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refactor(execution): reuse shared payload builders in flip events

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This commit is contained in:
Sergey
2026-07-03 10:20:02 +03:00
parent 7ccf406c93
commit b3211cf024
2 changed files with 43 additions and 63 deletions
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86
app/src/trading/execution/flip.py
View File

@@ -14,7 +14,16 @@ from src.trading.auto.state_reset import (
reset_execution_block_state, reset_execution_block_state,
) )
from src.trading.execution.models import ExecutionDecision from src.trading.execution.models import ExecutionDecision
from src.trading.execution.payloads import build_market_context_payload from src.trading.execution.payloads import (
build_adaptive_size_payload,
build_autonomous_payload,
build_execution_quality_payload,
build_market_context_payload,
build_position_health_payload,
build_position_intelligence_payload,
build_runtime_protection_payload,
build_signal_payload,
)
from src.trading.execution.pricing import ExecutionPrice from src.trading.execution.pricing import ExecutionPrice
from src.trading.journal.service import JournalService from src.trading.journal.service import JournalService
from src.trading.position.state import PositionState from src.trading.position.state import PositionState
@@ -116,11 +125,8 @@ class ExecutionFlipMixin(_ExecutionFlipProtocol):
"execution_type": EXECUTION_TYPE_FLIP_REJECTED, "execution_type": EXECUTION_TYPE_FLIP_REJECTED,
"symbol": state.symbol, "symbol": state.symbol,
"position_side": position.side, "position_side": position.side,
"signal": state.last_signal, **build_signal_payload(state),
"confidence": state.last_signal_confidence, **build_execution_quality_payload(state),
"execution_confidence_score": state.execution_confidence_score,
"repeat_count": state.last_signal_repeat_count,
"reason": state.last_signal_reason,
"reject_reason": reason, "reject_reason": reason,
"unrealized_pnl_usd": state.unrealized_pnl_usd, "unrealized_pnl_usd": state.unrealized_pnl_usd,
"entry_timing_state": state.entry_timing_state, "entry_timing_state": state.entry_timing_state,
@@ -143,11 +149,14 @@ class ExecutionFlipMixin(_ExecutionFlipProtocol):
"execution_type": EXECUTION_TYPE_FLIP_BLOCKED, "execution_type": EXECUTION_TYPE_FLIP_BLOCKED,
"symbol": state.symbol, "symbol": state.symbol,
"position_side": position.side, "position_side": position.side,
"signal": state.last_signal,
"confidence": confidence, **build_signal_payload(
"execution_confidence_score": state.execution_confidence_score, state,
"repeat_count": state.last_signal_repeat_count, confidence=confidence,
"reason": reason, reason=reason,
),
**build_execution_quality_payload(state),
"unrealized_pnl_usd": state.unrealized_pnl_usd, "unrealized_pnl_usd": state.unrealized_pnl_usd,
**build_market_context_payload(state), **build_market_context_payload(state),
"opened_at": position.opened_at, "opened_at": position.opened_at,
@@ -219,20 +228,9 @@ class ExecutionFlipMixin(_ExecutionFlipProtocol):
"hold_seconds": metrics.hold_seconds, "hold_seconds": metrics.hold_seconds,
"overnight_count": metrics.overnight_count, "overnight_count": metrics.overnight_count,
"signal": state.last_signal, **build_signal_payload(state),
"confidence": state.last_signal_confidence, **build_execution_quality_payload(state),
"execution_confidence_score": state.execution_confidence_score, **build_adaptive_size_payload(state),
"execution_confidence_level": state.execution_confidence_level,
"execution_confidence_reason": state.execution_confidence_reason,
"adaptive_size_multiplier": state.adaptive_size_multiplier,
"adaptive_size_reason": state.adaptive_size_reason,
"adaptive_size_factors": state.adaptive_size_factors,
"effective_risk_percent": state.effective_risk_percent,
"effective_target_risk_usd": state.effective_target_risk_usd,
"adaptive_size_base": state.adaptive_size_base,
"adaptive_size_final": state.adaptive_size_final,
"repeat_count": state.last_signal_repeat_count,
"reason": state.last_signal_reason,
"opened_at": old_opened_at, "opened_at": old_opened_at,
"new_opened_monotonic_at": opened_monotonic_at, "new_opened_monotonic_at": opened_monotonic_at,
"closed_at": now, "closed_at": now,
@@ -240,46 +238,16 @@ class ExecutionFlipMixin(_ExecutionFlipProtocol):
**build_market_context_payload(state), **build_market_context_payload(state),
# ---------- Position health ---------- # ---------- Position health ----------
"position_hold_seconds": state.position_hold_seconds, **build_position_health_payload(state),
"position_health_status": state.position_health_status,
"position_health_score": state.position_health_score,
"position_health_reason": state.position_health_reason,
"position_risk_level": state.position_risk_level,
"position_risk_reason": state.position_risk_reason,
"position_trend_alignment": state.position_trend_alignment,
"position_adverse_momentum": state.position_adverse_momentum,
# ---------- Position intelligence ---------- # ---------- Position intelligence ----------
"position_exit_signal": state.position_exit_signal, **build_position_intelligence_payload(state),
"position_exit_confidence": state.position_exit_confidence,
"position_exit_urgency": state.position_exit_urgency,
"position_reversal_risk": state.position_reversal_risk,
"position_fatigue_state": state.position_fatigue_state,
"position_giveback_percent": state.position_giveback_percent,
"position_mfe_percent": state.position_mfe_percent,
"position_mae_percent": state.position_mae_percent,
"position_peak_pnl_usd": state.position_peak_pnl_usd,
"position_peak_pnl_percent": state.position_peak_pnl_percent,
# ---------- Autonomous ---------- # ---------- Autonomous ----------
"autonomous_action": state.autonomous_action, **build_autonomous_payload(state),
"autonomous_action_reason": state.autonomous_action_reason,
"autonomous_action_confidence": state.autonomous_action_confidence,
"autonomous_protection_required": state.autonomous_protection_required,
"autonomous_reduce_required": state.autonomous_reduce_required,
"autonomous_exit_required": state.autonomous_exit_required,
# ---------- Runtime protection ---------- # ---------- Runtime protection ----------
"position_protection_status": state.position_protection_status, **build_runtime_protection_payload(state),
"position_protection_reason": state.position_protection_reason,
"runtime_protection_action": state.runtime_protection_action,
"runtime_protection_reason": state.runtime_protection_reason,
"break_even_armed": state.break_even_armed,
"break_even_price": state.break_even_price,
"profit_lock_active": state.profit_lock_active,
"profit_lock_price": state.profit_lock_price,
"trailing_stop_active": state.trailing_stop_active,
"trailing_stop_price": state.trailing_stop_price,
"pricing": PRICING_FLIP_MODE, "pricing": PRICING_FLIP_MODE,
"exit_pricing_role": exit_execution.pricing_role, "exit_pricing_role": exit_execution.pricing_role,

20
app/src/trading/execution/payloads.py
View File

@@ -78,7 +78,6 @@ def build_market_context_payload(state: AutoTradeState) -> JsonDict:
**build_market_runtime_payload(state), **build_market_runtime_payload(state),
} }
def build_runtime_payload(state: AutoTradeState) -> JsonDict: def build_runtime_payload(state: AutoTradeState) -> JsonDict:
return { return {
"status": state.status, "status": state.status,
@@ -87,12 +86,25 @@ def build_runtime_payload(state: AutoTradeState) -> JsonDict:
} }
def build_signal_payload(state: AutoTradeState) -> JsonDict: def build_signal_payload(
state: AutoTradeState,
*,
confidence: float | None = None,
reason: str | None = None,
) -> JsonDict:
return { return {
"signal": state.last_signal, "signal": state.last_signal,
"confidence": state.last_signal_confidence, "confidence": (
state.last_signal_confidence
if confidence is None
else confidence
),
"repeat_count": state.last_signal_repeat_count, "repeat_count": state.last_signal_repeat_count,
"reason": state.last_signal_reason, "reason": (
state.last_signal_reason
if reason is None
else reason
),
} }