refactor(execution): reuse shared payload builders in position actions
This commit is contained in:
@@ -14,7 +14,20 @@ from src.trading.auto.state_reset import (
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reset_execution_block_state,
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reset_execution_block_state,
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)
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)
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from src.trading.execution.models import ExecutionDecision
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from src.trading.execution.models import ExecutionDecision
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from src.trading.execution.payloads import build_market_context_payload
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from src.trading.execution.payloads import (
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build_adaptive_size_payload,
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build_decision_payload,
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build_execution_price_payload,
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build_execution_quality_payload,
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build_market_context_payload,
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build_position_health_payload,
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build_position_intelligence_payload,
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build_risk_settings_payload,
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build_runtime_blocks_payload,
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build_runtime_payload,
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build_signal_payload,
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build_autonomous_payload,
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)
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from src.trading.execution.pricing import ExecutionPrice
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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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from src.trading.journal.service import JournalService
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from src.trading.position.state import PositionState
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from src.trading.position.state import PositionState
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@@ -129,70 +142,18 @@ class ExecutionPositionActionsMixin(_ExecutionPositionActionsProtocol):
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"action": action,
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"action": action,
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"reject_reason": reason,
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"reject_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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# ---------- Instrument ----------
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# ---------- Instrument ----------
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"symbol": state.symbol,
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"symbol": state.symbol,
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"side": side,
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"side": side,
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# ---------- Signal ----------
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**build_runtime_payload(state),
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"signal": state.last_signal,
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**build_signal_payload(state),
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"confidence": state.last_signal_confidence,
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**build_decision_payload(state),
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"repeat_count": state.last_signal_repeat_count,
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**build_runtime_blocks_payload(state),
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"reason": state.last_signal_reason,
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**build_execution_quality_payload(state),
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**build_execution_price_payload(state),
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# ---------- Decision ----------
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**build_adaptive_size_payload(state),
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"decision_status": state.decision_status,
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**build_risk_settings_payload(state),
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"decision_reason": state.decision_reason,
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# ---------- Runtime blocks ----------
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"entry_block_reason": state.entry_block_reason,
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"entry_block_message": state.entry_block_message,
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"execution_block_reason": state.execution_block_reason,
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"execution_block_title": state.execution_block_title,
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"execution_block_message": state.execution_block_message,
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"execution_block_action": state.execution_block_action,
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"last_flip_block_reason": state.last_flip_block_reason,
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# ---------- Execution ----------
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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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"execution_confidence_reason": state.execution_confidence_reason,
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"execution_quality": state.execution_quality,
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"execution_quality_reason": state.execution_quality_reason,
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"execution_quality_message": state.execution_quality_message,
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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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"execution_price_freshness": state.execution_price_freshness,
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# ---------- Adaptive size ----------
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"adaptive_size_base": state.adaptive_size_base,
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"adaptive_size_final": state.adaptive_size_final,
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"adaptive_size_multiplier": state.adaptive_size_multiplier,
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"adaptive_size_reason": state.adaptive_size_reason,
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"adaptive_size_factors": state.adaptive_size_factors,
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"effective_risk_percent": state.effective_risk_percent,
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"effective_target_risk_usd": state.effective_target_risk_usd,
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# ---------- Risk settings ----------
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"risk_percent": state.risk_percent,
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"stop_loss_percent": state.stop_loss_percent,
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"take_profit_percent": state.take_profit_percent,
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"max_loss_usd": state.max_loss_usd,
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"max_reserved_balance_percent": state.max_reserved_balance_percent,
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"allocated_balance_usd": state.allocated_balance_usd,
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"leverage": state.leverage,
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**build_market_context_payload(state),
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**build_market_context_payload(state),
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}
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}
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@@ -219,11 +180,6 @@ class ExecutionPositionActionsMixin(_ExecutionPositionActionsProtocol):
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"execution_type": EXECUTION_TYPE_ENTRY,
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"execution_type": EXECUTION_TYPE_ENTRY,
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"action": action,
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"action": action,
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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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# ---------- Position ----------
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# ---------- Position ----------
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"symbol": state.symbol,
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"symbol": state.symbol,
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"side": side,
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"side": side,
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@@ -234,52 +190,6 @@ class ExecutionPositionActionsMixin(_ExecutionPositionActionsProtocol):
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"opened_at": now,
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"opened_at": now,
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"opened_monotonic_at": opened_monotonic_at,
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"opened_monotonic_at": opened_monotonic_at,
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# ---------- Runtime position state ----------
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"position_pressure": state.position_pressure,
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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_risk_level": state.position_risk_level,
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"position_risk_reason": state.position_risk_reason,
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# ---------- Signal ----------
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"signal": state.last_signal,
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"confidence": state.last_signal_confidence,
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"repeat_count": state.last_signal_repeat_count,
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"reason": state.last_signal_reason,
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# ---------- Decision ----------
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"decision_status": state.decision_status,
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"decision_reason": state.decision_reason,
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# ---------- Runtime blocks ----------
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"entry_block_reason": state.entry_block_reason,
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"entry_block_message": state.entry_block_message,
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"execution_block_reason": state.execution_block_reason,
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"execution_block_title": state.execution_block_title,
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"execution_block_message": state.execution_block_message,
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"execution_block_action": state.execution_block_action,
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"last_flip_block_reason": state.last_flip_block_reason,
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# ---------- Execution ----------
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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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"execution_confidence_reason": state.execution_confidence_reason,
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"execution_quality": state.execution_quality,
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"execution_quality_reason": state.execution_quality_reason,
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"execution_quality_message": state.execution_quality_message,
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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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"execution_price_freshness": state.execution_price_freshness,
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# ---------- Pricing ----------
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# ---------- Pricing ----------
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"pricing": PRICING_ENTRY_MODE,
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"pricing": PRICING_ENTRY_MODE,
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"pricing_role": entry.pricing_role,
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"pricing_role": entry.pricing_role,
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@@ -287,24 +197,15 @@ class ExecutionPositionActionsMixin(_ExecutionPositionActionsProtocol):
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"price_age_seconds": entry.age_seconds,
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"price_age_seconds": entry.age_seconds,
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"price_updated_at": entry.updated_at,
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"price_updated_at": entry.updated_at,
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# ---------- Adaptive size ----------
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**build_runtime_payload(state),
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"adaptive_size_base": state.adaptive_size_base,
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**build_position_health_payload(state),
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"adaptive_size_final": state.adaptive_size_final,
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**build_signal_payload(state),
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"adaptive_size_multiplier": state.adaptive_size_multiplier,
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**build_decision_payload(state),
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"adaptive_size_reason": state.adaptive_size_reason,
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**build_runtime_blocks_payload(state),
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"adaptive_size_factors": state.adaptive_size_factors,
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**build_execution_quality_payload(state),
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**build_execution_price_payload(state),
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"effective_risk_percent": state.effective_risk_percent,
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**build_adaptive_size_payload(state),
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"effective_target_risk_usd": state.effective_target_risk_usd,
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**build_risk_settings_payload(state),
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# ---------- Risk settings ----------
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"risk_percent": state.risk_percent,
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"stop_loss_percent": state.stop_loss_percent,
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"take_profit_percent": state.take_profit_percent,
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"max_loss_usd": state.max_loss_usd,
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"max_reserved_balance_percent": state.max_reserved_balance_percent,
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"allocated_balance_usd": state.allocated_balance_usd,
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**build_market_context_payload(state),
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**build_market_context_payload(state),
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}
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}
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@@ -339,11 +240,6 @@ class ExecutionPositionActionsMixin(_ExecutionPositionActionsProtocol):
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"close_reason": close_reason,
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"close_reason": close_reason,
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"is_forced": forced_reason is not None,
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"is_forced": forced_reason is not None,
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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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# ---------- Instrument / Position ----------
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# ---------- Instrument / Position ----------
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"symbol": state.symbol,
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"symbol": state.symbol,
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"side": position.side,
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"side": position.side,
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@@ -370,45 +266,6 @@ class ExecutionPositionActionsMixin(_ExecutionPositionActionsProtocol):
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"hold_seconds": metrics.hold_seconds,
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"hold_seconds": metrics.hold_seconds,
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"overnight_count": metrics.overnight_count,
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"overnight_count": metrics.overnight_count,
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# ---------- Signal ----------
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"signal": state.last_signal,
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"confidence": state.last_signal_confidence,
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"repeat_count": state.last_signal_repeat_count,
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"reason": state.last_signal_reason,
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# ---------- Decision ----------
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"decision_status": state.decision_status,
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"decision_reason": state.decision_reason,
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# ---------- Runtime blocks ----------
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"entry_block_reason": state.entry_block_reason,
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"entry_block_message": state.entry_block_message,
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"execution_block_reason": state.execution_block_reason,
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"execution_block_title": state.execution_block_title,
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"execution_block_message": state.execution_block_message,
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"execution_block_action": state.execution_block_action,
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"last_flip_block_reason": state.last_flip_block_reason,
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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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"execution_quality_message": state.execution_quality_message,
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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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"execution_confidence_reason": state.execution_confidence_reason,
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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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"execution_price_freshness": state.execution_price_freshness,
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# ---------- Pricing ----------
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# ---------- Pricing ----------
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"pricing": PRICING_EXIT_MODE,
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"pricing": PRICING_EXIT_MODE,
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"pricing_role": exit_execution.pricing_role if exit_execution else None,
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"pricing_role": exit_execution.pricing_role if exit_execution else None,
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@@ -416,23 +273,6 @@ class ExecutionPositionActionsMixin(_ExecutionPositionActionsProtocol):
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"price_age_seconds": exit_execution.age_seconds if exit_execution else None,
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"price_age_seconds": exit_execution.age_seconds if exit_execution else None,
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"price_updated_at": exit_execution.updated_at if exit_execution else None,
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"price_updated_at": exit_execution.updated_at if exit_execution else None,
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# ---------- Adaptive size ----------
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"adaptive_size_base": state.adaptive_size_base,
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"adaptive_size_final": state.adaptive_size_final,
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"adaptive_size_multiplier": state.adaptive_size_multiplier,
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"adaptive_size_reason": state.adaptive_size_reason,
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"adaptive_size_factors": state.adaptive_size_factors,
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"effective_risk_percent": state.effective_risk_percent,
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"effective_target_risk_usd": state.effective_target_risk_usd,
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# ---------- Risk Settings ----------
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"risk_percent": state.risk_percent,
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"stop_loss_percent": state.stop_loss_percent,
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"take_profit_percent": state.take_profit_percent,
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"max_loss_usd": state.max_loss_usd,
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"max_reserved_balance_percent": state.max_reserved_balance_percent,
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"allocated_balance_usd": state.allocated_balance_usd,
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# ---------- Cycle Stats Before Close Sync ----------
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# ---------- Cycle Stats Before Close Sync ----------
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"realized_pnl_usd_before": state.realized_pnl_usd,
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"realized_pnl_usd_before": state.realized_pnl_usd,
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"cycle_realized_pnl_usd_before": state.cycle_realized_pnl_usd,
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"cycle_realized_pnl_usd_before": state.cycle_realized_pnl_usd,
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@@ -443,36 +283,17 @@ class ExecutionPositionActionsMixin(_ExecutionPositionActionsProtocol):
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"cycle_trade_fees_usd_before": state.cycle_trade_fees_usd,
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"cycle_trade_fees_usd_before": state.cycle_trade_fees_usd,
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"cycle_overnight_fees_usd_before": state.cycle_overnight_fees_usd,
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"cycle_overnight_fees_usd_before": state.cycle_overnight_fees_usd,
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# ---------- Position Health ----------
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**build_runtime_payload(state),
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"position_hold_seconds": state.position_hold_seconds,
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**build_signal_payload(state),
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"position_health_status": state.position_health_status,
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**build_decision_payload(state),
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"position_health_score": state.position_health_score,
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**build_runtime_blocks_payload(state),
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"position_health_reason": state.position_health_reason,
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**build_execution_quality_payload(state),
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"position_risk_level": state.position_risk_level,
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**build_execution_price_payload(state),
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"position_risk_reason": state.position_risk_reason,
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**build_adaptive_size_payload(state),
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"position_trend_alignment": state.position_trend_alignment,
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**build_risk_settings_payload(state),
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"position_adverse_momentum": state.position_adverse_momentum,
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**build_position_health_payload(state),
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**build_position_intelligence_payload(state),
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# ---------- Position Intelligence ----------
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**build_autonomous_payload(state),
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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_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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# ---------- Autonomous ----------
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"autonomous_action": state.autonomous_action,
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"autonomous_action_reason": state.autonomous_action_reason,
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"autonomous_action_confidence": state.autonomous_action_confidence,
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"autonomous_protection_required": state.autonomous_protection_required,
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"autonomous_reduce_required": state.autonomous_reduce_required,
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"autonomous_exit_required": state.autonomous_exit_required,
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**build_market_context_payload(state),
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**build_market_context_payload(state),
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}
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}
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