diff options
Diffstat (limited to 'services/order-executor')
6 files changed, 38 insertions, 16 deletions
diff --git a/services/order-executor/src/order_executor/config.py b/services/order-executor/src/order_executor/config.py index 856045f..6542a31 100644 --- a/services/order-executor/src/order_executor/config.py +++ b/services/order-executor/src/order_executor/config.py @@ -1,4 +1,5 @@ """Order Executor configuration.""" + from shared.config import Settings diff --git a/services/order-executor/src/order_executor/executor.py b/services/order-executor/src/order_executor/executor.py index 099520d..80f441d 100644 --- a/services/order-executor/src/order_executor/executor.py +++ b/services/order-executor/src/order_executor/executor.py @@ -1,4 +1,5 @@ """Order execution logic.""" + import structlog from datetime import datetime, timezone from decimal import Decimal @@ -7,7 +8,7 @@ from typing import Any, Optional from shared.broker import RedisBroker from shared.db import Database from shared.events import OrderEvent -from shared.models import Order, OrderSide, OrderStatus, OrderType, Signal +from shared.models import Order, OrderStatus, OrderType, Signal from shared.notifier import TelegramNotifier from order_executor.risk_manager import RiskManager @@ -58,9 +59,7 @@ class OrderExecutor: ) if not result.allowed: - logger.warning( - "risk_check_rejected", signal_id=str(signal.id), reason=result.reason - ) + logger.warning("risk_check_rejected", signal_id=str(signal.id), reason=result.reason) return None # Build the order model @@ -77,7 +76,12 @@ class OrderExecutor: if self.dry_run: order.status = OrderStatus.FILLED order.filled_at = datetime.now(timezone.utc) - logger.info("order_filled_dry_run", side=str(order.side), quantity=str(order.quantity), symbol=order.symbol) + logger.info( + "order_filled_dry_run", + side=str(order.side), + quantity=str(order.quantity), + symbol=order.symbol, + ) else: try: await self.exchange.create_order( @@ -88,7 +92,12 @@ class OrderExecutor: ) order.status = OrderStatus.FILLED order.filled_at = datetime.now(timezone.utc) - logger.info("order_filled", side=str(order.side), quantity=str(order.quantity), symbol=order.symbol) + logger.info( + "order_filled", + side=str(order.side), + quantity=str(order.quantity), + symbol=order.symbol, + ) except Exception as exc: order.status = OrderStatus.FAILED logger.error("order_failed", signal_id=str(signal.id), error=str(exc)) diff --git a/services/order-executor/src/order_executor/main.py b/services/order-executor/src/order_executor/main.py index 7f0578d..ab6ef4f 100644 --- a/services/order-executor/src/order_executor/main.py +++ b/services/order-executor/src/order_executor/main.py @@ -1,4 +1,5 @@ """Order Executor Service entry point.""" + import asyncio from decimal import Decimal @@ -21,7 +22,9 @@ async def run() -> None: config = ExecutorConfig() log = setup_logging("order-executor", config.log_level, config.log_format) metrics = ServiceMetrics("order_executor") - notifier = TelegramNotifier(bot_token=config.telegram_bot_token, chat_id=config.telegram_chat_id) + notifier = TelegramNotifier( + bot_token=config.telegram_bot_token, chat_id=config.telegram_chat_id + ) db = Database(config.database_url) await db.connect() @@ -69,12 +72,18 @@ async def run() -> None: event = Event.from_dict(msg) if event.type == EventType.SIGNAL: signal = event.data - log.info("processing_signal", signal_id=str(signal.id), symbol=signal.symbol) + log.info( + "processing_signal", signal_id=str(signal.id), symbol=signal.symbol + ) await executor.execute(signal) - metrics.events_processed.labels(service="order-executor", event_type="signal").inc() + metrics.events_processed.labels( + service="order-executor", event_type="signal" + ).inc() except Exception as exc: log.error("message_processing_failed", error=str(exc)) - metrics.errors_total.labels(service="order-executor", error_type="processing").inc() + metrics.errors_total.labels( + service="order-executor", error_type="processing" + ).inc() if messages: # Advance last_id to avoid re-reading — broker.read returns decoded dicts, # so we track progress by re-reading with "0" for replaying or "$" for new only. diff --git a/services/order-executor/src/order_executor/risk_manager.py b/services/order-executor/src/order_executor/risk_manager.py index 8e8a72c..db162e1 100644 --- a/services/order-executor/src/order_executor/risk_manager.py +++ b/services/order-executor/src/order_executor/risk_manager.py @@ -1,4 +1,5 @@ """Risk management for order execution.""" + from dataclasses import dataclass from decimal import Decimal @@ -49,7 +50,10 @@ class RiskManager: if position is not None: current_position_value = position.quantity * position.current_price - if balance > 0 and (current_position_value + order_cost) / balance > self.max_position_size: + if ( + balance > 0 + and (current_position_value + order_cost) / balance > self.max_position_size + ): return RiskCheckResult(allowed=False, reason="Position size exceeded") return RiskCheckResult(allowed=True, reason="OK") diff --git a/services/order-executor/tests/test_executor.py b/services/order-executor/tests/test_executor.py index 4836ffb..e64b6c0 100644 --- a/services/order-executor/tests/test_executor.py +++ b/services/order-executor/tests/test_executor.py @@ -1,4 +1,5 @@ """Tests for OrderExecutor.""" + from decimal import Decimal from unittest.mock import AsyncMock, MagicMock diff --git a/services/order-executor/tests/test_risk_manager.py b/services/order-executor/tests/test_risk_manager.py index f6b5545..a122d16 100644 --- a/services/order-executor/tests/test_risk_manager.py +++ b/services/order-executor/tests/test_risk_manager.py @@ -1,9 +1,9 @@ """Tests for RiskManager.""" + from decimal import Decimal -import pytest -from shared.models import OrderSide, Position, Signal +from shared.models import OrderSide, Signal from order_executor.risk_manager import RiskManager @@ -55,9 +55,7 @@ def test_risk_check_rejects_daily_loss_exceeded(): """Daily PnL of -1100 on 10000 balance = -11%, exceeding -10% limit.""" rm = make_risk_manager(daily_loss_limit_pct="10.0") signal = make_signal(side=OrderSide.BUY, price="100", quantity="0.1") - result = rm.check( - signal, balance=Decimal("10000"), positions={}, daily_pnl=Decimal("-1100") - ) + result = rm.check(signal, balance=Decimal("10000"), positions={}, daily_pnl=Decimal("-1100")) assert result.allowed is False assert result.reason == "Daily loss limit exceeded" |