Slice 2 (Fable-Fixes): K2 – Neustart-Reconciliation
Ruhende GTC-Leiter-/MakerEntry-Orders ueberleben Neustarts auf dem CLOB, der Verwaltungszustand (ExitLadders/ExitPending/PendingOrderTimestamps) ist transient. Ohne Bereinigung liefe die Engine gegen Waisen-Orders (Doppel-Leiter, Kaskaden). - StartupOrderReconciliationService (IHostedService): storniert beim Start je Live-Account alle offenen CLOB-Orders; danach entscheidet die Engine sauber neu. Registriert als ERSTER Modul-HostedService (nach Hydration, vor Monitor/Engine), pro Account fehlertolerant. - GetOpenOrdersAsync: assetId jetzt optional (default "") -> ohne Filter ALLE offenen Orders des Accounts. Signaturneutral (HMAC geht ueber Pfad ohne Query), rueckwaertskompatibel fuer die bestehenden per-Asset-Aufrufer. IClobClient + FakeClobClient nachgezogen. Hinweis: "/data/orders ohne asset_id = alle Orders" ist API-gated und im Zielland live zu verifizieren (wie M6). Tests: 3 neue (cancelt alle Orders je Live-Account, ueberspringt Demo/credential-los, no-op ohne offene Orders). Build 0 Fehler, 218 Tests gruen, --smoke-ui ok. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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co-authored by
Claude Opus 4.8
parent
0200a726e7
commit
98109b78f6
@@ -25,9 +25,12 @@ namespace PolyTrader.Tests.Fakes
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public Queue<string> PlaceResults { get; } = new();
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public bool CancelResult { get; set; } = true;
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/// <summary>Offene Orders je Asset, die GetOpenOrdersAsync zurückgibt.</summary>
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/// <summary>Offene Orders je Asset, die GetOpenOrdersAsync(assetId) zurückgibt.</summary>
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public Dictionary<string, List<(string Id, string Side, decimal Price)>> OpenOrdersByAsset { get; } = new();
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/// <summary>Alle offenen Orders des Accounts, die GetOpenOrdersAsync() ohne assetId zurückgibt (K2).</summary>
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public List<(string Id, string Side, decimal Price)> AllOpenOrders { get; } = new();
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public Task<string> PlaceOrderAsync(
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AccountState account, string tokenId, string sideStr, decimal investAmountUsd, decimal limitPrice,
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string orderType = "FOK", bool debugPayloadLog = false, bool isNegRisk = false, int actualFeeBps = 0,
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@@ -44,8 +47,10 @@ namespace PolyTrader.Tests.Fakes
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return Task.CompletedTask;
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}
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public Task<List<(string Id, string Side, decimal Price)>> GetOpenOrdersAsync(AccountState acc, string assetId)
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public Task<List<(string Id, string Side, decimal Price)>> GetOpenOrdersAsync(AccountState acc, string assetId = "")
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{
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if (string.IsNullOrEmpty(assetId))
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return Task.FromResult(new List<(string, string, decimal)>(AllOpenOrders));
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if (OpenOrdersByAsset.TryGetValue(assetId, out var list))
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return Task.FromResult(new List<(string, string, decimal)>(list));
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return Task.FromResult(new List<(string, string, decimal)>());
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@@ -0,0 +1,83 @@
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using System.Threading;
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using System.Threading.Tasks;
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using PolyTrader.Tests.Fakes;
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using PolyTraderSharp;
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using PolyTraderSharp.Models;
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using PolyTraderSharp.Services;
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using Xunit;
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namespace PolyTrader.Tests
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{
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/// <summary>
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/// Slice 2 (Fable-Fixes) – K2 Neustart-Reconciliation: Beim Start werden alle offenen CLOB-Orders
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/// je Live-Account pauschal storniert, damit die Engine gegen keine Waisen-Orders anläuft.
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/// </summary>
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public class StartupOrderReconciliationTests
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{
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private static AccountState LiveAccount(int id, string name)
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{
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return new AccountState
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{
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AccountId = id,
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Name = name,
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IsDemo = false,
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ApiKey = "k",
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ApiSecret = "s",
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ApiPassphrase = "p",
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PrivateKey = "0xabc"
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};
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}
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[Fact]
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public async Task Cancels_all_open_orders_for_live_accounts()
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{
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var state = new TradingState();
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var acc = LiveAccount(1, "Live");
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state.Accounts[acc.AccountId] = acc;
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var clob = new FakeClobClient();
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clob.AllOpenOrders.Add(("o1", "SELL", 0.40m));
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clob.AllOpenOrders.Add(("o2", "BUY", 0.55m));
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var svc = new StartupOrderReconciliationService(state, clob, new TerminalLogger());
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await svc.StartAsync(CancellationToken.None);
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Assert.Equal(new[] { "o1", "o2" }, clob.CanceledOrderIds);
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}
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[Fact]
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public async Task Skips_demo_accounts_and_accounts_without_credentials()
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{
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var state = new TradingState();
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var demo = LiveAccount(1, "Demo");
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demo.IsDemo = true;
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var noCreds = new AccountState { AccountId = 2, Name = "NoCreds", IsDemo = false };
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state.Accounts[demo.AccountId] = demo;
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state.Accounts[noCreds.AccountId] = noCreds;
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var clob = new FakeClobClient();
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clob.AllOpenOrders.Add(("x", "SELL", 0.40m));
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var svc = new StartupOrderReconciliationService(state, clob, new TerminalLogger());
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await svc.StartAsync(CancellationToken.None);
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Assert.Empty(clob.CanceledOrderIds); // weder Demo noch credential-lose Accounts angefasst
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}
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[Fact]
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public async Task No_open_orders_cancels_nothing()
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{
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var state = new TradingState();
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var acc = LiveAccount(1, "Live");
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state.Accounts[acc.AccountId] = acc;
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var clob = new FakeClobClient(); // AllOpenOrders leer
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var svc = new StartupOrderReconciliationService(state, clob, new TerminalLogger());
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await svc.StartAsync(CancellationToken.None);
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Assert.Empty(clob.CanceledOrderIds);
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}
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}
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}
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