siloqy/prod/clean_arch/dita/trade.py

"""Trade execution and single-slot FSM."""

from __future__ import annotations

from dataclasses import dataclass, field
from datetime import datetime
from typing import Any, Dict, List, Optional, Sequence

from .contracts import DecisionAction, Intent, TradeEvent, TradePosition, TradeSide, TradeStage


@dataclass(frozen=True)
class TradeExecutionResult:
    """Result of applying an intent to a trade slot."""

    intent: Intent
    receipt: Optional[Any]
    stages: Sequence[TradeStage]
    position_before: Optional[TradePosition]
    position_after: Optional[TradePosition]
    partial_close: bool = False


class TradeExecutor:
    """Single-slot trade FSM.

    Owns the live position and translates executable intents into exchange
    requests and canonical lifecycle stages.
    """

    def __init__(self) -> None:
        self.position: Optional[TradePosition] = None
        self.trade_history: List[TradeEvent] = []

    def execute(self, intent: Intent, exchange: Any, capital_before: float) -> TradeExecutionResult:
        position_before = self._clone_position(self.position)
        if intent.action == DecisionAction.ENTER:
            return self._execute_enter(intent, exchange, capital_before, position_before)
        if intent.action == DecisionAction.EXIT:
            return self._execute_exit(intent, exchange, capital_before, position_before)
        return TradeExecutionResult(
            intent=intent,
            receipt=None,
            stages=(TradeStage.INTENT_CREATED,),
            position_before=position_before,
            position_after=self._clone_position(self.position),
        )

    def apply_fill(self, receipt: Any, intent: Intent) -> None:
        if receipt is None:
            return
        if intent.action == DecisionAction.ENTER and receipt.status == "FILLED":
            self.position = TradePosition(
                trade_id=intent.trade_id,
                asset=intent.asset,
                side=intent.side,
                entry_price=receipt.fill_price,
                entry_time=intent.timestamp,
                size=receipt.fill_size,
                leverage=intent.leverage,
                entry_velocity_divergence=float(
                    intent.metadata.get("entry_velocity_divergence", intent.metadata.get("velocity_divergence", 0.0))
                ),
                entry_irp_alignment=float(intent.metadata.get("entry_irp_alignment", intent.confidence)),
                current_price=receipt.fill_price,
                initial_size=receipt.fill_size,
                exit_leg_ratios=tuple(intent.exit_leg_ratios),
            )
            return
        if intent.action == DecisionAction.EXIT and self.position is not None and receipt.status == "FILLED":
            self.position.size = max(0.0, float(receipt.remaining_size))
            self.position.exit_price = receipt.fill_price
            self.position.realized_pnl += receipt.realized_pnl
            self.position.mark_price(receipt.fill_price)
            self.position.closed = self.position.size <= 1e-12
            self.position.close_reason = intent.reason if self.position.closed else "PARTIAL_" + intent.reason
            if self.position.closed:
                self.position = None

    def _execute_enter(self, intent: Intent, exchange: Any, capital_before: float, position_before: Optional[TradePosition]) -> TradeExecutionResult:
        if self.position is not None and not self.position.closed:
            return TradeExecutionResult(intent=intent, receipt=exchange.reject(intent, "POSITION_ALREADY_OPEN"), stages=(TradeStage.ORDER_REQUESTED,), position_before=position_before, position_after=self._clone_position(self.position))
        receipt = exchange.submit(intent)
        stages = (TradeStage.ORDER_REQUESTED, TradeStage.ORDER_SENT)
        if receipt and receipt.status == "FILLED":
            self.apply_fill(receipt, intent)
            stages = stages + (TradeStage.ORDER_ACKED, TradeStage.POSITION_OPENED)
        return TradeExecutionResult(intent=intent, receipt=receipt, stages=stages, position_before=position_before, position_after=self._clone_position(self.position))

    def _execute_exit(self, intent: Intent, exchange: Any, capital_before: float, position_before: Optional[TradePosition]) -> TradeExecutionResult:
        if self.position is None or self.position.closed:
            return TradeExecutionResult(intent=intent, receipt=exchange.reject(intent, "NO_OPEN_POSITION"), stages=(TradeStage.EXIT_REQUESTED,), position_before=position_before, position_after=None)
        receipt = exchange.submit(intent)
        stages = [TradeStage.EXIT_REQUESTED, TradeStage.EXIT_SENT]
        if receipt and receipt.status == "FILLED":
            self.apply_fill(receipt, intent)
            stages.append(TradeStage.EXIT_ACKED)
            if self.position is None:
                stages.extend([TradeStage.POSITION_CLOSED, TradeStage.TRADE_TERMINAL_WRITTEN])
            else:
                stages.extend([TradeStage.POSITION_PARTIALLY_CLOSED, TradeStage.POSITION_UPDATED])
        return TradeExecutionResult(
            intent=intent,
            receipt=receipt,
            stages=tuple(stages),
            position_before=position_before,
            position_after=self._clone_position(self.position),
            partial_close=self.position is not None,
        )

    @staticmethod
    def _clone_position(position: Optional[TradePosition]) -> Optional[TradePosition]:
        if position is None:
            return None
        return TradePosition(
            trade_id=position.trade_id,
            asset=position.asset,
            side=position.side,
            entry_price=position.entry_price,
            entry_time=position.entry_time,
            size=position.size,
            leverage=position.leverage,
            entry_velocity_divergence=position.entry_velocity_divergence,
            entry_irp_alignment=position.entry_irp_alignment,
            bars_held=position.bars_held,
            current_price=position.current_price,
            realized_pnl=position.realized_pnl,
            unrealized_pnl=position.unrealized_pnl,
            exit_price=position.exit_price,
            closed=position.closed,
            close_reason=position.close_reason,
            initial_size=position.initial_size,
            exit_leg_ratios=position.exit_leg_ratios,
            exit_leg_index=position.exit_leg_index,
        )


def decision_confidence_from_intent(intent: Intent) -> float:
    return max(0.0, min(1.0, float(intent.confidence)))