Stage 05.3 - order validation, error handling and journal logging

This commit is contained in:
2026-04-17 13:05:35 +03:00
parent b1b9beef78
commit 604a8c0069
13 changed files with 188 additions and 25 deletions

View File

@@ -1,6 +1,6 @@
from __future__ import annotations
from dataclasses import dataclass
from dataclasses import dataclass, field
@dataclass(slots=True)
@@ -24,4 +24,10 @@ class OrderEntryContext:
last_price: float
bid_price: float
ask_price: float
quantity_presets: list[str]
quantity_presets: list[str]
@dataclass(slots=True)
class OrderValidationResult:
is_valid: bool
errors: list[str] = field(default_factory=list)

View File

@@ -1,10 +1,12 @@
from __future__ import annotations
from decimal import Decimal, InvalidOperation
from src.core.config import load_settings
from src.integrations.exchange.service import ExchangeService
from src.storage.repositories.order_drafts import OrderDraftRepository
from src.trading.journal.service import JournalService
from src.trading.orders.models import OrderDraft, OrderEntryContext
from src.trading.orders.models import OrderDraft, OrderEntryContext, OrderValidationResult
class OrderDraftsService:
@@ -32,6 +34,25 @@ class OrderDraftsService:
)
def save_draft(self, draft: OrderDraft) -> None:
validation = self.validate_draft(draft)
if not validation.is_valid:
try:
self.journal.log_warning(
"order_draft_validation_failed",
"Черновик ордера не прошёл валидацию.",
{
"symbol": draft.symbol,
"side": draft.side,
"order_type": draft.order_type,
"quantity": draft.quantity,
"price": draft.price,
"errors": validation.errors,
},
)
except Exception:
pass
raise ValueError("; ".join(validation.errors))
payload = {
"source": "trade_screen",
"mode": "draft_only",
@@ -63,6 +84,47 @@ class OrderDraftsService:
except Exception:
pass
def validate_draft(self, draft: OrderDraft) -> OrderValidationResult:
errors: list[str] = []
if draft.side not in {"BUY", "SELL"}:
errors.append("Сторона ордера должна быть BUY или SELL.")
if draft.order_type not in {"MARKET", "LIMIT"}:
errors.append("Тип ордера должен быть MARKET или LIMIT.")
symbol_validation = self.exchange.validate_symbol(draft.symbol)
if not symbol_validation.is_valid:
errors.append(symbol_validation.message)
quantity = self._to_decimal(draft.quantity)
if quantity is None or quantity <= 0:
errors.append("Количество должно быть числом больше нуля.")
if draft.order_type == "LIMIT":
if not draft.price:
errors.append("Для LIMIT ордера требуется цена.")
else:
price = self._to_decimal(draft.price)
if price is None or price <= 0:
errors.append("Цена должна быть числом больше нуля.")
else:
tick_size = None
if symbol_validation.symbol_info is not None:
tick_size = symbol_validation.symbol_info.tick_size
if tick_size is not None and tick_size > 0:
tick = Decimal(str(tick_size))
if not self._fits_step(price, tick):
errors.append(
f"Цена должна соответствовать шагу tickSize = {tick_size}."
)
return OrderValidationResult(
is_valid=len(errors) == 0,
errors=errors,
)
def list_recent_drafts(self, limit: int = 5) -> list[dict[str, str]]:
return self.repository.list_recent_drafts(limit=limit)
@@ -160,4 +222,20 @@ class OrderDraftsService:
def _format_number(value: float) -> str:
text = f"{value:.8f}"
text = text.rstrip("0").rstrip(".")
return text or "0"
return text or "0"
@staticmethod
def _to_decimal(value: str | None) -> Decimal | None:
if value is None:
return None
try:
return Decimal(str(value).strip())
except (InvalidOperation, ValueError):
return None
@staticmethod
def _fits_step(value: Decimal, step: Decimal) -> bool:
if step <= 0:
return True
ratio = value / step
return ratio == ratio.to_integral_value()