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fix(execution): preserve submit failure cause and drop dead QPK fallbacks #606

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Merged
Pigbibi merged 1 commit into from
Oct 24, 2026
Merged

fix(execution): preserve submit failure cause and drop dead QPK fallbacks #606

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260 changes: 26 additions & 234 deletions application/execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -16,244 +16,20 @@
new_risk_buy_prohibited,
set_cycle_snapshot,
)
from quant_platform_kit.common.cash_sweep import (
estimate_cash_sweep_sale_quantity_to_fund_buy,
should_sell_cash_sweep_to_fund_whole_share_buy,
)
from quant_platform_kit.common.small_account_compatibility import (
DEFAULT_EXISTING_WHOLE_SHARE_RETENTION_SYMBOLS as QPK_DEFAULT_EXISTING_WHOLE_SHARE_RETENTION_SYMBOLS,
DEFAULT_WHOLE_SHARE_BOOTSTRAP_MIN_TARGET_SHARE_RATIO_BY_SYMBOL as QPK_DEFAULT_WHOLE_SHARE_BOOTSTRAP_MIN_TARGET_SHARE_RATIO_BY_SYMBOL,
DEFAULT_WHOLE_SHARE_RETENTION_MIN_TARGET_SHARE_RATIO_BY_SYMBOL as QPK_DEFAULT_WHOLE_SHARE_RETENTION_MIN_TARGET_SHARE_RATIO_BY_SYMBOL,
SMALL_ACCOUNT_SAFE_HAVEN_CASH_SUBSTITUTE_LIMIT_USD as QPK_SMALL_ACCOUNT_SAFE_HAVEN_CASH_SUBSTITUTE_LIMIT_USD,
apply_small_account_cash_compatibility,
build_small_account_allocation_drift_notes,
format_small_account_allocation_drift_notes,
format_small_account_cash_substitution_notes,
)

try:
from quant_platform_kit.common.cash_sweep import (
estimate_cash_sweep_sale_quantity_to_fund_buy,
should_sell_cash_sweep_to_fund_whole_share_buy,
)
except ImportError: # pragma: no cover - compatibility with older pinned shared wheels
import math

def estimate_cash_sweep_sale_quantity_to_fund_buy(
max_quantity,
cash_sweep_price,
base_buying_power,
funding_needs,
):
if max_quantity <= 0:
return 0
sweep_price = float(cash_sweep_price or 0.0)
if sweep_price <= 0.0:
return 0
current_buying_power = max(0.0, float(base_buying_power or 0.0))

for underweight_value, ask_price in funding_needs:
needed_value = float(underweight_value or 0.0)
quote_price = float(ask_price or 0.0)
if needed_value <= 0.0 or quote_price <= 0.0:
continue
max_buy_quantity = max(1, int(needed_value // quote_price))
required_buying_power = max_buy_quantity * quote_price
if current_buying_power >= required_buying_power:
return 0
return min(
int(max_quantity),
max(1, math.ceil((required_buying_power - current_buying_power) / sweep_price)),
)
return 0

def should_sell_cash_sweep_to_fund_whole_share_buy(
max_quantity,
cash_sweep_price,
base_buying_power,
funding_needs,
):
if max_quantity <= 0:
return False
sweep_price = float(cash_sweep_price or 0.0)
if sweep_price <= 0.0:
return False
current_buying_power = max(0.0, float(base_buying_power or 0.0))
sweep_capacity = float(max_quantity) * sweep_price
if sweep_capacity <= 0.0:
return False

for underweight_value, ask_price in funding_needs:
_ = underweight_value
quote_price = float(ask_price or 0.0)
if quote_price <= 0.0:
continue
if current_buying_power >= quote_price:
return False
if current_buying_power + sweep_capacity >= quote_price:
return True
return False
try:
from quant_platform_kit.common.small_account_compatibility import (
apply_small_account_cash_compatibility,
build_small_account_allocation_drift_notes,
format_small_account_allocation_drift_notes,
format_small_account_cash_substitution_notes,
)
except ImportError: # pragma: no cover - compatibility with older pinned shared wheels
@dataclass(frozen=True)
class _SmallAccountCashCompatibilityResult:
targets: dict
whole_share_substituted_symbols: tuple[str, ...]
safe_haven_cash_substituted_symbols: tuple[str, ...]
cash_substitution_notes: tuple[dict, ...]

def _project_unbuyable_value_targets_to_cash(
target_values,
prices,
*,
candidate_symbols=None,
quantity_step=1.0,
):
adjusted = {
str(symbol or "").strip().upper(): float(value or 0.0)
for symbol, value in dict(target_values or {}).items()
}
step = max(0.0, float(quantity_step or 0.0))
if step <= 0.0:
return adjusted, ()
normalized_candidates = (
tuple(adjusted)
if candidate_symbols is None
else tuple(dict.fromkeys(str(symbol or "").strip().upper() for symbol in candidate_symbols))
)
normalized_prices = {
str(symbol or "").strip().upper(): float(price or 0.0)
for symbol, price in dict(prices or {}).items()
}
substituted = []
for symbol in normalized_candidates:
target_value = max(0.0, float(adjusted.get(symbol, 0.0) or 0.0))
price = max(0.0, float(normalized_prices.get(symbol, 0.0) or 0.0))
if price > 0.0 and 0.0 < target_value < (price * step):
adjusted[symbol] = 0.0
substituted.append(symbol)
return adjusted, tuple(dict.fromkeys(substituted))

def apply_small_account_cash_compatibility(
target_values,
prices,
*,
candidate_symbols=None,
safe_haven_cash_symbols=(),
quantity_step=1.0,
cash_substitute_limit_usd=2000.0,
):
adjusted_targets, substituted = _project_unbuyable_value_targets_to_cash(
target_values,
prices,
candidate_symbols=candidate_symbols,
quantity_step=quantity_step,
)
normalized_candidates = (
tuple(adjusted_targets)
if candidate_symbols is None
else tuple(dict.fromkeys(str(symbol or "").strip().upper() for symbol in candidate_symbols))
)
remaining_non_safe_targets = [
symbol
for symbol in normalized_candidates
if float(adjusted_targets.get(str(symbol or "").strip().upper(), 0.0) or 0.0) > 0.0
]
safe_haven_symbols = tuple(
dict.fromkeys(
str(symbol or "").strip().upper()
for symbol in safe_haven_cash_symbols
if str(symbol or "").strip()
)
)
safe_haven_substituted = []
if (
substituted
and not remaining_non_safe_targets
and _positive_target_total(adjusted_targets) <= max(0.0, float(cash_substitute_limit_usd or 0.0))
):
for symbol in safe_haven_symbols:
if float(adjusted_targets.get(symbol, 0.0) or 0.0) > 0.0:
adjusted_targets[symbol] = 0.0
safe_haven_substituted.append(symbol)
normalized_targets = {
str(symbol or "").strip().upper(): float(value or 0.0)
for symbol, value in dict(target_values or {}).items()
}
normalized_prices = {
str(symbol or "").strip().upper(): float(price or 0.0)
for symbol, price in dict(prices or {}).items()
}
notes = []
if substituted:
for symbol in substituted:
target_value = max(0.0, float(normalized_targets.get(symbol, 0.0) or 0.0))
price = max(0.0, float(normalized_prices.get(symbol, 0.0) or 0.0))
if target_value <= 0.0 or price <= 0.0:
continue
notes.append(
{
"symbol": symbol,
"target_value": target_value,
"price": price,
"cash_symbols": tuple(safe_haven_substituted),
}
)
return _SmallAccountCashCompatibilityResult(
targets=adjusted_targets,
whole_share_substituted_symbols=substituted,
safe_haven_cash_substituted_symbols=tuple(safe_haven_substituted),
cash_substitution_notes=tuple(notes),
)

def format_small_account_cash_substitution_notes(
notes,
*,
translator,
wrapper_key="buy_deferred",
detail_key="buy_deferred_small_account_cash_substitution",
cash_label_key="cash_label",
symbol_suffix=".US",
):
messages = []
seen_keys = set()
for note in tuple(notes or ()):
if not isinstance(note, Mapping):
continue
symbol = str(note.get("symbol") or "").strip().upper()
if not symbol:
continue
target_value = max(0.0, float(note.get("target_value") or 0.0))
price = max(0.0, float(note.get("price") or 0.0))
if target_value <= 0.0 or price <= 0.0:
continue
cash_symbols = tuple(
dict.fromkeys(
str(cash_symbol or "").strip().upper()
for cash_symbol in tuple(note.get("cash_symbols") or ())
if str(cash_symbol or "").strip()
)
)
cash_symbols_text = ", ".join(f"{cash_symbol}{symbol_suffix}" for cash_symbol in cash_symbols)
if not cash_symbols_text:
cash_symbols_text = translator(cash_label_key)
note_key = (symbol, f"{target_value:.2f}", cash_symbols_text)
if note_key in seen_keys:
continue
seen_keys.add(note_key)
detail = translator(
detail_key,
symbol=f"{symbol}{symbol_suffix}",
diff=f"{target_value:.2f}",
price=f"{price:.2f}",
cash_symbols=cash_symbols_text,
)
messages.append(translator(wrapper_key, detail=detail))
return tuple(messages)

def build_small_account_allocation_drift_notes(**_kwargs):
return ()

def format_small_account_allocation_drift_notes(_notes, *, translator, **_kwargs):
return ()
from quant_platform_kit.common.quantity import (
floor_to_quantity_step,
format_quantity,
Expand Down Expand Up @@ -1280,9 +1056,16 @@ def submit_order_via_port(symbol, order_type, side, quantity, log_message, *, su
f"Symbol: {symbol} Side: {side_text} Qty: {quantity} Type: {order_type} Price: {submitted_price if submitted_price is not None else 'MO'}",
)
return False
submit_exception: Exception | None = None
try:
report = execution_port.submit_order(order_intent)
except Exception:
except Exception as exc:
submit_exception = exc
print(
f"order_submit_exception Symbol: {symbol} Side: {side_text} "
f"Qty: {order_intent.quantity} Type: {order_type}\n{traceback.format_exc()}",
flush=True,
)
report = None
status = str(getattr(report, "status", "") or "").strip().lower()
if status == "rejected":
Expand Down Expand Up @@ -1314,7 +1097,12 @@ def submit_order_via_port(symbol, order_type, side, quantity, log_message, *, su
# Preserve the broker fact before notifications or other fallible post-submit work.
pending_orders.append(order_payload)
if not known_submission:
notify_submission_issue("Order submit failed", "broker_outcome_unknown_reconciliation_required")
detail = "broker_outcome_unknown_reconciliation_required"
if submit_exception is not None:
# Notification channels only carry the exception type; full details
# stay in the local execution log to avoid leaking broker internals.
detail = f"{detail}\nsubmit_exception: {type(submit_exception).__name__}"
notify_submission_issue("Order submit failed", detail)
return False
submitted_orders.append(order_payload)
if str(side or "").strip().lower() == "sell":
Expand All @@ -1328,6 +1116,10 @@ def submit_order_via_port(symbol, order_type, side, quantity, log_message, *, su
post_submit_order(trade_context, order_intent, report)
except Exception:
submission_halted = True
print(
f"order_post_submit_hook_exception Symbol: {symbol} Side: {side_text}\n{traceback.format_exc()}",
flush=True,
)
notify_submission_issue("Order post-submit hook failed", "post_submit_processing_failed_reconciliation_required")
return True

Expand Down
18 changes: 5 additions & 13 deletions notifications/renderers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -73,19 +73,11 @@


def _localize_notification_text(text, *, translator):
try:
return _base_localize_notification_text(
text,
translator=translator,
extra_replacements=_LONG_BRIDGE_ZH_NOTIFICATION_REPLACEMENTS,
)
except TypeError: # pragma: no cover - compatibility with older shared wheels
localized = _base_localize_notification_text(text, translator=translator)
if not _translator_uses_zh(translator):
return localized
for source, target in _LONG_BRIDGE_ZH_NOTIFICATION_REPLACEMENTS:
localized = localized.replace(source, target)
return localized
return _base_localize_notification_text(
text,
translator=translator,
extra_replacements=_LONG_BRIDGE_ZH_NOTIFICATION_REPLACEMENTS,
)


def _localize_source_input_status(status, *, translator) -> str:
Expand Down
21 changes: 5 additions & 16 deletions notifications/telegram.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -12,14 +12,10 @@

from notifications.events import NotificationPublisher, RenderedNotification

try:
from quant_platform_kit.common.notification_localization import (
resolve_strategy_display_name as _resolve_strategy_display_name,
merge_strategy_plugin_i18n as _merge_strategy_plugin_i18n,
)
except ImportError: # pragma: no cover - compatibility with older pinned shared wheels
_resolve_strategy_display_name = None
_merge_strategy_plugin_i18n = None
from quant_platform_kit.common.notification_localization import (
resolve_strategy_display_name as _resolve_strategy_display_name,
merge_strategy_plugin_i18n as _merge_strategy_plugin_i18n,
)


_TELEGRAM_MARKET_SYMBOL_LINK_RE = re.compile(r"(?<![A-Za-z0-9_])([A-Z0-9]{1,12})\.([A-Z]{2,4})(?![A-Za-z0-9_])")
Expand Down Expand Up @@ -440,14 +436,7 @@ def _break_telegram_market_symbol_auto_links(value) -> str:
},
}

if _merge_strategy_plugin_i18n is not None:
_PLATFORM_I18N = {locale: dict(values) for locale, values in I18N.items()}
try:
I18N = _merge_strategy_plugin_i18n(I18N, shared_wins=False)
except TypeError:
I18N = _merge_strategy_plugin_i18n(I18N)
for locale, values in _PLATFORM_I18N.items():
I18N.setdefault(locale, {}).update(values)
I18N = _merge_strategy_plugin_i18n(I18N, shared_wins=False)


def build_translator(lang):
Expand Down
29 changes: 4 additions & 25 deletions runtime_config_support.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -27,31 +27,10 @@
)
from quant_platform_kit.common.strategies import get_catalog_strategy_metadata
from quant_platform_kit.common.live_continuity import runtime_target_permits_standard_execution
try:
from quant_platform_kit.common.broker_costs import (
BrokerCostProfile,
minimum_economic_order_notional_usd,
)
except ImportError: # pragma: no cover - compatibility with older pinned shared wheels
@dataclass(frozen=True)
class BrokerCostProfile:
fixed_order_fee_usd: float = 0.0
minimum_order_fee_usd: float = 0.0
max_fixed_fee_bps: float = 100.0
explicit_min_order_notional_usd: float = 0.0

def minimum_economic_order_notional_usd(profile: BrokerCostProfile | None) -> float:
if profile is None:
return 0.0
explicit_floor = max(0.0, float(profile.explicit_min_order_notional_usd or 0.0))
fee_floor = max(
max(0.0, float(profile.fixed_order_fee_usd or 0.0)),
max(0.0, float(profile.minimum_order_fee_usd or 0.0)),
)
max_fee_bps = max(0.0, float(profile.max_fixed_fee_bps or 0.0))
if fee_floor <= 0.0 or max_fee_bps <= 0.0:
return explicit_floor
return max(explicit_floor, fee_floor / (max_fee_bps / 10_000.0))
from quant_platform_kit.common.broker_costs import (
BrokerCostProfile,
minimum_economic_order_notional_usd,
)
from strategy_registry import (
LONGBRIDGE_PLATFORM,
STRATEGY_CATALOG,
Expand Down
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