, user_id=scope_user, run_id=scope_run)
return run_with_retry(_persist)
cash = store.get("cash")
if cash is not None:
cur.execute(
"""
INSERT INTO paper_broker_account (user_id, run_id, cash)
VALUES (%s, %s, %s)
ON CONFLICT (user_id, run_id) DO UPDATE
SET cash = EXCLUDED.cash
""",
(scope_user, scope_run, float(cash)),
)
positions = store.get("positions")
if isinstance(positions, dict):
symbols = [s for s in positions.keys() if s]
if symbols:
cur.execute(
"DELETE FROM paper_position WHERE user_id = %s AND run_id = %s AND symbol NOT IN %s",
(scope_user, scope_run, tuple(symbols)),
)
else:
cur.execute(
"DELETE FROM paper_position WHERE user_id = %s AND run_id = %s",
(scope_user, scope_run),
)
if symbols:
rows = []
updated_at = datetime.now(timezone.utc)
for symbol, data in positions.items():
if not symbol or not isinstance(data, dict):
continue
rows.append(
(
scope_user,
scope_run,
symbol,
float(data.get("qty", 0.0)),
float(data.get("avg_price", 0.0)),
float(data.get("last_price", 0.0)),
updated_at,
)
)
if rows:
execute_values(
cur,
"""
INSERT INTO paper_position (
user_id, run_id, symbol, qty, avg_price, last_price, updated_at
)
VALUES %s
ON CONFLICT (user_id, run_id, symbol) DO UPDATE
SET qty = EXCLUDED.qty,
avg_price = EXCLUDED.avg_price,
last_price = EXCLUDED.last_price,
updated_at = EXCLUDED.updated_at
""",
rows,
)
orders = store.get("orders")
if isinstance(orders, list) and orders:
rows = []
for order in orders:
if not isinstance(order, dict):
continue
order_id = order.get("id")
if not order_id:
continue
ts = _parse_ts(order.get("timestamp"), assume_local=False)
logical_ts = _parse_ts(order.get("_logical_time"), assume_local=False) or ts
rows.append(
(
scope_user,
scope_run,
order_id,
order.get("symbol"),
order.get("side"),
float(order.get("qty", 0.0)),
float(order.get("price", 0.0)),
order.get("status"),
ts,
logical_ts,
)
)
if rows:
execute_values(
cur,
"""
INSERT INTO paper_order (
user_id, run_id, id, symbol, side, qty, price, status, timestamp, logical_time
)
VALUES %s
ON CONFLICT DO NOTHING
""",
rows,
)
trades = store.get("trades")
if isinstance(trades, list) and trades:
rows = []
for trade in trades:
if not isinstance(trade, dict):
continue
trade_id = trade.get("id")
if not trade_id:
continue
ts = _parse_ts(trade.get("timestamp"), assume_local=False)
logical_ts = _parse_ts(trade.get("_logical_time"), assume_local=False) or ts
rows.append(
(
scope_user,
scope_run,
trade_id,
trade.get("order_id"),
trade.get("symbol"),
trade.get("side"),
float(trade.get("qty", 0.0)),
float(trade.get("price", 0.0)),
ts,
logical_ts,
)
)
if rows:
execute_values(
cur,
"""
INSERT INTO paper_trade (
user_id, run_id, id, order_id, symbol, side, qty, price, timestamp, logical_time
)
VALUES %s
ON CONFLICT DO NOTHING
""",
rows,
)
equity_curve = store.get("equity_curve")
if isinstance(equity_curve, list) and equity_curve:
rows = []
for point in equity_curve:
if not isinstance(point, dict):
continue
ts = _parse_ts(point.get("timestamp"), assume_local=True)
logical_ts = _parse_ts(point.get("_logical_time"), assume_local=True) or ts
if ts is None:
continue
rows.append(
(
scope_user,
scope_run,
ts,
logical_ts,
float(point.get("equity", 0.0)),
float(point.get("pnl", 0.0)),
)
)
if rows:
execute_values(
cur,
"""
INSERT INTO paper_equity_curve (user_id, run_id, timestamp, logical_time, equity, pnl)
VALUES %s
ON CONFLICT DO NOTHING
""",
rows,
)
def get_funds(self, cur=None):
store = self._load_store(cur=cur)
cash = float(store.get("cash", 0))
positions = store.get("positions", {})
positions_value = 0.0
for position in positions.values():
qty = float(position.get("qty", 0))
last_price = float(position.get("last_price", position.get("avg_price", 0)))
positions_value += qty * last_price
total_equity = cash + positions_value
return {
"cash_available": cash,
"invested_value": positions_value,
"cash": cash,
"used_margin": 0.0,
"available": cash,
"net": total_equity,
"total_equity": total_equity,
}
def get_positions(self, cur=None):
store = self._load_store(cur=cur)
positions = store.get("positions", {})
return [
{
"symbol": symbol,
"qty": float(data.get("qty", 0)),
"avg_price": float(data.get("avg_price", 0)),
"last_price": float(data.get("last_price", data.get("avg_price", 0))),
}
for symbol, data in positions.items()
]
def get_orders(self, cur=None):
store = self._load_store(cur=cur)
orders = []
for order in store.get("orders", []):
if isinstance(order, dict):
order = {k: v for k, v in order.items() if k != "_logical_time"}
orders.append(order)
return orders
def get_trades(self, cur=None):
store = self._load_store(cur=cur)
trades = []
for trade in store.get("trades", []):
if isinstance(trade, dict):
trade = {k: v for k, v in trade.items() if k != "_logical_time"}
trades.append(trade)
return trades
def get_equity_curve(self, cur=None):
store = self._load_store(cur=cur)
points = []
for point in store.get("equity_curve", []):
if isinstance(point, dict):
point = {k: v for k, v in point.items() if k != "_logical_time"}
points.append(point)
return points
def _update_equity_in_tx(
self,
cur,
prices: dict[str, float],
now: datetime,
logical_time: datetime | None = None,
user_id: str | None = None,
run_id: str | None = None,
):
store = self._load_store(cur=cur, for_update=True, user_id=user_id, run_id=run_id)
positions = store.get("positions", {})
for symbol, price in prices.items():
if symbol in positions:
positions[symbol]["last_price"] = float(price)
cash = float(store.get("cash", 0))
positions_value = 0.0
for symbol, position in positions.items():
qty = float(position.get("qty", 0))
price = float(position.get("last_price", position.get("avg_price", 0)))
positions_value += qty * price
equity = cash + positions_value
pnl = equity - float(self.initial_cash)
ts_for_equity = logical_time or now
store.setdefault("equity_curve", []).append(
{
"timestamp": _format_local_ts(ts_for_equity),
"_logical_time": _format_local_ts(ts_for_equity),
"equity": equity,
"pnl": pnl,
}
)
store["positions"] = positions
self._save_store(store, cur=cur, user_id=user_id, run_id=run_id)
insert_engine_event(
cur,
"EQUITY_UPDATED",
data={
"timestamp": _format_utc_ts(ts_for_equity),
"equity": equity,
"pnl": pnl,
},
)
return equity
def update_equity(
self,
prices: dict[str, float],
now: datetime,
cur=None,
logical_time: datetime | None = None,
user_id: str | None = None,
run_id: str | None = None,
):
if cur is not None:
return self._update_equity_in_tx(
cur,
prices,
now,
logical_time=logical_time,
user_id=user_id,
run_id=run_id,
)
def _op(cur, _conn):
return self._update_equity_in_tx(
cur,
prices,
now,
logical_time=logical_time,
user_id=user_id,
run_id=run_id,
)
return run_with_retry(_op)
def _place_order_in_tx(
self,
cur,
symbol: str,
side: str,
quantity: float,
price: float | None,
logical_time: datetime | None = None,
user_id: str | None = None,
run_id: str | None = None,
):
scope_user, scope_run = _resolve_scope(user_id, run_id)
store = self._load_store(cur=cur, for_update=True, user_id=scope_user, run_id=scope_run)
side = side.upper().strip()
qty = float(quantity)
if price is None:
price = fetch_live_price(symbol)
price = float(price)
logical_ts = logical_time or datetime.utcnow().replace(tzinfo=timezone.utc)
timestamp = logical_ts
timestamp_str = _format_utc_ts(timestamp)
logical_ts_str = _format_utc_ts(logical_ts)
order_id = _deterministic_id(
"ord",
[
scope_user,
scope_run,
_normalize_ts_for_id(logical_ts),
symbol,
side,
_stable_num(qty),
_stable_num(price),
],
)
order = {
"id": order_id,
"symbol": symbol,
"side": side,
"qty": qty,
"requested_qty": qty,
"filled_qty": 0.0,
"price": price,
"requested_price": price,
"average_price": 0.0,
"status": "REJECTED",
"timestamp": timestamp_str,
"_logical_time": logical_ts_str,
}
if qty <= 0 or price <= 0:
store.setdefault("orders", []).append(order)
self._save_store(store, cur=cur, user_id=user_id, run_id=run_id)
insert_engine_event(cur, "ORDER_PLACED", data=order)
return order
positions = store.get("positions", {})
cash = float(store.get("cash", 0))
trade = None
if side == "BUY":
cost = qty * price
if cash >= cost:
cash -= cost
existing = positions.get(symbol, {"qty": 0.0, "avg_price": 0.0, "last_price": price})
new_qty = float(existing.get("qty", 0)) + qty
prev_cost = float(existing.get("qty", 0)) * float(existing.get("avg_price", 0))
avg_price = (prev_cost + cost) / new_qty if new_qty else price
positions[symbol] = {
"qty": new_qty,
"avg_price": avg_price,
"last_price": price,
}
order["status"] = "FILLED"
order["filled_qty"] = qty
order["average_price"] = price
trade = {
"id": _deterministic_id("trd", [order_id]),
"order_id": order_id,
"symbol": symbol,
"side": side,
"qty": qty,
"price": price,
"timestamp": timestamp_str,
"_logical_time": logical_ts_str,
}
store.setdefault("trades", []).append(trade)
elif side == "SELL":
existing = positions.get(symbol)
if existing and float(existing.get("qty", 0)) >= qty:
cash += qty * price
remaining = float(existing.get("qty", 0)) - qty
if remaining > 0:
existing["qty"] = remaining
existing["last_price"] = price
positions[symbol] = existing
else:
positions.pop(symbol, None)
order["status"] = "FILLED"
order["filled_qty"] = qty
order["average_price"] = price
trade = {
"id": _deterministic_id("trd", [order_id]),
"order_id": order_id,
"symbol": symbol,
"side": side,
"qty": qty,
"price": price,
"timestamp": timestamp_str,
"_logical_time": logical_ts_str,
}
store.setdefault("trades", []).append(trade)
store["cash"] = cash
store["positions"] = positions
store.setdefault("orders", []).append(order)
self._save_store(store, cur=cur, user_id=user_id, run_id=run_id)
insert_engine_event(cur, "ORDER_PLACED", data=order)
if trade is not None:
insert_engine_event(cur, "TRADE_EXECUTED", data=trade)
insert_engine_event(cur, "ORDER_FILLED", data={"order_id": order_id})
return order
def place_order(
self,
symbol: str,
side: str,
quantity: float,
price: float | None = None,
cur=None,
logical_time: datetime | None = None,
user_id: str | None = None,
run_id: str | None = None,
):
if cur is not None:
return self._place_order_in_tx(
cur,
symbol,
side,
quantity,
price,
logical_time=logical_time,
user_id=user_id,
run_id=run_id,
)
def _op(cur, _conn):
return self._place_order_in_tx(
cur,
symbol,
side,
quantity,
price,
logical_time=logical_time,
user_id=user_id,
run_id=run_id,
)
return run_with_retry(_op)