feat(notify): Slack message for reconcile-booked closes (realized P&L)

Entries, deferrals and rejections posted to #trading-bot, but exits booked by the reconcile loop (bracket stop/take-profit legs that fill at Alpaca) were silent — the two Jun 9 stop-outs produced no message. Viktor asked for a Slack message on each position execution.

- move SlackNotifier to shared/ (now used by trade-executor AND api-gateway)

- add notify_close (ticker/qty/price/realized P&L/reason, win-loss emoji)

- reconcile loop notifies on each booked close, fail-soft; api-gateway config gains slack fields (channel defaults to trading-bot since the env carries only the bot token; chat:write.public covers posting)

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

services/api_gateway/config.py

@@ -25,6 +25,13 @@ class ApiGatewayConfig(BaseConfig):
     paper_trading: bool = True
     snapshot_interval_seconds: int = 60
 
+    # Slack — close notifications from the trade-reconcile loop. The channel
+    # defaults here (rather than "") because the deployment env carries only
+    # the bot token; chat:write.public lets the bot post without an invite.
+    slack_webhook_url: str = ""
+    slack_bot_token: str = ""
+    slack_channel: str = "trading-bot"
+
     # CORS settings
     cors_origins: list[str] = ["http://localhost:5173"]
 

services/api_gateway/tasks/trade_reconcile.py

@@ -32,6 +32,7 @@ from shared.broker.base import BaseBroker
 from shared.constants.kevin import KEVIN_STRATEGY_UUID
 from shared.models.trading import Trade, TradeSide, TradeStatus
 from shared.schemas.trading import BrokerOrder, OrderResult, OrderStatus
+from shared.slack_notifier import SlackNotifier
 
 logger = logging.getLogger(__name__)
 
@@ -63,32 +64,31 @@ async def _already_booked(session: AsyncSession, leg_order_id: str) -> bool:
 
 async def _reconcile_trade(
     session: AsyncSession, entry: Trade, order: BrokerOrder
-) -> bool:
+) -> Trade | None:
     """Apply one trade's reconciliation.
 
-    Returns ``True`` if a closing trade was booked. Books an auto-close when a
-    stop-loss / take-profit leg has filled (idempotent on the leg order id);
-    otherwise syncs a non-terminal local status from the parent order.
+    Returns the booked closing ``Trade`` when a stop-loss / take-profit leg
+    has filled (idempotent on the leg order id); otherwise syncs a
+    non-terminal local status from the parent order and returns ``None``.
     """
     leg = _filled_leg(order)
     if leg is not None and leg.filled_price is not None:
         if await _already_booked(session, leg.order_id):
-            return False
+            return None
         fill_price = leg.filled_price
         pnl = (fill_price - entry.price) * leg.qty
-        session.add(
-            Trade(
-                ticker=entry.ticker,
-                side=TradeSide.SELL,
-                qty=leg.qty,
-                price=fill_price,
-                status=TradeStatus.FILLED,
-                strategy_id=KEVIN_STRATEGY_UUID,
-                signal_id=entry.signal_id,
-                broker_order_id=leg.order_id,
-                pnl=pnl,
-            )
+        close = Trade(
+            ticker=entry.ticker,
+            side=TradeSide.SELL,
+            qty=leg.qty,
+            price=fill_price,
+            status=TradeStatus.FILLED,
+            strategy_id=KEVIN_STRATEGY_UUID,
+            signal_id=entry.signal_id,
+            broker_order_id=leg.order_id,
+            pnl=pnl,
         )
+        session.add(close)
         logger.info(
             "Reconciled auto-close for %s: leg %s filled @ %.2f, pnl=%.2f",
             entry.ticker,
@@ -96,7 +96,7 @@ async def _reconcile_trade(
             leg.filled_price,
             pnl,
         )
-        return True
+        return close
 
     # No filled exit leg — sync a non-terminal local status from the parent.
     if entry.status == TradeStatus.PENDING:
@@ -111,12 +111,13 @@ async def _reconcile_trade(
                 entry.broker_order_id,
                 mapped.value,
             )
-    return False
+    return None
 
 
 async def reconcile_once(
     broker: BaseBroker,
     session_factory: async_sessionmaker,
+    notifier: SlackNotifier | None = None,
 ) -> None:
     """Perform a single reconciliation cycle over open Kevin entries."""
     async with session_factory() as session:
@@ -162,14 +163,30 @@ async def reconcile_once(
                 )
                 continue
             try:
-                if await _reconcile_trade(session, entry, order):
-                    booked += 1
+                close = await _reconcile_trade(session, entry, order)
             except Exception:
                 logger.exception(
                     "reconcile: booking failed for %s (%s) — skipping row",
                     entry.ticker,
                     entry.broker_order_id,
                 )
+                continue
+            if close is None:
+                continue
+            booked += 1
+            if notifier is not None:
+                # Slack is an observer — its failure must not lose the row.
+                try:
+                    await notifier.notify_close(
+                        ticker=close.ticker,
+                        qty=close.qty,
+                        price=close.price,
+                        pnl=close.pnl or 0.0,
+                        strategy_id=close.strategy_id,
+                        reason="bracket leg filled at broker",
+                    )
+                except Exception:
+                    logger.warning("reconcile: close notification failed", exc_info=True)
 
         await session.commit()
 
@@ -197,17 +214,23 @@ async def trade_reconcile_loop(
         secret_key=config.alpaca_secret_key,
         paper=config.paper_trading,
     )
+    notifier = SlackNotifier(
+        webhook_url=config.slack_webhook_url,
+        bot_token=config.slack_bot_token,
+        channel=config.slack_channel,
+    )
 
     logger.info(
-        "Trade reconcile started (interval=%ds, paper=%s)",
+        "Trade reconcile started (interval=%ds, paper=%s, slack=%s)",
         config.snapshot_interval_seconds,
         config.paper_trading,
+        "on" if notifier.enabled else "off",
     )
 
     while True:
         try:
             if is_market_open():
-                await reconcile_once(broker, session_factory)
+                await reconcile_once(broker, session_factory, notifier=notifier)
             else:
                 logger.debug("Market closed — skipping trade reconcile")
         except asyncio.CancelledError:

services/trade_executor/main.py

@@ -21,7 +21,7 @@ from sqlalchemy.ext.asyncio import async_sessionmaker
 from services.trade_executor.config import TradeExecutorConfig
 from services.trade_executor.deferred_queue import DeferredSignalQueue
 from services.trade_executor.risk_manager import RiskManager
-from services.trade_executor.slack_notifier import SlackNotifier
+from shared.slack_notifier import SlackNotifier
 from shared.broker.alpaca_broker import AlpacaBroker
 from shared.db import create_db
 from shared.models.trading import Trade as TradeModel