إj$5&dZddlmZddlmZmZddlmZddlmZddl m Z eGddZ eGd d Z eGd d Z ed GddZed GddZGddeZGddeZy)u APEX V16 — Broker abstract interface. Defines the contract that any broker adapter must implement. TopstepX adapter (existing, reused from V15) will be wrapped/extended to implement this interface in a follow-up step. Why an interface here even though we only have one broker today: 1. Enables MockBroker for unit/integration tests without API keys 2. Future-proofs if we add a second broker 3. Forces explicit thinking about what the orchestrator actually needs from "the broker" (read-only ops vs order ops) ) annotations)ABCabstractmethod) dataclass)datetime)OptionalceZdZUdZded<dZded<dZded<dZded<dZd ed <dZ d ed <dZ d ed <dZ d ed <dZ ded<y) OrderResultz6Result of placing a market order with bracket (SL+TP).boolsuccessNOptional[float] entry_pricesl_pricetp_price Optional[str]entry_idstop_id target_iderrorOptional[dict]raw) __name__ __module__ __qualname____doc____annotations__rrrrrrrr)/home/work/apex_v16/broker/broker_base.pyr r sZ@ M#'K' $Ho$ $Ho$"Hm"!G]!#I}#E=Crr cHeZdZUdZded<ded<ded<ded<d Zd ed <y ) Positionz%Broker-side position (live snapshot).strsymbol directionint contractsfloat avg_priceNrr)rrrrrrrrrr!r!)s$/ KNNCrr!c8eZdZUdZded<dZded<dZded<y) CancelResultzResult of canceling an order.r r Nrorder_idr)rrrrrr+rrrrr*r*3s' M"Hm"E=rr*T)frozencDeZdZUdZded<ded<ded<ded<ded <y ) Ordera  Pending order on the broker side (read-only snapshot). Used by Reconciler to detect naked SL/TP orphans (V15-BUG-9). `kind` is normalized across brokers: TopstepX type=1 -> "LIMIT", type=4 -> "STOP", type=2 -> "MARKET", anything else -> "OTHER". r"r+r#kindr'pricer%r&Nrrrrrrrrr.r.;s"M K I LNrr.cXeZdZUdZded<ded<ded<ded<ded <ded <ded <y ) ClosedTradeuv Trade that closed broker-side (read-only snapshot). Used by Reconciler case (ii) — when state thinks a trade is open but broker has no position, fetch recent_trades and recover P&L so RiskManager counters (daily_pnl, consecutive_sl_count) remain consistent across crashes. `closed_at` is ISO-8601 string from the broker (no parsing in V16). r"trade_idr#r%r&sider' exit_pricepnl_usd closed_atNr1rrrr3r3Ks- M KN I NNrr3ceZdZdZy)BrokerReadErrorua Raised when a broker READ operation cannot determine the true state of the broker side (positions, orders, balance) due to transport, auth, or account-resolution failure. Critical distinction from "empty result": a [] return means the broker confirmed there are no positions; raising BrokerReadError means we DON'T KNOW. Callers that gate destructive actions (e.g., trade_opener._open_live's pre-check before place_market_bracket) MUST treat read failure as 'unknown', NOT as 'flat' — silent [] on transport failure caused the 28 apr 6J duplicate-bracket incident. N)rrrrrrrr:r:ds   rr:c"eZdZUdZdZded<eddZeddZeddZ eddZ edd d Z edd!d Z e d" d#d Z d d d d$dZed d d dd d%dZe d&dZe d'dZed(dZed)dZe d d*dZe d+dZe d,dZed-dZed.dZy )/ BrokerBaseaX Abstract broker. All methods are async (orchestrator runs async loop). Implementations should: - Wrap any SDK exceptions into structured results (no raw exceptions leaking to orchestrator) - Use rate limiting / retries internally where appropriate - Be idempotent where possible (e.g., position queries) BASEr"namecKtw)zz,BrokerBase.get_daily_rpnl..sEU199#34Es#%)rW Exceptionr'sum TypeError ValueError)rCrUrVtradess rget_daily_rpnlzBrokerBase.get_daily_rpnlso& --Te-TTF EfEEF F U  :&  sNA"><>A A"> A A" A  A" AA"AA"ATR)sl_absolute_pricesl_tickstp_ticks sl_sourcecKtw)a Place a market order with attached SL and TP (bracket order). Implementations should ensure SL/TP are attached to the broker after the entry fills (V15 used a 4-step REST flow for this: market order -> poll fill -> attach SL -> attach TP). Returns: OrderResult.success=True with all IDs populated on success, OrderResult.success=False with error message on failure. r@) rCr#r$r&rrrdrerfrgs rplace_market_bracketzBrokerBase.place_market_brackets2"!rFcKtw)a& Place a standalone STOP order (used to re-attach SL after a bracket-place failure recovers an orphan position). `side` is the protective side (opposite of the entry: BUY entry -> SELL stop). OrderResult.entry_id holds the new stop order id on success. r@)rCr#r5r& stop_prices rplace_stop_orderzBrokerBase.place_stop_order"!rFcKtw)z Place a standalone LIMIT order (used to re-attach TP after a bracket-place failure recovers an orphan position). `side` is the protective side. OrderResult.entry_id holds the new target order id on success. r@)rCr#r5r& limit_prices rplace_limit_orderzBrokerBase.place_limit_orderrmrFcKtw)z@Cancel a pending order. `symbol` is required for broker routing.r@)rCr#r+s r cancel_orderzBrokerBase.cancel_order(rErFcKtw)z Cancel all pending orders for symbol (used in cleanup of orphan SL/TP after position closes). Returns count canceled. r@rLs rcancel_all_for_symbolz BrokerBase.cancel_all_for_symbol-rPrFcKtw)zk Market-close a position (full or partial). contracts=None means close everything. r@)rCr#r&s rclose_positionzBrokerBase.close_position5rSrFc Ktw)uRV18 12-mag — chiusura parziale via ordine contrario + ricostruzione bracket. Sostituisce `close_position(size=N)` per gli asset (es. 6A) su cui ProjectX `/Position/partialCloseContract` ritorna 400. Flow: 1. Market order direzione opposta per `contracts_to_close` (chiude metà) 2. Cancella `old_stop_order_id` e `old_target_order_id` (bracket originale) 3. Piazza nuovo STOP @ `new_sl_price` su `residual_contracts` 4. Piazza nuovo LIMIT (TP) @ `new_tp_price` su `residual_contracts` `direction` = direzione del trade originale (BUY/SELL); l'ordine di chiusura usa il side opposto, e gli stop/limit del nuovo bracket riusano lo stesso side opposto (com'è già la convenzione in place_market_bracket). OrderResult.success indica il successo dello STEP 1 (closing market). Se step 1 ok ma 3/4 falliscono, il broker emergency-closes per evitare posizione senza SL. stop_id / target_id valorizzati con i nuovi ID (caller aggiorna `entry.stop_order_id` / `target_order_id`). r@) rCr#r$contracts_to_closeresidual_contracts new_sl_price new_tp_priceold_stop_order_idold_target_order_ids r partial_close_via_opposite_orderz+BrokerBase.partial_close_via_opposite_orderAs@"!rFcKtw)zp Modify the stop price of an existing SL order (used for breakeven and trailing stops). r@)rCr#r+rzs r modify_stopzBrokerBase.modify_stopcs"!rFcKtw)u# Current account balance/equity in USD. Used by sizing for position calculation. Implementations should rely on broker-side caching (SDK socket-pushed account_info); V16 adds no own cache. Raises on transport/auth failure — caller decides fallback. r@rBs rget_account_balancezBrokerBase.get_account_balancets"!rFcKtw)a Fetch the most recent N bars for `symbol` at `timeframe`. timeframe values: "5min" / "1hour" / "4hour" (V16 standard). Returns a pandas DataFrame with columns [open, high, low, close, volume]; empty DataFrame if no data. Used by analysis.market_data.BrokerMarketDataProvider to feed build_tech_snapshot. Promoted to abstract in Phase C1 (was duck-typed before). r@)rCr# timeframens r fetch_barszBrokerBase.fetch_barss"!rF)returnr )rNone)r#r"rr )N)r#rrzlist[Position])r#rrz list[Order])NN2)r#rrUOptional[datetime]rVr%rzlist[ClosedTrade])rUrrVr%rr )r#r"r$r"r&r%rr'rr'rdr re Optional[int]rfrrgr"rr ) r#r"r5r"r&r%rkr'rr ) r#r"r5r"r&r%ror'rr )r#r"r+r"rr*)r#r"rr%)r#r"r&rrr )r#r"r$r"rxr%ryr%rzr'r{r'r|rr}rrr )r#r"r+r"rzr'rr )rr')r#r"rr"rr%)rrrrr>rrrDrHrJrMrOrRrWrbrirlrprrrtrvr~rrrrrrr<r<xs4D# """""""""" " "!%$( """" "  ""(%) "   @.2"&"&""" "  "  "+" " "" ""4""" "  "  "" """ "  "  "" """"$( " "! "  " """" "  "  "")"+" ""B " " " "  " " "" " "rr<N)r __future__rabcrr dataclassesrrtypingrr r!r*r.r3r]r:r<rrrrs ##!             $    $0  i  (W"W"r