Add broker reconciliation and live equity schema migrations

db_migrations/20260409_broker_order_state.sql

@@ -0,0 +1,40 @@
+BEGIN;
+
+CREATE TABLE IF NOT EXISTS broker_order_state (
+  local_order_id TEXT PRIMARY KEY,
+  user_id TEXT NOT NULL REFERENCES app_user(id) ON DELETE CASCADE,
+  run_id TEXT NOT NULL REFERENCES strategy_run(run_id) ON DELETE CASCADE,
+  logical_time TIMESTAMPTZ NOT NULL,
+  broker TEXT NOT NULL,
+  symbol TEXT NOT NULL,
+  side TEXT NOT NULL,
+  broker_order_id TEXT,
+  requested_qty NUMERIC NOT NULL,
+  filled_qty NUMERIC NOT NULL DEFAULT 0,
+  accounted_fill_qty NUMERIC NOT NULL DEFAULT 0,
+  requested_price NUMERIC,
+  average_price NUMERIC,
+  status TEXT NOT NULL,
+  broker_status TEXT,
+  status_message TEXT,
+  needs_reconciliation BOOLEAN NOT NULL DEFAULT FALSE,
+  last_checked_at TIMESTAMPTZ,
+  created_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  CONSTRAINT chk_broker_order_state_status
+    CHECK (status IN ('PENDING','PARTIAL','FILLED','REJECTED','CANCELLED','UNKNOWN'))
+);
+
+CREATE INDEX IF NOT EXISTS idx_broker_order_state_user_run_status
+  ON broker_order_state(user_id, run_id, status);
+
+CREATE INDEX IF NOT EXISTS idx_broker_order_state_reconcile
+  ON broker_order_state(user_id, run_id, needs_reconciliation, last_checked_at);
+
+CREATE INDEX IF NOT EXISTS idx_broker_order_state_broker_order
+  ON broker_order_state(broker_order_id);
+
+CREATE INDEX IF NOT EXISTS idx_broker_order_state_logical_time
+  ON broker_order_state(run_id, logical_time);
+
+COMMIT;

db_migrations/20260409_live_equity_positions_value.sql

@@ -0,0 +1,6 @@
+BEGIN;
+
+ALTER TABLE live_equity_snapshot
+  ADD COLUMN IF NOT EXISTS positions_adjustment_value NUMERIC NOT NULL DEFAULT 0;
+
+COMMIT;

migrate_to_db.py

@@ -1,5 +1,6 @@
 import json
 import math
+import os
 from datetime import datetime, timezone, date
 from pathlib import Path
 
@@ -8,13 +9,27 @@ import psycopg2
 from psycopg2.extras import execute_values, Json
 
 
-DB_CONFIG = {
+APP_ENV = (os.getenv("APP_ENV") or os.getenv("ENVIRONMENT") or "development").strip().lower()
-    "host": "localhost",
+NON_PROD_ENVS = {"development", "dev", "test", "testing", "local"}
-    "port": 5432,
+
-    "dbname": "trading_db",
+
-    "user": "trader",
+def _db_config():
-    "password": "traderpass",
+    is_non_prod = APP_ENV in NON_PROD_ENVS
-}
+    config = {
+        "host": os.getenv("DB_HOST") or os.getenv("PGHOST") or ("localhost" if is_non_prod else None),
+        "port": int(os.getenv("DB_PORT") or os.getenv("PGPORT") or "5432"),
+        "dbname": os.getenv("DB_NAME") or os.getenv("PGDATABASE") or ("trading_db" if is_non_prod else None),
+        "user": os.getenv("DB_USER") or os.getenv("PGUSER") or ("trader" if is_non_prod else None),
+        "password": os.getenv("DB_PASSWORD") or os.getenv("PGPASSWORD"),
+    }
+    if not is_non_prod and (not config["host"] or not config["dbname"] or not config["user"] or not config["password"]):
+        raise RuntimeError("DB_HOST, DB_NAME, DB_USER, and DB_PASSWORD must be configured")
+    if is_non_prod and not config["password"]:
+        config["password"] = "traderpass"
+    return config
+
+
+DB_CONFIG = _db_config()
 
 
 ROOT = Path(__file__).resolve().parent

schema.sql

@@ -391,3 +391,43 @@ CREATE INDEX IF NOT EXISTS idx_support_request_audit_endpoint_ip_created
 
 CREATE INDEX IF NOT EXISTS idx_support_request_audit_ticket_created
   ON support_request_audit(ticket_hash, created_at DESC);
+
+ALTER TABLE live_equity_snapshot
+  ADD COLUMN IF NOT EXISTS positions_adjustment_value NUMERIC NOT NULL DEFAULT 0;
+
+CREATE TABLE IF NOT EXISTS broker_order_state (
+  local_order_id TEXT PRIMARY KEY,
+  user_id TEXT NOT NULL REFERENCES app_user(id) ON DELETE CASCADE,
+  run_id TEXT NOT NULL REFERENCES strategy_run(run_id) ON DELETE CASCADE,
+  logical_time TIMESTAMPTZ NOT NULL,
+  broker TEXT NOT NULL,
+  symbol TEXT NOT NULL,
+  side TEXT NOT NULL,
+  broker_order_id TEXT,
+  requested_qty NUMERIC NOT NULL,
+  filled_qty NUMERIC NOT NULL DEFAULT 0,
+  accounted_fill_qty NUMERIC NOT NULL DEFAULT 0,
+  requested_price NUMERIC,
+  average_price NUMERIC,
+  status TEXT NOT NULL,
+  broker_status TEXT,
+  status_message TEXT,
+  needs_reconciliation BOOLEAN NOT NULL DEFAULT FALSE,
+  last_checked_at TIMESTAMPTZ,
+  created_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  CONSTRAINT chk_broker_order_state_status
+    CHECK (status IN ('PENDING','PARTIAL','FILLED','REJECTED','CANCELLED','UNKNOWN'))
+);
+
+CREATE INDEX IF NOT EXISTS idx_broker_order_state_user_run_status
+  ON broker_order_state(user_id, run_id, status);
+
+CREATE INDEX IF NOT EXISTS idx_broker_order_state_reconcile
+  ON broker_order_state(user_id, run_id, needs_reconciliation, last_checked_at);
+
+CREATE INDEX IF NOT EXISTS idx_broker_order_state_broker_order
+  ON broker_order_state(broker_order_id);
+
+CREATE INDEX IF NOT EXISTS idx_broker_order_state_logical_time
+  ON broker_order_state(run_id, logical_time);