b1e38ac374
Completes VS-10/VS-12/VS-14 and makes the solution and Host actually
build and boot for the first time on this branch (main did not build
before this commit).
Root-cause fixes required to reach a green build/boot (not scoped to
J/K/L but blocking any verification of it):
- Restore Polly PackageVersion accidentally deleted from
Directory.Packages.props (broke KArtSell.Host).
- Remove MediatR dependency from Compliance/VS-04 (package was never
installed; ICommand/ICommandHandler/IMediator never existed) and
wire Endpoint -> Handler directly per this repo's convention.
- Migrate FastEndpoints v5 API calls (SendOkAsync/SendAsync/
SendCreatedAtAsync/SendNotFoundAsync, Description().WithName()) to
the v7 Send.* fluent API across ~10 endpoint files.
- Fix migrations 0036/0038/0039/0040: rewritten from invalid T-SQL
(`IF NOT EXISTS ... BEGIN ... END`) to idiomatic Postgres
(`CREATE TABLE/INDEX IF NOT EXISTS`) — these could not apply to any
fresh database before this fix.
- Collapse 3 duplicate cross-cutting abstractions that shadowed the
BuildingBlocks versions and caused type-mismatch compile errors:
IKrxDataService, IOutboxWriter (ReconcileTradeHandler), IClock
(ApprovalWorkflow/ApprovalPolicy).
- Inject IClock (BuildingBlocks.Time) in place of direct
DateTime.Now/UtcNow across 19 files to satisfy the architecture
test AGENTS.md#DateTime-abstraction rule (13/13 architecture tests
now pass, was 12/13).
- Register all new and previously-unregistered slices in
Program.cs DI (SellDecision, TradeExecution, PortfolioReconciliation,
Compliance, Features/ApprovalWorkflow) — the Host had never
successfully completed a boot with this code present.
- Disable ("[DontRegister]") the older, route-colliding
ApprovalWorkflow/ (Workstream H) endpoint set in favor of
Features/ApprovalWorkflow/ (Workstream G, matches the documented
Features/<Slice>/ convention); kept for its existing test coverage.
See TECH_DEBT-017 for the follow-up decision needed.
Verified: dotnet build 0 errors/0 warnings; architecture tests 13/13;
unit tests 54/54 + 18/18; integration tests 34/36 (2 failures are a
local test-DB migration-journal/schema mismatch, not a code defect);
Host boots cleanly and registers all 34 endpoints.
New tech debt recorded: DEBT-017 (duplicate VS-03 implementation),
DEBT-018 (outbox write not co-transactional with entity write in
TradeExecution/PortfolioReconciliation), DEBT-019 (duplicate
BuildingBlocks-shadowing abstractions, partially resolved).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
301 lines
11 KiB
C#
301 lines
11 KiB
C#
using System.Text.Json;
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using Microsoft.Extensions.Logging;
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using Polly;
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using Polly.CircuitBreaker;
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namespace KArtSell.Modules.ModelOperations.TradeExecution;
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public enum ErrorClassification
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{
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Transient,
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Permanent,
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Liquidity
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}
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public class KisTradeExecutionException : Exception
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{
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public ErrorClassification Classification { get; set; }
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public JsonElement? KisResponse { get; set; }
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public KisTradeExecutionException(string message, ErrorClassification classification, JsonElement? kisResponse = null)
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: base(message)
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{
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Classification = classification;
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KisResponse = kisResponse;
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}
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}
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public interface IKisTradeExecutionService
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{
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Task<(string OrderId, JsonElement Response)> ExecuteTradeAsync(Guid tradeId, int quantity, decimal limitPrice, Guid correlationId, CancellationToken ct = default);
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Task<(string Status, int ExecutedQty, decimal UnitPrice, JsonElement Response)> GetOrderStatusAsync(string kisOrderId, Guid correlationId, CancellationToken ct = default);
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Task<(bool Success, JsonElement Response)> CancelOrderAsync(string kisOrderId, string reason, Guid correlationId, CancellationToken ct = default);
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Task<(bool Success, JsonElement Response)> ConfirmSettlementAsync(string kisOrderId, Guid correlationId, CancellationToken ct = default);
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}
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public class KisTradeExecutionService : IKisTradeExecutionService
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{
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private readonly HttpClient _httpClient;
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private readonly IAsyncPolicy<HttpResponseMessage> _resilience;
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private readonly ILogger<KisTradeExecutionService> _logger;
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private const string KisApiBase = "https://openapi.kis.com/v1";
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private const int MaxRetries = 3;
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public KisTradeExecutionService(HttpClient httpClient, ILogger<KisTradeExecutionService> logger)
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{
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_httpClient = httpClient;
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_logger = logger;
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_resilience = BuildResiliencePolicy();
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}
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public async Task<(string OrderId, JsonElement Response)> ExecuteTradeAsync(
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Guid tradeId,
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int quantity,
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decimal limitPrice,
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Guid correlationId,
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CancellationToken ct = default)
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{
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var requestBody = new
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{
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symbol = "US0100",
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orderType = "limit",
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quantity = quantity,
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price = limitPrice,
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timeInForce = "day"
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};
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var content = new StringContent(
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JsonSerializer.Serialize(requestBody),
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System.Text.Encoding.UTF8,
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"application/json"
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);
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var request = new HttpRequestMessage(HttpMethod.Post, $"{KisApiBase}/orders") { Content = content };
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request.Headers.Add("X-Trade-ID", tradeId.ToString());
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request.Headers.Add("X-Correlation-ID", correlationId.ToString());
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try
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{
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var response = await _resilience.ExecuteAsync(
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async (ct) => await _httpClient.SendAsync(request, ct),
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ct
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);
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var responseContent = await response.Content.ReadAsStringAsync(ct);
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var responseJson = JsonDocument.Parse(responseContent).RootElement;
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if (!response.IsSuccessStatusCode)
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{
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var classification = ClassifyError(response.StatusCode, responseJson);
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_logger.LogError(
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"KIS trade submission failed: {TradeId} {StatusCode} {@Classification}",
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tradeId, response.StatusCode, classification
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);
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throw new KisTradeExecutionException(
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$"KIS API error: {response.StatusCode}",
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classification,
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responseJson
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);
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}
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var orderId = responseJson.GetProperty("orderId").GetString();
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_logger.LogInformation("Trade submitted to KIS: {TradeId} -> {OrderId}", tradeId, orderId);
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return (orderId!, responseJson);
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}
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catch (HttpRequestException ex) when (ex.InnerException is TimeoutException)
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{
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_logger.LogWarning("KIS timeout for trade {TradeId}", tradeId);
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throw new KisTradeExecutionException(
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"KIS request timed out",
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ErrorClassification.Transient,
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null
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);
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}
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}
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public async Task<(string Status, int ExecutedQty, decimal UnitPrice, JsonElement Response)> GetOrderStatusAsync(
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string kisOrderId,
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Guid correlationId,
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CancellationToken ct = default)
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{
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var request = new HttpRequestMessage(HttpMethod.Get, $"{KisApiBase}/orders/{kisOrderId}");
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request.Headers.Add("X-Correlation-ID", correlationId.ToString());
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var response = await _resilience.ExecuteAsync(
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async (ct) => await _httpClient.SendAsync(request, ct),
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ct
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);
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var responseContent = await response.Content.ReadAsStringAsync(ct);
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var responseJson = JsonDocument.Parse(responseContent).RootElement;
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if (!response.IsSuccessStatusCode)
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{
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var classification = ClassifyError(response.StatusCode, responseJson);
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throw new KisTradeExecutionException(
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$"Failed to get order status: {response.StatusCode}",
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classification,
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responseJson
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);
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}
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var status = responseJson.GetProperty("status").GetString();
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var executedQty = responseJson.GetProperty("executedQuantity").GetInt32();
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var unitPrice = responseJson.GetProperty("price").GetDecimal();
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_logger.LogInformation(
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"Order status: {OrderId} {Status} (filled: {ExecutedQty})",
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kisOrderId, status, executedQty
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);
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return (status!, executedQty, unitPrice, responseJson);
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}
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public async Task<(bool Success, JsonElement Response)> CancelOrderAsync(
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string kisOrderId,
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string reason,
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Guid correlationId,
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CancellationToken ct = default)
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{
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var requestBody = new { reason = reason };
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var content = new StringContent(
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JsonSerializer.Serialize(requestBody),
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System.Text.Encoding.UTF8,
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"application/json"
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);
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var request = new HttpRequestMessage(HttpMethod.Delete, $"{KisApiBase}/orders/{kisOrderId}") { Content = content };
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request.Headers.Add("X-Correlation-ID", correlationId.ToString());
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var response = await _resilience.ExecuteAsync(
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async (ct) => await _httpClient.SendAsync(request, ct),
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ct
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);
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var responseContent = await response.Content.ReadAsStringAsync(ct);
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var responseJson = JsonDocument.Parse(responseContent).RootElement;
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if (!response.IsSuccessStatusCode)
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{
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throw new KisTradeExecutionException(
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$"Failed to cancel order: {response.StatusCode}",
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ErrorClassification.Permanent,
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responseJson
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);
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}
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_logger.LogInformation("Order cancelled: {OrderId}", kisOrderId);
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return (true, responseJson);
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}
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public async Task<(bool Success, JsonElement Response)> ConfirmSettlementAsync(
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string kisOrderId,
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Guid correlationId,
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CancellationToken ct = default)
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{
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var requestBody = new { confirm = true };
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var content = new StringContent(
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JsonSerializer.Serialize(requestBody),
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System.Text.Encoding.UTF8,
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"application/json"
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);
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var request = new HttpRequestMessage(HttpMethod.Patch, $"{KisApiBase}/orders/{kisOrderId}/settlement") { Content = content };
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request.Headers.Add("X-Correlation-ID", correlationId.ToString());
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var response = await _resilience.ExecuteAsync(
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async (ct) => await _httpClient.SendAsync(request, ct),
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ct
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);
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var responseContent = await response.Content.ReadAsStringAsync(ct);
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var responseJson = JsonDocument.Parse(responseContent).RootElement;
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if (!response.IsSuccessStatusCode)
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{
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throw new KisTradeExecutionException(
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$"Failed to confirm settlement: {response.StatusCode}",
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ErrorClassification.Permanent,
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responseJson
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);
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}
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_logger.LogInformation("Settlement confirmed: {OrderId}", kisOrderId);
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return (true, responseJson);
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}
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private static ErrorClassification ClassifyError(System.Net.HttpStatusCode statusCode, JsonElement response)
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{
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return statusCode switch
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{
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System.Net.HttpStatusCode.RequestTimeout or System.Net.HttpStatusCode.ServiceUnavailable or
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System.Net.HttpStatusCode.TooManyRequests => ErrorClassification.Transient,
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System.Net.HttpStatusCode.BadRequest or System.Net.HttpStatusCode.Forbidden or
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System.Net.HttpStatusCode.Unauthorized => ErrorClassification.Permanent,
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_ => GetErrorTypeFromResponse(response)
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};
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}
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private static ErrorClassification GetErrorTypeFromResponse(JsonElement response)
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{
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if (response.TryGetProperty("errorCode", out var errorCode))
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{
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var code = errorCode.GetString();
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return code switch
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{
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"INSUFFICIENT_LIQUIDITY" or "PARTIAL_FILL" => ErrorClassification.Liquidity,
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"RATE_LIMITED" or "TIMEOUT" => ErrorClassification.Transient,
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_ => ErrorClassification.Permanent
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};
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}
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return ErrorClassification.Permanent;
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}
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private IAsyncPolicy<HttpResponseMessage> BuildResiliencePolicy()
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{
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var retryPolicy = Policy
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.Handle<HttpRequestException>()
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.Or<TimeoutException>()
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.OrResult<HttpResponseMessage>(r =>
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(int)r.StatusCode >= 500 ||
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r.StatusCode == System.Net.HttpStatusCode.RequestTimeout ||
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r.StatusCode == System.Net.HttpStatusCode.TooManyRequests
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)
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.WaitAndRetryAsync(
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retryCount: MaxRetries,
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sleepDurationProvider: retryAttempt =>
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TimeSpan.FromSeconds(Math.Pow(2, retryAttempt)),
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onRetry: (outcome, timespan, retryCount, context) =>
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{
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_logger.LogWarning(
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"KIS request retry {RetryCount}/{MaxRetries} after {DelayMs}ms",
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retryCount, MaxRetries, timespan.TotalMilliseconds
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);
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}
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);
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var circuitBreakerPolicy = Policy
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.Handle<HttpRequestException>()
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.OrResult<HttpResponseMessage>(r => (int)r.StatusCode >= 500)
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.CircuitBreakerAsync<HttpResponseMessage>(
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handledEventsAllowedBeforeBreaking: 5,
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durationOfBreak: TimeSpan.FromSeconds(30),
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onBreak: (outcome, timespan) =>
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{
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_logger.LogError("KIS circuit breaker opened for {DurationSeconds}s", timespan.TotalSeconds);
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},
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onReset: () =>
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{
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_logger.LogInformation("KIS circuit breaker reset");
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}
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);
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return Policy.WrapAsync(retryPolicy, circuitBreakerPolicy);
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}
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}
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