i7 >UdZddlmZddlZddlmZddlmZmZddl m Z m Z ddl m Z m Z ddlmZmZmZmZdd lmZmZe r dd lmZdd lmZej4d ZeGd dZeGddZGddZddddddddddd Zde d<d!d Z!y)"u APEX V16 — State / broker reconciliation. Root-cause solution for V15-BUG-9 (state-broker desync). Applies a 5-case decision matrix between `state.active_trades` and the broker's view of the world (positions + pending orders), at startup and periodically during the run. Decision matrix --------------- For each (state, broker) pair on a symbol: (i) state OPEN + broker OPEN + sizes match -> OK, no action. (ii) state OPEN + broker FLAT -> position closed broker-side while bot was down. Recover realized P&L from `broker.recent_trades` if the trade matches by symbol + contracts + post-opened_at timestamp; classify win/loss and call risk_manager.update_daily_pnl + register_*. Either way, drop the trade from state.active_trades. (iii) state FLAT + broker OPEN -> position exists broker-side that V16 didn't open. Conservative policy: LOG-ONLY (do NOT auto-adopt). Operator decides whether to flatten manually or restart with a state file that includes the trade. Auto-adopt would inject an unsafe TradeEntry with zero indicators-at-entry (V15-BUG-2/5 territory). (iv) state OPEN + broker OPEN + sizes mismatch -> partial fill / partial close happened broker-side. Update runtime contracts and (best-effort) flag inconsistency. For V16 conservative path: LOG-ONLY warning; treat the trade as still open with state-recorded size. (v) broker has pending SL/TP orders without a matching position ("naked orphan orders") -> cancel or LOG-ONLY (current policy: log-only, V15 _watchdog_naked_positions parity). Why log-only for ambiguous cases: V16 is stricter than V15 on auto-adopt. V15 sometimes inferred positions from broker state; that masked the real bug (state save failures) and produced "phantom" entries with no indicators. V16 prefers explicit operator action over silent auto-recovery. Watchdog cadence: Orchestrator calls `watchdog_naked_positions()` every N iterations (V15 parity: roughly every 30s). Cheaper than full reconcile_startup because it only checks for naked positions (case v), which is the only one that can newly emerge mid-run without a state mutation. ) annotationsN) defaultdict) dataclassfield)datetimetimezone) TYPE_CHECKINGOptional) BrokerBase ClosedTradeOrderPosition) BrainName Direction) SessionState) RiskManagerreconciliationceZdZUdZeeZded<eeZded<eeZ ded<eeZ ded<eeZ ded<eeZ ded <d Z d ed <y )ReconciliationReportzAOutcome of a reconcile_startup() call. Fields are counts by case.default_factory list[str] case_i_okcase_ii_state_open_broker_flatcase_ii_recovered_via_historycase_iii_state_flat_broker_opencase_iv_size_mismatchcase_v_naked_ordersgfloatpnl_recovered_usdN)__name__ __module__ __qualname____doc__rlistr__annotations__rrrrrr ,/home/work/apex_v16/broker/reconciliation.pyrrLsoK 6Iy605d0K"IK/4T/J!9J16t1L#YL',T'B9B%*4%@@"u"r(rc.eZdZUdZeeZded<y)NakedPositionsReportz-Outcome of a watchdog_naked_positions() call.rr naked_symbolsN)r!r"r#r$rr%r,r&r'r(r)r+r+Xs7$T:M9:r(r+cveZdZdZ d d dZdd d dZddZddZe dd Z dd Z y) Reconcilerz Stateless coordinator that runs the 5-case matrix between `SessionState.active_trades` and the broker's open positions / pending orders / recent trade history. Nc<||_||_||_||_y)a Args: broker: a connected BrokerBase. state: the live SessionState (mutated in case ii). risk_manager: required for case (ii) P&L recovery; if None, case (ii) drops the trade without updating daily counters (degraded mode). logger: LoggerBundle. Reconciliation events go to brain_log. N)_broker_state_risk_logger)selfbrokerstate risk_managerloggers r)__init__zReconciler.__init__is   !  r(F)post_reconnectc Kt}||_|jjd{}|jj d{}|Dcic]}|j |}}t |jjj}t |j}t|D]U} |jj| } | j} | |vr|| } | j| jk(r:|jj| |jd| | j|j j| |jd| | j| j|j"j| |j%| d{} | 0|j&j| |xj(| z c_|jjj+| dX||z D]K} || } |j,j| |jd| | j| j.M|j1|||_|j2D]} |jd| |jd t5|d d t7|jt7|j"t7|j&t7|j,t7|j t7|j2|j( |S77cc}w7w)a  Full reconciliation between state and broker. Run once at boot, after broker.connect, before orchestrator.run(). Also run after mid-loop reconnect (C2b), with post_reconnect=True so the events log distinguishes the two phases. Returns a ReconciliationReport. Mutates state.active_trades for case (ii) only (drop the trade after attempting P&L recovery). Idempotent: a second invocation finds no remaining case (ii) ghosts and is effectively a no-op for state mutation. Nrecon_case_i_ok)symbol contractsrecon_case_iv_size_mismatch)r=state_contractsbroker_contracts%recon_case_iii_state_flat_broker_open)r=rA directionrecon_case_v_naked_orderr=recon_startup_done_post_reconnectF)r:case_icase_iicase_ii_recoveredcase_iiicase_ivcase_vr )rrGr0 positions_getpending_ordersr=setr1 active_tradeskeysr%entryr>rappend_logrr_recover_case_iirr poprrC_find_naked_ordersrgetattrlen)r4r:report positionspendingpbroker_pos_by_symbol state_symbolsbroker_symbolsr=atrSbp recovered_pnls r)reconcile_startupzReconciler.reconcile_startups&'-,,4466  3355"+5 AHHaK5 5 DKK55::<= 16689=)  A75 5 6!DsA/MM !MMMM0E M<M=FMMMc4K|jjd{}|s tS|jjd{}|j ||}|D]}|j d|tt |S7s7Gw)a Lightweight periodic check: scan broker positions + pending orders for naked positions (position without protective SL). V15 parity (_watchdog_naked_positions, riga 2035-2115). Currently LOG-ONLY: V15 chose not to auto-flatten because operator review is safer on naked positions (a missed SL is rare and usually a transient broker quirk). V16 calibration may decide to escalate. Nwatchdog_naked_positionrE)r,)r0rNr+rOrXrUr%)r4r\r]nakedr=s r)watchdog_naked_positionsz#Reconciler.watchdog_naked_positionss,,4466 ') ) 3355'' 7; @F II/I ? @#$u+>>76s"BB-BBABBc K|jy|jjj|}|y |jj }|j |jtj}|jj||dd{}|s|jd|y|d }t!|j"}|jj$}|t&j(j*t&j,j*fvrt&j(j*}|d kD} |jj/|| | | r|jj1|n|jj3||jd ||| ||j4|j6 |S7%#t$r%}tjd|d|Yd}~yd}~wwxYww) a Try to fetch the close P&L from broker history and apply it to risk_manager counters. Returns the recovered pnl_usd if a match was found, None otherwise. Match heuristic (V15 _fetch_last_close_price parity): - symbol contractId tag matches - profitAndLoss != 0 - closed_at >= entry.opened_at (allow 5min skew either way) - take the most recent matching trade N)tzinfo2)r=sincelimitz_recover_case_ii(z) recent_trades raised: recon_case_ii_no_history_matchrEr)is_winbrainrecon_case_ii_recovered)r=pnl_usdrprq exit_price closed_at)r2r1rQgetrS opened_atrkreplacerutcr0 recent_trades ExceptionlogwarningrUrrs brain_namerTFvalueMRupdate_daily_pnlregister_tp_hitregister_sl_hitrtru) r4r=rbsince_dttradeselatestpnlrqrps r)rVzReconciler._recover_case_iis ::  [[ & & * *6 2 : xx))H&#++8<<+@<<55XR6F II6vI FFNN### ++Y\\-?-?@ @LL&&Eq ##Ce#D  JJ & &v . JJ & &v . +#..",,  . E  KK+F83KA3O P sB6G5A#GGG!D G5G G2 G-(G5-G22G5ctt}|D]*}||jj|j,g}|D]Bt fd|j D}|r(|jjD|S)z V15 parity (_watchdog_naked_positions riga 2080-2105): a position is "naked" if it has no STOP order on its contractId. Missing TP is not flagged. c3\K|]#\}}tj|xrd|v%yw)STOPN)_contract_matches_symbolr=).0cidkindsr^s r) z0Reconciler._find_naked_orders..>s;C)37$eO$s),)rrPr=addkindanyitemsrT)r\r]protection_per_contractorhhas_stopr^s @r)rXzReconciler._find_naked_orders,s8C37G :A #AHH - 1 1!&& 9 : 'A#:"?"?"AH  QXX& ' r(c |j) |jjj|fi|ytj d||y#t$rY#wxYw)Nz [recon] %s %s)r3 brain_logwriter{r|info)r4eventfieldss r)rUzReconciler._logGsY << # , &&,,U=f= %0  s'A AA)NN)r5r r6z'SessionState'r7zOptional['RiskManager']returnNone)r:boolrr)rr+)r=strrzOptional[float])r\zlist[Position]r]z list[Order]rr)rrrr) r!r"r#r$r9rerirV staticmethodrXrUr'r(r)r.r.bs15 .   4).R!%R Rp?.9v! 41r(r.BP6EU6A6JY6CA6ESNQYMMGCMCL) 6B6E6A6J6CMESMNQMYMrrzdict[str, str]_SYMBOL_TAG_MAPcL|r|sy||k(rytj||}||vS)NFT)rrv)r= contract_idtags r)rr]s2 f   ff -C + r()r=rrrrr)"r$ __future__rlogging collectionsr dataclassesrrrrtypingr r broker.broker_baser r r rcore.contractsrrpersistence.state_storertrading.risk_managerr getLoggerr|rr+r.rr&rr'r(r)rs2h##('*GG/40g() ## # ;; ;l1l1l uDU d5# r(