siloqy/prod/clean_arch/violet/scripted_venue.py

"""VIOLET V2: ScriptedVenue — per-order directives over the MOCK venue.

Subclasses ``MockVenueAdapter`` (zero edits to the shared module) to give
tests deterministic, per-trade control over whether a maker quote fills
immediately, rests then fills, rests until TTL expiry, rejects post-only,
rejects the cancel, or fills in the race window between TTL fire and the
CANCEL round-trip (the late-WS-fill case production sees).

Deferred fills are released through ``reconcile()`` — the exact seam the
production runtime drains via ``pump_venue_events`` — NEVER through the
parent's ``subscribe()`` 50 ms poll, which would put an artificial floor
under the V2 latency gate.
"""

from __future__ import annotations

from dataclasses import dataclass
from enum import Enum
from typing import Dict, List, Optional, Tuple

from prod.clean_arch.dita_v2.contracts import (
    KernelEventKind,
    KernelIntent,
    VenueEvent,
    VenueEventStatus,
    VenueOrder,
    VenueOrderStatus,
)
from prod.clean_arch.dita_v2.mock_venue import MockVenueAdapter, MockVenueScenario

from .clock import mono_ns
from .domain import typed


class Directive(str, Enum):
    IMMEDIATE_FILL = "immediate_fill"
    REST_THEN_FILL = "rest_then_fill"
    REST_THEN_EXPIRE = "rest_then_expire"
    POST_ONLY_REJECT = "post_only_reject"
    CANCEL_REJECT = "cancel_reject"            # rests; cancel is rejected
    FILL_RACES_CANCEL = "fill_races_cancel"    # rests; fill lands during cancel


@dataclass
class _Script:
    directive: Directive
    fill_delay_ms: float = 0.0


class ScriptedVenue(MockVenueAdapter):
    """MockVenueAdapter + per-trade_id directives.

    Directive lookup is longest-prefix: a directive set for ``T1`` also
    governs ``T1-r1``/``T1-m`` unless those register their own — retry
    chains can change behavior mid-scenario.
    """

    def __init__(self, scenario: Optional[MockVenueScenario] = None):
        super().__init__(scenario)
        self._scripts: Dict[str, _Script] = {}
        self._intents: Dict[str, KernelIntent] = {}       # venue_order_id → intent
        self._pending_fills: List[Tuple[int, str]] = []   # (due_mono_ns, venue_order_id)
        self.submits: List[str] = []
        self.cancels: List[str] = []

    # ── scripting API ─────────────────────────────────────────────────────────

    @typed
    def set_directive(self, trade_id_prefix: str, directive: Directive,
                      *, fill_delay_ms: float = 0.0) -> None:
        self._scripts[trade_id_prefix] = _Script(directive, fill_delay_ms)

    def _script_for(self, trade_id: str) -> Optional[_Script]:
        if trade_id in self._scripts:
            return self._scripts[trade_id]
        best = None
        for prefix in self._scripts:
            if trade_id.startswith(prefix):
                if best is None or len(prefix) > len(best):
                    best = prefix
        return self._scripts.get(best) if best else None

    # ── venue surface ─────────────────────────────────────────────────────────

    def submit(self, intent: KernelIntent) -> List[VenueEvent]:
        self.submits.append(intent.trade_id)
        script = self._script_for(intent.trade_id)
        # Venue realism: MARKET orders never rest — directives (keyed by
        # trade_id) only govern LIMIT quotes, so a MARKET fallback that
        # shares the trade_id of a resting maker quote always fills.
        if (script is None or script.directive == Directive.IMMEDIATE_FILL
                or str(intent.order_type) == "MARKET"):
            return super().submit(intent)      # parent default: ACK + FULL_FILL

        order_id = f"V-{next(self._order_seq):08d}"
        order = VenueOrder(
            internal_trade_id=intent.trade_id,
            venue_order_id=order_id,
            venue_client_id=f"{intent.trade_id}:{intent.intent_id}",
            side=intent.side,
            intended_size=float(intent.target_size),
            status=VenueOrderStatus.NEW,
            metadata={"intent_id": intent.intent_id, "action": intent.action.value,
                      "slot_id": intent.slot_id, "asset": intent.asset},
        )
        if script.directive == Directive.POST_ONLY_REJECT:
            return [self._event_from_order(
                intent, order, KernelEventKind.ORDER_REJECT,
                VenueEventStatus.REJECTED, reason="POST_ONLY_WOULD_CROSS")]

        # All REST_* directives: the quote rests — ACK only.
        self._open_orders[order_id] = order
        self._intents[order_id] = intent
        if script.directive == Directive.REST_THEN_FILL:
            due = mono_ns() + int(script.fill_delay_ms * 1_000_000)
            self._pending_fills.append((due, order_id))
        return [self._event_from_order(
            intent, order, KernelEventKind.ORDER_ACK, VenueEventStatus.ACKED)]

    def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
        self.cancels.append(order.internal_trade_id)
        script = self._script_for(order.internal_trade_id)
        if script is not None and script.directive == Directive.FILL_RACES_CANCEL:
            # The fill beat the cancel on the wire: surface it on the next
            # reconcile (= production pump), reject this cancel.
            self._pending_fills.append((0, order.venue_order_id))
            return [self._event_from_order(
                self._dummy_intent(order), order, KernelEventKind.CANCEL_REJECT,
                VenueEventStatus.CANCELED_REJECTED, reason="ORDER_ALREADY_FILLED")]
        if script is not None and script.directive == Directive.CANCEL_REJECT:
            return [self._event_from_order(
                self._dummy_intent(order), order, KernelEventKind.CANCEL_REJECT,
                VenueEventStatus.CANCELED_REJECTED, reason="MOCK_CANCEL_REJECT")]
        return super().cancel(order, reason=reason)

    def reconcile(self) -> List[VenueEvent]:
        """Release pending fills whose due time has passed — the production
        pump path. Fill price = limit price for LIMIT orders, else reference."""
        now = mono_ns()
        out: List[VenueEvent] = []
        keep: List[Tuple[int, str]] = []
        for due, order_id in self._pending_fills:
            if now < due:
                keep.append((due, order_id))
                continue
            order = self._open_orders.get(order_id)
            intent = self._intents.get(order_id)
            if order is None or intent is None:
                continue                        # cancelled before the fill landed
            px = (float(intent.limit_price) if intent.order_type == "LIMIT"
                  and float(intent.limit_price or 0.0) > 0.0
                  else float(intent.reference_price or 0.0))
            out.append(self._event_from_order(
                intent, order, KernelEventKind.FULL_FILL, VenueEventStatus.FILLED,
                price=px, fill_size=float(intent.target_size), remaining_size=0.0))
            self._open_orders[order_id] = VenueOrder(
                internal_trade_id=order.internal_trade_id,
                venue_order_id=order.venue_order_id,
                venue_client_id=order.venue_client_id,
                side=order.side,
                intended_size=order.intended_size,
                filled_size=float(intent.target_size),
                average_fill_price=px,
                status=VenueOrderStatus.FILLED,
                metadata=dict(order.metadata),
            )
        self._pending_fills = keep
        return out