fifth version

This commit is contained in:
2026-06-08 09:03:37 +00:00
parent b9efa98758
commit 2d57c4ff1f
26 changed files with 896 additions and 159 deletions
+19 -2
View File
@@ -13,6 +13,7 @@ import (
"overnight-trading-bot/internal/domain"
"overnight-trading-bot/internal/money"
"overnight-trading-bot/internal/repository"
"overnight-trading-bot/internal/timeutil"
"overnight-trading-bot/internal/tinvest"
)
@@ -29,6 +30,7 @@ type Engine struct {
commissionTolerance decimal.Decimal
requireZeroCommission bool
quarantineOnNonZero bool
clock timeutil.Clock
}
func New(repo repository.Repository, gateway tinvest.Gateway, accountID, accountIDHash string) Engine {
@@ -40,6 +42,7 @@ func New(repo repository.Repository, gateway tinvest.Gateway, accountID, account
accountIDHash: accountIDHash,
window: 72 * time.Hour,
commissionTolerance: defaultCommissionTolerance,
clock: timeutil.RealClock{},
}
}
@@ -66,6 +69,13 @@ func (e Engine) WithCommissionPolicy(requireZero, quarantineOnNonZero bool, tole
return e
}
func (e Engine) WithClock(clock timeutil.Clock) Engine {
if clock != nil {
e.clock = clock
}
return e
}
func (e Engine) Run(ctx context.Context) ([]domain.ReconciliationDiff, error) {
if e.mu != nil {
e.mu.Lock()
@@ -79,7 +89,7 @@ func (e Engine) Run(ctx context.Context) ([]domain.ReconciliationDiff, error) {
if err != nil {
return nil, err
}
now := time.Now().UTC()
now := e.nowUTC()
localByBroker := make(map[string]domain.Order, len(localOrders))
brokerByID := make(map[string]domain.Order, len(brokerOrders))
for _, order := range localOrders {
@@ -175,7 +185,7 @@ func (e Engine) Run(ctx context.Context) ([]domain.ReconciliationDiff, error) {
}
if err := e.repo.QuarantineInstrument(ctx, diff.InstrumentUID, diff.Message); err != nil {
_ = e.repo.InsertRiskEvent(ctx, domain.RiskEvent{
TS: time.Now().UTC(),
TS: now,
Severity: domain.SeverityCritical,
EventType: "quarantine_failed",
InstrumentUID: diff.InstrumentUID,
@@ -192,6 +202,13 @@ func (e Engine) Run(ctx context.Context) ([]domain.ReconciliationDiff, error) {
return diffs, nil
}
func (e Engine) nowUTC() time.Time {
if e.clock == nil {
return time.Now().UTC()
}
return e.clock.Now().UTC()
}
func (e Engine) isInFlight(order domain.Order, now time.Time) bool {
if e.inFlightGrace <= 0 || order.CreatedAt.IsZero() {
return false
+44
View File
@@ -171,6 +171,50 @@ func TestReconciliationSkipsFreshInFlightLocalOrders(t *testing.T) {
}
}
func TestReconciliationUsesInjectedClockForInFlightGrace(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()
gateway := tinvest.NewFakeGateway()
clock := &fixedClock{now: time.Date(2000, 1, 1, 10, 0, 0, 0, time.UTC)}
if err := repo.UpsertOrder(ctx, domain.Order{
ClientOrderID: "fresh",
AccountIDHash: "hash",
InstrumentUID: "uid",
TradeDate: clock.now,
Side: domain.SideBuy,
OrderType: domain.OrderTypeLimit,
QuantityLots: 1,
Status: domain.OrderStatusSent,
CreatedAt: clock.now.Add(-5 * time.Second),
}); err != nil {
t.Fatal(err)
}
diffs, err := New(repo, gateway, "account", "hash").
WithClock(clock).
WithInFlightGrace(10 * time.Second).
Run(ctx)
if err != nil {
t.Fatal(err)
}
for _, diff := range diffs {
if diff.Kind == "local_order_without_broker_id" || diff.Kind == "missing_local_order" {
t.Fatalf("fresh in-flight order produced diff: %+v", diffs)
}
}
}
type fixedClock struct {
now time.Time
}
func (c *fixedClock) Now() time.Time {
return c.now
}
func (c *fixedClock) Sleep(<-chan struct{}, time.Duration) bool {
return true
}
func TestReconciliationFindsCashMismatch(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()