670b739a83
drive_loop.py transcribes pink_direct.py:1089 (the 10-step expiry sequence) warts-and-all against injected ports (ExecPort seam: clock+kernel+venue), so no ambient state (C1). Carries the scar tissue: pump-before-cancel, re-classify-after-cancel (fill races cancel), EXIT never strands→MARKET, slot-busy double-entry guard, fail-safe venue-truth requote gate. SEAM learnings preserved as referenced comments (zero-silent-suppression rule). Decimal sizes (H1). - working.py: WorkingRegistry + WorkingOrder, injected clock, rejected→expire_now (one shared path). contract.py: client_order_id_core(attempt) — unique per attempt (audit H4/FIX). - _constants.py: REQUOTE_HOT_WINDOW_S=5.0 (prov: 2026-06-10 double-entry). - inventory §6: audit build items BI-1..5 folded in. - test_drive_loop.py: 15 scar-tissue tests. Mutation-verified RED under exit-no-escalate (kills 3) and no-hot-window (kills double-entry guard). Full exec_unified suite: 77 green. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
87 lines
3.3 KiB
Python
87 lines
3.3 KiB
Python
"""Working-order registry — the state the drive loop sweeps (spec §7).
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A ``WorkingOrder`` is a maker quote that did not terminally fill on submit: it is either
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resting on the book or was rejected (post-only that would have crossed). Both live here;
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the drive loop resolves them on a TTL sweep.
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The registry reads time through an INJECTED clock (no ambient ``time.monotonic`` — C1
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venue-side portability, and deterministic tests). All sizes/prices are ``Decimal`` — the
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best-practice audit's H1: PINK used float, the port does not.
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Provenance: pink_direct.py working-order lifecycle (register/expired/note_fill/note_cancel,
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L975-1046) + exec_router.py WorkingOrder registry. Audit BI-1 (attempt counter).
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"""
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from __future__ import annotations
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from dataclasses import dataclass, field
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from decimal import Decimal
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from enum import Enum
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from typing import Callable
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from .contract import Side
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class Action(Enum):
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ENTER = "ENTER" # opens/increases a position (ACQUIRE urgency)
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EXIT = "EXIT" # decreases/closes (PROTECT/HARVEST/ROTATE/CATASTROPHIC)
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@dataclass
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class WorkingOrder:
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"""A maker quote in flight. Mutable: ``deadline`` and ``attempt`` evolve as the drive
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loop reprices/retries; identity is ``request_id``."""
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request_id: str # this attempt's id (unique per attempt — audit H4)
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base_request_id: str # parent request (survives retries; FIX OrigClOrdID)
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asset: str
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side: Side
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action: Action
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limit_price: Decimal
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deadline: float # in injected-clock units; <= now() means "resolve me"
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created: float
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attempt: int = 0
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meta: dict = field(default_factory=dict)
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class WorkingRegistry:
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"""In-memory registry of working quotes, swept by the drive loop.
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NOT persisted here — durable/atomic persistence is a venue-seam concern (audit BI-5:
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never /tmp; durable path + tmp-rename). This object is the hot, in-process view.
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"""
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def __init__(self, clock: Callable[[], float]) -> None:
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self._clock = clock
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self._orders: dict[str, WorkingOrder] = {}
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def register(self, wo: WorkingOrder) -> WorkingOrder:
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self._orders[wo.request_id] = wo
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return wo
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def working(self, request_id: str) -> WorkingOrder | None:
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"""The working order for this id, or None if already resolved (fill/cancel raced)."""
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return self._orders.get(request_id)
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def expired(self) -> list[WorkingOrder]:
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"""Every working order whose deadline has passed (snapshot — safe to mutate during)."""
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now = self._clock()
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return [wo for wo in list(self._orders.values()) if now >= wo.deadline]
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def expire_now(self, request_id: str) -> None:
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"""Pull a quote's deadline to now so the next sweep resolves it through the ONE
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shared miss/escalation path (rejected post-only, or a venue CANCEL_ACK surfacing
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via reconcile). pink_direct.py:1010-1011, 1290-1292 — do NOT build a second path.
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"""
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wo = self._orders.get(request_id)
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if wo is not None:
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wo.deadline = self._clock()
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def note_fill(self, request_id: str) -> None:
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self._orders.pop(request_id, None)
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def note_cancel(self, request_id: str) -> None:
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self._orders.pop(request_id, None)
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def __len__(self) -> int:
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return len(self._orders)
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