refactor(execution): reuse payload helpers in runtime protection
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@@ -10,6 +10,15 @@ from src.core.numbers import safe_float
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from src.core.types import JsonDict, NumericLike
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from src.trading.auto.state import AutoTradeState
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from src.trading.execution.models import ExecutionDecision
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from src.trading.execution.payloads import (
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build_execution_price_payload,
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build_execution_quality_payload,
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build_full_position_intelligence_payload,
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build_market_context_payload,
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build_position_health_payload,
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build_runtime_payload,
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build_runtime_protection_payload,
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)
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from src.trading.execution.position_metrics import PositionMetrics, build_position_metrics
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from src.trading.execution.pricing import ExecutionPrice
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from src.trading.journal.service import JournalService
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@@ -411,9 +420,7 @@ class ExecutionPositionProtectionMixin(_ExecutionPositionProtectionProtocol):
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"reason": reason,
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# ---------- Runtime ----------
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"status": state.status,
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"strategy": state.strategy,
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"cycle_number": state.cycle_number,
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**build_runtime_payload(state),
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# ---------- Position ----------
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"symbol": state.symbol,
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@@ -436,114 +443,25 @@ class ExecutionPositionProtectionMixin(_ExecutionPositionProtectionProtocol):
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"hold_seconds": metrics.hold_seconds,
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# ---------- Runtime protection ----------
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"position_protection_status": state.position_protection_status,
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"position_protection_reason": state.position_protection_reason,
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"runtime_protection_action": state.runtime_protection_action,
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"runtime_protection_reason": state.runtime_protection_reason,
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**build_runtime_protection_payload(state),
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"runtime_protection_updated_at": state.runtime_protection_updated_at,
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"break_even_armed": state.break_even_armed,
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"break_even_price": state.break_even_price,
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"profit_lock_active": state.profit_lock_active,
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"profit_lock_price": state.profit_lock_price,
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"trailing_stop_active": state.trailing_stop_active,
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"trailing_stop_price": state.trailing_stop_price,
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# ---------- Protection thresholds ----------
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"protection_thresholds": self._protection_thresholds(state),
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# ---------- Position Intelligence ----------
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"position_health_status": state.position_health_status,
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"position_health_score": state.position_health_score,
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"position_health_reason": state.position_health_reason,
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**build_position_health_payload(state),
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"position_pressure": state.position_pressure,
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"position_exit_pressure": state.position_exit_pressure,
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"position_exit_signal": state.position_exit_signal,
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"position_exit_confidence": state.position_exit_confidence,
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"position_exit_urgency": state.position_exit_urgency,
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"position_risk_level": state.position_risk_level,
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"position_risk_reason": state.position_risk_reason,
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"position_trend_alignment": state.position_trend_alignment,
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"position_adverse_momentum": state.position_adverse_momentum,
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"position_reversal_risk": state.position_reversal_risk,
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"position_fatigue_state": state.position_fatigue_state,
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"position_giveback_percent": state.position_giveback_percent,
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"position_mfe_percent": state.position_mfe_percent,
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"position_mae_percent": state.position_mae_percent,
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"position_peak_pnl_usd": state.position_peak_pnl_usd,
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"position_peak_pnl_percent": state.position_peak_pnl_percent,
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**build_full_position_intelligence_payload(state),
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# ---------- Execution ----------
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"execution_quality": state.execution_quality,
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"execution_quality_reason": state.execution_quality_reason,
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**build_execution_quality_payload(state),
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**build_execution_price_payload(state),
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"execution_confidence_score": state.execution_confidence_score,
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"execution_confidence_level": state.execution_confidence_level,
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"spread_percent": state.spread_percent,
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"snapshot_age_seconds": state.snapshot_age_seconds,
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# ---------- Execution price ----------
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"execution_price_source": state.execution_price_source,
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"execution_price_age_seconds": state.execution_price_age_seconds,
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"execution_bid_price": state.execution_bid_price,
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"execution_ask_price": state.execution_ask_price,
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"execution_last_price": state.execution_last_price,
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# ---------- Market Score ----------
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"market_score": state.market_score,
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"market_score_label": state.market_score_label,
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"market_long_score": state.market_long_score,
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"market_short_score": state.market_short_score,
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# ---------- Market ----------
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"market_state": state.market_state,
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"market_trend": state.market_trend,
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"market_trend_strength": state.market_trend_strength,
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"market_trend_quality": state.market_trend_quality,
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"market_phase": state.market_phase,
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"market_phase_direction": state.market_phase_direction,
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# ---------- Candle ----------
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"last_closed_candle_change_percent": state.last_closed_candle_change_percent,
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"last_closed_candle_direction": state.last_closed_candle_direction,
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"current_interval_change_percent": state.current_interval_change_percent,
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"current_interval_direction": state.current_interval_direction,
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"current_interval_label": state.current_interval_label,
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# ---------- Structure ----------
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"market_structure": state.market_structure,
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"market_structure_reason": state.market_structure_reason,
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# ---------- Momentum ----------
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"momentum_state": state.momentum_state,
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"momentum_direction": state.momentum_direction,
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"momentum_strength": state.momentum_strength,
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"momentum_change_percent": state.momentum_change_percent,
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"breakout_level": state.breakout_level,
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"breakout_distance_percent": state.breakout_distance_percent,
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"breakout_reason": state.breakout_reason,
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# ---------- HTF ----------
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"htf_interval": state.htf_interval,
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"htf_atr_percent": state.htf_atr_percent,
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"htf_atr_percent_baseline": state.htf_atr_percent_baseline,
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"htf_volatility_ratio": state.htf_volatility_ratio,
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"htf_volatility": state.htf_volatility,
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"htf_market_state": state.htf_market_state,
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"htf_trend": state.htf_trend,
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"htf_trend_strength": state.htf_trend_strength,
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"htf_trend_quality": state.htf_trend_quality,
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"htf_market_phase": state.htf_market_phase,
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"htf_alignment": state.htf_alignment,
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"htf_confirmation_score": state.htf_confirmation_score,
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"htf_reason": state.htf_reason,
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# ---------- Market Context ----------
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**build_market_context_payload(state),
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}
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def _log_runtime_protection_event(
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