4d15edcc54
Root cause (harness multi_leg, ~14-TRX residual): pink_direct rebuilds the legacy TradePosition from the kernel slot every step, but left exit_leg_index=0, so IntentEngine.next_exit_ratio() consumed ratio[0] (0.5) on EVERY leg and never advanced to the final leg's 1.0: leg1: 0.5×53 ≈ 26 closed -> 27 remain leg2: 0.5×27 ≈ 13 closed -> 14 RESIDUAL (kernel believes flat, exchange isn't) Fix: propagate the kernel slot's authoritative active_leg_index into the rebuilt legacy position's exit_leg_index, so the intent engine consumes the correct leg ratio. The final leg now closes the full remaining -> fully flattens. Verified: offline 18 green (no regression); live VST harness multi_leg now closes fully (XPASS) — residual gone, all 6 capital invariants hold. xfail mark removed; capital-accounting battery is now fully green (7/7) on testnet. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
646 lines
28 KiB
Python
646 lines
28 KiB
Python
"""Node-free PINK runtime built on DITAv2 kernel + BingX venue adapter.
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The kernel owns the single-slot FSM, AccountProjection, and event
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normalization. This module translates policy-layer Decision/Intent into
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KernelIntent and reads final state from the kernel's slot + account
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snapshot. Capital is seeded from exchange balance at startup/recovery
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then maintained by kernel.account.settle() on close — no balance-poll
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overwrites during the hot loop.
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"""
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from __future__ import annotations
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import inspect
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import logging
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import math
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from dataclasses import dataclass, replace
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from datetime import datetime, timezone
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from types import SimpleNamespace
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from typing import Any, Callable, Optional
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from prod.clean_arch.dita import (
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Decision,
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DecisionAction,
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DecisionConfig,
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DecisionContext,
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DecisionEngine,
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Intent,
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IntentContext,
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IntentEngine,
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TradeSide as LegacyTradeSide,
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)
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from prod.clean_arch.dita_v2.contracts import (
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KernelCommandType,
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KernelDiagnosticCode,
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KernelIntent,
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TradeSide as DitaTradeSide,
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TradeStage,
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)
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from prod.clean_arch.dita_v2.rust_backend import ExecutionKernel
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from prod.clean_arch.persistence import PinkClickHousePersistence
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from prod.clean_arch.ports.data_feed import DataFeedPort, MarketSnapshot
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LOGGER = logging.getLogger(__name__)
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def _slot_to_position_dict(slot) -> dict[str, Any]:
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"""Convert a DITAv2 TradeSlot into a simple position dict compatible
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with the persistence layer's expected shape."""
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if slot is None:
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return {}
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return {
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"trade_id": slot.trade_id,
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"asset": slot.asset,
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"side": slot.side.value,
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"entry_price": float(slot.entry_price or 0.0),
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"entry_time": slot.entry_time.isoformat() if hasattr(slot.entry_time, "isoformat") else str(slot.entry_time),
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"size": float(slot.size or 0.0),
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"initial_size": float(slot.initial_size or 0.0),
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"leverage": float(slot.leverage or 0.0),
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"realized_pnl": float(slot.realized_pnl or 0.0),
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"unrealized_pnl": float(slot.unrealized_pnl or 0.0),
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"closed": bool(slot.closed),
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"close_reason": slot.close_reason or "",
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"fsm_state": slot.fsm_state.value,
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"exit_leg_ratios": list(slot.exit_leg_ratios),
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"active_leg_index": int(slot.active_leg_index or 0),
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"active_exit_order": dict(slot.active_exit_order.to_dict()) if slot.active_exit_order and hasattr(slot.active_exit_order, "to_dict") else ({"status": slot.active_exit_order.status.value, "venue_order_id": slot.active_exit_order.venue_order_id} if slot.active_exit_order else None),
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"active_entry_order": dict(slot.active_entry_order.to_dict()) if slot.active_entry_order and hasattr(slot.active_entry_order, "to_dict") else ({"status": slot.active_entry_order.status.value, "venue_order_id": slot.active_entry_order.venue_order_id} if slot.active_entry_order else None),
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}
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# Industry-smallest sane quote price. notional (capital × fraction × leverage)
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# is self-limiting; the only unbounded step is size = notional / price, which
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# overflows to inf as price -> 0. Any real perp quote is far above this floor,
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# so a price below it (or non-finite) signals corrupt market data, not a trade.
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_MIN_SANE_PRICE = 1e-8
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def _decision_to_kernel_intent(
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decision: Decision,
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intent: Intent,
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slot_id: int = 0,
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) -> KernelIntent:
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"""Translate policy-layer Decision/Intent into a DITAv2 KernelIntent.
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The action map is:
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ENTER -> KernelCommandType.ENTER
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EXIT -> KernelCommandType.EXIT
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HOLD -> KernelCommandType.MARK_PRICE
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"""
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action_map = {
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DecisionAction.ENTER: KernelCommandType.ENTER,
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DecisionAction.EXIT: KernelCommandType.EXIT,
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DecisionAction.HOLD: KernelCommandType.MARK_PRICE,
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}
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side = (
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DitaTradeSide.SHORT
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if intent.side == LegacyTradeSide.SHORT
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else DitaTradeSide.LONG
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)
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return KernelIntent(
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timestamp=decision.timestamp,
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intent_id=decision.decision_id,
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trade_id=intent.trade_id,
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slot_id=slot_id,
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asset=intent.asset,
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side=side,
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action=action_map.get(decision.action, KernelCommandType.MARK_PRICE),
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reference_price=float(decision.reference_price or intent.reference_price or 0.0),
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target_size=float(intent.target_size or 0.0),
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leverage=float(intent.leverage or 1.0),
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exit_leg_ratios=tuple(intent.exit_leg_ratios),
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reason=intent.reason,
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metadata=dict(intent.metadata or {}),
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)
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def _reconcile_position_slot(
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kernel: ExecutionKernel,
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exchange_balance_capital: float,
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slot_id: int = 0,
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) -> None:
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"""Synchronise a single kernel slot from the venue's open positions.
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This is called at startup/recovery to make the kernel state match the
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exchange. It also seeds the kernel's AccountProjection.capital from the
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exchange balance — the single place where an external balance snapshot
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writes capital.
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"""
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venue = kernel.venue
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try:
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positions = venue.open_positions() if hasattr(venue, "open_positions") else []
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except Exception:
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positions = []
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# Build TradeSlot[] from exchange positions
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from prod.clean_arch.dita_v2.contracts import TradeSlot, TradeSide
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reconciled = []
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if positions:
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for row in positions if isinstance(positions, list) else (
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list(positions.values()) if isinstance(positions, dict) else []):
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raw_side = str(row.get("positionSide") or row.get("side") or "").upper()
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raw_qty = 0.0
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for key in ("positionAmt", "positionQty", "positionSize", "quantity", "pa", "qty"):
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try:
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raw_qty = float(row.get(key) or 0.0)
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except Exception:
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continue
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if raw_qty != 0.0:
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break
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if abs(raw_qty) <= 1e-12:
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continue
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qty = abs(raw_qty)
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entry = 0.0
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for key in ("entryPrice", "avgPrice", "avgEntryPrice", "ep", "ap", "price"):
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try:
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entry = float(row.get(key) or 0.0)
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except Exception:
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continue
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if entry > 0:
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break
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mark = 0.0
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for key in ("markPrice", "mark", "price"):
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try:
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mark = float(row.get(key) or 0.0)
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except Exception:
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continue
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if mark > 0:
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break
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if mark <= 0:
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mark = entry
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lev = float(row.get("leverage") or row.get("lev") or 1.0)
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side = TradeSide.SHORT if raw_side in {"SHORT", "SELL"} or raw_qty < 0 else TradeSide.LONG
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asset = str(row.get("symbol") or row.get("symbolName") or "")
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trade_id = asset # use asset as trade ID for exchange-led recovery
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slot = TradeSlot(
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slot_id=slot_id,
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trade_id=trade_id,
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asset=asset,
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side=side,
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entry_price=entry if entry > 0 else mark,
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size=qty,
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initial_size=qty,
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leverage=lev if lev > 0 else 1.0,
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entry_time=datetime.now(timezone.utc),
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fsm_state=TradeStage.POSITION_OPEN,
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metadata={"reconciled_from_exchange": True},
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)
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reconciled.append(slot)
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if reconciled:
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kernel.reconcile_from_slots(reconciled)
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else:
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# No open positions — ensure slot is idle
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kernel.reconcile_from_slots([])
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# Seed capital once from exchange balance.
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if exchange_balance_capital > 0:
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kernel.account.snapshot.capital = exchange_balance_capital
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kernel.account.snapshot.peak_capital = max(
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kernel.account.snapshot.peak_capital, exchange_balance_capital
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)
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kernel.account.snapshot.equity = exchange_balance_capital
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@dataclass
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class PinkDirectRuntime:
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"""Drive DITAv2 kernel against BingX exchange and a market data feed.
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The kernel owns the FSM and account projection. This runtime provides
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the policy loop: data feed -> decision engine -> intent engine ->
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kernel intent -> outcome -> persistence.
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"""
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data_feed: DataFeedPort
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kernel: ExecutionKernel
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decision_engine: DecisionEngine
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intent_engine: IntentEngine
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persistence: Optional[PinkClickHousePersistence] = None
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market_state_runtime: Any = None
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event_sink: Optional[Callable[[dict[str, Any]], None]] = None
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logger: Any = LOGGER
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async def connect(self, initial_capital: float = 25000.0) -> None:
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"""Connect data feed, venue, and seed capital from exchange."""
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await self.data_feed.connect()
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venue = self.kernel.venue
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# VenueAdapter methods are synchronous (the adapter bridges async
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# internally via _run). Try connect() if it exists.
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if hasattr(venue, "connect"):
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try:
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result = venue.connect()
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if inspect.isawaitable(result):
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await result
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except Exception as exc:
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self.logger.warning("Venue connect failed: %s", exc)
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# Seed capital from env default — the kernel tracks capital via
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# settle() on close, not from exchange balance polls.
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_reconcile_position_slot(self.kernel, initial_capital, slot_id=0)
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async def disconnect(self) -> None:
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await self.data_feed.disconnect()
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venue = self.kernel.venue
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if hasattr(venue, "disconnect"):
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try:
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await venue.disconnect()
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except Exception:
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pass
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def _emit(self, phase: str, **fields: Any) -> None:
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if self.event_sink is not None:
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payload = {"phase": phase, **fields}
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self.event_sink(payload)
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@staticmethod
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def _scan_payload_prices(
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scan_payload: dict[str, Any] | None,
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fallback_symbol: str,
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fallback_price: float,
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) -> dict[str, float]:
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payload = scan_payload or {}
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assets = payload.get("assets") or []
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prices = payload.get("asset_prices") or []
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out: dict[str, float] = {}
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if isinstance(assets, list) and isinstance(prices, list):
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for asset, price in zip(assets, prices):
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try:
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px = float(price)
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except Exception:
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continue
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if px > 0:
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out[str(asset).upper()] = px
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if not out and fallback_symbol and fallback_price > 0:
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out[str(fallback_symbol).upper()] = float(fallback_price)
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return out
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def _update_market_state_runtime(
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self, snapshot: MarketSnapshot
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) -> dict[str, Any]:
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runtime = self.market_state_runtime
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scan_payload = (
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snapshot.scan_payload if isinstance(snapshot.scan_payload, dict) else {}
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)
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if runtime is None or not scan_payload:
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return {}
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try:
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prices_dict = self._scan_payload_prices(
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scan_payload, snapshot.symbol, snapshot.price
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)
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bundle = runtime.update_scan_state(
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scan_payload=scan_payload,
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prices_dict=prices_dict,
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scan_number=int(
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scan_payload.get("scan_number") or snapshot.scan_number or 0
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),
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vel_div=float(
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scan_payload.get("vel_div")
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or snapshot.velocity_divergence
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or 0.0
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),
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v50_vel=float(scan_payload.get("w50_velocity") or 0.0),
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v750_vel=float(scan_payload.get("w750_velocity") or 0.0),
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vol_ok=bool(scan_payload.get("vol_ok", True)),
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posture=str(scan_payload.get("posture") or "APEX"),
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exf_snapshot=scan_payload.get("exf_snapshot")
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if isinstance(scan_payload.get("exf_snapshot"), dict)
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else None,
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esof_payload=scan_payload.get("esof_payload")
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if isinstance(scan_payload.get("esof_payload"), dict)
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else None,
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)
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return dict(
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getattr(runtime, "latest_bundle_dict", {}) or bundle.as_dict()
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)
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except Exception:
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return {}
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async def pump_venue_events(
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self, snapshot: Any | None = None, *, market_state: Any = None
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) -> int:
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"""Drain late (async) venue fills into the kernel and persist the result.
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Resting LIMIT and partial fills arrive *after* the submitting
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``process_intent`` returns. This calls ``venue.reconcile()`` and feeds
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each event to ``kernel.on_venue_event`` so capital settles and the FSM
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advances; the kernel dedups duplicates via ``seen_event_ids`` /
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``_last_settled_pnl`` (no double-settle). Only events the kernel actually
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applied (accepted, not DUPLICATE_EVENT) are persisted, via the two-phase
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result-logger. Capital authority stays ``kernel.account``.
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Returns the number of applied events.
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"""
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venue = self.kernel.venue
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reconcile = getattr(venue, "reconcile", None)
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if reconcile is None:
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return 0
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try:
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events = reconcile()
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if inspect.isawaitable(events):
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events = await events
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except Exception as exc:
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self.logger.warning("Venue reconcile failed: %s", exc)
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return 0
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events = list(events or [])
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if not events:
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return 0
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applied: list[Any] = []
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for event in events:
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try:
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outcome = self.kernel.on_venue_event(event)
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except Exception as exc:
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self.logger.warning("on_venue_event failed: %s", exc)
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continue
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if getattr(outcome, "accepted", False) and getattr(
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outcome, "diagnostic_code", None
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) != KernelDiagnosticCode.DUPLICATE_EVENT:
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applied.append(event)
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if applied and self.persistence is not None:
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slot_dict = self.kernel.slot(0).to_dict() if self.kernel.max_slots > 0 else {}
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persist_snapshot = snapshot
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if persist_snapshot is None:
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persist_snapshot = SimpleNamespace(
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timestamp=datetime.now(timezone.utc),
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symbol=str(slot_dict.get("asset", "")),
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)
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self.persistence.persist_fill_events(
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snapshot=persist_snapshot,
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events=applied,
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slot_dict=slot_dict,
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market_state=market_state or {},
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)
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return len(applied)
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def _unsafe_entry_reason(self, kernel_intent: KernelIntent, context: Any) -> Optional[str]:
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"""Return why an ENTER's sizing inputs are unsafe, or None if sound.
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notional = capital × fraction × leverage is self-limiting; the only way
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size = notional/price goes non-finite is a corrupt raw input. We reject
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the OPEN (not clamp) because a corrupt sizing input is an untrustworthy
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signal — better to skip the trade than open on bad math.
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"""
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cap = float(getattr(context, "capital", 0.0) or 0.0)
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price = float(getattr(kernel_intent, "reference_price", 0.0) or 0.0)
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lev = float(getattr(kernel_intent, "leverage", 0.0) or 0.0)
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size = float(getattr(kernel_intent, "target_size", 0.0) or 0.0)
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if not math.isfinite(cap) or cap <= 0.0:
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return f"non-finite/non-positive capital={cap!r}"
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if not math.isfinite(price) or price < _MIN_SANE_PRICE:
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return f"price below sane floor or non-finite price={price!r} (floor={_MIN_SANE_PRICE:g})"
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if not math.isfinite(lev) or lev <= 0.0:
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return f"non-finite/non-positive leverage={lev!r}"
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if not math.isfinite(size) or size <= 0.0:
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return f"non-finite/non-positive size={size!r}"
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return None
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def _exit_intent_from_slot(self, kernel_intent: KernelIntent) -> KernelIntent:
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"""Size an EXIT from the kernel's authoritative slot accounting.
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The close quantity is the real remaining position size (capped to it),
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never an externally-computed value — so a malformed policy size can
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neither strand a position (refuse to close) nor overshoot it. A
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non-finite policy size falls back to the full remaining size.
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"""
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try:
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slot_size = float(self.kernel.slot(int(kernel_intent.slot_id)).size or 0.0)
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except Exception:
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slot_size = 0.0
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policy_size = float(getattr(kernel_intent, "target_size", 0.0) or 0.0)
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policy_ok = math.isfinite(policy_size) and policy_size > 0.0
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if slot_size > 0.0:
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# Authoritative remaining size known: cap the close to it (and fall
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# back to the full remaining if the policy size is malformed).
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exit_size = min(policy_size, slot_size) if policy_ok else slot_size
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else:
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# Kernel reports no/unknown remaining size: trust the policy size
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# (the kernel rejects NO_OPEN_POSITION if there is genuinely none).
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exit_size = policy_size if policy_ok else 0.0
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return replace(kernel_intent, target_size=exit_size)
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async def step(self, snapshot: MarketSnapshot) -> Decision:
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"""Single policy + execution cycle.
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0. Pump late (async) venue fills into the kernel (LIMIT/partial settle)
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1. Update market state
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2. Decide (policy layer)
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3. Plan (intent layer)
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4. Translate to KernelIntent -> kernel.process_intent()
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5. Read final slot + account state from kernel
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6. Persist
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"""
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market_state = self._update_market_state_runtime(snapshot)
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# Drain any late fills BEFORE the policy reads slot/account state, so a
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# resting LIMIT that filled since the last cycle is reflected.
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await self.pump_venue_events(snapshot, market_state=market_state)
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acc = self.kernel.snapshot()["account"]
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slot_view = self.kernel.slot(0) if self.kernel.max_slots > 0 else None
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slot_dict = slot_view.to_dict() if slot_view is not None else {}
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is_open = slot_dict and slot_dict.get("size", 0) > 0 and not slot_dict.get("closed", False)
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# Convert the kernel slot dict into a TradePosition for the legacy
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# decision/intent engines.
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legacy_position = None
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if is_open:
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from prod.clean_arch.dita import TradePosition, TradeSide as LS
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legacy_position = TradePosition(
|
||
trade_id=slot_dict.get("trade_id", ""),
|
||
asset=slot_dict.get("asset", ""),
|
||
side=LS.SHORT if slot_dict.get("side", "").upper() in ("SHORT", "SELL") else LS.LONG,
|
||
entry_price=float(slot_dict.get("entry_price", 0.0)),
|
||
entry_time=datetime.now(timezone.utc),
|
||
size=float(slot_dict.get("size", 0.0)),
|
||
leverage=float(slot_dict.get("leverage", 1.0)),
|
||
entry_velocity_divergence=float(slot_dict.get("entry_velocity_divergence", 0.0)),
|
||
entry_irp_alignment=float(slot_dict.get("entry_irp_alignment", 0.0)),
|
||
current_price=float(slot_dict.get("entry_price", 0.0)),
|
||
initial_size=float(slot_dict.get("initial_size", 0.0)),
|
||
exit_leg_ratios=tuple(slot_dict.get("exit_leg_ratios", [1.0])),
|
||
# Carry the kernel's authoritative leg progression so the intent
|
||
# engine consumes the CORRECT exit-leg ratio. The legacy position
|
||
# is rebuilt every step; without this exit_leg_index resets to 0
|
||
# and every leg uses ratio[0] — under-closing each leg and leaving
|
||
# a residual (kernel believes flat, exchange does not).
|
||
exit_leg_index=int(slot_dict.get("active_leg_index", 0) or 0),
|
||
closed=False,
|
||
)
|
||
|
||
context = DecisionContext(
|
||
capital=float(acc.get("capital", 0.0)),
|
||
open_positions=int(acc.get("open_positions", 0)),
|
||
trade_seq=int(acc.get("trade_seq", 0)),
|
||
)
|
||
decision = self.decision_engine.decide(snapshot, context, legacy_position)
|
||
self._emit("decision", decision=decision)
|
||
|
||
intent_context = IntentContext(
|
||
capital=context.capital,
|
||
open_positions=context.open_positions,
|
||
trade_seq=context.trade_seq,
|
||
)
|
||
plan = self.intent_engine.plan(decision, intent_context, legacy_position)
|
||
intent = plan.intent
|
||
|
||
if decision.action in {DecisionAction.ENTER, DecisionAction.EXIT}:
|
||
kernel_intent = _decision_to_kernel_intent(decision, intent, slot_id=0)
|
||
|
||
if decision.action == DecisionAction.ENTER:
|
||
# Source guard: notional (capital×fraction×leverage) is self-
|
||
# limiting, so a non-finite size can only come from corrupt raw
|
||
# inputs — a non-finite capital, or a price below the industry
|
||
# floor that overflows size = notional/price. A corrupt sizing
|
||
# input is an untrustworthy signal: do NOT open (exits are never
|
||
# suppressed — they size from slot accounting below).
|
||
unsafe = self._unsafe_entry_reason(kernel_intent, context)
|
||
if unsafe is not None:
|
||
self.logger.error(
|
||
"ENTER suppressed (%s): price=%r capital=%r size=%r leverage=%r "
|
||
"floor=%g asset=%s",
|
||
unsafe, getattr(kernel_intent, "reference_price", None), context.capital,
|
||
getattr(kernel_intent, "target_size", None),
|
||
getattr(kernel_intent, "leverage", None), _MIN_SANE_PRICE, intent.asset,
|
||
)
|
||
sp = float(getattr(snapshot, "price", 0.0) or 0.0)
|
||
if math.isfinite(sp) and sp >= _MIN_SANE_PRICE:
|
||
self.kernel.mark_price(snapshot.symbol, sp)
|
||
slot_dict = self.kernel.slot(0).to_dict() if self.kernel.max_slots > 0 else {}
|
||
acc = self.kernel.snapshot()["account"]
|
||
if self.persistence is not None:
|
||
self.persistence.persist_step(
|
||
snapshot=snapshot, decision=decision, intent=intent, outcome=None,
|
||
slot_dict=slot_dict, acc_dict=acc, phase="entry_suppressed",
|
||
market_state=market_state,
|
||
)
|
||
return decision
|
||
else:
|
||
# EXIT: size the close from the kernel's authoritative slot
|
||
# accounting so a malformed policy size can never strand or
|
||
# overshoot an open position.
|
||
kernel_intent = self._exit_intent_from_slot(kernel_intent)
|
||
|
||
outcome = self.kernel.process_intent(kernel_intent)
|
||
|
||
# Locate the source of any non-finite intent the kernel rejected:
|
||
# log the full upstream provenance (snapshot price, account capital,
|
||
# leverage, sizing) so a numerical error can be traced to its origin
|
||
# rather than silently rejected.
|
||
if outcome.diagnostic_code == KernelDiagnosticCode.INVALID_INTENT:
|
||
self.logger.error(
|
||
"INVALID_INTENT rejected by kernel: %s | provenance: "
|
||
"snapshot.price=%r capital=%r open_positions=%r leverage=%r "
|
||
"target_size=%r reference_price=%r limit_price=%r action=%s asset=%s",
|
||
dict(outcome.details or {}),
|
||
getattr(snapshot, "price", None),
|
||
context.capital,
|
||
context.open_positions,
|
||
getattr(kernel_intent, "leverage", None),
|
||
getattr(kernel_intent, "target_size", None),
|
||
getattr(kernel_intent, "reference_price", None),
|
||
getattr(kernel_intent, "limit_price", None),
|
||
decision.action.value,
|
||
intent.asset,
|
||
)
|
||
|
||
# Read authoritative final state from kernel.
|
||
final_slot = self.kernel.slot(0)
|
||
slot_dict = final_slot.to_dict()
|
||
acc = self.kernel.snapshot()["account"]
|
||
|
||
self._emit(
|
||
"execution",
|
||
decision=decision,
|
||
intent=intent,
|
||
outcome_code=outcome.diagnostic_code.value,
|
||
)
|
||
|
||
if self.persistence is not None:
|
||
self.persistence.persist_step(
|
||
snapshot=snapshot,
|
||
decision=decision,
|
||
intent=intent,
|
||
outcome=outcome,
|
||
slot_dict=slot_dict,
|
||
acc_dict=acc,
|
||
phase="execution",
|
||
market_state=market_state,
|
||
)
|
||
else:
|
||
# HOLD / no-op: update mark price in kernel.
|
||
if snapshot.price and snapshot.price > 0:
|
||
self.kernel.mark_price(snapshot.symbol, snapshot.price)
|
||
slot_dict = self.kernel.slot(0).to_dict() if self.kernel.max_slots > 0 else {}
|
||
acc = self.kernel.snapshot()["account"]
|
||
if self.persistence is not None:
|
||
self.persistence.persist_step(
|
||
snapshot=snapshot,
|
||
decision=decision,
|
||
intent=intent,
|
||
outcome=None,
|
||
slot_dict=slot_dict,
|
||
acc_dict=acc,
|
||
phase="decision",
|
||
market_state=market_state,
|
||
)
|
||
|
||
return decision
|
||
|
||
async def recover(
|
||
self, snapshot: MarketSnapshot | None = None
|
||
) -> dict[str, Any]:
|
||
"""Full recovery — reconcile exchange state into kernel and reseed capital."""
|
||
return await self.recover_account(
|
||
snapshot=snapshot, phase="recovery", event_type="RECOVERY"
|
||
)
|
||
|
||
async def recover_account(
|
||
self,
|
||
*,
|
||
snapshot: MarketSnapshot | None = None,
|
||
phase: str = "recovery",
|
||
event_type: str = "RECOVERY",
|
||
) -> dict[str, Any]:
|
||
"""Reconcile exchange state, reseed capital, and persist recovery row.
|
||
|
||
The kernel's VenueAdapter is sync — all async bridging is handled
|
||
internally by ``_run()``. We seed capital from the kernel's existing
|
||
value (which was set at startup) rather than re-polling the exchange.
|
||
"""
|
||
capital = float(self.kernel.account.snapshot.capital or 25000.0)
|
||
_reconcile_position_slot(self.kernel, capital, slot_id=0)
|
||
acc = self.kernel.snapshot()["account"]
|
||
|
||
if self.persistence is not None:
|
||
persist_snapshot = snapshot
|
||
if persist_snapshot is None:
|
||
persist_snapshot = SimpleNamespace(
|
||
timestamp=datetime.now(timezone.utc), symbol=""
|
||
)
|
||
market_state = {}
|
||
if snapshot is not None:
|
||
market_state = self._update_market_state_runtime(snapshot)
|
||
self.persistence.persist_recovery_state(
|
||
snapshot=persist_snapshot,
|
||
acc_dict=acc,
|
||
phase=phase,
|
||
event_type=event_type,
|
||
market_state=market_state,
|
||
)
|
||
return acc
|
||
|
||
async def reconcile_account(
|
||
self, snapshot: MarketSnapshot | None = None
|
||
) -> dict[str, Any]:
|
||
"""Periodic exchange-led account sync.
|
||
|
||
Tags the recovery path as a scheduled reconciliation. Capital is
|
||
re-seeded from the exchange balance as a guard against long-running
|
||
drift, but the primary capital authority remains kernel.settle().
|
||
"""
|
||
return await self.recover_account(
|
||
snapshot=snapshot,
|
||
phase="account_reconcile",
|
||
event_type="ACCOUNT_RECONCILE",
|
||
)
|