eighth version

internal/scheduler/scheduler.go

@@ -153,18 +153,34 @@ func (s *Scheduler) Step(ctx context.Context) error {
 		return nil
 	}
 	phase := s.phase(now)
+	current, halted, reason, err := s.svc.Repo.GetSystemState(ctx)
+	if err != nil {
+		return err
+	}
+	if halted || current == domain.StateHalted {
+		return fmt.Errorf("%w: %s", statemachine.ErrSystemHalted, reason)
+	}
 	switch phase {
 	case domain.StateWaitExitWindow:
 		return s.waitExit(ctx, now)
 	case domain.StatePlaceExitOrders:
+		if current == domain.StateMonitorExitOrders {
+			return s.monitorExitOrders(ctx, now)
+		}
 		return s.placeExitOrders(ctx, now)
 	case domain.StateMonitorExitOrders:
 		return s.monitorExitOrders(ctx, now)
 	case domain.StateReconcile:
 		return s.failOpenPositionsAtHardDeadline(ctx)
 	case domain.StateGenerateSignals:
+		if signalPhaseAlreadyPrepared(current) {
+			return s.sm.Heartbeat(ctx, current)
+		}
 		return s.prepareSignals(ctx, now)
 	case domain.StatePlaceEntryOrders:
+		if current == domain.StateMonitorEntryOrders {
+			return s.monitorEntryOrders(ctx, now)
+		}
 		return s.placeEntryOrders(ctx, now)
 	case domain.StateMonitorEntryOrders:
 		return s.monitorEntryOrders(ctx, now)
@@ -492,7 +508,7 @@ func (s *Scheduler) placeEntryOrders(ctx context.Context, now time.Time) error {
 			}
 			continue
 		}
-		pre, err := s.preTradeCheck(ctx, now, sig.InstrumentUID, portfolio, projectedOpenPositions, false, tradingStatus, book.ReceivedAt)
+		pre, err := s.preTradeCheck(ctx, now, sig.InstrumentUID, portfolio, projectedOpenPositions, false, tradingStatus, quoteTimestamp(book))
 		if err != nil {
 			return err
 		}
@@ -664,7 +680,7 @@ func (s *Scheduler) placeExitOrders(ctx context.Context, now time.Time) error {
 		if err != nil {
 			return err
 		}
-		pre, err := s.preTradeCheck(ctx, now, pos.InstrumentUID, portfolio, len(positionsList), true, tradingStatus, book.ReceivedAt)
+		pre, err := s.preTradeCheck(ctx, now, pos.InstrumentUID, portfolio, len(positionsList), true, tradingStatus, quoteTimestamp(book))
 		if err != nil {
 			return err
 		}
@@ -954,7 +970,11 @@ func (s *Scheduler) checkInfrastructure(ctx context.Context) error {
 	}
 	drift := timeutil.Drift(s.nowUTC(), serverTime)
 	if drift > s.cfg.MaxClockDrift {
-		return s.recordInfrastructureFailure(ctx, fmt.Errorf("server_clock_drift_too_high: %s > %s", drift, s.cfg.MaxClockDrift))
+		reason := fmt.Sprintf("server_clock_drift_too_high: %s > %s", drift, s.cfg.MaxClockDrift)
+		if err := s.halt(ctx, "server_clock_drift_too_high", reason, ""); err != nil {
+			return err
+		}
+		return fmt.Errorf("%w: %s", statemachine.ErrSystemHalted, reason)
 	}
 	s.infraFailedSince = time.Time{}
 	return nil
@@ -1177,7 +1197,7 @@ func (s Scheduler) repostPreTradeCheck(ctx context.Context, now time.Time, order
 	if err != nil {
 		return err
 	}
-	pre, err := s.preTradeCheck(ctx, now, order.InstrumentUID, portfolio, len(openPositions), order.Side == domain.SideSell, tradingStatus, book.ReceivedAt)
+	pre, err := s.preTradeCheck(ctx, now, order.InstrumentUID, portfolio, len(openPositions), order.Side == domain.SideSell, tradingStatus, quoteTimestamp(book))
 	if err != nil {
 		return err
 	}
@@ -1457,6 +1477,25 @@ func isSizingSkipReason(reason string) bool {
 	return reason == "lots_below_one" || reason == "min_order_notional"
 }
 
+func signalPhaseAlreadyPrepared(state domain.SystemState) bool {
+	switch state {
+	case domain.StateWaitEntryWindow,
+		domain.StatePlaceEntryOrders,
+		domain.StateMonitorEntryOrders,
+		domain.StateHoldOvernight:
+		return true
+	default:
+		return false
+	}
+}
+
+func quoteTimestamp(book domain.OrderBook) time.Time {
+	if !book.Time.IsZero() {
+		return book.Time.UTC()
+	}
+	return book.ReceivedAt.UTC()
+}
+
 func (s Scheduler) hasStateMachine() bool {
 	return s.sm != (statemachine.System{})
 }
@@ -1488,7 +1527,9 @@ func (s Scheduler) transitionTo(ctx context.Context, to domain.SystemState) erro
 }
 
 func (s Scheduler) halt(ctx context.Context, eventType, reason, instrumentUID string) error {
-	_ = s.svc.Notifier.Alert(ctx, fmt.Sprintf("%s: %s", eventType, reason))
+	if s.svc.Notifier != nil {
+		_ = s.svc.Notifier.Alert(ctx, fmt.Sprintf("%s: %s", eventType, reason))
+	}
 	return s.svc.Risk.Halt(ctx, s.cfg.Mode, eventType, reason, instrumentUID)
 }