feat(live): reconcile resting + orphan single-leg + circuit-breaker venue-lock + FEED_BOOK_GAP

Codice della tornata v1.1.27/28 (gia' in produzione, mai committato): - reconcile_account: estensione ordini RESTING (FILLED_UNBOOKED/MISSING/STALE, caso MR02_BTC: TP fillato di notte scoperto ore dopo) + expected_resting in books - strategy_worker: orphan_legs su REAL_CLOSE_PARTIAL anche single-leg, persistito - execution: circuit-breaker su venue-lock admin (stop ordini dopo errori ripetuti) - runner/hourly_report: alert FEED_BOOK_GAP + timestamp closed trades - cerbero_client: get_open_orders (merge all + trigger_all) Test: 12 nuovi, suite completa 126 passed. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-12 20:29:02 +00:00
parent a2d581691a
commit 612f2bfced
11 changed files with 628 additions and 25 deletions
@@ -0,0 +1,86 @@
+"""Circuit-breaker venue-lock (2026-06-12): dopo lock_trip reject 'locked'
+consecutivi le APERTURE sono sospese senza toccare l'API (i worker seguono il
+path REAL_OPEN_FAIL/sim_fallback); le chiusure si tentano sempre; il probe a
+fine cooldown riarma o resetta. Nessuna rete: CerberoClient stubbato."""
+import time
+
+from src.live.execution import ExecutionClient
+
+
+class _Venue:
+    """Stub CerberoClient: locked finche' .locked=True, poi ordini ok."""
+    def __init__(self):
+        self.locked = True
+        self.place_calls = 0
+
+    def place_order(self, instrument, side, amount, order_type="market",
+                    price=None, label=None, reduce_only=False):
+        self.place_calls += 1
+        if self.locked:
+            return {"state": "error", "error": "locked_by_admin"}
+        return {"order": {"order_id": "o1", "order_state": "filled",
+                          "filled_amount": amount, "average_price": 100.0},
+                "trades": [{"amount": amount, "price": 100.0, "fee": 0.0}]}
+
+    def get_ticker(self, instrument):
+        return {"mark_price": 100.0}
+
+    def get_trade_history(self, limit=50, instrument_name=None):
+        return []
+
+
+def _ec(monkeypatch, sent):
+    monkeypatch.setattr("src.live.telegram_notifier.notify_event",
+                        lambda ev, data: sent.append((ev, data)))
+    venue = _Venue()
+    ec = ExecutionClient(client=venue)
+    return ec, venue
+
+
+INST = "ETH_USDC-PERPETUAL"
+
+
+def test_breaker_trips_and_blocks_opens(monkeypatch):
+    sent = []
+    ec, venue = _ec(monkeypatch, sent)
+    for _ in range(ec.lock_trip):
+        f = ec.open(INST, "buy", 50.0)
+        assert not f.verified
+    assert venue.place_calls == ec.lock_trip and ec.lock_blocked()
+    assert [e for e, _ in sent] == ["VENUE_LOCK"]          # un alert al trip
+    # aperture sospese: NESSUNA chiamata API, nota dedicata
+    f = ec.open(INST, "buy", 50.0)
+    assert venue.place_calls == ec.lock_trip
+    assert "venue_lock_breaker" in f.notes
+    assert sent == sent[:1]                                # niente spam
+
+
+def test_closes_still_attempted_and_refresh_cooldown(monkeypatch):
+    sent = []
+    ec, venue = _ec(monkeypatch, sent)
+    for _ in range(ec.lock_trip):
+        ec.open(INST, "buy", 50.0)
+    ec._net_close_allowance = lambda *a, **k: 0.0          # niente fallback netting
+    before = ec._lock_until
+    time.sleep(0.01)
+    f = ec.close_amount(INST, "buy", 0.5, label="w1")      # la chiusura PASSA dall'API
+    assert venue.place_calls == ec.lock_trip + 1
+    assert not f.verified
+    assert ec._lock_until > before                          # locked dal close -> cooldown esteso
+
+
+def test_probe_rearms_or_resets(monkeypatch):
+    sent = []
+    ec, venue = _ec(monkeypatch, sent)
+    for _ in range(ec.lock_trip):
+        ec.open(INST, "buy", 50.0)
+    # cooldown scaduto + venue ancora locked -> probe fallisce e riscatta
+    ec._lock_until = time.monotonic() - 1
+    ec.open(INST, "buy", 50.0)
+    assert venue.place_calls == ec.lock_trip + 1 and ec.lock_blocked()
+    # venue sbloccato -> il probe passa, breaker resettato, alert di rientro
+    ec._lock_until = time.monotonic() - 1
+    venue.locked = False
+    f = ec.open(INST, "buy", 50.0)
+    assert f.verified and not ec.lock_blocked() and ec._lock_streak == 0
+    assert sent[-1][0] == "VENUE_LOCK" and sent[-1][1].get("status") == "RIENTRATO"