Adriano
263470786d
Aggiunge la persistenza SQLite, l'audit log a hash chain, il kill switch coordinato e i CLI di gestione documentati in docs/05-data-model.md e docs/07-risk-controls.md. 197 test pass, 1 skipped (sqlite3 CLI mancante), copertura totale 97%. State (`state/`): - 0001_init.sql con positions, instructions, decisions, dvol_history, manual_actions, system_state. - db.py: connect con WAL + foreign_keys + transaction ctx, runner forward-only basato su PRAGMA user_version. - models.py: record Pydantic, Decimal preservato come TEXT. - repository.py: CRUD typed con singola connessione passata, cache aware, posizioni concorrenti. Safety (`safety/`): - audit_log.py: AuditLog append-only con SHA-256 chain e fsync, verify_chain riconosce ogni manomissione (payload, prev_hash, hash, JSON, separatori). - kill_switch.py: arm/disarm transazionali, idempotenti, accoppiati all'audit chain. Config (`config/loader.py` + `strategy.yaml`): - Loader YAML con deep-merge di strategy.local.yaml. - Verifica config_hash SHA-256 (riga config_hash esclusa). - File golden strategy.yaml + esempio override. Scripts: - dead_man.sh: watchdog shell indipendente da Python. - backup.py: VACUUM INTO orario con retention 30 giorni. CLI: - audit verify (exit 2 su tampering). - kill-switch arm/disarm/status su SQLite reale. - state inspect con tabella posizioni aperte. - config hash, config validate. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
155 lines
3.8 KiB
Python
155 lines
3.8 KiB
Python
"""Pydantic record types mirroring the SQLite tables.
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Every numeric column documented as ``NUMERIC`` in
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``state/migrations/0001_init.sql`` is exposed as :class:`decimal.Decimal`
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on the Python side. The repository layer is responsible for serialising
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to ``TEXT`` (using ``str``) when writing and parsing back when reading,
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so precision is never lost via ``float`` coercion.
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"""
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from __future__ import annotations
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from datetime import datetime
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from decimal import Decimal
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from typing import Literal
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from uuid import UUID
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from pydantic import BaseModel, ConfigDict, Field
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__all__ = [
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"DecisionRecord",
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"DvolSnapshot",
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"InstructionRecord",
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"ManualAction",
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"PositionRecord",
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"PositionStatus",
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"SystemStateRecord",
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]
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PositionStatus = Literal[
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"proposed",
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"awaiting_fill",
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"open",
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"closing",
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"closed",
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"cancelled",
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]
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class PositionRecord(BaseModel):
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"""Row of the ``positions`` table."""
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model_config = ConfigDict(extra="forbid")
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proposal_id: UUID
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spread_type: str
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asset: str = "ETH"
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expiry: datetime
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short_strike: Decimal
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long_strike: Decimal
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short_instrument: str
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long_instrument: str
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n_contracts: int
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spread_width_usd: Decimal
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spread_width_pct: Decimal
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credit_eth: Decimal
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credit_usd: Decimal
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max_loss_usd: Decimal
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spot_at_entry: Decimal
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dvol_at_entry: Decimal
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delta_at_entry: Decimal
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eth_price_at_entry: Decimal
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proposed_at: datetime
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opened_at: datetime | None = None
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closed_at: datetime | None = None
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close_reason: str | None = None
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debit_paid_eth: Decimal | None = None
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pnl_eth: Decimal | None = None
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pnl_usd: Decimal | None = None
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status: PositionStatus
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created_at: datetime
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updated_at: datetime
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class InstructionRecord(BaseModel):
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"""Row of the ``instructions`` table."""
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model_config = ConfigDict(extra="forbid")
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instruction_id: UUID
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proposal_id: UUID
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kind: Literal["open_combo", "close_combo"]
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payload_json: str
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sent_at: datetime
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acknowledged_at: datetime | None = None
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filled_at: datetime | None = None
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cancelled_at: datetime | None = None
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actual_fill_eth: Decimal | None = None
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actual_fees_eth: Decimal | None = None
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class DecisionRecord(BaseModel):
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"""Row of the ``decisions`` table.
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``id`` is :class:`int` and may be ``None`` before the row has been
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inserted; the repository sets it after the auto-increment fires.
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"""
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model_config = ConfigDict(extra="forbid")
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id: int | None = None
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decision_type: Literal["entry_check", "exit_check", "kelly_recalib"]
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proposal_id: UUID | None = None
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timestamp: datetime
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inputs_json: str
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outputs_json: str
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action_taken: str | None = None
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notes: str | None = None
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class DvolSnapshot(BaseModel):
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"""Row of the ``dvol_history`` table."""
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model_config = ConfigDict(extra="forbid")
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timestamp: datetime
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dvol: Decimal
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eth_spot: Decimal
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class ManualAction(BaseModel):
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"""Row of the ``manual_actions`` table."""
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model_config = ConfigDict(extra="forbid")
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id: int | None = None
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kind: Literal[
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"approve_proposal",
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"reject_proposal",
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"force_close",
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"arm_kill",
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"disarm_kill",
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]
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proposal_id: UUID | None = None
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payload_json: str | None = None
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created_at: datetime
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consumed_at: datetime | None = None
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consumed_by: str | None = None
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result: str | None = None
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class SystemStateRecord(BaseModel):
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"""Singleton row of the ``system_state`` table."""
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model_config = ConfigDict(extra="forbid")
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id: int = Field(default=1)
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kill_switch: int = 0
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kill_reason: str | None = None
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kill_at: datetime | None = None
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last_health_check: datetime
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last_kelly_calib: datetime | None = None
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config_version: str
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started_at: datetime
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