siloqy/prod/clean_arch/dita_v2/account.py

"""Account projection for DITAv2."""

from __future__ import annotations

from dataclasses import dataclass, field
from datetime import datetime
from typing import Any, Dict, Iterable, Optional
import math

from .contracts import TradeSide, TradeSlot, TradeStage
from .utils import safe_float


@dataclass
class AccountSnapshot:
    """Derived account state."""

    capital: float
    equity: float
    realized_pnl: float = 0.0
    unrealized_pnl: float = 0.0
    open_positions: int = 0
    open_notional: float = 0.0
    fees_paid: float = 0.0
    trade_seq: int = 0
    peak_capital: float = 0.0

    @property
    def leverage(self) -> float:
        if self.capital <= 0 or self.open_notional <= 0:
            return 0.0
        return self.open_notional / self.capital


@dataclass
class AccountProjection:
    """Aggregate account view over all active slots."""

    runtime_namespace: str = "dita_v2"
    strategy_namespace: str = "dita_v2"
    event_namespace: str = "dita_v2"
    actor_name: str = "ExecutionKernel"
    exec_venue: str = "bingx"
    data_venue: str = "binance"
    ledger_authority: str = "exchange"
    min_capital: float = 0.0
    max_capital: Optional[float] = None
    snapshot: AccountSnapshot = field(default_factory=lambda: AccountSnapshot(capital=25_000.0, equity=25_000.0))

    def observe_slots(self, slots: Iterable[TradeSlot]) -> None:
        open_positions = 0
        open_notional = 0.0
        unrealized_pnl = 0.0
        for slot in slots:
            if slot.closed or slot.size <= 0:
                continue
            if slot.fsm_state in {TradeStage.POSITION_OPEN, TradeStage.POSITION_OPENED, TradeStage.ENTRY_WORKING, TradeStage.EXIT_WORKING}:
                open_positions += 1
                mark = safe_float(slot.entry_price, 0.0)
                mark = safe_float(slot.metadata.get("mark_price"), mark)
                open_notional += abs(slot.size) * abs(mark)
                unrealized_pnl += float(slot.unrealized_pnl or 0.0)
        self.snapshot.open_positions = open_positions
        self.snapshot.open_notional = open_notional
        self.snapshot.unrealized_pnl = unrealized_pnl
        self.snapshot.equity = self.snapshot.capital + unrealized_pnl
        if not math.isfinite(self.snapshot.equity):
            self.snapshot.equity = self.snapshot.capital
        if open_notional > 0 and self.snapshot.capital > 0:
            self.snapshot.peak_capital = max(self.snapshot.peak_capital, self.snapshot.capital)

    def settle(self, realized_pnl: float, fees: float = 0.0) -> None:
        realized_pnl = safe_float(realized_pnl, 0.0)
        new_capital = safe_float(self.snapshot.capital + realized_pnl, self.snapshot.capital)
        if self.max_capital is not None:
            new_capital = min(new_capital, self.max_capital)
        new_capital = max(self.min_capital, new_capital)
        self.snapshot.capital = new_capital
        self.snapshot.realized_pnl += realized_pnl
        self.snapshot.fees_paid += safe_float(fees, 0.0)
        self.snapshot.equity = self.snapshot.capital + self.snapshot.unrealized_pnl
        if not math.isfinite(self.snapshot.equity):
            self.snapshot.equity = self.snapshot.capital

    def to_account_event(
        self,
        *,
        timestamp: datetime,
        trade_id: str,
        asset: str,
        side: TradeSide,
        stage: TradeStage,
        reason: str,
        pnl: float = 0.0,
        pnl_pct: float = 0.0,
        bars_held: int = 0,
        metadata: Optional[Dict[str, Any]] = None,
    ) -> Dict[str, Any]:
        self.snapshot.equity = self.snapshot.capital + self.snapshot.unrealized_pnl
        return {
            "timestamp": timestamp.isoformat() if hasattr(timestamp, "isoformat") else str(timestamp),
            "runtime_namespace": self.runtime_namespace,
            "strategy_namespace": self.strategy_namespace,
            "event_namespace": self.event_namespace,
            "actor_name": self.actor_name,
            "exec_venue": self.exec_venue,
            "data_venue": self.data_venue,
            "ledger_authority": self.ledger_authority,
            "capital": float(self.snapshot.capital),
            "equity": float(self.snapshot.equity),
            "open_positions": int(self.snapshot.open_positions),
            "current_open_notional": float(self.snapshot.open_notional),
            "current_account_leverage": float(self.snapshot.leverage),
            "trade_id": trade_id,
            "asset": asset,
            "side": side.value,
            "reason": reason,
            "stage": stage.value,
            "pnl": float(pnl),
            "pnl_pct": float(pnl_pct),
            "bars_held": int(bars_held),
            "metadata": dict(metadata or {}),
        }